# EDGAR Filing Document

**Accession Number:** 0000355437
**File Stem:** 0001410368-26-061795
**Filing Date:** 2026-6
**Character Count:** 4156302
**Document Hash:** b6795a40b9f79059c003cac50f333f6a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-061795.hdr.sgml**: 20260616

**ACCESSION NUMBER**: 0001410368-26-061795

**CONFORMED SUBMISSION TYPE**: NPORT-P/A

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260616

**DATE AS OF CHANGE**: 20260616

**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/A
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03258
- **FILM NUMBER:** 261093440

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

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

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

## Series and Classes Contracts Data

### U.S. Targeted Value Portfolio (Series ID: S000000970)

| Class ID   | Class Name                                          | Ticker Symbol   |
|:---|:---|:---|
| C000002721 | U.S. Targeted Value Portfolio - Institutional Class | DFFVX           |

## Nport-Ex

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**PORTFOLIO HOLDINGS REPORT**

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

**Table of Contents** 

---

| |
|:---|
| **[Definitions of Abbreviations and Footnotes](#xx_8e7dd3ab-8b32-4b96-a504-8066e7a851b1_AF-TOCHeader-688_1)** |
| [Schedule of Investments](#xx_8e7dd3ab-8b32-4b96-a504-8066e7a851b1_SOI-TOC-ScheduleofInvestments-708_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Enhanced U.S. Large Company Portfolio](#xx_8e7dd3ab-8b32-4b96-a504-8066e7a851b1_SOI-TOC-ScheduleofInvestments-708_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[U.S. Large Cap Value Portfolio](#xx_8e7dd3ab-8b32-4b96-a504-8066e7a851b1_SOI-TOC-ScheduleofInvestments-684_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[U.S. Targeted Value Portfolio](#xx_8e7dd3ab-8b32-4b96-a504-8066e7a851b1_SOI-TOC-ScheduleofInvestments-707_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[U.S. Small Cap Value Portfolio](#xx_8e7dd3ab-8b32-4b96-a504-8066e7a851b1_SOI-TOC-ScheduleofInvestments-711_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[U.S. Core Equity 1 Portfolio](#xx_8e7dd3ab-8b32-4b96-a504-8066e7a851b1_SOI-TOC-ScheduleofInvestments-701_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[U.S. Core Equity 2 Portfolio](#xx_8e7dd3ab-8b32-4b96-a504-8066e7a851b1_SOI-TOC-ScheduleofInvestments-702_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[U.S. Vector Equity Portfolio](#xx_8e7dd3ab-8b32-4b96-a504-8066e7a851b1_SOI-TOC-ScheduleofInvestments-709_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[U.S. Small Cap Portfolio](#xx_8e7dd3ab-8b32-4b96-a504-8066e7a851b1_SOI-TOC-ScheduleofInvestments-710_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[U.S. Micro Cap Portfolio](#xx_8e7dd3ab-8b32-4b96-a504-8066e7a851b1_SOI-TOC-ScheduleofInvestments-712_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[DFA Real Estate Securities Portfolio](#xx_8e7dd3ab-8b32-4b96-a504-8066e7a851b1_SOI-TOC-ScheduleofInvestments-691_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Large Cap International Portfolio](#xx_8e7dd3ab-8b32-4b96-a504-8066e7a851b1_SOI-TOC-ScheduleofInvestments-704_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[International Core Equity 2 Portfolio](#xx_8e7dd3ab-8b32-4b96-a504-8066e7a851b1_SOI-TOC-ScheduleofInvestments-692_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[International Small Company Portfolio](#xx_8e7dd3ab-8b32-4b96-a504-8066e7a851b1_SOI-TOC-ScheduleofInvestments-697_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Global Small Company Portfolio](#xx_8e7dd3ab-8b32-4b96-a504-8066e7a851b1_SOI-TOC-ScheduleofInvestments-716_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Japanese Small Company Portfolio](#xx_8e7dd3ab-8b32-4b96-a504-8066e7a851b1_SOI-TOC-ScheduleofInvestments-687_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Asia Pacific Small Company Portfolio](#xx_8e7dd3ab-8b32-4b96-a504-8066e7a851b1_SOI-TOC-ScheduleofInvestments-688_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[United Kingdom Small Company Portfolio](#xx_8e7dd3ab-8b32-4b96-a504-8066e7a851b1_SOI-TOC-ScheduleofInvestments-689_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Continental Small Company Portfolio](#xx_8e7dd3ab-8b32-4b96-a504-8066e7a851b1_SOI-TOC-ScheduleofInvestments-685_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[DFA International Real Estate Securities Portfolio](#xx_8e7dd3ab-8b32-4b96-a504-8066e7a851b1_SOI-TOC-ScheduleofInvestments-706_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[DFA Global Real Estate Securities Portfolio](#xx_8e7dd3ab-8b32-4b96-a504-8066e7a851b1_SOI-TOC-ScheduleofInvestments-696_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[DFA International Small Cap Value Portfolio](#xx_8e7dd3ab-8b32-4b96-a504-8066e7a851b1_SOI-TOC-ScheduleofInvestments-705_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[International Vector Equity Portfolio](#xx_8e7dd3ab-8b32-4b96-a504-8066e7a851b1_SOI-TOC-ScheduleofInvestments-703_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[World ex U.S. Value Portfolio](#xx_8e7dd3ab-8b32-4b96-a504-8066e7a851b1_SOI-TOC-ScheduleofInvestments-699_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[World ex U.S. Targeted Value Portfolio](#xx_8e7dd3ab-8b32-4b96-a504-8066e7a851b1_SOI-TOC-ScheduleofInvestments-700_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[World ex U.S. Core Equity Portfolio](#xx_8e7dd3ab-8b32-4b96-a504-8066e7a851b1_SOI-TOC-ScheduleofInvestments-713_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Selectively Hedged Global Equity Portfolio](#xx_8e7dd3ab-8b32-4b96-a504-8066e7a851b1_SOI-TOC-ScheduleofInvestments-698_1) |
| [Notes to Financial Statements](#xx_8e7dd3ab-8b32-4b96-a504-8066e7a851b1_NTF-NotestoFinancialStatements_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Organization](#xx_8e7dd3ab-8b32-4b96-a504-8066e7a851b1_NTF-NotestoFinancialStatements_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Security Valuation](#xx_8e7dd3ab-8b32-4b96-a504-8066e7a851b1_NTF-NotestoFinancialStatements_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Financial Instruments](#xx_8e7dd3ab-8b32-4b96-a504-8066e7a851b1_NTF-NotestoFinancialStatements_3) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Federal Tax Cost](#xx_8e7dd3ab-8b32-4b96-a504-8066e7a851b1_NTF-NotestoFinancialStatements_7) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Other](#xx_8e7dd3ab-8b32-4b96-a504-8066e7a851b1_NTF-NotestoFinancialStatements_9) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Subsequent Event Evaluations](#xx_8e7dd3ab-8b32-4b96-a504-8066e7a851b1_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 |
| CPI | Consumer Price Index |
| FRN | Floating Rate Note |
| GDR | Global Depositary Receipt |
| GO | General Obligation |
| OAT | Obligations Assimilables du Tresor |
| REIT | Real Estate Investment Trust |
| SOFR | Secured Overnight Financing Rate |
| AUD | Australian Dollars |
| CAD | Canadian Dollars |
| CHF | Swiss Franc |
| DKK | Danish Krone |
| EUR | Euro |
| HKD | Hong Kong Dollar |
| ILS | Israeli New Shekel |
| JPY | Japanese Yen |
| NZD | New Zealand Dollars |
| SEK | Swedish Krona |
| SGD | Singapore Dollars |

---

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

---

| | |
|:---|:---|
| Investment Footnotes | Investment Footnotes |
| ^ | Denominated in USD, unless otherwise noted. |
| † | See Security Valuation Note within the Notes to Schedules of Investments. |
| (r) | The adjustable rate shown is effective as of January 31, 2026. |
| Ω | &nbsp;&nbsp;Rule 144A, Section 4(2), or other security that is restricted as to resale to institutional <br>investors. This security has been deemed liquid based upon the Fund's Liquidity <br>Guidelines. The liquidity determination is unaudited.<br>|
| # | Total or Partial Securities on Loan. |
| ∞ | Rates reflect the effective yields at purchase date. |
| @ | Security purchased with cash collateral received from Securities on Loan. |
| § | Affiliated Fund. |
| ^^ | See Federal Tax Cost Note within the Notes to Schedules of Investments. |
| \* | Non-Income Producing Securities. |
| » | &nbsp;&nbsp;Securities have generally been fair valued. See Security Valuation Note within the <br>Notes to Schedules of Investments.<br>|
| †† | Security valued using significant unobservable inputs (Level 3). |
| Ɏ | Represents 7 Day subsidized yield as of 1/31/26. |

---

------

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

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| BONDS — (71.8%) | BONDS — (71.8%) | BONDS — (71.8%) | BONDS — (71.8%) | BONDS — (71.8%) |
| AUSTRALIA — (8.0%) | AUSTRALIA — (8.0%) | AUSTRALIA — (8.0%) | AUSTRALIA — (8.0%) | AUSTRALIA — (8.0%) |
| &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 + 0.810%, <br>FRN, 4.468%, <br>01/18/27<br>|  | 550 | &nbsp;&nbsp;$552843 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.810%, <br>FRN, 4.468%, <br>01/18/27<br>|  | 250 | &nbsp;&nbsp;251292 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.970%, <br>FRN, 4.604%, <br>05/12/27<br>| AUD | 500 | &nbsp;&nbsp;350581 |
| &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Bank of <br>Australia, 3M Swap + <br>1.020%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Bank of <br>Australia, 3M Swap + <br>1.020%, FRN |  |  |  |
| (r) | 4.674%, 08/18/27 | AUD | 3000 | &nbsp;&nbsp;2106828 |
| &nbsp;&nbsp;&nbsp;&nbsp;Glencore Funding LLC, <br>SOFR + 0.750%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Glencore Funding LLC, <br>SOFR + 0.750%, FRN |  |  |  |
| (r)Ω | 4.425%, 10/01/26 |  | 1550 | &nbsp;&nbsp;1553167 |
| &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 |  | 2000 | &nbsp;&nbsp;2014420 |
| National Australia Bank Ltd. | National Australia Bank Ltd. | National Australia Bank Ltd. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.700%, <br>FRN, 4.427%, <br>10/18/27<br>| AUD | 3000 | &nbsp;&nbsp;2096801 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.530%, <br>FRN, 4.183%, <br>12/13/28<br>|  | 1500 | &nbsp;&nbsp;1500906 |
| &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 |  | 2200 | &nbsp;&nbsp;2217968 |
| Westpac Banking Corp. | Westpac Banking Corp. | Westpac Banking Corp. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 1.050%, <br>FRN, 4.691%, <br>05/20/27<br>| AUD | 500 | &nbsp;&nbsp;350839 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.980%, <br>FRN, 4.633%, <br>02/16/28<br>| AUD | 5000 | &nbsp;&nbsp;3516151 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  |  | &nbsp;&nbsp;16511796 |
| CANADA — (15.1%) | CANADA — (15.1%) | CANADA — (15.1%) | CANADA — (15.1%) | CANADA — (15.1%) |
| Bank of Montreal | Bank of Montreal | Bank of Montreal |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.330%, <br>FRN, 5.039%, <br>06/05/26<br>|  | 183 | &nbsp;&nbsp;183700 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.620%, <br>FRN, 4.304%, <br>09/15/26<br>|  | 440 | &nbsp;&nbsp;440997 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.760%, <br>FRN, 4.473%, <br>06/04/27<br>| 800 | &nbsp;&nbsp;$803765 |
|  | 3.190%, 03/01/28<br> CAD | 2000 | &nbsp;&nbsp;1475577 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bank of Nova Scotia, <br>SOFR + 0.780%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Nova Scotia, <br>SOFR + 0.780%, FRN |  |  |
| (r) | 4.493%, 06/04/27 | 1360 | &nbsp;&nbsp;1366221 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canada Government <br>Bonds | &nbsp;&nbsp;&nbsp;&nbsp;Canada Government <br>Bonds |  |  |
|  | 2.000%, 06/01/28<br> CAD | 2800 | &nbsp;&nbsp;2029370 |
| Canada Housing Trust No. 1 | Canada Housing Trust No. 1 |  |  |
| Ω | 2.650%, 12/15/28<br> CAD | 1000 | &nbsp;&nbsp;732692 |
| Ω | 4.250%, 12/15/28<br> CAD | 1800 | &nbsp;&nbsp;1376891 |
| CDP Financial, Inc. | CDP Financial, Inc. |  |  |
| Ω | 3.800%, 06/02/27<br> CAD | 1000 | &nbsp;&nbsp;746646 |
|  | 3.700%, 03/08/28<br> CAD | 5500 | &nbsp;&nbsp;4122385 |
| Ω | 3.700%, 03/08/28<br> CAD | 2000 | &nbsp;&nbsp;1499049 |
| City of Montreal | City of Montreal |  |  |
|  | 3.150%, 09/01/28<br> CAD | 1000 | &nbsp;&nbsp;740381 |
| CPPIB Capital, Inc. | CPPIB Capital, Inc. |  |  |
|  | 3.000%, 06/15/28<br> CAD | 3500 | &nbsp;&nbsp;2588250 |
| &nbsp;&nbsp;&nbsp;&nbsp;Element Fleet <br>Management Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Element Fleet <br>Management Corp. |  |  |
| Ω | 6.271%, 06/26/26 | 60 | &nbsp;&nbsp;60431 |
| &nbsp;&nbsp;&nbsp;&nbsp;Province of British <br>Columbia | &nbsp;&nbsp;&nbsp;&nbsp;Province of British <br>Columbia |  |  |
|  | 2.950%, 12/18/28<br> CAD | 2500 | &nbsp;&nbsp;1846234 |
| Province of Ontario | Province of Ontario |  |  |
|  | 2.900%, 06/02/28<br> CAD | 3000 | &nbsp;&nbsp;2214534 |
|  | 3.400%, 09/08/28<br> CAD | 5400 | &nbsp;&nbsp;4031292 |
| 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>| 436 | &nbsp;&nbsp;438701 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.710%, <br>FRN, 4.376%, <br>01/21/27<br>| 1700 | &nbsp;&nbsp;1706435 |
| Suncor Energy, Inc. | Suncor Energy, Inc. |  |  |
|  | 7.875%, 06/15/26 | 750 | &nbsp;&nbsp;760316 |
| Toronto-Dominion Bank | Toronto-Dominion Bank |  |  |
| #(r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.080%, <br>FRN, 4.746%, <br>07/17/26<br>| 47 | &nbsp;&nbsp;47178 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.730%, <br>FRN, 4.405%, <br>04/05/27<br>| 1000 | &nbsp;&nbsp;1004298 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.750%, <br>FRN, 4.416%, <br>10/13/28<br>| 1000 | &nbsp;&nbsp;1002339 |
| TOTAL CANADA | TOTAL CANADA |  | &nbsp;&nbsp;31217682 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| FRANCE — (1.5%) | FRANCE — (1.5%) | FRANCE — (1.5%) | FRANCE — (1.5%) |
| &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) | 5.066%, 07/13/26 | 1300 | &nbsp;&nbsp;$1306634 |
| &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 | 1800 | &nbsp;&nbsp;1807825 |
| TOTAL FRANCE | TOTAL FRANCE |  | &nbsp;&nbsp;3114459 |
| GERMANY — (2.5%) | GERMANY — (2.5%) | GERMANY — (2.5%) | GERMANY — (2.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp;BMW U.S. Capital LLC, <br>SOFR + 0.710%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;BMW U.S. Capital LLC, <br>SOFR + 0.710%, FRN |  |  |
| (r)Ω | 4.512%, 08/11/27 | 1214 | &nbsp;&nbsp;1217599 |
| &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 | 1500 | &nbsp;&nbsp;1501690 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mercedes-Benz Finance North <br>America LLC | &nbsp;&nbsp;&nbsp;&nbsp;Mercedes-Benz Finance North <br>America LLC |  |  |
| #(r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.630%, <br>FRN, 4.297%, <br>07/31/26<br>| 600 | &nbsp;&nbsp;601175 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.930%, <br>FRN, 4.606%, <br>03/31/28<br>| 400 | &nbsp;&nbsp;402000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen Group of <br>America Finance LLC, <br>SOFR + 1.060%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen Group of <br>America Finance LLC, <br>SOFR + 1.060%, FRN |  |  |
| (r)Ω | 4.740%, 03/25/27 | 1500 | &nbsp;&nbsp;1504423 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp;5226887 |
| ITALY — (0.8%) | ITALY — (0.8%) | ITALY — (0.8%) | ITALY — (0.8%) |
| &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 | 1700 | &nbsp;&nbsp;1697866 |
| JAPAN — (3.1%) | JAPAN — (3.1%) | JAPAN — (3.1%) | JAPAN — (3.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Nomura Holdings, Inc., <br>SOFR + 1.250%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Nomura Holdings, Inc., <br>SOFR + 1.250%, FRN |  |  |
| (r) | 4.924%, 07/02/27 | 700 | &nbsp;&nbsp;706103 |
| NTT Finance Corp. | NTT Finance Corp. |  |  |
| Ω | 1.162%, 04/03/26 | 500 | &nbsp;&nbsp;497516 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.080%, <br>FRN, 4.738%, <br>07/16/28<br>| 1000 | &nbsp;&nbsp;1010112 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.080%, <br>FRN, 4.738%, <br>07/16/28<br>| 200 | &nbsp;&nbsp;202023 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial <br>Group, Inc., SOFR + <br>0.760%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial <br>Group, Inc., SOFR + <br>0.760%, FRN |  |  |
| (r) | 4.418%, 01/15/29 | 1750 | &nbsp;&nbsp;1751486 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| Sumitomo Mitsui Trust Bank Ltd. | Sumitomo Mitsui Trust Bank Ltd. | Sumitomo Mitsui Trust Bank Ltd. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.980%, <br>FRN, 4.686%, <br>09/10/27<br>|  | 784 | &nbsp;&nbsp;$791354 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.750%, <br>FRN, 4.452%, <br>09/11/28<br>|  | 1300 | &nbsp;&nbsp;1304875 |
| TOTAL JAPAN | TOTAL JAPAN |  |  | &nbsp;&nbsp;6263469 |
| LUXEMBOURG — (0.7%) | LUXEMBOURG — (0.7%) | LUXEMBOURG — (0.7%) | LUXEMBOURG — (0.7%) | LUXEMBOURG — (0.7%) |
| ArcelorMittal SA | ArcelorMittal SA | ArcelorMittal SA |  |  |
|  | 4.550%, 03/11/26 |  | 1500 | &nbsp;&nbsp;1500320 |
| NETHERLANDS — (2.8%) | NETHERLANDS — (2.8%) | NETHERLANDS — (2.8%) | NETHERLANDS — (2.8%) | NETHERLANDS — (2.8%) |
| &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 |  | 3550 | &nbsp;&nbsp;3566146 |
| &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 | 3000 | &nbsp;&nbsp;2098556 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  |  | &nbsp;&nbsp;5664702 |
| NEW ZEALAND — (6.0%) | NEW ZEALAND — (6.0%) | NEW ZEALAND — (6.0%) | NEW ZEALAND — (6.0%) | NEW ZEALAND — (6.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Government <br>Bonds | &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Government <br>Bonds |  |  |  |
|  | 0.250%, 05/15/28 | NZD | 10500 | &nbsp;&nbsp;5894678 |
| &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 | 11000 | &nbsp;&nbsp;6437298 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  |  | &nbsp;&nbsp;12331976 |
| SINGAPORE — (3.9%) | SINGAPORE — (3.9%) | SINGAPORE — (3.9%) | SINGAPORE — (3.9%) | SINGAPORE — (3.9%) |
| &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 |  | 1800 | &nbsp;&nbsp;1805932 |
| 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 | 3000 | &nbsp;&nbsp;2095506 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.720%, <br>FRN, 4.447%, <br>04/16/27<br>| AUD | 6000 | &nbsp;&nbsp;4191931 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  |  | &nbsp;&nbsp;8093369 |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.6%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.6%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.6%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.6%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.6%) |
| &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 |  |  |
|  | 2.900%, 09/05/28 | CAD | 4500 | &nbsp;&nbsp;3319884 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED KINGDOM — (1.5%) | UNITED KINGDOM — (1.5%) | UNITED KINGDOM — (1.5%) | UNITED KINGDOM — (1.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp;BAT International Finance <br>PLC | &nbsp;&nbsp;&nbsp;&nbsp;BAT International Finance <br>PLC |  |  |
|  | 1.668%, 03/25/26 | 163 | &nbsp;&nbsp;$162456 |
| &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 | 879 | &nbsp;&nbsp;882170 |
| &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 | 2000 | &nbsp;&nbsp;2014417 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED <br>KINGDOM | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED <br>KINGDOM |  | &nbsp;&nbsp;3059043 |
| UNITED STATES — (24.3%) | UNITED STATES — (24.3%) | UNITED STATES — (24.3%) | UNITED STATES — (24.3%) |
| 7-Eleven, Inc. | 7-Eleven, Inc. |  |  |
|  | 0.950%, 02/10/26 | 1025 | &nbsp;&nbsp;1024272 |
| Ameren Corp. | Ameren Corp. |  |  |
|  | 3.650%, 02/15/26 | 1600 | &nbsp;&nbsp;1599205 |
| American Honda Finance Corp. | American Honda Finance Corp. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.710%, <br>FRN, 4.375%, <br>07/09/27<br>| 661 | &nbsp;&nbsp;663563 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.900%, <br>FRN, 4.642%, <br>09/01/28<br>| 450 | &nbsp;&nbsp;451856 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.780%, <br>FRN, 4.446%, <br>01/08/29<br>| 1000 | &nbsp;&nbsp;1001039 |
| American Tower Corp. | American Tower Corp. |  |  |
|  | 4.400%, 02/15/26 | 100 | &nbsp;&nbsp;99994 |
| &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 | 300 | &nbsp;&nbsp;301047 |
| Boston Properties LP | Boston Properties LP |  |  |
|  | 3.650%, 02/01/26 | 100 | &nbsp;&nbsp;100000 |
| &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 | 750 | &nbsp;&nbsp;750095 |
| &nbsp;&nbsp;&nbsp;&nbsp;Brixmor Operating <br>Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp;Brixmor Operating <br>Partnership LP |  |  |
|  | 4.125%, 06/15/26 | 200 | &nbsp;&nbsp;200018 |
| Campbell's Co. | Campbell's Co. |  |  |
|  | 5.300%, 03/20/26 | 300 | &nbsp;&nbsp;300484 |
| &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 | 1750 | &nbsp;&nbsp;1753768 |
| &nbsp;&nbsp;&nbsp;&nbsp;Caterpillar Financial Services <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Caterpillar Financial Services <br>Corp. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.380%, <br>FRN, 4.046%, <br>01/07/27<br>| 292 | &nbsp;&nbsp;292622 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.520%, <br>FRN, 4.309%, <br>05/14/27<br>| 400 | &nbsp;&nbsp;402035 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.520%, <br>FRN, 4.239%, <br>03/03/28<br>| 1500 | &nbsp;&nbsp;$1503324 |
| &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 | 146 | &nbsp;&nbsp;146090 |
| &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 | 2250 | &nbsp;&nbsp;2265840 |
| Citibank NA | Citibank NA |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.060%, <br>FRN, 4.773%, <br>12/04/26<br>| 1500 | &nbsp;&nbsp;1509378 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.781%, <br>FRN, 4.515%, <br>05/29/27<br>| 600 | &nbsp;&nbsp;602766 |
| CMS Energy Corp. | CMS Energy Corp. |  |  |
|  | 3.000%, 05/15/26 | 190 | &nbsp;&nbsp;189457 |
| &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 | 400 | &nbsp;&nbsp;400837 |
| &nbsp;&nbsp;&nbsp;&nbsp;Constellation Energy <br>Generation LLC, SOFR <br>+ 0.600%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Constellation Energy <br>Generation LLC, SOFR <br>+ 0.600%, FRN |  |  |
| (r) | 4.266%, 01/08/28 | 266 | &nbsp;&nbsp;266452 |
| &nbsp;&nbsp;&nbsp;&nbsp;COPT Defense <br>Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;COPT Defense <br>Properties LP |  |  |
|  | 2.250%, 03/15/26 | 45 | &nbsp;&nbsp;44902 |
| Crown Castle, Inc. | Crown Castle, Inc. |  |  |
|  | 3.700%, 06/15/26 | 1000 | &nbsp;&nbsp;998342 |
| CVS Health Corp. | CVS Health Corp. |  |  |
|  | 5.000%, 02/20/26 | 1700 | &nbsp;&nbsp;1700380 |
| EPR Properties | EPR Properties |  |  |
|  | 4.750%, 12/15/26 | 1500 | &nbsp;&nbsp;1504554 |
| Equinix, Inc. | Equinix, Inc. |  |  |
|  | 1.450%, 05/15/26 | 140 | &nbsp;&nbsp;138982 |
| Eversource Energy | Eversource Energy |  |  |
|  | 3.350%, 03/15/26 | 100 | &nbsp;&nbsp;99916 |
| &nbsp;&nbsp;&nbsp;&nbsp;Georgia Power Co., SOFR <br>+ 0.280%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Georgia Power Co., SOFR <br>+ 0.280%, FRN |  |  |
| (r) | 3.964%, 09/15/26 | 800 | &nbsp;&nbsp;800152 |
| Global Payments, Inc. | Global Payments, Inc. |  |  |
|  | 1.200%, 03/01/26 | 120 | &nbsp;&nbsp;119734 |
|  | 4.800%, 04/01/26 | 600 | &nbsp;&nbsp;600618 |
| &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 | 1500 | &nbsp;&nbsp;1505811 |
| Highmark, Inc. | Highmark, Inc. |  |  |
| Ω | 1.450%, 05/10/26 | 300 | &nbsp;&nbsp;297377 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| HSBC USA, Inc. | HSBC USA, Inc. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.960%, <br>FRN, 4.673%, <br>03/04/27<br>| 1000 | &nbsp;&nbsp;$1005200 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.970%, <br>FRN, 4.689%, <br>06/03/28<br>| 1117 | &nbsp;&nbsp;1125861 |
| Intel Corp. | Intel Corp. |  |  |
|  | 4.875%, 02/10/26 | 1500 | &nbsp;&nbsp;1500090 |
| &nbsp;&nbsp;&nbsp;&nbsp;John Deere Capital Corp., <br>SOFR + 0.500%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;John Deere Capital Corp., <br>SOFR + 0.500%, FRN |  |  |
| #(r) | 4.219%, 03/06/28 | 400 | &nbsp;&nbsp;401700 |
| &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 | 1700 | &nbsp;&nbsp;1709030 |
| 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>| 220 | &nbsp;&nbsp;220100 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.880%, <br>FRN, 4.564%, <br>03/15/27<br>| 240 | &nbsp;&nbsp;240395 |
| Lowe's Cos., Inc. | Lowe's Cos., Inc. |  |  |
| # | 4.800%, 04/01/26 | 80 | &nbsp;&nbsp;80076 |
| Marriott International, Inc. | Marriott International, Inc. |  |  |
|  | 3.125%, 06/15/26 | 500 | &nbsp;&nbsp;498541 |
| &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 | 1350 | &nbsp;&nbsp;1359806 |
| MPLX LP | MPLX LP |  |  |
|  | 1.750%, 03/01/26 | 1000 | &nbsp;&nbsp;998163 |
| &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>| 1218 | &nbsp;&nbsp;1223466 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.820%, <br>FRN, 4.504%, <br>09/16/27<br>| 170 | &nbsp;&nbsp;171100 |
| &nbsp;&nbsp;&nbsp;&nbsp;NextEra Energy Capital <br>Holdings, Inc., SOFR + <br>0.800%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;NextEra Energy Capital <br>Holdings, Inc., SOFR + <br>0.800%, FRN |  |  |
| (r) | 4.635%, 02/04/28 | 863 | &nbsp;&nbsp;868023 |
| &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 | 2275 | &nbsp;&nbsp;2281881 |
| Philip Morris International, Inc. | Philip Morris International, Inc. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.830%, <br>FRN, 4.513%, <br>04/28/28<br>| 190 | &nbsp;&nbsp;191169 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.660%, <br>FRN, 4.327%, <br>10/27/28<br>| 1000 | &nbsp;&nbsp;1003417 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Prudential Financial, Inc. | Prudential Financial, Inc. |  |  |
|  | 1.500%, 03/10/26 | 70 | &nbsp;&nbsp;$69834 |
| &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 | 780 | &nbsp;&nbsp;782691 |
| Sempra | Sempra |  |  |
|  | 5.400%, 08/01/26 | 70 | &nbsp;&nbsp;70406 |
| &nbsp;&nbsp;&nbsp;&nbsp;Southwestern Electric <br>Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;Southwestern Electric <br>Power Co. |  |  |
|  | 1.650%, 03/15/26 | 1650 | &nbsp;&nbsp;1645546 |
| T-Mobile USA, Inc. | T-Mobile USA, Inc. |  |  |
|  | 1.500%, 02/15/26 | 602 | &nbsp;&nbsp;601319 |
| &nbsp;&nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp., <br>SOFR + 0.710%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp., <br>SOFR + 0.710%, FRN |  |  |
| #(r) | 4.499%, 05/14/27 | 2000 | &nbsp;&nbsp;2011947 |
| Utah Acquisition Sub, Inc. | Utah Acquisition Sub, Inc. |  |  |
|  | 3.950%, 06/15/26 | 1100 | &nbsp;&nbsp;1098953 |
| Vontier Corp. | Vontier Corp. |  |  |
|  | 1.800%, 04/01/26 | 1700 | &nbsp;&nbsp;1692835 |
| Western Union Co. | Western Union Co. |  |  |
|  | 1.350%, 03/15/26 | 1700 | &nbsp;&nbsp;1694304 |
| Williams Cos., Inc. | Williams Cos., Inc. |  |  |
|  | 5.400%, 03/02/26 | 200 | &nbsp;&nbsp;200281 |
| WP Carey, Inc. | WP Carey, Inc. |  |  |
|  | 4.250%, 10/01/26 | 204 | &nbsp;&nbsp;204170 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | &nbsp;&nbsp;50091227 |
| TOTAL BONDS | TOTAL BONDS |  | &nbsp;&nbsp;148092680 |
| U.S. TREASURY OBLIGATIONS — (12.9%) | U.S. TREASURY OBLIGATIONS — (12.9%) | U.S. TREASURY OBLIGATIONS — (12.9%) | U.S. TREASURY OBLIGATIONS — (12.9%) |
| U.S. Treasury Bills | U.S. Treasury Bills |  |  |
| ∞ | 3.866%, 02/05/26  | 1625 | &nbsp;&nbsp;1624514 |
| ∞ | 3.843%, 02/12/26  | 7000 | &nbsp;&nbsp;6993013 |
| ∞ | 3.587%, 02/24/26  | 6600 | &nbsp;&nbsp;6585386 |
| ∞ | 3.869%, 03/10/26  | 4250 | &nbsp;&nbsp;4234592 |
| ∞ | 3.618%, 03/19/26  | 1100 | &nbsp;&nbsp;1095012 |
| ∞ | 3.670%, 03/24/26  | 5500 | &nbsp;&nbsp;5472193 |
| ∞ | 3.588%, 04/21/26  | 575 | &nbsp;&nbsp;570535 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL U.S. TREASURY <br>OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL U.S. TREASURY <br>OBLIGATIONS |  | &nbsp;&nbsp;26575245 |
| COMMERCIAL PAPER — (14.6%) | COMMERCIAL PAPER — (14.6%) | COMMERCIAL PAPER — (14.6%) | COMMERCIAL PAPER — (14.6%) |
| CANADA — (1.0%) | CANADA — (1.0%) | CANADA — (1.0%) | CANADA — (1.0%) |
| Nutrien Ltd. | Nutrien Ltd. |  |  |
| Ω | 3.847%, 02/24/26 | 500 | &nbsp;&nbsp;498654 |
| TELUS Corp. | TELUS Corp. |  |  |
| Ω | 4.185%, 06/15/26 | 1500 | &nbsp;&nbsp;1476653 |
| TOTAL CANADA | TOTAL CANADA |  | &nbsp;&nbsp;1975307 |
| GERMANY — (0.7%) | GERMANY — (0.7%) | GERMANY — (0.7%) | GERMANY — (0.7%) |
| BASF SE | BASF SE |  |  |
| Ω | 3.829%, 03/25/26 | 1500 | &nbsp;&nbsp;1491567 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| SWEDEN — (0.9%) | SWEDEN — (0.9%) | SWEDEN — (0.9%) | SWEDEN — (0.9%) |
| Swedbank AB | Swedbank AB |  |  |
| Ω | 3.789%, 07/22/26 | 1850 | &nbsp;&nbsp;$1817289 |
| UNITED STATES — (12.0%) | UNITED STATES — (12.0%) | UNITED STATES — (12.0%) | UNITED STATES — (12.0%) |
| AES Corp. | AES Corp. |  |  |
| Ω | 4.163%, 03/04/26 | 500 | &nbsp;&nbsp;498092 |
| &nbsp;&nbsp;&nbsp;&nbsp;Alexandria Real Estate <br>Equities, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Alexandria Real Estate <br>Equities, Inc. |  |  |
| Ω | 4.027%, 02/13/26 | 1500 | &nbsp;&nbsp;1497722 |
| &nbsp;&nbsp;&nbsp;&nbsp;Amcor Flexibles North <br>America, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Amcor Flexibles North <br>America, Inc. |  |  |
| Ω | 3.878%, 02/18/26 | 1500 | &nbsp;&nbsp;1496856 |
| Avangrid, Inc. | Avangrid, Inc. |  |  |
| Ω | 3.864%, 03/26/26 | 1500 | &nbsp;&nbsp;1491227 |
| Becton Dickinson & Co. | Becton Dickinson & Co. |  |  |
| Ω | 3.834%, 02/12/26 | 1500 | &nbsp;&nbsp;1497940 |
| Boston Properties LP | Boston Properties LP |  |  |
| Ω | 3.980%, 03/24/26 | 1250 | &nbsp;&nbsp;1242828 |
| Duke Energy Corp. | Duke Energy Corp. |  |  |
| Ω | 3.867%, 02/10/26 | 500 | &nbsp;&nbsp;499434 |
| Ω | 3.870%, 03/24/26 | 500 | &nbsp;&nbsp;497216 |
| Ω | 3.887%, 04/22/26 | 300 | &nbsp;&nbsp;297420 |
| Enbridge U.S., Inc. | Enbridge U.S., Inc. |  |  |
| Ω | 3.866%, 02/09/26 | 1500 | &nbsp;&nbsp;1498420 |
| Equifax, Inc. | Equifax, Inc. |  |  |
| Ω | 3.876%, 03/23/26 | 1500 | &nbsp;&nbsp;1491609 |
| ERAC USA Finance LLC | ERAC USA Finance LLC |  |  |
| Ω | 3.882%, 02/12/26 | 1750 | &nbsp;&nbsp;1747554 |
| ERP Operating LP | ERP Operating LP |  |  |
| Ω | 4.097%, 02/10/26 | 1250 | &nbsp;&nbsp;1248550 |
| &nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial <br>Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial <br>Co., Inc. |  |  |
| Ω | 4.284%, 02/12/26 | 1400 | &nbsp;&nbsp;1398079 |
| &nbsp;&nbsp;&nbsp;&nbsp;Harley-Davidson Financial <br>Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Harley-Davidson Financial <br>Services, Inc. |  |  |
| Ω | 4.304%, 03/10/26 | 250 | &nbsp;&nbsp;248908 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| ITC Holdings Corp. | ITC Holdings Corp. |  |  |
| Ω | 4.180%, 03/10/26 | 750 | &nbsp;&nbsp;$746856 |
| Keurig Dr. Pepper, Inc. | Keurig Dr. Pepper, Inc. |  |  |
| Ω | 3.917%, 02/24/26 | 1000 | &nbsp;&nbsp;997335 |
| Lseg U.S. Fin Corp. | Lseg U.S. Fin Corp. |  |  |
|  | 3.899%, 04/21/26 | 1750 | &nbsp;&nbsp;1734961 |
| McCormick & Co., Inc. | McCormick & Co., Inc. |  |  |
| Ω | 3.882%, 02/27/26 | 1000 | &nbsp;&nbsp;997002 |
| Ovintiv, Inc. | Ovintiv, Inc. |  |  |
|  | 4.276%, 02/20/26 | 1000 | &nbsp;&nbsp;997566 |
| &nbsp;&nbsp;&nbsp;&nbsp;Stanley Black & Decker, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Stanley Black & Decker, <br>Inc. |  |  |
| Ω | 3.916%, 02/23/26 | 1500 | &nbsp;&nbsp;1496051 |
| Xcel Energy, Inc. | Xcel Energy, Inc. |  |  |
| Ω | 3.882%, 02/13/26 | 1205 | &nbsp;&nbsp;1203216 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | &nbsp;&nbsp;24824842 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMERCIAL <br>PAPER<br>(Cost $30,116,032) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMERCIAL <br>PAPER<br>(Cost $30,116,032) |  | &nbsp;&nbsp;30109005 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $202,289,081) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $202,289,081) |  | &nbsp;&nbsp;204776930 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| SECURITIES LENDING COLLATERAL — (0.7%) | SECURITIES LENDING COLLATERAL — (0.7%) | SECURITIES LENDING COLLATERAL — (0.7%) | SECURITIES LENDING COLLATERAL — (0.7%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund<br>| 133486 | &nbsp;&nbsp;1544031 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $203,833,112)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $203,833,112)^^ |  | &nbsp;&nbsp;$206320961 |

---

As of January 31, 2026, Enhanced U.S. Large Company Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br>**Date**<br>| **Unrealized**<br>**Foreign**<br>**Exchange**<br>**Appreciation**<br>**(Depreciation)**<br>|
| USD | 12805280 | AUD | 18169879 | Australia and New Zealand Bank | 03/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$153312 |
| EUR | 1018995 | USD | 1185565 | Royal Bank of Canada | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25602 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$178914** |
| USD | 12178125 | AUD | 18169879 | Australia and New Zealand Bank | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(474474)<br>|
| AUD | 18169879 | USD | 12805949 | Australia and New Zealand Bank | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(153350)<br>|
| USD | 9286669 | NZD | 16144810 | Australia and New Zealand Bank | 02/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(439914)<br>|
| USD | 4189030 | AUD | 6105392 | Citibank, N.A. | 02/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(62293)<br>|
| USD | 2527478 | NZD | 4402876 | Citibank, N.A. | 03/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(127523)<br>|
| USD | 12609557 | CAD | 17446148 | Societe Generale | 03/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(225777)<br>|

---

------

**Enhanced U.S. Large Company 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 | 13808805 | CAD | 19119436 | Citibank, N.A. | 03/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(258181)<br>|
| USD | 1199580 | EUR | 1018995 | Societe Generale | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11588)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(1753100)**<br>|
| **Total Appreciation**<br>**(Depreciation)** | **Total Appreciation**<br>**(Depreciation)** | **Total Appreciation**<br>**(Depreciation)** | **Total Appreciation**<br>**(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(1574186)**<br>|

---

As of January 31, 2026, Enhanced U.S. Large Company Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br>**Contracts**<br>| **Expiration**<br>**Date**<br>| **Notional**<br>**Value**<br>| **Market**<br>**Value**<br>| **Unrealized**<br>**Appreciation**<br>**(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp;&nbsp;&nbsp;627 | 03/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;$211565553 | &nbsp;&nbsp;&nbsp;&nbsp;$218376263 | &nbsp;&nbsp;&nbsp;&nbsp;$6810710 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp;**$211565553** | &nbsp;&nbsp;**$218376263** | &nbsp;&nbsp;**$6810710** |

---

As of January 31, 2026, the value of Rule 144A securities amounted to $53,587,571 or 24.4% 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;$16511796 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$16511796 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;31217682 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;31217682 |
| &nbsp;&nbsp;&nbsp;&nbsp;France | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3114459 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3114459 |
| &nbsp;&nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;5226887 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;5226887 |
| &nbsp;&nbsp;&nbsp;&nbsp;Italy | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1697866 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1697866 |
| &nbsp;&nbsp;&nbsp;&nbsp;Japan | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;6263469 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;6263469 |
| &nbsp;&nbsp;&nbsp;&nbsp;Luxembourg | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1500320 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1500320 |
| &nbsp;&nbsp;&nbsp;&nbsp;Netherlands | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;5664702 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;5664702 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;12331976 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;12331976 |
| &nbsp;&nbsp;&nbsp;&nbsp;Singapore | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8093369 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8093369 |
| &nbsp;&nbsp;&nbsp;&nbsp;Supranational Organization Obligations | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3319884 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3319884 |
| &nbsp;&nbsp;&nbsp;&nbsp;United Kingdom | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3059043 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3059043 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;50091227 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;50091227 |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;26575245 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;26575245 |
| Commercial Paper | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;30109005 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;30109005 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1544031 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1544031 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$206320961 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$206320961 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;178914 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;178914 |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts\*\* | &nbsp;&nbsp;&nbsp;$6810710 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;6810710 |

---

------

**Enhanced U.S. Large Company 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** |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$(1753100) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$(1753100) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp;$6810710 | &nbsp;&nbsp;&nbsp;$(1574186) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$5236524 |
| &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. |

---

------

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

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)** 

---

| | |
|:---|:---|
|  | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| The U.S. Large Cap Value Series | $24337365737 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES^^ | $24337365737 |

---

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).

------

**U.S. Targeted Value Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (95.1%) | COMMON STOCKS — (95.1%) | COMMON STOCKS — (95.1%) | COMMON STOCKS — (95.1%) |
| COMMUNICATION SERVICES — (1.9%) | COMMUNICATION SERVICES — (1.9%) | COMMUNICATION SERVICES — (1.9%) | COMMUNICATION SERVICES — (1.9%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Advantage Solutions, <br>Inc.<br>| 562554 | &nbsp;&nbsp;$607558 |
| #\* | Angi, Inc. | 239847 | &nbsp;&nbsp;3113214 |
| \* | Anterix, Inc. | 7632 | &nbsp;&nbsp;200454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Array Digital <br>Infrastructure, Inc.<br>| 400863 | &nbsp;&nbsp;19317588 |
|  | ATN International, Inc. | 85983 | &nbsp;&nbsp;2079929 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bandwidth, Inc., <br>Class A<br>| 174909 | &nbsp;&nbsp;2443479 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Boston Omaha Corp., <br>Class A<br>| 211022 | &nbsp;&nbsp;2576579 |
| \* | Bumble, Inc., Class A | 350501 | &nbsp;&nbsp;1174178 |
| \* | BuzzFeed, Inc. | 2116 | &nbsp;&nbsp;1863 |
| # | Cable One, Inc. | 30730 | &nbsp;&nbsp;2488823 |
| \* | Cars.com, Inc. | 494537 | &nbsp;&nbsp;5617940 |
| \* | DHI Group, Inc. | 123277 | &nbsp;&nbsp;214502 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;DoubleVerify Holdings, <br>Inc.<br>| 613473 | &nbsp;&nbsp;6637778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Entravision <br>Communications <br>Corp., Class A<br>| 97287 | &nbsp;&nbsp;292834 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;EW Scripps Co., <br>Class A<br>| 534434 | &nbsp;&nbsp;1790354 |
| \* | Gaia, Inc. | 119797 | &nbsp;&nbsp;406112 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gambling.com Group <br>Ltd.<br>| 5268 | &nbsp;&nbsp;25128 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;GCI Liberty, Inc. <br>(GLBKV US), <br>Class C<br>| 213978 | &nbsp;&nbsp;7915046 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GCI Liberty, Inc. <br>(GLIBA US), <br>Class A<br>| 24967 | &nbsp;&nbsp;935513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gray Media, Inc. GTN <br>US<br>| 535635 | &nbsp;&nbsp;2415714 |
| \* | Harte Hanks, Inc. | 5598 | &nbsp;&nbsp;16962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;John Wiley & Sons, <br>Inc. (WLY US), <br>Class A<br>| 184394 | &nbsp;&nbsp;5758625 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Global Ltd. <br>(LBTYA US), <br>Class A<br>| 1152403 | &nbsp;&nbsp;12780149 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Global Ltd. <br>(LBTYK US), <br>Class C<br>| 1057607 | &nbsp;&nbsp;11718285 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Latin America <br>Ltd. (LILA US), <br>Class A<br>| 283838 | &nbsp;&nbsp;2191229 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Latin America <br>Ltd. (LILAK US), <br>Class C<br>| 1147754 | &nbsp;&nbsp;8929526 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lionsgate Studios <br>Corp.<br>| 86077 | &nbsp;&nbsp;812567 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | Magnite, Inc. | 50557 | &nbsp;&nbsp;$731560 |
|  | Marcus Corp. | 163826 | &nbsp;&nbsp;2472134 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;National CineMedia, <br>Inc.<br>| 253542 | &nbsp;&nbsp;915287 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nexstar Media Group, <br>Inc.<br>| 244158 | &nbsp;&nbsp;51854276 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Paramount Skydance <br>Corp., Class B<br>| 11880 | &nbsp;&nbsp;133175 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PubMatic, Inc., <br>Class A<br>| 197207 | &nbsp;&nbsp;1431723 |
| \* | Reservoir Media, Inc. | 145478 | &nbsp;&nbsp;1098359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saga Communications, <br>Inc., Class A<br>| 47086 | &nbsp;&nbsp;535839 |
|  | Scholastic Corp. | 149629 | &nbsp;&nbsp;5232526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenandoah <br>Telecommunications <br>Co.<br>| 193571 | &nbsp;&nbsp;2297688 |
|  | Shutterstock, Inc. | 75738 | &nbsp;&nbsp;1503399 |
|  | Sinclair, Inc. | 175121 | &nbsp;&nbsp;2541006 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sirius XM Holdings, <br>Inc.<br>| 223663 | &nbsp;&nbsp;4551542 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Sphere Entertainment <br>Co.<br>| 39123 | &nbsp;&nbsp;3736638 |
|  | Spok Holdings, Inc. | 139989 | &nbsp;&nbsp;1927648 |
| \* | Stagwell, Inc. | 132287 | &nbsp;&nbsp;795045 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Starz Entertainment <br>Corp.<br>| 5738 | &nbsp;&nbsp;57323 |
|  | TEGNA, Inc. | 1284425 | &nbsp;&nbsp;24609583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telephone & Data <br>Systems, Inc.<br>| 783985 | &nbsp;&nbsp;35381243 |
| \* | TripAdvisor, Inc. | 578704 | &nbsp;&nbsp;7690976 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Urban One, Inc. <br>UONEK US<br>| 6853 | &nbsp;&nbsp;61677 |
| #\* | USA TODAY Co., Inc. | 56528 | &nbsp;&nbsp;334646 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Vivid Seats, Inc., <br>Class A<br>| 6503 | &nbsp;&nbsp;47407 |
| \* | Yelp, Inc. | 341639 | &nbsp;&nbsp;9354076 |
| \* | Ziff Davis, Inc. | 237372 | &nbsp;&nbsp;9072358 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ZoomInfo <br>Technologies, Inc.<br>| 1571783 | &nbsp;&nbsp;12652853 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMUNICATION <br>SERVICES | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMUNICATION <br>SERVICES |  | &nbsp;&nbsp;283481916 |
| CONSUMER DISCRETIONARY — (12.9%) | CONSUMER DISCRETIONARY — (12.9%) | CONSUMER DISCRETIONARY — (12.9%) | CONSUMER DISCRETIONARY — (12.9%) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;1-800-Flowers.com, <br>Inc., Class A<br>| 320930 | &nbsp;&nbsp;1386418 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Abercrombie & Fitch <br>Co., Class A<br>| 72162 | &nbsp;&nbsp;7045176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Academy Sports & <br>Outdoors, Inc.<br>| 525218 | &nbsp;&nbsp;28892242 |
| \* | Adient PLC | 543213 | &nbsp;&nbsp;11298830 |
|  | ADT, Inc. | 4953232 | &nbsp;&nbsp;39625856 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Adtalem Global <br>Education, Inc.<br>| 206676 | &nbsp;&nbsp;$21401300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AMCON Distributing <br>Co.<br>| 2433 | &nbsp;&nbsp;263883 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;American Axle & <br>Manufacturing <br>Holdings, Inc.<br>| 939799 | &nbsp;&nbsp;7490198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Eagle <br>Outfitters, Inc.<br>| 1404778 | &nbsp;&nbsp;32745375 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Outdoor <br>Brands, Inc.<br>| 114681 | &nbsp;&nbsp;1039010 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Public <br>Education, Inc.<br>| 131041 | &nbsp;&nbsp;5474893 |
|  | Aramark | 803426 | &nbsp;&nbsp;30923867 |
| \* | Ark Restaurants Corp. | 19507 | &nbsp;&nbsp;127966 |
|  | Arko Corp. | 374857 | &nbsp;&nbsp;1990491 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Asbury Automotive <br>Group, Inc.<br>| 144517 | &nbsp;&nbsp;33890682 |
|  | Autoliv, Inc. | 64241 | &nbsp;&nbsp;7788579 |
| \* | AutoNation, Inc. | 190144 | &nbsp;&nbsp;38975717 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Barnes & Noble <br>Education, Inc.<br>| 7933 | &nbsp;&nbsp;71000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bassett Furniture <br>Industries, Inc.<br>| 82584 | &nbsp;&nbsp;1304827 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beazer Homes USA, <br>Inc.<br>| 84321 | &nbsp;&nbsp;1818804 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Biglari Holdings, Inc. <br>(BH US), Class B<br>| 15476 | &nbsp;&nbsp;5803964 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Biglari Holdings, Inc. <br>(BH/A US), Class A<br>| 943 | &nbsp;&nbsp;1856597 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Birkenstock Holding <br>PLC<br>| 628119 | &nbsp;&nbsp;23717773 |
| \* | BJ's Restaurants, Inc. | 170951 | &nbsp;&nbsp;7149171 |
|  | Bloomin' Brands, Inc. | 192589 | &nbsp;&nbsp;1155534 |
|  | BorgWarner, Inc. | 1684556 | &nbsp;&nbsp;79864800 |
| \* | Bowl America, Inc. | 14256 | &nbsp;&nbsp;0 |
|  | Brightstar Lottery PLC | 11003 | &nbsp;&nbsp;159323 |
|  | Brunswick Corp. | 420822 | &nbsp;&nbsp;33758341 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Caesars <br>Entertainment, Inc.<br>| 152897 | &nbsp;&nbsp;3164968 |
| # | Caleres, Inc. | 147514 | &nbsp;&nbsp;1802621 |
| \* | Callaway Golf Co. | 1091899 | &nbsp;&nbsp;15668751 |
| \* | Capri Holdings Ltd. | 6400 | &nbsp;&nbsp;144448 |
| \* | CarMax, Inc. | 170610 | &nbsp;&nbsp;7598969 |
|  | Carriage Services, Inc. | 44602 | &nbsp;&nbsp;1913872 |
|  | Carter's, Inc. | 63264 | &nbsp;&nbsp;2189567 |
| \* | Cato Corp., Class A | 124819 | &nbsp;&nbsp;380698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Century Communities, <br>Inc.<br>| 247539 | &nbsp;&nbsp;15590006 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Champion Homes, <br>Inc.<br>| 193394 | &nbsp;&nbsp;15158222 |
| \* | Chegg, Inc. | 42369 | &nbsp;&nbsp;32582 |
| \* | Citi Trends, Inc. | 42965 | &nbsp;&nbsp;1853940 |
|  | Clarus Corp. | 92663 | &nbsp;&nbsp;354899 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Columbia Sportswear <br>Co.<br>| 231577 | &nbsp;&nbsp;12801577 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cracker Barrel Old <br>Country Store, Inc.<br>| 30831 | &nbsp;&nbsp;928630 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| #\* | Crocs, Inc. | 255178 | &nbsp;&nbsp;$21414538 |
| \* | Culp, Inc. | 47944 | &nbsp;&nbsp;168763 |
|  | Dana, Inc. | 1073669 | &nbsp;&nbsp;31029034 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Designer Brands, Inc., <br>Class A<br>| 293429 | &nbsp;&nbsp;1860340 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Destination XL Group, <br>Inc.<br>| 198512 | &nbsp;&nbsp;135584 |
| # | Dillard's, Inc., Class A | 3840 | &nbsp;&nbsp;2333030 |
| \* | Dorman Products, Inc. | 145764 | &nbsp;&nbsp;18103889 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Dream Finders Homes, <br>Inc., Class A<br>| 53861 | &nbsp;&nbsp;990504 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Duluth Holdings, Inc., <br>Class B<br>| 31854 | &nbsp;&nbsp;76768 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;El Pollo Loco Holdings, <br>Inc.<br>| 358203 | &nbsp;&nbsp;3628596 |
|  | Escalade, Inc. | 37371 | &nbsp;&nbsp;543374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ethan Allen Interiors, <br>Inc.<br>| 228482 | &nbsp;&nbsp;5239092 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;European Wax Center, <br>Inc., Class A<br>| 28389 | &nbsp;&nbsp;111569 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;First Watch Restaurant <br>Group, Inc.<br>| 380983 | &nbsp;&nbsp;6091918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Flanigan's Enterprises, <br>Inc.<br>| 3498 | &nbsp;&nbsp;113772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Flexsteel Industries, <br>Inc.<br>| 40142 | &nbsp;&nbsp;1606884 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Floor & Decor <br>Holdings, Inc., <br>Class A<br>| 247616 | &nbsp;&nbsp;16332751 |
| \* | Funko, Inc., Class A | 364907 | &nbsp;&nbsp;1481522 |
| # | Gap, Inc. | 2858450 | &nbsp;&nbsp;79979431 |
| \* | Genesco, Inc. | 76198 | &nbsp;&nbsp;2204408 |
|  | Gentex Corp. | 879283 | &nbsp;&nbsp;20232302 |
| \* | Gentherm, Inc. | 177589 | &nbsp;&nbsp;5675744 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GigaCloud Technology, <br>Inc., Class A<br>| 2084 | &nbsp;&nbsp;83214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;G-III Apparel Group <br>Ltd.<br>| 293900 | &nbsp;&nbsp;8625965 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Global Business Travel <br>Group I<br>| 132950 | &nbsp;&nbsp;910708 |
|  | Gold.com, Inc. | 156888 | &nbsp;&nbsp;8134643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Golden Entertainment, <br>Inc.<br>| 7107 | &nbsp;&nbsp;191320 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Good Times <br>Restaurants, Inc.<br>| 24349 | &nbsp;&nbsp;28245 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Goodyear Tire & <br>Rubber Co.<br>| 2028152 | &nbsp;&nbsp;19084910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Graham Holdings Co., <br>Class B<br>| 10393 | &nbsp;&nbsp;12124786 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Green Brick Partners, <br>Inc.<br>| 191755 | &nbsp;&nbsp;13305879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Group 1 Automotive, <br>Inc.<br>| 68333 | &nbsp;&nbsp;24207649 |
| \* | GrowGeneration Corp. | 120152 | &nbsp;&nbsp;157399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hamilton Beach <br>Brands Holding Co., <br>Class A<br>| 47003 | &nbsp;&nbsp;897287 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| # | Harley-Davidson, Inc. | 866078 | &nbsp;&nbsp;$17148344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haverty Furniture Cos., <br>Inc. (HVT US)<br>| 109002 | &nbsp;&nbsp;2759931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haverty Furniture Cos., <br>Inc. (HVT/A US), <br>Class A<br>| 844 | &nbsp;&nbsp;21442 |
| \* | Helen of Troy Ltd. | 13115 | &nbsp;&nbsp;217184 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Hilton Grand <br>Vacations, Inc.<br>| 576653 | &nbsp;&nbsp;26012817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hooker Furnishings <br>Corp.<br>| 55569 | &nbsp;&nbsp;737401 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hovnanian Enterprises, <br>Inc., Class A<br>| 20336 | &nbsp;&nbsp;2290850 |
|  | J Jill, Inc. | 40380 | &nbsp;&nbsp;630332 |
|  | JAKKS Pacific, Inc. | 81678 | &nbsp;&nbsp;1492257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jerash Holdings U.S., <br>Inc.<br>| 25144 | &nbsp;&nbsp;76941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Outdoors, <br>Inc., Class A<br>| 11902 | &nbsp;&nbsp;540232 |
|  | KB Home | 221451 | &nbsp;&nbsp;12742291 |
|  | Kohl's Corp. | 739068 | &nbsp;&nbsp;12911518 |
|  | Krispy Kreme, Inc. | 561114 | &nbsp;&nbsp;1767509 |
| \* | Lands' End, Inc. | 162701 | &nbsp;&nbsp;2889570 |
| #\* | Latham Group, Inc. | 430417 | &nbsp;&nbsp;2707323 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Laureate Education, <br>Inc.<br>| 278192 | &nbsp;&nbsp;9541986 |
|  | La-Z-Boy, Inc. | 330425 | &nbsp;&nbsp;12030774 |
|  | LCI Industries | 186020 | &nbsp;&nbsp;27287274 |
|  | Lear Corp. | 391357 | &nbsp;&nbsp;45823991 |
| \* | Legacy Housing Corp. | 117318 | &nbsp;&nbsp;2434348 |
| \* | LGI Homes, Inc. | 152928 | &nbsp;&nbsp;7663222 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Live Holdings, <br>Inc., Class A<br>| 7325 | &nbsp;&nbsp;589223 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Live Holdings, <br>Inc., Class C<br>| 8643 | &nbsp;&nbsp;713739 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Life Time Group <br>Holdings, Inc.<br>| 1022038 | &nbsp;&nbsp;29812848 |
|  | Lifetime Brands, Inc. | 112641 | &nbsp;&nbsp;354819 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lincoln Educational <br>Services Corp.<br>| 17698 | &nbsp;&nbsp;471829 |
|  | Lithia Motors, Inc. | 197965 | &nbsp;&nbsp;64029800 |
|  | LKQ Corp. | 899661 | &nbsp;&nbsp;29553864 |
| \* | Lovesac Co. | 41559 | &nbsp;&nbsp;553566 |
| \* | M/I Homes, Inc. | 132543 | &nbsp;&nbsp;17720999 |
|  | Macy's, Inc. | 2396220 | &nbsp;&nbsp;47972324 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Malibu Boats, Inc., <br>Class A<br>| 68223 | &nbsp;&nbsp;2217247 |
|  | Marine Products Corp. | 75309 | &nbsp;&nbsp;727485 |
| \* | MarineMax, Inc. | 6852 | &nbsp;&nbsp;185210 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Marriott Vacations <br>Worldwide Corp.<br>| 122107 | &nbsp;&nbsp;6631631 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MasterCraft Boat <br>Holdings, Inc.<br>| 102504 | &nbsp;&nbsp;2206911 |
| \* | Mattel, Inc. | 2076911 | &nbsp;&nbsp;43386671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Matthews International <br>Corp., Class A<br>| 229777 | &nbsp;&nbsp;6040837 |
|  | Meritage Homes Corp. | 504272 | &nbsp;&nbsp;35051947 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MGM Resorts <br>International<br>| 53816 | &nbsp;&nbsp;$1804989 |
| \* | Mister Car Wash, Inc. | 762910 | &nbsp;&nbsp;4234150 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mohawk Industries, <br>Inc.<br>| 465585 | &nbsp;&nbsp;55115952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Monarch Casino & <br>Resort, Inc.<br>| 13472 | &nbsp;&nbsp;1233092 |
|  | Monro, Inc. | 138003 | &nbsp;&nbsp;2583416 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Motorcar Parts of <br>America, Inc.<br>| 144967 | &nbsp;&nbsp;1801940 |
|  | Movado Group, Inc. | 97831 | &nbsp;&nbsp;2230547 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National Vision <br>Holdings, Inc.<br>| 579792 | &nbsp;&nbsp;15277519 |
| # | Newell Brands, Inc. | 1506265 | &nbsp;&nbsp;6401626 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;OneWater Marine, Inc., <br>Class A<br>| 55580 | &nbsp;&nbsp;738102 |
| # | Oxford Industries, Inc. | 74870 | &nbsp;&nbsp;2758959 |
| # | Patrick Industries, Inc. | 222616 | &nbsp;&nbsp;28087461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Penske Automotive <br>Group, Inc.<br>| 182716 | &nbsp;&nbsp;28648042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Perdoceo Education <br>Corp.<br>| 586437 | &nbsp;&nbsp;18783577 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Petco Health & <br>Wellness Co., Inc.<br>| 654333 | &nbsp;&nbsp;1760156 |
| \* | PetMed Express, Inc. | 63919 | &nbsp;&nbsp;203902 |
|  | Phinia, Inc. | 322561 | &nbsp;&nbsp;22956666 |
| # | Polaris, Inc. | 95148 | &nbsp;&nbsp;6074248 |
| #\* | Portillo's, Inc., Class A | 35190 | &nbsp;&nbsp;198824 |
|  | PVH Corp. | 401433 | &nbsp;&nbsp;25033362 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;RCI Hospitality <br>Holdings, Inc.<br>| 49078 | &nbsp;&nbsp;1179835 |
|  | Rocky Brands, Inc. | 60462 | &nbsp;&nbsp;1946272 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sally Beauty Holdings, <br>Inc.<br>| 750586 | &nbsp;&nbsp;11423919 |
|  | Shoe Carnival, Inc. | 204403 | &nbsp;&nbsp;3895921 |
| # | Signet Jewelers Ltd. | 342699 | &nbsp;&nbsp;31620837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Smith & Wesson <br>Brands, Inc.<br>| 346218 | &nbsp;&nbsp;3780701 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sonic Automotive, Inc., <br>Class A<br>| 188118 | &nbsp;&nbsp;11279555 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sportsman's <br>Warehouse <br>Holdings, Inc.<br>| 44123 | &nbsp;&nbsp;60449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Standard Motor <br>Products, Inc.<br>| 172929 | &nbsp;&nbsp;6905055 |
|  | Steven Madden Ltd. | 382653 | &nbsp;&nbsp;16790814 |
| \* | Stoneridge, Inc. | 133209 | &nbsp;&nbsp;876515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Strategic Education, <br>Inc.<br>| 180618 | &nbsp;&nbsp;15356142 |
| \* | Strattec Security Corp. | 25896 | &nbsp;&nbsp;2048892 |
| \* | Stride, Inc. | 144189 | &nbsp;&nbsp;12198389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sturm Ruger & Co., <br>Inc.<br>| 54672 | &nbsp;&nbsp;2005916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Superior Group of <br>Cos., Inc.<br>| 99407 | &nbsp;&nbsp;990094 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Target Hospitality <br>Corp.<br>| 135009 | &nbsp;&nbsp;930212 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Taylor Morrison Home <br>Corp.<br>| 814183 | &nbsp;&nbsp;$49624454 |
| # | Thor Industries, Inc. | 395360 | &nbsp;&nbsp;44228923 |
| #\* | Tilly's, Inc., Class A | 70170 | &nbsp;&nbsp;103150 |
|  | Toll Brothers, Inc. | 672572 | &nbsp;&nbsp;97179928 |
| \* | Tri Pointe Homes, Inc. | 737983 | &nbsp;&nbsp;24611733 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Under Armour, Inc. (UA <br>US), Class C<br>| 1557218 | &nbsp;&nbsp;9452313 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Under Armour, Inc. <br>(UAA US), Class A<br>| 561238 | &nbsp;&nbsp;3462838 |
| \* | Unifi, Inc. | 79944 | &nbsp;&nbsp;308584 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Universal Electronics, <br>Inc.<br>| 77949 | &nbsp;&nbsp;307899 |
| # | Upbound Group, Inc. | 182235 | &nbsp;&nbsp;3444241 |
| \* | Urban Outfitters, Inc. | 551254 | &nbsp;&nbsp;39056346 |
| \* | Vera Bradley, Inc. | 94080 | &nbsp;&nbsp;225792 |
|  | Visteon Corp. | 150396 | &nbsp;&nbsp;13664981 |
|  | Weyco Group, Inc. | 79509 | &nbsp;&nbsp;2514075 |
| # | Whirlpool Corp. | 218097 | &nbsp;&nbsp;17445579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Winnebago Industries, <br>Inc.<br>| 201138 | &nbsp;&nbsp;9234246 |
| \* | Zumiez, Inc. | 111950 | &nbsp;&nbsp;2755089 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>DISCRETIONARY | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>DISCRETIONARY |  | &nbsp;&nbsp;1958494891 |
| CONSUMER STAPLES — (5.8%) | CONSUMER STAPLES — (5.8%) | CONSUMER STAPLES — (5.8%) | CONSUMER STAPLES — (5.8%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Albertsons Cos., Inc., <br>Class A<br>| 2674673 | &nbsp;&nbsp;44533305 |
|  | Alico, Inc. | 35283 | &nbsp;&nbsp;1457541 |
|  | Andersons, Inc. | 283895 | &nbsp;&nbsp;17598651 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Boston Beer Co., Inc. , <br>Class A<br>| 58188 | &nbsp;&nbsp;12430121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brown-Forman Corp. <br>(BF/A US), Class A<br>| 30591 | &nbsp;&nbsp;851348 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Brown-Forman Corp. <br>(BFB US), Class B<br>| 574764 | &nbsp;&nbsp;15731291 |
|  | Calavo Growers, Inc. | 130558 | &nbsp;&nbsp;3321396 |
|  | Cal-Maine Foods, Inc. | 354917 | &nbsp;&nbsp;29646217 |
| # | Campbell's Co. | 2270370 | &nbsp;&nbsp;63524953 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Central Garden & Pet <br>Co. (CENT US)<br>| 96135 | &nbsp;&nbsp;3252247 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Central Garden & Pet <br>Co. (CENTA US), <br>Class A<br>| 405800 | &nbsp;&nbsp;12445886 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Coffee Holding Co., <br>Inc.<br>| 10036 | &nbsp;&nbsp;32015 |
|  | Conagra Brands, Inc. | 3289328 | &nbsp;&nbsp;60885461 |
| \* | Coty, Inc., Class A | 520638 | &nbsp;&nbsp;1650422 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Darling Ingredients, <br>Inc.<br>| 1163849 | &nbsp;&nbsp;53141345 |
|  | Dole PLC | 563896 | &nbsp;&nbsp;8982863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Edgewell Personal <br>Care Co.<br>| 361275 | &nbsp;&nbsp;7030411 |
| \* | Farmer Bros Co. | 69829 | &nbsp;&nbsp;115218 |
|  | Flowers Foods, Inc. | 864112 | &nbsp;&nbsp;9876800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fresh Del Monte <br>Produce, Inc.<br>| 404864 | &nbsp;&nbsp;16056906 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Grocery Outlet Holding <br>Corp.<br>| 331417 | &nbsp;&nbsp;$3158404 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hain Celestial Group, <br>Inc.<br>| 151907 | &nbsp;&nbsp;183807 |
|  | Hormel Foods Corp. | 1139301 | &nbsp;&nbsp;28038198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ingles Markets, Inc., <br>Class A<br>| 121249 | &nbsp;&nbsp;9076700 |
|  | Ingredion, Inc. | 493108 | &nbsp;&nbsp;58236055 |
|  | Interparfums, Inc. | 27949 | &nbsp;&nbsp;2726984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;J&J Snack Foods <br>Corp.<br>| 58431 | &nbsp;&nbsp;5550945 |
|  | J.M. Smucker Co. | 679307 | &nbsp;&nbsp;71232132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;John B Sanfilippo & <br>Son, Inc.<br>| 41773 | &nbsp;&nbsp;3379436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lamb Weston <br>Holdings, Inc.<br>| 46775 | &nbsp;&nbsp;2148376 |
|  | Lifevantage Corp. | 358 | &nbsp;&nbsp;1897 |
|  | Limoneira Co. | 35316 | &nbsp;&nbsp;508550 |
| \* | Mannatech, Inc. | 1106 | &nbsp;&nbsp;8372 |
| \* | Maplebear, Inc. | 332767 | &nbsp;&nbsp;12365622 |
| \* | Medifast, Inc. | 5876 | &nbsp;&nbsp;67221 |
| \* | Mission Produce, Inc. | 392088 | &nbsp;&nbsp;5277504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Molson Coors <br>Beverage Co., <br>Class B<br>| 1419380 | &nbsp;&nbsp;68187015 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Natural Alternatives <br>International, Inc.<br>| 13382 | &nbsp;&nbsp;54866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Natural Grocers by <br>Vitamin Cottage, <br>Inc.<br>| 6901 | &nbsp;&nbsp;188535 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nature's Sunshine <br>Products, Inc.<br>| 123554 | &nbsp;&nbsp;3116032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nu Skin Enterprises, <br>Inc., Class A<br>| 88679 | &nbsp;&nbsp;940884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oil-Dri Corp. of <br>America<br>| 75326 | &nbsp;&nbsp;4560989 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Performance Food <br>Group Co.<br>| 165558 | &nbsp;&nbsp;15802511 |
|  | Pilgrim's Pride Corp. | 684324 | &nbsp;&nbsp;29679132 |
| \* | Post Holdings, Inc. | 247726 | &nbsp;&nbsp;25344847 |
|  | PriceSmart, Inc. | 227546 | &nbsp;&nbsp;32359317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reynolds Consumer <br>Products, Inc.<br>| 666348 | &nbsp;&nbsp;15439283 |
|  | Seaboard Corp. | 6428 | &nbsp;&nbsp;32668896 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Seneca Foods Corp. <br>(SENEA US), <br>Class A<br>| 55353 | &nbsp;&nbsp;6605273 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp;Seneca Foods Corp. <br>(SENEB US), <br>Class B<br>| 289 | &nbsp;&nbsp;34160 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Simply Good Foods <br>Co.<br>| 353210 | &nbsp;&nbsp;6629752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Spectrum Brands <br>Holdings, Inc.<br>| 213153 | &nbsp;&nbsp;13579978 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tootsie Roll Industries, <br>Inc.<br>| 94842 | &nbsp;&nbsp;3592615 |
| \* | TreeHouse Foods, Inc. | 379937 | &nbsp;&nbsp;9361648 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;United Natural Foods, <br>Inc.<br>| 364756 | &nbsp;&nbsp;$13579866 |
|  | Universal Corp. | 209895 | &nbsp;&nbsp;11877958 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;USANA Health <br>Sciences, Inc.<br>| 102608 | &nbsp;&nbsp;2226594 |
|  | Utz Brands, Inc. | 270022 | &nbsp;&nbsp;2846032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Village Super Market, <br>Inc., Class A<br>| 105957 | &nbsp;&nbsp;3778427 |
|  | Weis Markets, Inc. | 224531 | &nbsp;&nbsp;15975381 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>STAPLES | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>STAPLES |  | &nbsp;&nbsp;882954591 |
| ENERGY — (9.0%) | ENERGY — (9.0%) | ENERGY — (9.0%) | ENERGY — (9.0%) |
| \* | Amplify Energy Corp. | 112666 | &nbsp;&nbsp;565583 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Antero Resources <br>Corp.<br>| 1189477 | &nbsp;&nbsp;43261279 |
| # | APA Corp. | 2380226 | &nbsp;&nbsp;62861769 |
|  | Archrock, Inc. | 985630 | &nbsp;&nbsp;29164792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ardmore Shipping <br>Corp.<br>| 319165 | &nbsp;&nbsp;4123612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atlas Energy Solutions, <br>Inc.<br>| 137565 | &nbsp;&nbsp;1605384 |
| \* | Bristow Group, Inc. | 210415 | &nbsp;&nbsp;9249843 |
|  | Cactus, Inc., Class A | 134036 | &nbsp;&nbsp;7536844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;California Resources <br>Corp.<br>| 571434 | &nbsp;&nbsp;30571719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chord Energy Corp. <br>(CHRD US)<br>| 99465 | &nbsp;&nbsp;9970372 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Clean Energy Fuels <br>Corp.<br>| 346504 | &nbsp;&nbsp;762309 |
| #\* | CNX Resources Corp. | 1172777 | &nbsp;&nbsp;45503748 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Comstock Resources, <br>Inc.<br>| 2044389 | &nbsp;&nbsp;49780872 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Core Laboratories, <br>Inc.<br>| 213654 | &nbsp;&nbsp;4174799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Core Natural <br>Resources, Inc.<br>| 162969 | &nbsp;&nbsp;15543983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crescent Energy Co., <br>Class A<br>| 1647534 | &nbsp;&nbsp;16096407 |
| \* | CVR Energy, Inc. | 19407 | &nbsp;&nbsp;441315 |
|  | DHT Holdings, Inc. | 1291082 | &nbsp;&nbsp;18501205 |
| \* | DMC Global, Inc. | 46408 | &nbsp;&nbsp;399109 |
|  | Dorian LPG Ltd. | 335989 | &nbsp;&nbsp;9921755 |
| \* | DT Midstream, Inc. | 351383 | &nbsp;&nbsp;44281286 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Energy Services of <br>America Corp.<br>| 49783 | &nbsp;&nbsp;448545 |
|  | Epsilon Energy Ltd. | 59502 | &nbsp;&nbsp;296915 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Evolution Petroleum <br>Corp.<br>| 131962 | &nbsp;&nbsp;519930 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Expro Group Holdings <br>NV<br>| 685154 | &nbsp;&nbsp;10969316 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Forum Energy <br>Technologies, Inc.<br>| 65945 | &nbsp;&nbsp;2983352 |
| # | FutureFuel Corp. | 182845 | &nbsp;&nbsp;601560 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Geospace <br>Technologies Corp.<br>| 59921 | &nbsp;&nbsp;926379 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gran Tierra Energy, <br>Inc. (GTE US)<br>| 3136 | &nbsp;&nbsp;$17028 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Granite Ridge <br>Resources, Inc.<br>| 238244 | &nbsp;&nbsp;1195985 |
| \* | Green Plains, Inc. | 250809 | &nbsp;&nbsp;2874271 |
| \* | Gulfport Energy Corp. | 77653 | &nbsp;&nbsp;15854413 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Helix Energy Solutions <br>Group, Inc.<br>| 968769 | &nbsp;&nbsp;7692026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Helmerich & Payne, <br>Inc.<br>| 725983 | &nbsp;&nbsp;24596304 |
|  | HF Sinclair Corp. | 1317694 | &nbsp;&nbsp;68506911 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Innovex International, <br>Inc.<br>| 440449 | &nbsp;&nbsp;10945158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Seaways, <br>Inc.<br>| 393692 | &nbsp;&nbsp;23483728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kodiak Gas Services, <br>Inc.<br>| 449575 | &nbsp;&nbsp;18886646 |
| #\* | Kosmos Energy Ltd. | 666417 | &nbsp;&nbsp;1052939 |
|  | Liberty Energy, Inc. | 1267506 | &nbsp;&nbsp;31244023 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Magnolia Oil & Gas <br>Corp., Class A<br>| 1180568 | &nbsp;&nbsp;30116290 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mammoth Energy <br>Services, Inc.<br>| 55525 | &nbsp;&nbsp;129929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Matador Resources <br>Co.<br>| 936018 | &nbsp;&nbsp;42345454 |
|  | Mexco Energy Corp. | 1995 | &nbsp;&nbsp;20967 |
| # | Murphy Oil Corp. | 1152207 | &nbsp;&nbsp;34669909 |
| \* | Nabors Industries Ltd. | 51012 | &nbsp;&nbsp;3409642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NACCO Industries, <br>Inc., Class A<br>| 48745 | &nbsp;&nbsp;2399716 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National Energy <br>Services Reunited <br>Corp.<br>| 18660 | &nbsp;&nbsp;367229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Natural Gas Services <br>Group, Inc.<br>| 101538 | &nbsp;&nbsp;3517276 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NCS Multistage <br>Holdings, Inc.<br>| 1837 | &nbsp;&nbsp;73260 |
| # | Noble Corp. PLC | 622086 | &nbsp;&nbsp;22158703 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nordic American <br>Tankers Ltd.<br>| 1552309 | &nbsp;&nbsp;6457605 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Northern Oil & Gas, <br>Inc.<br>| 438027 | &nbsp;&nbsp;10950675 |
| # | NOV, Inc. | 2752838 | &nbsp;&nbsp;50514577 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oceaneering <br>International, Inc.<br>| 398616 | &nbsp;&nbsp;11998342 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oil States International, <br>Inc.<br>| 369660 | &nbsp;&nbsp;3131020 |
|  | Ovintiv, Inc. | 1767871 | &nbsp;&nbsp;76849352 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Par Pacific Holdings, <br>Inc.<br>| 308595 | &nbsp;&nbsp;11646375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Patterson-UTI Energy, <br>Inc.<br>| 2780086 | &nbsp;&nbsp;20934048 |
|  | Peabody Energy Corp. | 651246 | &nbsp;&nbsp;22962934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Permian Resources <br>Corp.<br>| 5349811 | &nbsp;&nbsp;86292451 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PrimeEnergy <br>Resources Corp.<br>| 10259 | &nbsp;&nbsp;1878320 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ProPetro Holding <br>Corp.<br>| 775830 | &nbsp;&nbsp;$8914287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Range Resources <br>Corp.<br>| 1174464 | &nbsp;&nbsp;44453462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ranger Energy <br>Services, Inc., <br>Class A<br>| 163267 | &nbsp;&nbsp;2517577 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;REX American <br>Resources Corp.<br>| 330216 | &nbsp;&nbsp;11164603 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Riley Exploration <br>Permian, Inc.<br>| 61695 | &nbsp;&nbsp;1730545 |
| # | RPC, Inc. | 1462216 | &nbsp;&nbsp;9723736 |
| \* | Rubico, Inc. | 27 | &nbsp;&nbsp;20 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SandRidge Energy, <br>Inc.<br>| 273818 | &nbsp;&nbsp;4340015 |
|  | Scorpio Tankers, Inc. | 404504 | &nbsp;&nbsp;25734545 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SEACOR Marine <br>Holdings, Inc.<br>| 138678 | &nbsp;&nbsp;926369 |
| \* | Seadrill Ltd. | 459400 | &nbsp;&nbsp;17677712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Select Water Solutions, <br>Inc.<br>| 808305 | &nbsp;&nbsp;9772407 |
|  | SFL Corp. Ltd. | 1080871 | &nbsp;&nbsp;9576517 |
|  | SM Energy Co. | 1230526 | &nbsp;&nbsp;23958341 |
|  | Smart Sand, Inc. | 199636 | &nbsp;&nbsp;928307 |
| \* | Stabilis Solutions, Inc. | 586 | &nbsp;&nbsp;3258 |
| \* | Talos Energy, Inc. | 1018253 | &nbsp;&nbsp;12137576 |
|  | Teekay Corp. Ltd. | 672713 | &nbsp;&nbsp;6881854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Teekay Tankers Ltd., <br>Class A<br>| 237682 | &nbsp;&nbsp;15335243 |
| \* | Tidewater, Inc. | 212085 | &nbsp;&nbsp;13253192 |
| \* | TOP Ships, Inc. | 1650 | &nbsp;&nbsp;8432 |
| #\* | Transocean Ltd. | 5763569 | &nbsp;&nbsp;28644938 |
|  | VAALCO Energy, Inc. | 482396 | &nbsp;&nbsp;2479515 |
| #\* | Valaris Ltd. | 441180 | &nbsp;&nbsp;25469321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Viper Energy, Inc., <br>Class A<br>| 153550 | &nbsp;&nbsp;6501307 |
| # | Vitesse Energy, Inc. | 208733 | &nbsp;&nbsp;4375044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Weatherford <br>International PLC<br>| 76326 | &nbsp;&nbsp;7180750 |
|  | World Kinect Corp. | 267408 | &nbsp;&nbsp;7195949 |
| TOTAL ENERGY | TOTAL ENERGY |  | &nbsp;&nbsp;1371122310 |
| FINANCIALS — (27.8%) | FINANCIALS — (27.8%) | FINANCIALS — (27.8%) | FINANCIALS — (27.8%) |
|  | 1st Source Corp. | 200764 | &nbsp;&nbsp;13517440 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Acacia Research <br>Corp.<br>| 365447 | &nbsp;&nbsp;1454479 |
|  | ACNB Corp. | 48405 | &nbsp;&nbsp;2445421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Affiliated Managers <br>Group, Inc.<br>| 21223 | &nbsp;&nbsp;6644709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Affinity Bancshares, <br>Inc.<br>| 6529 | &nbsp;&nbsp;131690 |
|  | Alerus Financial Corp. | 71551 | &nbsp;&nbsp;1761586 |
|  | Ally Financial, Inc. | 2167576 | &nbsp;&nbsp;91645113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amalgamated Financial <br>Corp.<br>| 199929 | &nbsp;&nbsp;7765242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Coastal <br>Insurance Corp.<br>| 45299 | &nbsp;&nbsp;500554 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Financial <br>Group, Inc.<br>| 65620 | &nbsp;&nbsp;$8548317 |
|  | Ameris Bancorp | 526081 | &nbsp;&nbsp;42412650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AmeriServ Financial, <br>Inc.<br>| 127994 | &nbsp;&nbsp;422380 |
|  | Ames National Corp. | 53958 | &nbsp;&nbsp;1408304 |
|  | Arrow Financial Corp. | 115759 | &nbsp;&nbsp;3913812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Associated <br>Banc-Corp.<br>| 1282516 | &nbsp;&nbsp;34961386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Associated Capital <br>Group, Inc., Class A<br>| 13498 | &nbsp;&nbsp;532496 |
|  | Assurant, Inc. | 40617 | &nbsp;&nbsp;9672126 |
|  | Assured Guaranty Ltd. | 322310 | &nbsp;&nbsp;27348003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atlantic Union <br>Bankshares Corp.<br>| 889750 | &nbsp;&nbsp;34557890 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Atlanticus Holdings <br>Corp.<br>| 98078 | &nbsp;&nbsp;5063767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Auburn National <br>BanCorp, Inc.<br>| 1419 | &nbsp;&nbsp;35276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Axis Capital Holdings <br>Ltd.<br>| 381135 | &nbsp;&nbsp;39325509 |
| \* | Axos Financial, Inc. | 415424 | &nbsp;&nbsp;41122822 |
|  | Banc of California, Inc. | 657980 | &nbsp;&nbsp;13146440 |
| # | Bank First Corp. | 7300 | &nbsp;&nbsp;1018642 |
|  | Bank of Hawaii Corp. | 68808 | &nbsp;&nbsp;5145462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Marin <br>Bancorp<br>| 88988 | &nbsp;&nbsp;2389328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of NT Butterfield <br>& Son Ltd.<br>| 227802 | &nbsp;&nbsp;11800144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of the James <br>Financial Group, <br>Inc.<br>| 3940 | &nbsp;&nbsp;74466 |
|  | Bank OZK | 879137 | &nbsp;&nbsp;41811756 |
|  | Bank7 Corp. | 33674 | &nbsp;&nbsp;1496473 |
|  | BankUnited, Inc. | 531172 | &nbsp;&nbsp;25214735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bankwell Financial <br>Group, Inc.<br>| 44663 | &nbsp;&nbsp;2152310 |
|  | Banner Corp. | 227749 | &nbsp;&nbsp;14083998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bar Harbor <br>Bankshares<br>| 104613 | &nbsp;&nbsp;3547427 |
|  | BayCom Corp. | 84162 | &nbsp;&nbsp;2455847 |
|  | BCB Bancorp, Inc. | 96682 | &nbsp;&nbsp;762821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beacon Financial <br>Corp.<br>| 637553 | &nbsp;&nbsp;18074628 |
|  | BOK Financial Corp. | 450624 | &nbsp;&nbsp;58554083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bread Financial <br>Holdings, Inc.<br>| 378727 | &nbsp;&nbsp;27472857 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bridgewater <br>Bancshares, Inc.<br>| 145883 | &nbsp;&nbsp;2802412 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Brighthouse Financial, <br>Inc.<br>| 447913 | &nbsp;&nbsp;28693307 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Broadway Financial <br>Corp.<br>| 2794 | &nbsp;&nbsp;22855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Burke & Herbert <br>Financial Services <br>Corp.<br>| 41237 | &nbsp;&nbsp;2700199 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Business First <br>Bancshares, Inc.<br>| 124555 | &nbsp;&nbsp;$3508714 |
| \* | BV Financial, Inc. | 14589 | &nbsp;&nbsp;278942 |
|  | Byline Bancorp, Inc. | 279801 | &nbsp;&nbsp;8934046 |
|  | C&F Financial Corp. | 22203 | &nbsp;&nbsp;1671886 |
|  | Cadence Bank | 1433853 | &nbsp;&nbsp;60379550 |
|  | California BanCorp | 27431 | &nbsp;&nbsp;493484 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp;California First Leasing <br>Corp.<br>| 383 | &nbsp;&nbsp;10640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Camden National <br>Corp.<br>| 115911 | &nbsp;&nbsp;5513886 |
|  | Capital Bancorp, Inc. | 68261 | &nbsp;&nbsp;2096978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Capital City Bank <br>Group, Inc.<br>| 134890 | &nbsp;&nbsp;5633006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Capitol Federal <br>Financial, Inc.<br>| 844963 | &nbsp;&nbsp;6151331 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Carter Bankshares, <br>Inc.<br>| 140292 | &nbsp;&nbsp;3003652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cass Information <br>Systems, Inc.<br>| 1939 | &nbsp;&nbsp;87177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cathay General <br>Bancorp<br>| 509923 | &nbsp;&nbsp;26097859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CB Financial Services, <br>Inc.<br>| 2041 | &nbsp;&nbsp;73129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Pacific <br>Financial Corp.<br>| 181467 | &nbsp;&nbsp;5910380 |
|  | CF Bankshares, Inc. | 2987 | &nbsp;&nbsp;86952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chemung Financial <br>Corp.<br>| 29841 | &nbsp;&nbsp;1813438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ChoiceOne Financial <br>Services, Inc.<br>| 16454 | &nbsp;&nbsp;472065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citizens & Northern <br>Corp.<br>| 107176 | &nbsp;&nbsp;2439326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citizens Community <br>Bancorp, Inc.<br>| 29356 | &nbsp;&nbsp;532518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citizens Financial <br>Services, Inc.<br>| 1525 | &nbsp;&nbsp;96456 |
|  | City Holding Co. | 15398 | &nbsp;&nbsp;1895340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Civista Bancshares, <br>Inc.<br>| 110777 | &nbsp;&nbsp;2673049 |
|  | CNB Financial Corp. | 147636 | &nbsp;&nbsp;4089517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CNO Financial Group, <br>Inc.<br>| 721123 | &nbsp;&nbsp;30323222 |
|  | Cohen & Co., Inc. | 1075 | &nbsp;&nbsp;20092 |
|  | Colony Bankcorp, Inc. | 109634 | &nbsp;&nbsp;2133478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Columbia Banking <br>System, Inc.<br>| 1710652 | &nbsp;&nbsp;50361595 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Columbia Financial, <br>Inc.<br>| 118811 | &nbsp;&nbsp;1933055 |
|  | Comerica, Inc. | 892098 | &nbsp;&nbsp;79102330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commerce <br>Bancshares, Inc.<br>| 238855 | &nbsp;&nbsp;12573327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Community Financial <br>System, Inc.<br>| 283076 | &nbsp;&nbsp;17692250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Community Trust <br>Bancorp, Inc.<br>| 161465 | &nbsp;&nbsp;9962390 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Community West <br>Bancshares<br>| 111656 | &nbsp;&nbsp;$2676394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ConnectOne Bancorp, <br>Inc.<br>| 316515 | &nbsp;&nbsp;8425629 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Consumer Portfolio <br>Services, Inc.<br>| 213629 | &nbsp;&nbsp;1843618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corebridge Financial, <br>Inc.<br>| 235719 | &nbsp;&nbsp;7267217 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Credit Acceptance <br>Corp.<br>| 1979 | &nbsp;&nbsp;986017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cullen/Frost Bankers, <br>Inc.<br>| 68984 | &nbsp;&nbsp;9507375 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Customers Bancorp, <br>Inc.<br>| 246050 | &nbsp;&nbsp;19442871 |
|  | CVB Financial Corp. | 953398 | &nbsp;&nbsp;18791475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Diamond Hill <br>Investment Group, <br>Inc.<br>| 2518 | &nbsp;&nbsp;431459 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;DigitalBridge Group, <br>Inc.<br>| 285326 | &nbsp;&nbsp;4391167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dime Community <br>Bancshares, Inc.<br>| 272134 | &nbsp;&nbsp;9257999 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dominari Holdings, <br>Inc.<br>| 3827 | &nbsp;&nbsp;14964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Donegal Group, Inc. <br>(DGICA US), <br>Class A<br>| 269955 | &nbsp;&nbsp;5040060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eagle Bancorp <br>Montana, Inc.<br>| 32573 | &nbsp;&nbsp;707160 |
|  | Eagle Bancorp, Inc. | 312 | &nbsp;&nbsp;8349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;East West Bancorp, <br>Inc.<br>| 122989 | &nbsp;&nbsp;14074861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eastern Bankshares, <br>Inc.<br>| 322048 | &nbsp;&nbsp;6597153 |
| \* | eHealth, Inc. | 99724 | &nbsp;&nbsp;282219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Employers Holdings, <br>Inc.<br>| 174383 | &nbsp;&nbsp;7606586 |
|  | Enact Holdings, Inc. | 302623 | &nbsp;&nbsp;12035317 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Encore Capital Group, <br>Inc.<br>| 47392 | &nbsp;&nbsp;2616038 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Enova International, <br>Inc.<br>| 119613 | &nbsp;&nbsp;19756479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Financial <br>Services Corp.<br>| 260109 | &nbsp;&nbsp;14917251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Equity Bancshares, <br>Inc., Class A<br>| 108555 | &nbsp;&nbsp;5006557 |
|  | Essent Group Ltd. | 737908 | &nbsp;&nbsp;46429171 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Euronet Worldwide, <br>Inc.<br>| 26671 | &nbsp;&nbsp;1932581 |
|  | Everest Group Ltd. | 23914 | &nbsp;&nbsp;7922230 |
|  | EVERTEC, Inc. | 8004 | &nbsp;&nbsp;240200 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;EZCORP, Inc., <br>Class A<br>| 400915 | &nbsp;&nbsp;8599627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;F&G Annuities & Life, <br>Inc.<br>| 88653 | &nbsp;&nbsp;2614377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Farmers & Merchants <br>Bancorp, Inc.<br>| 21747 | &nbsp;&nbsp;583472 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Farmers National Banc <br>Corp.<br>| 232496 | &nbsp;&nbsp;$3017798 |
|  | FB Financial Corp. | 407758 | &nbsp;&nbsp;23458318 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Federal Agricultural <br>Mortgage Corp. <br>(AGM US), Class C<br>| 65784 | &nbsp;&nbsp;11137231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Federal Agricultural <br>Mortgage Corp. <br>(AGM/A US), <br>Class A<br>| 301 | &nbsp;&nbsp;39031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fidelity D&D Bancorp, <br>Inc.<br>| 1845 | &nbsp;&nbsp;82472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fidelity National <br>Financial, Inc.<br>| 103597 | &nbsp;&nbsp;5634641 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Finance of America <br>Cos., Inc., Class A<br>| 7339 | &nbsp;&nbsp;170925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Financial Institutions, <br>Inc.<br>| 127381 | &nbsp;&nbsp;4195930 |
|  | Finward Bancorp | 2970 | &nbsp;&nbsp;108836 |
| \* | Finwise Bancorp | 4384 | &nbsp;&nbsp;76764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First American <br>Financial Corp.<br>| 698681 | &nbsp;&nbsp;44142666 |
|  | First BanCorp | 1258317 | &nbsp;&nbsp;27833972 |
|  | First Bancorp, Inc. | 78661 | &nbsp;&nbsp;2151378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Bancorp/Southern <br>Pines NC<br>| 252953 | &nbsp;&nbsp;14653567 |
|  | First Bank | 133741 | &nbsp;&nbsp;2230800 |
|  | First Busey Corp. | 633954 | &nbsp;&nbsp;15626966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Business <br>Financial Services, <br>Inc.<br>| 76778 | &nbsp;&nbsp;4400915 |
|  | First Capital, Inc. | 520 | &nbsp;&nbsp;30638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Commonwealth <br>Financial Corp.<br>| 803569 | &nbsp;&nbsp;14488349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Community <br>Bankshares, Inc.<br>| 170490 | &nbsp;&nbsp;6141050 |
|  | First Community Corp. | 28897 | &nbsp;&nbsp;847260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Financial <br>Bancorp<br>| 804297 | &nbsp;&nbsp;23115496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Financial <br>Bankshares, Inc.<br>| 1500 | &nbsp;&nbsp;47730 |
|  | First Financial Corp. | 83564 | &nbsp;&nbsp;5445030 |
| #\* | First Foundation, Inc. | 65228 | &nbsp;&nbsp;409632 |
|  | First Hawaiian, Inc. | 904951 | &nbsp;&nbsp;24026449 |
|  | First Horizon Corp. | 3817933 | &nbsp;&nbsp;93501179 |
|  | First Internet Bancorp | 46672 | &nbsp;&nbsp;1016983 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;First Interstate <br>BancSystem, Inc., <br>Class A<br>| 715065 | &nbsp;&nbsp;25363356 |
|  | First Merchants Corp. | 391770 | &nbsp;&nbsp;15576775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Mid Bancshares, <br>Inc.<br>| 145693 | &nbsp;&nbsp;6133675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Northwest <br>Bancorp<br>| 30863 | &nbsp;&nbsp;321901 |
|  | First United Corp. | 44311 | &nbsp;&nbsp;1698441 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;First Western <br>Financial, Inc.<br>| 45514 | &nbsp;&nbsp;1144677 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FirstCash Holdings, <br>Inc.<br>| 904 | &nbsp;&nbsp;$154132 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Firstsun Capital <br>Bancorp<br>| 12658 | &nbsp;&nbsp;499738 |
|  | Five Star Bancorp | 31662 | &nbsp;&nbsp;1254448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Flushing Financial <br>Corp.<br>| 12596 | &nbsp;&nbsp;198891 |
|  | FNB Corp. | 2547855 | &nbsp;&nbsp;44714855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Franklin Financial <br>Services Corp.<br>| 3364 | &nbsp;&nbsp;171598 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Franklin Resources, <br>Inc.<br>| 2564077 | &nbsp;&nbsp;68255730 |
|  | FS Bancorp, Inc. | 67176 | &nbsp;&nbsp;2820048 |
|  | Fulton Financial Corp. | 1423950 | &nbsp;&nbsp;29404567 |
|  | FVCBankcorp, Inc. | 55112 | &nbsp;&nbsp;834396 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Genworth Financial, <br>Inc.<br>| 3371765 | &nbsp;&nbsp;28120520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;German American <br>Bancorp, Inc.<br>| 200380 | &nbsp;&nbsp;8429987 |
|  | Glacier Bancorp, Inc. | 80530 | &nbsp;&nbsp;4081260 |
|  | Globe Life, Inc. | 372667 | &nbsp;&nbsp;52255367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great Southern <br>Bancorp, Inc.<br>| 107469 | &nbsp;&nbsp;6596447 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Green Dot Corp., <br>Class A<br>| 273976 | &nbsp;&nbsp;3337028 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Greenlight Capital Re <br>Ltd., Class A<br>| 193333 | &nbsp;&nbsp;2681529 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hamilton Insurance <br>Group Ltd., Class B<br>| 49854 | &nbsp;&nbsp;1383449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hancock Whitney <br>Corp.<br>| 667108 | &nbsp;&nbsp;45897030 |
|  | Hanmi Financial Corp. | 190718 | &nbsp;&nbsp;5067377 |
|  | Hanover Bancorp, Inc. | 3292 | &nbsp;&nbsp;76045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanover Insurance <br>Group, Inc.<br>| 36120 | &nbsp;&nbsp;6289937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hawthorn Bancshares, <br>Inc.<br>| 1225 | &nbsp;&nbsp;43377 |
|  | HBT Financial, Inc. | 66032 | &nbsp;&nbsp;1781543 |
|  | HCI Group, Inc. | 2449 | &nbsp;&nbsp;388583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hennessy Advisors, <br>Inc.<br>| 3114 | &nbsp;&nbsp;31887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heritage Commerce <br>Corp.<br>| 371966 | &nbsp;&nbsp;4735127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heritage Financial <br>Corp.<br>| 207988 | &nbsp;&nbsp;5368170 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Heritage Insurance <br>Holdings, Inc.<br>| 195019 | &nbsp;&nbsp;5084145 |
|  | Hilltop Holdings, Inc. | 474239 | &nbsp;&nbsp;17760251 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hingham Institution For <br>Savings<br>| 4157 | &nbsp;&nbsp;1240657 |
|  | Home Bancorp, Inc. | 51747 | &nbsp;&nbsp;3088778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home BancShares, <br>Inc.<br>| 776553 | &nbsp;&nbsp;22442382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HomeTrust <br>Bancshares, Inc.<br>| 91930 | &nbsp;&nbsp;3964022 |
|  | Hope Bancorp, Inc. | 834412 | &nbsp;&nbsp;9996256 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Horace Mann <br>Educators Corp.<br>| 290708 | &nbsp;&nbsp;$13026625 |
|  | Horizon Bancorp, Inc. | 202719 | &nbsp;&nbsp;3571909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Independent Bank <br>Corp. (IBCP US)<br>| 151509 | &nbsp;&nbsp;5325541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Independent Bank <br>Corp. (INDB US)<br>| 318749 | &nbsp;&nbsp;25748544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International <br>Bancshares Corp.<br>| 566808 | &nbsp;&nbsp;39472509 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;International Money <br>Express, Inc.<br>| 5672 | &nbsp;&nbsp;87689 |
|  | Invesco Ltd. | 3072948 | &nbsp;&nbsp;83860751 |
|  | Investar Holding Corp. | 57852 | &nbsp;&nbsp;1645889 |
|  | Investors Title Co. | 12508 | &nbsp;&nbsp;3244825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jackson Financial, Inc., <br>Class A<br>| 560436 | &nbsp;&nbsp;66647049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Janus Henderson <br>Group PLC<br>| 850047 | &nbsp;&nbsp;40912762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kearny Financial <br>Corp.<br>| 292570 | &nbsp;&nbsp;2279120 |
|  | Kemper Corp. | 354481 | &nbsp;&nbsp;13970096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lake Shore Bancorp, <br>Inc.<br>| 550 | &nbsp;&nbsp;8421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lakeland Financial <br>Corp.<br>| 15804 | &nbsp;&nbsp;941918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Landmark Bancorp, <br>Inc.<br>| 5752 | &nbsp;&nbsp;155246 |
|  | LCNB Corp. | 64093 | &nbsp;&nbsp;1096631 |
| \* | LendingClub Corp. | 793570 | &nbsp;&nbsp;13419269 |
|  | Lincoln National Corp. | 485096 | &nbsp;&nbsp;20184845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Live Oak Bancshares, <br>Inc.<br>| 214055 | &nbsp;&nbsp;8553638 |
|  | Magyar Bancorp, Inc. | 2641 | &nbsp;&nbsp;46534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MainStreet <br>Bancshares, Inc.<br>| 14242 | &nbsp;&nbsp;304921 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mechanics Bancorp, <br>Class A<br>| 90718 | &nbsp;&nbsp;1359863 |
|  | Mercantile Bank Corp. | 131599 | &nbsp;&nbsp;6840516 |
|  | Merchants Bancorp | 195233 | &nbsp;&nbsp;8094360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mercury General <br>Corp.<br>| 397260 | &nbsp;&nbsp;34796003 |
|  | Meridian Corp. | 42364 | &nbsp;&nbsp;801951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Metrocity Bankshares, <br>Inc.<br>| 63105 | &nbsp;&nbsp;1777668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Bank <br>Holding Corp.<br>| 60112 | &nbsp;&nbsp;5566371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MGIC Investment <br>Corp.<br>| 1849492 | &nbsp;&nbsp;49788325 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mid Penn Bancorp, <br>Inc.<br>| 65503 | &nbsp;&nbsp;2160944 |
|  | Middlefield Banc Corp. | 649 | &nbsp;&nbsp;21767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Midland States <br>Bancorp, Inc.<br>| 71144 | &nbsp;&nbsp;1625640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MidWestOne Financial <br>Group, Inc.<br>| 100371 | &nbsp;&nbsp;4649185 |
|  | MVB Financial Corp. | 70332 | &nbsp;&nbsp;1986176 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Bank Holdings <br>Corp., Class A<br>| 296731 | &nbsp;&nbsp;$11922652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Bankshares, <br>Inc.<br>| 25672 | &nbsp;&nbsp;934718 |
|  | Navient Corp. | 689370 | &nbsp;&nbsp;6762720 |
|  | NB Bancorp, Inc. | 15371 | &nbsp;&nbsp;333858 |
| # | NBT Bancorp, Inc. | 380903 | &nbsp;&nbsp;16923520 |
|  | Nelnet, Inc., Class A | 236090 | &nbsp;&nbsp;31140271 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NerdWallet, Inc., <br>Class A<br>| 123513 | &nbsp;&nbsp;1489567 |
| \* | NI Holdings, Inc. | 61386 | &nbsp;&nbsp;836077 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nicolet Bankshares, <br>Inc.<br>| 103993 | &nbsp;&nbsp;15180898 |
| \* | NMI Holdings, Inc. | 652789 | &nbsp;&nbsp;25275990 |
|  | Northeast Bank | 63970 | &nbsp;&nbsp;7371263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northeast Community <br>Bancorp, Inc.<br>| 52432 | &nbsp;&nbsp;1237395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northfield Bancorp, <br>Inc.<br>| 315171 | &nbsp;&nbsp;3882907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northrim BanCorp, <br>Inc.<br>| 230276 | &nbsp;&nbsp;5425303 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Northwest Bancshares, <br>Inc.<br>| 987256 | &nbsp;&nbsp;12715857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Norwood Financial <br>Corp.<br>| 6656 | &nbsp;&nbsp;202542 |
|  | Oak Valley Bancorp | 16529 | &nbsp;&nbsp;528102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OceanFirst Financial <br>Corp.<br>| 398005 | &nbsp;&nbsp;7462594 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Octave Specialty <br>Group, Inc.<br>| 37938 | &nbsp;&nbsp;215108 |
|  | OFG Bancorp | 439706 | &nbsp;&nbsp;17720152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ohio Valley Banc <br>Corp.<br>| 14189 | &nbsp;&nbsp;583877 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Old Market Capital <br>Corp.<br>| 33122 | &nbsp;&nbsp;117997 |
|  | Old National Bancorp | 2321423 | &nbsp;&nbsp;56712364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Old Republic <br>International Corp.<br>| 835670 | &nbsp;&nbsp;32733194 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Old Second Bancorp, <br>Inc.<br>| 311220 | &nbsp;&nbsp;6174605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OneMain Holdings, <br>Inc.<br>| 803200 | &nbsp;&nbsp;52641728 |
| \* | Onity Group, Inc. | 54717 | &nbsp;&nbsp;2474303 |
|  | OP Bancorp | 82461 | &nbsp;&nbsp;1152805 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oportun Financial <br>Corp.<br>| 203402 | &nbsp;&nbsp;1102439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oppenheimer <br>Holdings, Inc., <br>Class A<br>| 68981 | &nbsp;&nbsp;5796473 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;OptimumBank <br>Holdings, Inc.<br>| 28972 | &nbsp;&nbsp;136458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orange County <br>Bancorp, Inc.<br>| 6646 | &nbsp;&nbsp;204830 |
|  | Origin Bancorp, Inc. | 158484 | &nbsp;&nbsp;6787870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orrstown Financial <br>Services, Inc.<br>| 104979 | &nbsp;&nbsp;3781344 |
|  | Park National Corp. | 52882 | &nbsp;&nbsp;8616593 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Parke Bancorp, Inc. | 71204 | &nbsp;&nbsp;$1944581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pathfinder Bancorp, <br>Inc.<br>| 806 | &nbsp;&nbsp;11026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pathward Financial, <br>Inc.<br>| 136495 | &nbsp;&nbsp;12324134 |
| #\* | Paysafe Ltd. | 278963 | &nbsp;&nbsp;1913686 |
|  | PCB Bancorp | 69853 | &nbsp;&nbsp;1567501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Peapack-Gladstone <br>Financial Corp.<br>| 109259 | &nbsp;&nbsp;3465695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PennyMac Financial <br>Services, Inc.<br>| 274062 | &nbsp;&nbsp;27384275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Peoples Bancorp of <br>North Carolina, Inc.<br>| 20826 | &nbsp;&nbsp;762856 |
|  | Peoples Bancorp, Inc. | 299601 | &nbsp;&nbsp;9743025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Peoples Financial <br>Services Corp.<br>| 33075 | &nbsp;&nbsp;1723207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pinnacle Financial <br>Partners, Inc.<br>| 529236 | &nbsp;&nbsp;50325051 |
| \* | Pioneer Bancorp, Inc. | 29845 | &nbsp;&nbsp;422307 |
|  | Plumas Bancorp | 7571 | &nbsp;&nbsp;379383 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ponce Financial <br>Group, Inc.<br>| 145118 | &nbsp;&nbsp;2435080 |
|  | Popular, Inc. | 450528 | &nbsp;&nbsp;60159004 |
| \* | PRA Group, Inc. | 120105 | &nbsp;&nbsp;1536143 |
|  | Preferred Bank | 105700 | &nbsp;&nbsp;9065889 |
|  | Primis Financial Corp. | 102610 | &nbsp;&nbsp;1383183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Princeton Bancorp, <br>Inc.<br>| 9121 | &nbsp;&nbsp;330454 |
| \* | ProAssurance Corp. | 350766 | &nbsp;&nbsp;8495553 |
|  | PROG Holdings, Inc. | 52460 | &nbsp;&nbsp;1701802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prosperity Bancshares, <br>Inc.<br>| 675112 | &nbsp;&nbsp;46589479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Provident Financial <br>Holdings, Inc.<br>| 48431 | &nbsp;&nbsp;782645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Provident Financial <br>Services, Inc.<br>| 904191 | &nbsp;&nbsp;20018789 |
|  | QCR Holdings, Inc. | 142828 | &nbsp;&nbsp;12891655 |
|  | Radian Group, Inc. | 766440 | &nbsp;&nbsp;25215876 |
|  | RBB Bancorp | 119621 | &nbsp;&nbsp;2480940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Red River Bancshares, <br>Inc.<br>| 10709 | &nbsp;&nbsp;889490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Regional Management <br>Corp.<br>| 95361 | &nbsp;&nbsp;3533125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reinsurance Group of <br>America, Inc., <br>Class A<br>| 205760 | &nbsp;&nbsp;41717840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RenaissanceRe <br>Holdings Ltd.<br>| 169417 | &nbsp;&nbsp;47724769 |
|  | Renasant Corp. | 616805 | &nbsp;&nbsp;23259717 |
| #\* | Repay Holdings Corp. | 379173 | &nbsp;&nbsp;1323314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Republic Bancorp, Inc., <br>Class A<br>| 107892 | &nbsp;&nbsp;7834038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Richmond Mutual <br>BanCorp, Inc.<br>| 6765 | &nbsp;&nbsp;94913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Riverview Bancorp, <br>Inc.<br>| 236806 | &nbsp;&nbsp;1224287 |
|  | RLI Corp. | 46347 | &nbsp;&nbsp;2708055 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | S&T Bancorp, Inc. | 285624 | &nbsp;&nbsp;$12179007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Safety Insurance <br>Group, Inc.<br>| 116012 | &nbsp;&nbsp;9130144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SB Financial Group, <br>Inc.<br>| 2698 | &nbsp;&nbsp;61595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seacoast Banking <br>Corp. of Florida<br>| 355354 | &nbsp;&nbsp;11883038 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Security National <br>Financial Corp., <br>Class A<br>| 75459 | &nbsp;&nbsp;665548 |
| \* | Selectquote, Inc. | 218450 | &nbsp;&nbsp;310199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shore Bancshares, <br>Inc.<br>| 216314 | &nbsp;&nbsp;4103477 |
|  | Sierra Bancorp | 99344 | &nbsp;&nbsp;3517771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Simmons First National <br>Corp., Class A<br>| 477749 | &nbsp;&nbsp;9712637 |
| \* | SiriusPoint Ltd. | 804663 | &nbsp;&nbsp;16423172 |
|  | SLM Corp. | 369430 | &nbsp;&nbsp;10030024 |
|  | SmartFinancial, Inc. | 104570 | &nbsp;&nbsp;4174434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sound Financial <br>Bancorp, Inc.<br>| 476 | &nbsp;&nbsp;20896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;South Plains Financial, <br>Inc.<br>| 82663 | &nbsp;&nbsp;3443741 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Southern First <br>Bancshares, Inc.<br>| 55782 | &nbsp;&nbsp;3064663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Missouri <br>Bancorp, Inc.<br>| 68788 | &nbsp;&nbsp;4304065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southside Bancshares, <br>Inc.<br>| 209559 | &nbsp;&nbsp;6745704 |
|  | Southstate Bank Corp. | 748234 | &nbsp;&nbsp;76566785 |
|  | Stellar Bancorp, Inc. | 282067 | &nbsp;&nbsp;10475968 |
| \*†† | Sterling Bancorp, Inc. | 86728 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stewart Information <br>Services Corp.<br>| 217475 | &nbsp;&nbsp;14664339 |
|  | Stifel Financial Corp. | 50983 | &nbsp;&nbsp;6286204 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Stock Yards Bancorp, <br>Inc.<br>| 49142 | &nbsp;&nbsp;3326422 |
| \* | StoneX Group, Inc. | 59588 | &nbsp;&nbsp;6689349 |
|  | SWK Holdings Corp. | 8025 | &nbsp;&nbsp;140438 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Texas Capital <br>Bancshares, Inc.<br>| 389879 | &nbsp;&nbsp;39444058 |
| # | TFS Financial Corp. | 164319 | &nbsp;&nbsp;2312790 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Third Coast <br>Bancshares, Inc.<br>| 42313 | &nbsp;&nbsp;1716215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Timberland Bancorp, <br>Inc.<br>| 66770 | &nbsp;&nbsp;2600024 |
|  | Tiptree, Inc. | 382659 | &nbsp;&nbsp;6841943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tompkins Financial <br>Corp.<br>| 96215 | &nbsp;&nbsp;7708746 |
|  | Towne Bank | 536694 | &nbsp;&nbsp;18784290 |
|  | TriCo Bancshares | 233558 | &nbsp;&nbsp;11635860 |
| \* | Triumph Financial, Inc. | 118401 | &nbsp;&nbsp;7469919 |
|  | TrustCo Bank Corp. | 163612 | &nbsp;&nbsp;7100761 |
|  | Trustmark Corp. | 559782 | &nbsp;&nbsp;23801931 |
|  | UMB Financial Corp. | 339773 | &nbsp;&nbsp;43198739 |
|  | United Bancorp, Inc. | 4772 | &nbsp;&nbsp;66331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Bancshares, <br>Inc.<br>| 1289 | &nbsp;&nbsp;51895 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Bankshares, <br>Inc.<br>| 994350 | &nbsp;&nbsp;$42090835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Community <br>Banks, Inc.<br>| 935483 | &nbsp;&nbsp;32208680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Fire Group, <br>Inc.<br>| 175139 | &nbsp;&nbsp;6294496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Security <br>Bancshares<br>| 127841 | &nbsp;&nbsp;1373012 |
|  | Unity Bancorp, Inc. | 74071 | &nbsp;&nbsp;3996871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Insurance <br>Holdings, Inc.<br>| 220152 | &nbsp;&nbsp;6703628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Univest Financial <br>Corp.<br>| 331684 | &nbsp;&nbsp;10992008 |
|  | Unum Group | 703863 | &nbsp;&nbsp;53472472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;USCB Financial <br>Holdings, Inc.<br>| 3119 | &nbsp;&nbsp;58793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valley National <br>Bancorp<br>| 4322295 | &nbsp;&nbsp;53855808 |
| \* | Velocity Financial, Inc. | 48768 | &nbsp;&nbsp;989503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Victory Capital <br>Holdings, Inc., <br>Class A<br>| 53305 | &nbsp;&nbsp;3759602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Virginia National <br>Bankshares Corp.<br>| 8911 | &nbsp;&nbsp;364638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Virtus Investment <br>Partners, Inc.<br>| 44607 | &nbsp;&nbsp;7282093 |
|  | Voya Financial, Inc. | 222235 | &nbsp;&nbsp;17036535 |
|  | WaFd, Inc. | 624384 | &nbsp;&nbsp;20367406 |
|  | Walker & Dunlop, Inc. | 203989 | &nbsp;&nbsp;12828868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Washington Trust <br>Bancorp, Inc.<br>| 49497 | &nbsp;&nbsp;1701212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Waterstone Financial, <br>Inc.<br>| 193859 | &nbsp;&nbsp;3545681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Webster Financial <br>Corp.<br>| 1152226 | &nbsp;&nbsp;75781904 |
|  | WesBanco, Inc. | 580183 | &nbsp;&nbsp;20474658 |
|  | West BanCorp, Inc. | 110824 | &nbsp;&nbsp;2629854 |
|  | Westamerica BanCorp | 85858 | &nbsp;&nbsp;4342698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Western Alliance <br>Bancorp<br>| 366001 | &nbsp;&nbsp;32628989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Western New England <br>Bancorp, Inc.<br>| 163145 | &nbsp;&nbsp;2191037 |
|  | Western Union Co. | 63016 | &nbsp;&nbsp;590460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westwood Holdings <br>Group, Inc.<br>| 38264 | &nbsp;&nbsp;700614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;White Mountains <br>Insurance Group <br>Ltd.<br>| 19855 | &nbsp;&nbsp;40602085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wintrust Financial <br>Corp.<br>| 285148 | &nbsp;&nbsp;42056479 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;World Acceptance <br>Corp.<br>| 29048 | &nbsp;&nbsp;3522070 |
|  | WSFS Financial Corp. | 461271 | &nbsp;&nbsp;29858072 |
|  | WVS Financial Corp. | 111 | &nbsp;&nbsp;1497 |
|  | Zions Bancorp NA | 1140924 | &nbsp;&nbsp;68352757 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | &nbsp;&nbsp;4232605562 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (6.1%) | HEALTH CARE — (6.1%) | HEALTH CARE — (6.1%) | HEALTH CARE — (6.1%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Acadia Healthcare Co., <br>Inc.<br>| 431409 | &nbsp;&nbsp;$5798137 |
| #\* | Accendra Health, Inc. | 586725 | &nbsp;&nbsp;1296662 |
|  | Acme United Corp. | 30908 | &nbsp;&nbsp;1291645 |
| \* | AdaptHealth Corp. | 933859 | &nbsp;&nbsp;9385283 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Addus HomeCare <br>Corp.<br>| 124735 | &nbsp;&nbsp;12907578 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Adverum <br>Biotechnologies, <br>Inc.<br>| 10137 | &nbsp;&nbsp;8110 |
| \* | Align Technology, Inc. | 59188 | &nbsp;&nbsp;9649420 |
| #\* | Alkermes PLC | 492148 | &nbsp;&nbsp;16678896 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Shared <br>Hospital Services<br>| 38407 | &nbsp;&nbsp;81423 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amneal <br>Pharmaceuticals, <br>Inc.<br>| 25607 | &nbsp;&nbsp;350304 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amphastar <br>Pharmaceuticals, <br>Inc.<br>| 194897 | &nbsp;&nbsp;5162822 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Anika Therapeutics, <br>Inc.<br>| 90275 | &nbsp;&nbsp;833238 |
| \* | Astrana Health, Inc. | 96453 | &nbsp;&nbsp;2193341 |
| \* | Avanos Medical, Inc. | 20446 | &nbsp;&nbsp;272341 |
| \* | Avantor, Inc. | 916260 | &nbsp;&nbsp;10005559 |
| #\* | Azenta, Inc. | 19889 | &nbsp;&nbsp;773284 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BioCryst <br>Pharmaceuticals, <br>Inc.<br>| 5357 | &nbsp;&nbsp;35249 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BioMarin <br>Pharmaceutical, Inc.<br>| 139354 | &nbsp;&nbsp;7879075 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bio-Rad Laboratories, <br>Inc., Class A<br>| 166797 | &nbsp;&nbsp;48988279 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Black Diamond <br>Therapeutics, Inc.<br>| 70518 | &nbsp;&nbsp;175590 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BrightSpring Health <br>Services, Inc.<br>| 204072 | &nbsp;&nbsp;8013907 |
| \* | CareCloud, Inc. | 5170 | &nbsp;&nbsp;14011 |
| \* | CareDx, Inc. | 57874 | &nbsp;&nbsp;1189311 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Castle Biosciences, <br>Inc.<br>| 173718 | &nbsp;&nbsp;6842752 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Catalyst <br>Pharmaceuticals, <br>Inc.<br>| 117538 | &nbsp;&nbsp;2856173 |
| \* | Certara, Inc. | 1245578 | &nbsp;&nbsp;10948631 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Charles River <br>Laboratories <br>International, Inc.<br>| 210103 | &nbsp;&nbsp;44222479 |
|  | CONMED Corp. | 73282 | &nbsp;&nbsp;2813296 |
| \* | Cooper Cos., Inc. | 236984 | &nbsp;&nbsp;19285758 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cross Country <br>Healthcare, Inc.<br>| 268117 | &nbsp;&nbsp;2498850 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cumberland <br>Pharmaceuticals, <br>Inc.<br>| 64869 | &nbsp;&nbsp;243259 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Definitive Healthcare <br>Corp.<br>| 20649 | &nbsp;&nbsp;47906 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | DocGo, Inc. | 8019 | &nbsp;&nbsp;$6147 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Elanco Animal Health, <br>Inc.<br>| 3738631 | &nbsp;&nbsp;90026234 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Emergent BioSolutions, <br>Inc.<br>| 320917 | &nbsp;&nbsp;3639199 |
| #\* | Enovis Corp. | 294481 | &nbsp;&nbsp;6490361 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Envista Holdings <br>Corp.<br>| 1282770 | &nbsp;&nbsp;30106612 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Evolent Health, Inc., <br>Class A<br>| 37154 | &nbsp;&nbsp;119264 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fate Therapeutics, <br>Inc.<br>| 334348 | &nbsp;&nbsp;397874 |
| \* | FONAR Corp. | 48165 | &nbsp;&nbsp;897796 |
| \* | Fulgent Genetics, Inc. | 4509 | &nbsp;&nbsp;118136 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Globus Medical, Inc., <br>Class A<br>| 77699 | &nbsp;&nbsp;7045745 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GoodRx Holdings, Inc., <br>Class A<br>| 532230 | &nbsp;&nbsp;1208162 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Harmony Biosciences <br>Holdings, Inc.<br>| 231078 | &nbsp;&nbsp;8438969 |
| \* | Health Catalyst, Inc. | 329817 | &nbsp;&nbsp;709107 |
|  | HealthStream, Inc. | 296976 | &nbsp;&nbsp;6619595 |
| \* | Henry Schein, Inc. | 144159 | &nbsp;&nbsp;10881121 |
| \* | Hologic, Inc. | 54205 | &nbsp;&nbsp;4061581 |
| \* | ICON PLC | 70540 | &nbsp;&nbsp;12714835 |
| \* | ICU Medical, Inc. | 104416 | &nbsp;&nbsp;15651958 |
| \* | ImmuCell Corp. | 4747 | &nbsp;&nbsp;28577 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;InfuSystem Holdings, <br>Inc.<br>| 83181 | &nbsp;&nbsp;687075 |
| \* | Innoviva, Inc. | 551001 | &nbsp;&nbsp;11020020 |
| \* | Inogen, Inc. | 59258 | &nbsp;&nbsp;349622 |
| #\* | Instil Bio, Inc. | 6833 | &nbsp;&nbsp;48241 |
| #\* | Integer Holdings Corp. | 111436 | &nbsp;&nbsp;9679331 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Integra LifeSciences <br>Holdings Corp.<br>| 315322 | &nbsp;&nbsp;3512687 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;iTeos Therapeutics, <br>Inc.<br>| 103568 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jazz Pharmaceuticals <br>PLC<br>| 253037 | &nbsp;&nbsp;41622056 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kewaunee Scientific <br>Corp.<br>| 21404 | &nbsp;&nbsp;846314 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lantheus Holdings, <br>Inc.<br>| 18116 | &nbsp;&nbsp;1212323 |
| \* | LENSAR, Inc. | 57837 | &nbsp;&nbsp;736265 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LifeStance Health <br>Group, Inc.<br>| 295963 | &nbsp;&nbsp;2092458 |
| \* | LivaNova PLC | 238170 | &nbsp;&nbsp;15650151 |
| \* | MaxCyte, Inc. | 63387 | &nbsp;&nbsp;57479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mesa Laboratories, <br>Inc.<br>| 10573 | &nbsp;&nbsp;832729 |
| \* | MiMedx Group, Inc. | 6257 | &nbsp;&nbsp;31973 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Molina Healthcare, <br>Inc.<br>| 174968 | &nbsp;&nbsp;31422503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National HealthCare <br>Corp.<br>| 128627 | &nbsp;&nbsp;18407810 |
| \* | Neogen Corp. | 1050883 | &nbsp;&nbsp;10740024 |
| #\*» | &nbsp;&nbsp;&nbsp;&nbsp;OmniAb, Inc. <br>(2200963D US)<br>| 10236 | &nbsp;&nbsp;0 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| #\*» | &nbsp;&nbsp;&nbsp;&nbsp;OmniAb, Inc. <br>(2200964D US)<br>| 10240 | &nbsp;&nbsp;$0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;OmniAb, Inc. (OABI <br>UQ)<br>| 181993 | &nbsp;&nbsp;331227 |
| \* | Omnicell, Inc. | 253424 | &nbsp;&nbsp;12291064 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Opiant <br>Pharmaceuticals, <br>Inc.<br>| 26299 | &nbsp;&nbsp;0 |
| #\* | OptimizeRx Corp. | 60161 | &nbsp;&nbsp;647332 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;OraSure Technologies, <br>Inc.<br>| 316753 | &nbsp;&nbsp;883741 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Organogenesis <br>Holdings, Inc.<br>| 175696 | &nbsp;&nbsp;702784 |
|  | Organon & Co. | 105250 | &nbsp;&nbsp;898835 |
| \* | Orthofix Medical, Inc. | 25829 | &nbsp;&nbsp;341718 |
| \* | OrthoPediatrics Corp. | 2505 | &nbsp;&nbsp;43737 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pacira BioSciences, <br>Inc.<br>| 44488 | &nbsp;&nbsp;913784 |
| \*†† | PDL BioPharma, Inc. | 1058582 | &nbsp;&nbsp;444604 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pediatrix Medical <br>Group, Inc.<br>| 458377 | &nbsp;&nbsp;9800100 |
| \* | Pennant Group, Inc. | 30846 | &nbsp;&nbsp;851967 |
|  | Perrigo Co. PLC | 1039347 | &nbsp;&nbsp;14769121 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Prestige Consumer <br>Healthcare, Inc.<br>| 237566 | &nbsp;&nbsp;15315880 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Puma Biotechnology, <br>Inc.<br>| 184126 | &nbsp;&nbsp;1193136 |
| #\* | QuidelOrtho Corp. | 346017 | &nbsp;&nbsp;9401282 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Quipt Home Medical <br>Corp.<br>| 112043 | &nbsp;&nbsp;399994 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rapid Micro <br>Biosystems, Inc., <br>Class A<br>| 1425 | &nbsp;&nbsp;6313 |
| # | Revvity, Inc. | 276685 | &nbsp;&nbsp;30103328 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Sage Therapeutics, <br>Inc.<br>| 128503 | &nbsp;&nbsp;23131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Select Medical <br>Holdings Corp.<br>| 616983 | &nbsp;&nbsp;9285594 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sensus Healthcare, <br>Inc.<br>| 17579 | &nbsp;&nbsp;90180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SIGA Technologies, <br>Inc.<br>| 467689 | &nbsp;&nbsp;3133516 |
| #\* | Simulations Plus, Inc. | 45947 | &nbsp;&nbsp;776045 |
| \* | STAAR Surgical Co. | 7 | &nbsp;&nbsp;133 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Supernus <br>Pharmaceuticals, <br>Inc.<br>| 446671 | &nbsp;&nbsp;21511675 |
| #\* | Surgery Partners, Inc. | 265367 | &nbsp;&nbsp;3943354 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tactile Systems <br>Technology, Inc.<br>| 163645 | &nbsp;&nbsp;4722795 |
| \* | Teladoc Health, Inc. | 637270 | &nbsp;&nbsp;3473121 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Tetraphase <br>Pharmaceuticals, <br>Inc.<br>| 1600 | &nbsp;&nbsp;0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Third Harmonic Bio, <br>Inc.<br>| 3231 | &nbsp;&nbsp;97 |
| \* | TruBridge, Inc. | 96130 | &nbsp;&nbsp;1860115 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;U.S. Physical Therapy, <br>Inc.<br>| 63186 | &nbsp;&nbsp;$5299410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Health <br>Services, Inc., <br>Class B<br>| 324374 | &nbsp;&nbsp;65283511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Utah Medical Products, <br>Inc.<br>| 21809 | &nbsp;&nbsp;1331658 |
| \* | Varex Imaging Corp. | 87206 | &nbsp;&nbsp;1215652 |
| \* | Veracyte, Inc. | 555361 | &nbsp;&nbsp;21148147 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Verve Therapeutics, <br>Inc.<br>| 182864 | &nbsp;&nbsp;362071 |
|  | Viatris, Inc. | 7424958 | &nbsp;&nbsp;97192733 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Voyager Therapeutics, <br>Inc.<br>| 26106 | &nbsp;&nbsp;101813 |
| \* | Waystar Holding Corp. | 86657 | &nbsp;&nbsp;2301610 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | &nbsp;&nbsp;923249211 |
| INDUSTRIALS — (16.4%) | INDUSTRIALS — (16.4%) | INDUSTRIALS — (16.4%) | INDUSTRIALS — (16.4%) |
| \* | AAR Corp. | 323275 | &nbsp;&nbsp;34238055 |
|  | ABM Industries, Inc. | 504515 | &nbsp;&nbsp;23227871 |
|  | ACCO Brands Corp. | 452313 | &nbsp;&nbsp;1768544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aebi Schmidt Holding <br>AG<br>| 216027 | &nbsp;&nbsp;3162635 |
| \* | AerSale Corp. | 171613 | &nbsp;&nbsp;1285381 |
|  | AGCO Corp. | 481008 | &nbsp;&nbsp;54551117 |
|  | Air Lease Corp. | 88653 | &nbsp;&nbsp;5729643 |
|  | Alamo Group, Inc. | 89621 | &nbsp;&nbsp;17503878 |
| \* | Alaska Air Group, Inc. | 907014 | &nbsp;&nbsp;46103522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Albany International <br>Corp., Class A<br>| 126443 | &nbsp;&nbsp;7016322 |
|  | Alight, Inc., Class A | 3856333 | &nbsp;&nbsp;5900189 |
| \* | Allegiant Travel Co. | 131623 | &nbsp;&nbsp;11665746 |
|  | Allient, Inc. | 88281 | &nbsp;&nbsp;5386024 |
| \* | Alpha Pro Tech Ltd. | 21849 | &nbsp;&nbsp;110119 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amentum Holdings, <br>Inc.<br>| 245855 | &nbsp;&nbsp;8796692 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ameresco, Inc., <br>Class A<br>| 88915 | &nbsp;&nbsp;2786596 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Woodmark <br>Corp.<br>| 129574 | &nbsp;&nbsp;7695400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apogee Enterprises, <br>Inc.<br>| 183439 | &nbsp;&nbsp;6811090 |
|  | ArcBest Corp. | 181543 | &nbsp;&nbsp;16378809 |
|  | Arcosa, Inc. | 157364 | &nbsp;&nbsp;18013457 |
|  | Astec Industries, Inc. | 222271 | &nbsp;&nbsp;10829043 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Astronics Corp. <br>(ATROB US), <br>Class B<br>| 303 | &nbsp;&nbsp;23049 |
| #\* | Asure Software, Inc. | 163428 | &nbsp;&nbsp;1572177 |
|  | Atkore, Inc. | 21236 | &nbsp;&nbsp;1474840 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Avalon Holdings Corp., <br>Class A<br>| 10736 | &nbsp;&nbsp;29202 |
|  | AZZ, Inc. | 189548 | &nbsp;&nbsp;23558921 |
|  | BGSF, Inc. | 3854 | &nbsp;&nbsp;22083 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BlueLinx Holdings, <br>Inc.<br>| 75717 | &nbsp;&nbsp;5266875 |
|  | Boise Cascade Co. | 304936 | &nbsp;&nbsp;24641878 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bowman Consulting <br>Group Ltd.<br>| 40148 | &nbsp;&nbsp;$1398355 |
|  | Brady Corp., Class A | 172587 | &nbsp;&nbsp;14923598 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BrightView Holdings, <br>Inc.<br>| 690108 | &nbsp;&nbsp;9219843 |
| \* | Broadwind, Inc. | 36608 | &nbsp;&nbsp;109824 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Builders FirstSource, <br>Inc.<br>| 560478 | &nbsp;&nbsp;64118683 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CACI International, <br>Inc., Class A<br>| 29159 | &nbsp;&nbsp;18095492 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cadeler AS (CDLR <br>US), ADR<br>| 11228 | &nbsp;&nbsp;268349 |
| \* | Chart Industries, Inc. | 87771 | &nbsp;&nbsp;18198439 |
|  | Civeo Corp. | 97811 | &nbsp;&nbsp;2476575 |
| #\* | Clarivate PLC | 2814528 | &nbsp;&nbsp;7458499 |
|  | CNH Industrial NV | 5992265 | &nbsp;&nbsp;64476771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Columbus McKinnon <br>Corp.<br>| 133744 | &nbsp;&nbsp;2819324 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Commercial Vehicle <br>Group, Inc.<br>| 66739 | &nbsp;&nbsp;100109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CompX International, <br>Inc.<br>| 11443 | &nbsp;&nbsp;266622 |
| # | Concentrix Corp. | 329711 | &nbsp;&nbsp;12314706 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Concrete Pumping <br>Holdings, Inc.<br>| 316009 | &nbsp;&nbsp;1826532 |
| \* | Conduent, Inc. | 972597 | &nbsp;&nbsp;1351910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Copa Holdings SA, <br>Class A<br>| 190126 | &nbsp;&nbsp;25933186 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Costamare Bulkers <br>Holdings Ltd.<br>| 121946 | &nbsp;&nbsp;2015767 |
|  | Costamare, Inc. | 878703 | &nbsp;&nbsp;14744636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Covenant Logistics <br>Group, Inc.<br>| 178159 | &nbsp;&nbsp;4382711 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Custom Truck One <br>Source, Inc.<br>| 590652 | &nbsp;&nbsp;3732921 |
|  | Deluxe Corp. | 326581 | &nbsp;&nbsp;8621738 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Distribution Solutions <br>Group, Inc.<br>| 119884 | &nbsp;&nbsp;3403507 |
| \* | DLH Holdings Corp. | 54086 | &nbsp;&nbsp;308831 |
| \* | DNOW, Inc. | 1367190 | &nbsp;&nbsp;20767616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Douglas Dynamics, <br>Inc.<br>| 150480 | &nbsp;&nbsp;5670086 |
| \* | Ducommun, Inc. | 106208 | &nbsp;&nbsp;12038677 |
| \* | DXP Enterprises, Inc. | 142374 | &nbsp;&nbsp;18515739 |
|  | Eastern Co. | 41930 | &nbsp;&nbsp;784091 |
|  | EnerSys | 254803 | &nbsp;&nbsp;45912953 |
|  | Ennis, Inc. | 238930 | &nbsp;&nbsp;4656746 |
|  | Enpro, Inc. | 131418 | &nbsp;&nbsp;31379990 |
| \* | Enviri Corp. | 572297 | &nbsp;&nbsp;10827859 |
|  | Esab Corp. | 5791 | &nbsp;&nbsp;701290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Espey Mfg. & <br>Electronics Corp.<br>| 14746 | &nbsp;&nbsp;779621 |
|  | EVI Industries, Inc. | 3546 | &nbsp;&nbsp;91132 |
| #\* | First Advantage Corp. | 100415 | &nbsp;&nbsp;1355603 |
|  | Flowserve Corp. | 176987 | &nbsp;&nbsp;13831534 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Forrester Research, <br>Inc.<br>| 13956 | &nbsp;&nbsp;113183 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fortune Brands <br>Innovations, Inc.<br>| 725434 | &nbsp;&nbsp;$39245979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Franklin Electric Co., <br>Inc.<br>| 946 | &nbsp;&nbsp;94241 |
| \* | FTI Consulting, Inc. | 69368 | &nbsp;&nbsp;12116509 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gates Industrial Corp. <br>PLC<br>| 886882 | &nbsp;&nbsp;20416024 |
|  | GATX Corp. | 179566 | &nbsp;&nbsp;32664851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genco Shipping & <br>Trading Ltd.<br>| 262570 | &nbsp;&nbsp;5487713 |
| \* | Gencor Industries, Inc. | 87818 | &nbsp;&nbsp;1259310 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Generac Holdings, <br>Inc.<br>| 27063 | &nbsp;&nbsp;4547667 |
|  | Genpact Ltd. | 816451 | &nbsp;&nbsp;36005489 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gibraltar Industries, <br>Inc.<br>| 237542 | &nbsp;&nbsp;12176403 |
|  | Global Industrial Co. | 444 | &nbsp;&nbsp;13569 |
|  | Gorman-Rupp Co. | 272710 | &nbsp;&nbsp;14859968 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Great Lakes Dredge & <br>Dock Corp.<br>| 546303 | &nbsp;&nbsp;8183619 |
|  | Greenbrier Cos., Inc. | 250960 | &nbsp;&nbsp;12653403 |
| \* | GXO Logistics, Inc. | 388610 | &nbsp;&nbsp;21991440 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hayward Holdings, <br>Inc.<br>| 1100142 | &nbsp;&nbsp;17756292 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Healthcare Services <br>Group, Inc.<br>| 500878 | &nbsp;&nbsp;9426524 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Heartland Express, <br>Inc.<br>| 414526 | &nbsp;&nbsp;4182567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Helios Technologies, <br>Inc.<br>| 230638 | &nbsp;&nbsp;14940730 |
|  | Herc Holdings, Inc. | 100378 | &nbsp;&nbsp;14388183 |
| # | Hexcel Corp. | 13154 | &nbsp;&nbsp;1089283 |
|  | Hillenbrand, Inc. | 420067 | &nbsp;&nbsp;13404338 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hillman Solutions <br>Corp.<br>| 1188838 | &nbsp;&nbsp;11139412 |
| # | HNI Corp. | 417438 | &nbsp;&nbsp;19949362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hub Group, Inc., <br>Class A<br>| 487592 | &nbsp;&nbsp;23199627 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hudson Technologies, <br>Inc.<br>| 269753 | &nbsp;&nbsp;1934129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huntington Ingalls <br>Industries, Inc.<br>| 32883 | &nbsp;&nbsp;13827630 |
| \* | Hurco Cos., Inc. | 30042 | &nbsp;&nbsp;496895 |
| # | Hyster-Yale, Inc. | 69286 | &nbsp;&nbsp;2317617 |
| \* | IBEX Holdings Ltd. | 28231 | &nbsp;&nbsp;1050193 |
|  | ICF International, Inc. | 139198 | &nbsp;&nbsp;12980214 |
|  | IDEX Corp. | 85730 | &nbsp;&nbsp;17021692 |
|  | Insteel Industries, Inc. | 157304 | &nbsp;&nbsp;5213055 |
|  | Interface, Inc. | 402850 | &nbsp;&nbsp;12677690 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Janus International <br>Group, Inc.<br>| 239641 | &nbsp;&nbsp;1643937 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;JELD-WEN Holding, <br>Inc.<br>| 559555 | &nbsp;&nbsp;1521990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kelly Services, Inc., <br>Class A<br>| 89105 | &nbsp;&nbsp;961443 |
|  | Kennametal, Inc. | 585267 | &nbsp;&nbsp;20127332 |
| \* | Kirby Corp. | 145744 | &nbsp;&nbsp;17148239 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Knight-Swift <br>Transportation <br>Holdings, Inc.<br>| 1222697 | &nbsp;&nbsp;$67370605 |
|  | Korn Ferry | 412807 | &nbsp;&nbsp;28677702 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;L.B. Foster Co., <br>Class A<br>| 97525 | &nbsp;&nbsp;2930626 |
|  | Lindsay Corp. | 33774 | &nbsp;&nbsp;4230869 |
|  | LSI Industries, Inc. | 218956 | &nbsp;&nbsp;4841117 |
|  | Luxfer Holdings PLC | 155002 | &nbsp;&nbsp;2346730 |
| \* | Manitowoc Co., Inc. | 162777 | &nbsp;&nbsp;2103079 |
|  | ManpowerGroup, Inc. | 59087 | &nbsp;&nbsp;2146631 |
|  | Marten Transport Ltd. | 513914 | &nbsp;&nbsp;6321142 |
| \* | Mastech Digital, Inc. | 15385 | &nbsp;&nbsp;106772 |
| \* | Masterbrand, Inc. | 878433 | &nbsp;&nbsp;10646608 |
|  | Matson, Inc. | 231030 | &nbsp;&nbsp;37034109 |
|  | Maximus, Inc. | 325725 | &nbsp;&nbsp;30761469 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mayville Engineering <br>Co., Inc.<br>| 148464 | &nbsp;&nbsp;2909894 |
|  | McGrath RentCorp | 155848 | &nbsp;&nbsp;17406663 |
| \* | Mercury Systems, Inc. | 110789 | &nbsp;&nbsp;10400871 |
| \* | Middleby Corp. | 93498 | &nbsp;&nbsp;13760101 |
|  | Miller Industries, Inc. | 92931 | &nbsp;&nbsp;3807383 |
|  | MillerKnoll, Inc. | 298272 | &nbsp;&nbsp;5989302 |
| \* | Mistras Group, Inc. | 226702 | &nbsp;&nbsp;3205566 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Montrose <br>Environmental <br>Group, Inc.<br>| 65233 | &nbsp;&nbsp;1453391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MSC Industrial Direct <br>Co., Inc., Class A<br>| 104375 | &nbsp;&nbsp;8802988 |
|  | Mueller Industries, Inc. | 66852 | &nbsp;&nbsp;9101231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Presto <br>Industries, Inc.<br>| 51455 | &nbsp;&nbsp;6555367 |
|  | NL Industries, Inc. | 169630 | &nbsp;&nbsp;1031350 |
| #\* | NN, Inc. | 19697 | &nbsp;&nbsp;29349 |
| \* | NPK International, Inc. | 638055 | &nbsp;&nbsp;8811540 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NWPX Infrastructure, <br>Inc.<br>| 81341 | &nbsp;&nbsp;5486450 |
| \* | OPENLANE, Inc. | 855583 | &nbsp;&nbsp;25701713 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Orion Group Holdings, <br>Inc.<br>| 243430 | &nbsp;&nbsp;2974715 |
|  | Oshkosh Corp. | 351451 | &nbsp;&nbsp;50545683 |
|  | Owens Corning | 474060 | &nbsp;&nbsp;56811350 |
| \* | PAMT Corp. | 138293 | &nbsp;&nbsp;1500479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pangaea Logistics <br>Solutions Ltd.<br>| 372058 | &nbsp;&nbsp;3155052 |
|  | Park Aerospace Corp. | 45805 | &nbsp;&nbsp;1121764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Park-Ohio Holdings <br>Corp.<br>| 102443 | &nbsp;&nbsp;2311114 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Perma-Pipe <br>International <br>Holdings, Inc.<br>| 57068 | &nbsp;&nbsp;1648124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Preformed Line <br>Products Co.<br>| 46079 | &nbsp;&nbsp;11563064 |
| \* | Proto Labs, Inc. | 169288 | &nbsp;&nbsp;8913013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Quanex Building <br>Products Corp.<br>| 251405 | &nbsp;&nbsp;4706302 |
| \* | Radiant Logistics, Inc. | 433980 | &nbsp;&nbsp;2920685 |
| # | Regal Rexnord Corp. | 385201 | &nbsp;&nbsp;62209961 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Resideo Technologies, <br>Inc.<br>| 1131497 | &nbsp;&nbsp;$38765087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Resources Connection, <br>Inc.<br>| 61214 | &nbsp;&nbsp;277299 |
|  | Robert Half, Inc. | 9889 | &nbsp;&nbsp;342258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rush Enterprises, Inc. <br>(RUSHA US), <br>Class A<br>| 494431 | &nbsp;&nbsp;31737526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rush Enterprises, Inc. <br>(RUSHB US), <br>Class B<br>| 87329 | &nbsp;&nbsp;5153284 |
|  | Ryder System, Inc. | 336796 | &nbsp;&nbsp;64422339 |
| \* | Saia, Inc. | 67916 | &nbsp;&nbsp;22743031 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Schneider National, <br>Inc., Class B<br>| 677052 | &nbsp;&nbsp;18172076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Science Applications <br>International Corp.<br>| 113153 | &nbsp;&nbsp;11514449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sensata Technologies <br>Holding PLC<br>| 1079892 | &nbsp;&nbsp;37353464 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shoals Technologies <br>Group, Inc., Class A<br>| 337133 | &nbsp;&nbsp;3182536 |
| \* | SkyWest, Inc. | 322752 | &nbsp;&nbsp;31152023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Standex International <br>Corp.<br>| 15513 | &nbsp;&nbsp;3723120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stanley Black & <br>Decker, Inc.<br>| 713033 | &nbsp;&nbsp;56087176 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Star Equity Holdings, <br>Inc.<br>| 12332 | &nbsp;&nbsp;126650 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sun Country Airlines <br>Holdings, Inc.<br>| 383023 | &nbsp;&nbsp;6718223 |
| \* | TaskUS, Inc., Class A | 96790 | &nbsp;&nbsp;1045332 |
| \* | Taylor Devices, Inc. | 13663 | &nbsp;&nbsp;993847 |
| \* | Team, Inc. | 504 | &nbsp;&nbsp;7273 |
| # | Tecnoglass, Inc. | 48789 | &nbsp;&nbsp;2386270 |
|  | Tennant Co. | 65581 | &nbsp;&nbsp;4990058 |
|  | Terex Corp. | 514866 | &nbsp;&nbsp;29347362 |
|  | Textron, Inc. | 306563 | &nbsp;&nbsp;26995938 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Thermon Group <br>Holdings, Inc.<br>| 281158 | &nbsp;&nbsp;12722400 |
| #\* | TIC Solutions, Inc. | 531587 | &nbsp;&nbsp;5369029 |
|  | Timken Co. | 211114 | &nbsp;&nbsp;19673714 |
| #\* | Titan International, Inc. | 317094 | &nbsp;&nbsp;3025077 |
| \* | Titan Machinery, Inc. | 49668 | &nbsp;&nbsp;808098 |
| \* | Transcat, Inc. | 29390 | &nbsp;&nbsp;1772511 |
|  | Trinity Industries, Inc. | 661360 | &nbsp;&nbsp;19007486 |
| \* | TrueBlue, Inc. | 99779 | &nbsp;&nbsp;534815 |
| \* | TTEC Holdings, Inc. | 28250 | &nbsp;&nbsp;90118 |
|  | Tutor Perini Corp. | 140427 | &nbsp;&nbsp;11078286 |
|  | Twin Disc, Inc. | 96821 | &nbsp;&nbsp;1664353 |
|  | UFP Industries, Inc. | 165506 | &nbsp;&nbsp;17093460 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;U-Haul Holding Co. <br>(UHAL US)<br>| 44379 | &nbsp;&nbsp;2509632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;U-Haul Holding Co. <br>(UHAL/B US)<br>| 434274 | &nbsp;&nbsp;22282599 |
| \* | Ultralife Corp. | 128286 | &nbsp;&nbsp;818465 |
|  | UniFirst Corp. | 111937 | &nbsp;&nbsp;24066455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Logistics <br>Holdings, Inc.<br>| 103553 | &nbsp;&nbsp;1657884 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | V2X, Inc. | 171629 | &nbsp;&nbsp;$11813224 |
| # | Vestis Corp. | 680000 | &nbsp;&nbsp;4440400 |
|  | Virco Mfg. Corp. | 105153 | &nbsp;&nbsp;735019 |
| \* | VirTra, Inc. | 38880 | &nbsp;&nbsp;182347 |
|  | VSE Corp. | 11651 | &nbsp;&nbsp;2546559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wabash National <br>Corp.<br>| 47718 | &nbsp;&nbsp;483383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Werner Enterprises, <br>Inc.<br>| 468183 | &nbsp;&nbsp;16035268 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;WESCO International, <br>Inc.<br>| 370748 | &nbsp;&nbsp;107305594 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Wilhelmina <br>International, Inc.<br>| 2000 | &nbsp;&nbsp;7200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Willis Lease Finance <br>Corp.<br>| 43519 | &nbsp;&nbsp;7932643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WillScot Holdings <br>Corp.<br>| 4396 | &nbsp;&nbsp;88052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Worthington <br>Enterprises, Inc.<br>| 267383 | &nbsp;&nbsp;14858473 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | &nbsp;&nbsp;2497847854 |
| INFORMATION TECHNOLOGY — (6.6%) | INFORMATION TECHNOLOGY — (6.6%) | INFORMATION TECHNOLOGY — (6.6%) | INFORMATION TECHNOLOGY — (6.6%) |
| \* | 8x8, Inc. | 339913 | &nbsp;&nbsp;564256 |
| #\* | 908 Devices, Inc. | 39615 | &nbsp;&nbsp;249971 |
| \* | ACI Worldwide, Inc. | 19754 | &nbsp;&nbsp;856533 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Akamai Technologies, <br>Inc.<br>| 863708 | &nbsp;&nbsp;83909232 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Alithya Group, Inc., <br>Class A<br>| 17314 | &nbsp;&nbsp;22508 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alpha & Omega <br>Semiconductor Ltd.<br>| 146500 | &nbsp;&nbsp;3237650 |
|  | Amdocs Ltd. | 385917 | &nbsp;&nbsp;31622039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amkor Technology, <br>Inc.<br>| 1783995 | &nbsp;&nbsp;86220478 |
| \* | Amtech Systems, Inc. | 99906 | &nbsp;&nbsp;1679420 |
| \* | Arrow Electronics, Inc. | 417523 | &nbsp;&nbsp;55317622 |
| \* | ASGN, Inc. | 168130 | &nbsp;&nbsp;8757892 |
| \* | AstroNova, Inc. | 49098 | &nbsp;&nbsp;446301 |
| \* | Aviat Networks, Inc. | 35906 | &nbsp;&nbsp;783110 |
|  | Avnet, Inc. | 779014 | &nbsp;&nbsp;48602683 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Axcelis Technologies, <br>Inc.<br>| 38268 | &nbsp;&nbsp;3370263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bel Fuse, Inc. (BELFA <br>US), Class A<br>| 47 | &nbsp;&nbsp;8636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Benchmark <br>Electronics, Inc.<br>| 288233 | &nbsp;&nbsp;15028469 |
| \* | Cerence, Inc. | 142492 | &nbsp;&nbsp;1614434 |
| \* | Cirrus Logic, Inc. | 82907 | &nbsp;&nbsp;10806098 |
| #\* | Cleanspark, Inc. | 1161039 | &nbsp;&nbsp;13746702 |
| \* | Cohu, Inc. | 46901 | &nbsp;&nbsp;1338555 |
| # | Crane NXT Co. | 224297 | &nbsp;&nbsp;11331484 |
| \* | Crexendo, Inc. | 56197 | &nbsp;&nbsp;393379 |
|  | CSP, Inc. | 4970 | &nbsp;&nbsp;56757 |
|  | CTS Corp. | 226221 | &nbsp;&nbsp;11630022 |
| \* | Daktronics, Inc. | 335475 | &nbsp;&nbsp;7766246 |
| \* | Data I/O Corp. | 12133 | &nbsp;&nbsp;37612 |
| \* | Diebold Nixdorf, Inc. | 91762 | &nbsp;&nbsp;6332496 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Digi International, Inc. | 325526 | &nbsp;&nbsp;$14020405 |
| \* | Diodes, Inc. | 278796 | &nbsp;&nbsp;16501935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dolby Laboratories, <br>Inc., Class A<br>| 36858 | &nbsp;&nbsp;2365915 |
| \* | DXC Technology Co. | 1100694 | &nbsp;&nbsp;15883014 |
| \* | eGain Corp. | 71959 | &nbsp;&nbsp;739019 |
| \* | EPAM Systems, Inc. | 30075 | &nbsp;&nbsp;6273645 |
|  | ePlus, Inc. | 193354 | &nbsp;&nbsp;16591707 |
| \* | FormFactor, Inc. | 44843 | &nbsp;&nbsp;3160983 |
| \* | Globant SA | 8723 | &nbsp;&nbsp;583394 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grid Dynamics <br>Holdings, Inc.<br>| 96848 | &nbsp;&nbsp;800933 |
| \* | Harmonic, Inc. | 384754 | &nbsp;&nbsp;3739809 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;I3 Verticals, Inc., <br>Class A<br>| 13276 | &nbsp;&nbsp;294860 |
| \* | Ichor Holdings Ltd. | 109580 | &nbsp;&nbsp;3324657 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;indie Semiconductor, <br>Inc., Class A<br>| 30238 | &nbsp;&nbsp;123976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Information Services <br>Group, Inc.<br>| 277136 | &nbsp;&nbsp;1543648 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Insight Enterprises, <br>Inc.<br>| 63354 | &nbsp;&nbsp;5323003 |
| \* | inTEST Corp. | 91990 | &nbsp;&nbsp;841709 |
| \* | IPG Photonics Corp. | 237903 | &nbsp;&nbsp;21984616 |
| \* | Itron, Inc. | 91587 | &nbsp;&nbsp;9074440 |
| \* | Key Tronic Corp. | 108829 | &nbsp;&nbsp;307986 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kimball Electronics, <br>Inc.<br>| 198793 | &nbsp;&nbsp;6005537 |
| \* | Knowles Corp. | 881164 | &nbsp;&nbsp;21359415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kulicke & Soffa <br>Industries, Inc.<br>| 91026 | &nbsp;&nbsp;5218521 |
| \* | KVH Industries, Inc. | 98007 | &nbsp;&nbsp;654687 |
| \* | Lantronix, Inc. | 74130 | &nbsp;&nbsp;492223 |
|  | Littelfuse, Inc. | 8206 | &nbsp;&nbsp;2656775 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LiveRamp Holdings, <br>Inc.<br>| 458837 | &nbsp;&nbsp;11172681 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Magnachip <br>Semiconductor <br>Corp.<br>| 130444 | &nbsp;&nbsp;378288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Methode Electronics, <br>Inc.<br>| 119880 | &nbsp;&nbsp;957841 |
| \* | Mitek Systems, Inc. | 289511 | &nbsp;&nbsp;2900900 |
|  | MKS, Inc. | 813 | &nbsp;&nbsp;191388 |
| \* | N-able, Inc. | 558726 | &nbsp;&nbsp;3391467 |
| \* | nCino, Inc. | 56359 | &nbsp;&nbsp;1203265 |
| #\* | NCR Voyix Corp. | 583088 | &nbsp;&nbsp;5784233 |
| \* | NETGEAR, Inc. | 89028 | &nbsp;&nbsp;1861575 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NetScout Systems, <br>Inc.<br>| 589042 | &nbsp;&nbsp;16381258 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NetSol Technologies, <br>Inc.<br>| 19650 | &nbsp;&nbsp;69954 |
| \* | ON24, Inc. | 201399 | &nbsp;&nbsp;1605150 |
|  | OneSpan, Inc. | 131853 | &nbsp;&nbsp;1553228 |
| \* | Optical Cable Corp. | 28982 | &nbsp;&nbsp;142881 |
|  | PC Connection, Inc. | 189718 | &nbsp;&nbsp;11157316 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Penguin Solutions, <br>Inc.<br>| 326859 | &nbsp;&nbsp;6278961 |
| \* | Photronics, Inc. | 515728 | &nbsp;&nbsp;17828717 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Plexus Corp. | 219527 | &nbsp;&nbsp;$43758317 |
| #\* | Powerfleet, Inc. NJ | 322420 | &nbsp;&nbsp;1647566 |
| \* | Qorvo, Inc. | 100021 | &nbsp;&nbsp;7812640 |
| \* | RF Industries Ltd. | 25760 | &nbsp;&nbsp;251418 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ribbon <br>Communications, <br>Inc.<br>| 804828 | &nbsp;&nbsp;2108649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Richardson Electronics <br>Ltd.<br>| 32622 | &nbsp;&nbsp;394400 |
| \* | Rogers Corp. | 9882 | &nbsp;&nbsp;960926 |
| \* | Sanmina Corp. | 189031 | &nbsp;&nbsp;26781912 |
| \* | ScanSource, Inc. | 214001 | &nbsp;&nbsp;9199903 |
| \*†† | Silicon Graphics, Inc. | 494 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Skyworks Solutions, <br>Inc.<br>| 156189 | &nbsp;&nbsp;8709099 |
| \* | Synaptics, Inc. | 12854 | &nbsp;&nbsp;1060584 |
|  | TD SYNNEX Corp. | 630395 | &nbsp;&nbsp;100024775 |
| \* | Trio-Tech International | 15770 | &nbsp;&nbsp;88785 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TTM Technologies, <br>Inc.<br>| 885007 | &nbsp;&nbsp;86907687 |
| \* | Turtle Beach Corp. | 17098 | &nbsp;&nbsp;204492 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Veeco Instruments, <br>Inc.<br>| 419263 | &nbsp;&nbsp;13093583 |
| \* | Viasat, Inc. | 518929 | &nbsp;&nbsp;23440023 |
| #\* | VirnetX Holding Corp. | 3850 | &nbsp;&nbsp;78232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vishay Intertechnology, <br>Inc.<br>| 974806 | &nbsp;&nbsp;19642341 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vishay Precision <br>Group, Inc.<br>| 69013 | &nbsp;&nbsp;3456171 |
| # | Xerox Holdings Corp. | 1220753 | &nbsp;&nbsp;2673449 |
| \* | Xperi, Inc. | 613 | &nbsp;&nbsp;3470 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zebra Technologies <br>Corp., Class A<br>| 15550 | &nbsp;&nbsp;3653939 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INFORMATION <br>TECHNOLOGY | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INFORMATION <br>TECHNOLOGY |  | &nbsp;&nbsp;1004409124 |
| MATERIALS — (7.2%) | MATERIALS — (7.2%) | MATERIALS — (7.2%) | MATERIALS — (7.2%) |
|  | AdvanSix, Inc. | 137511 | &nbsp;&nbsp;2178174 |
|  | Alcoa Corp. | 1960590 | &nbsp;&nbsp;111381118 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Alpha Metallurgical <br>Resources, Inc.<br>| 103062 | &nbsp;&nbsp;21622408 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Vanguard <br>Corp.<br>| 36186 | &nbsp;&nbsp;183825 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ampco-Pittsburgh <br>Corp.<br>| 55446 | &nbsp;&nbsp;308834 |
|  | AptarGroup, Inc. | 143192 | &nbsp;&nbsp;17891840 |
| \* | Arq, Inc. | 35049 | &nbsp;&nbsp;124774 |
| \* | Ascent Industries Co. | 22006 | &nbsp;&nbsp;356717 |
|  | Ashland, Inc. | 361359 | &nbsp;&nbsp;22100716 |
| \* | Aspen Aerogels, Inc. | 91661 | &nbsp;&nbsp;308898 |
|  | Avient Corp. | 632756 | &nbsp;&nbsp;22874129 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Axalta Coating <br>Systems Ltd.<br>| 1382614 | &nbsp;&nbsp;46428178 |
|  | Ball Corp. | 1719353 | &nbsp;&nbsp;97779605 |
|  | Cabot Corp. | 225205 | &nbsp;&nbsp;16257549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Caledonia Mining <br>Corp. PLC<br>| 62086 | &nbsp;&nbsp;1703640 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | Celanese Corp. | 59456 | &nbsp;&nbsp;$2642225 |
| \* | Century Aluminum Co. | 229004 | &nbsp;&nbsp;10380751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CF Industries Holdings, <br>Inc.<br>| 1058622 | &nbsp;&nbsp;98695329 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Clearwater Paper <br>Corp.<br>| 137724 | &nbsp;&nbsp;2316518 |
| \* | Coeur Mining, Inc. | 1100033 | &nbsp;&nbsp;22484675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commercial Metals <br>Co.<br>| 909447 | &nbsp;&nbsp;69909191 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Core Molding <br>Technologies, Inc.<br>| 37724 | &nbsp;&nbsp;736373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eastman Chemical <br>Co.<br>| 615200 | &nbsp;&nbsp;42645664 |
| \* | Ecovyst, Inc. | 852545 | &nbsp;&nbsp;9045502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Element Solutions, <br>Inc.<br>| 561239 | &nbsp;&nbsp;16332055 |
|  | Ferroglobe PLC | 320734 | &nbsp;&nbsp;1523487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Flexible Solutions <br>International, Inc.<br>| 25410 | &nbsp;&nbsp;146616 |
|  | Fortitude Gold Corp. | 93160 | &nbsp;&nbsp;513312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Friedman Industries, <br>Inc.<br>| 65387 | &nbsp;&nbsp;1283547 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Graphic Packaging <br>Holding Co.<br>| 1707983 | &nbsp;&nbsp;25021951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greif, Inc. (GEF US), <br>Class A<br>| 229568 | &nbsp;&nbsp;16212092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greif, Inc. (GEF/B US), <br>Class B<br>| 56549 | &nbsp;&nbsp;4703746 |
|  | HB Fuller Co. | 308694 | &nbsp;&nbsp;18552509 |
|  | Hecla Mining Co. | 564187 | &nbsp;&nbsp;12705491 |
|  | Innospec, Inc. | 204346 | &nbsp;&nbsp;16699155 |
| \* | Intrepid Potash, Inc. | 59026 | &nbsp;&nbsp;1938414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kaiser Aluminum <br>Corp.<br>| 116958 | &nbsp;&nbsp;14341390 |
| \* | Knife River Corp. | 50385 | &nbsp;&nbsp;3384360 |
|  | Koppers Holdings, Inc. | 149659 | &nbsp;&nbsp;4408954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kronos Worldwide, <br>Inc.<br>| 502590 | &nbsp;&nbsp;2638598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Louisiana-Pacific <br>Corp.<br>| 14223 | &nbsp;&nbsp;1191034 |
| \* | LSB Industries, Inc. | 323066 | &nbsp;&nbsp;3001283 |
|  | Materion Corp. | 169715 | &nbsp;&nbsp;23468190 |
|  | Mativ Holdings, Inc. | 233129 | &nbsp;&nbsp;2809204 |
| #\* | McEwen, Inc. | 100196 | &nbsp;&nbsp;2419733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mercer International, <br>Inc.<br>| 390656 | &nbsp;&nbsp;793032 |
| \* | Metallus, Inc. | 311026 | &nbsp;&nbsp;6204969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Minerals Technologies, <br>Inc.<br>| 229041 | &nbsp;&nbsp;15061736 |
|  | Mosaic Co. | 2197518 | &nbsp;&nbsp;60431745 |
|  | Myers Industries, Inc. | 153991 | &nbsp;&nbsp;3182994 |
|  | Nexa Resources SA | 94253 | &nbsp;&nbsp;1188530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northern Technologies <br>International Corp.<br>| 50024 | &nbsp;&nbsp;453217 |
| \* | O-I Glass, Inc. | 1167969 | &nbsp;&nbsp;17846566 |
|  | Olin Corp. | 785042 | &nbsp;&nbsp;16336724 |
|  | Olympic Steel, Inc. | 91170 | &nbsp;&nbsp;4384365 |
|  | Orion SA | 403971 | &nbsp;&nbsp;2496541 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Perimeter Solutions, <br>Inc.<br>| 533288 | &nbsp;&nbsp;$13945481 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Quaker Chemical <br>Corp.<br>| 101230 | &nbsp;&nbsp;15563100 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rayonier Advanced <br>Materials, Inc.<br>| 414580 | &nbsp;&nbsp;3217141 |
|  | Reliance, Inc. | 27245 | &nbsp;&nbsp;8977228 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Resolute Forest <br>Products, Inc.<br>| 792851 | &nbsp;&nbsp;211136 |
|  | Ryerson Holding Corp. | 233959 | &nbsp;&nbsp;6602323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sensient Technologies <br>Corp.<br>| 12736 | &nbsp;&nbsp;1203807 |
| # | Silgan Holdings, Inc. | 653062 | &nbsp;&nbsp;28179625 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Solstice Advanced <br>Materials, Inc.<br>| 177019 | &nbsp;&nbsp;10934464 |
|  | Sonoco Products Co. | 437708 | &nbsp;&nbsp;21009984 |
|  | Stepan Co. | 149142 | &nbsp;&nbsp;8592071 |
|  | SunCoke Energy, Inc. | 675049 | &nbsp;&nbsp;5305885 |
|  | Sylvamo Corp. | 189706 | &nbsp;&nbsp;9284212 |
| \* | Tredegar Corp. | 157691 | &nbsp;&nbsp;1348258 |
|  | TriMas Corp. | 299831 | &nbsp;&nbsp;10425124 |
|  | Tronox Holdings PLC | 492047 | &nbsp;&nbsp;2981805 |
|  | Warrior Met Coal, Inc. | 95138 | &nbsp;&nbsp;8495823 |
| # | Westlake Corp. | 122111 | &nbsp;&nbsp;9685845 |
|  | Worthington Steel, Inc. | 327307 | &nbsp;&nbsp;13167561 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | &nbsp;&nbsp;1101163046 |
| REAL ESTATE — (1.0%) | REAL ESTATE — (1.0%) | REAL ESTATE — (1.0%) | REAL ESTATE — (1.0%) |
| \* | AMREP Corp. | 19995 | &nbsp;&nbsp;415496 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Compass, Inc., <br>Class A<br>| 1163471 | &nbsp;&nbsp;14566657 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cushman & Wakefield <br>Ltd.<br>| 1692191 | &nbsp;&nbsp;27819620 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Five Point <br>Holdings LLC, <br>Class A<br>| 920 | &nbsp;&nbsp;4885 |
| \* | Forestar Group, Inc. | 342030 | &nbsp;&nbsp;8899621 |
| \* | FRP Holdings, Inc. | 132200 | &nbsp;&nbsp;3160902 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Howard Hughes <br>Holdings, Inc.<br>| 354444 | &nbsp;&nbsp;28943897 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jones Lang LaSalle, <br>Inc.<br>| 115571 | &nbsp;&nbsp;41364017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kennedy-Wilson <br>Holdings, Inc.<br>| 922917 | &nbsp;&nbsp;9090732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marcus & Millichap, <br>Inc.<br>| 144278 | &nbsp;&nbsp;3924362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Newmark Group, Inc., <br>Class A<br>| 859835 | &nbsp;&nbsp;15330858 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;RE/MAX Holdings, <br>Inc., Class A<br>| 75957 | &nbsp;&nbsp;590946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RMR Group, Inc., <br>Class A<br>| 42997 | &nbsp;&nbsp;651405 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Seaport Entertainment <br>Group, Inc.<br>| 57260 | &nbsp;&nbsp;1081641 |
| \* | Star Holdings | 17149 | &nbsp;&nbsp;134105 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Stratus Properties, <br>Inc.<br>| 33563 | &nbsp;&nbsp;995814 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) |
| #\* | Tejon Ranch Co. | 142105 | &nbsp;&nbsp;$2286469 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | &nbsp;&nbsp;159261427 |
| UTILITIES — (0.4%) | UTILITIES — (0.4%) | UTILITIES — (0.4%) | UTILITIES — (0.4%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genie Energy Ltd., <br>Class B<br>| 92088 | &nbsp;&nbsp;1268052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MDU Resources <br>Group, Inc.<br>| 1103292 | &nbsp;&nbsp;22628519 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Montauk Renewables, <br>Inc.<br>| 17186 | &nbsp;&nbsp;29904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New Jersey Resources <br>Corp.<br>| 287795 | &nbsp;&nbsp;14240096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ormat Technologies, <br>Inc.<br>| 145859 | &nbsp;&nbsp;18223623 |
| TOTAL UTILITIES | TOTAL UTILITIES |  | &nbsp;&nbsp;56390194 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS<br>Cost ($10313573640) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS<br>Cost ($10313573640) |  | &nbsp;&nbsp;14470980126 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| TEMPORARY CASH INVESTMENTS — (0.9%) | TEMPORARY CASH INVESTMENTS — (0.9%) | TEMPORARY CASH INVESTMENTS — (0.9%) | TEMPORARY CASH INVESTMENTS — (0.9%) |
| Ɏ | &nbsp;&nbsp;&nbsp;&nbsp;State Street <br>Institutional <br>U.S. Government <br>Money Market Fund <br>3.720%<br>| 134355882 | &nbsp;&nbsp;$134355882 |
| SECURITIES LENDING COLLATERAL — (4.0%) | SECURITIES LENDING COLLATERAL — (4.0%) | SECURITIES LENDING COLLATERAL — (4.0%) | SECURITIES LENDING COLLATERAL — (4.0%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund <br>| 53030302 | &nbsp;&nbsp;613401500 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost <br>$11,061,330,828)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost <br>$11,061,330,828)^^ |  | &nbsp;&nbsp;$15218737508 |

---

As of January 31, 2026, U.S. Targeted Value Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br>**Contracts**<br>| **Expiration**<br>**Date**<br>| **Notional**<br>**Value**<br>| **Market**<br>**Value**<br>| **Unrealized**<br>**Appreciation**<br>**(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp;&nbsp;&nbsp;373 | 03/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;$130553220 | &nbsp;&nbsp;&nbsp;&nbsp;$129911238 | &nbsp;&nbsp;&nbsp;&nbsp;$(641982)<br>|
| **Total Futures Contracts** |  |  | &nbsp;&nbsp;**$130553220** | &nbsp;&nbsp;**$129911238** | &nbsp;&nbsp;**$(641982)**<br>|

---

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;$283481916 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$283481916 |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Discretionary | &nbsp;&nbsp;&nbsp;1958494891 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1958494891 |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Staples | &nbsp;&nbsp;&nbsp;882920431 | &nbsp;&nbsp;&nbsp;$34160 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;882954591 |
| &nbsp;&nbsp;&nbsp;&nbsp;Energy | &nbsp;&nbsp;&nbsp;1371122310 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1371122310 |
| &nbsp;&nbsp;&nbsp;&nbsp;Financials | &nbsp;&nbsp;&nbsp;4232594922 | &nbsp;&nbsp;&nbsp;10640 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4232605562 |
| &nbsp;&nbsp;&nbsp;&nbsp;Health Care | &nbsp;&nbsp;&nbsp;922411198 | &nbsp;&nbsp;&nbsp;8110 | &nbsp;&nbsp;&nbsp;$829903 | &nbsp;&nbsp;&nbsp;923249211 |
| &nbsp;&nbsp;&nbsp;&nbsp;Industrials | &nbsp;&nbsp;&nbsp;2497847854 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2497847854 |
| &nbsp;&nbsp;&nbsp;&nbsp;Information Technology | &nbsp;&nbsp;&nbsp;1004409124 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1004409124 |
| &nbsp;&nbsp;&nbsp;&nbsp;Materials | &nbsp;&nbsp;&nbsp;1100951910 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;211136 | &nbsp;&nbsp;&nbsp;1101163046 |
| &nbsp;&nbsp;&nbsp;&nbsp;Real Estate | &nbsp;&nbsp;&nbsp;159261427 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;159261427 |
| &nbsp;&nbsp;&nbsp;&nbsp;Utilities | &nbsp;&nbsp;&nbsp;56390194 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;56390194 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;134355882 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;134355882 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;613401500 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;613401500 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$14604242059 | &nbsp;&nbsp;&nbsp;$613454410 | &nbsp;&nbsp;&nbsp;$1,041,039˂˃ | &nbsp;&nbsp;&nbsp;$15218737508 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts\*\* | &nbsp;&nbsp;&nbsp;$(641982) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$(641982) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp;$(641982) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$(641982) |
| &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. Small Cap Value Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (95.7%) | COMMON STOCKS — (95.7%) | COMMON STOCKS — (95.7%) | COMMON STOCKS — (95.7%) |
| COMMUNICATION SERVICES — (2.3%) | COMMUNICATION SERVICES — (2.3%) | COMMUNICATION SERVICES — (2.3%) | COMMUNICATION SERVICES — (2.3%) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Advantage Solutions, <br>Inc.<br>| 612517 | &nbsp;&nbsp;$661518 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;AMC Networks, Inc., <br>Class A<br>| 232327 | &nbsp;&nbsp;1791241 |
| #\* | Angi, Inc. | 250816 | &nbsp;&nbsp;3255592 |
| \* | Anterix, Inc. | 27356 | &nbsp;&nbsp;718505 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Array Digital <br>Infrastructure, Inc.<br>| 557445 | &nbsp;&nbsp;26863275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ATN International, <br>Inc.<br>| 164346 | &nbsp;&nbsp;3975530 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bandwidth, Inc., <br>Class A<br>| 340738 | &nbsp;&nbsp;4760110 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Boston Omaha Corp., <br>Class A<br>| 395674 | &nbsp;&nbsp;4831180 |
| \* | Bumble, Inc., Class A | 1200588 | &nbsp;&nbsp;4021970 |
| \* | BuzzFeed, Inc. | 12302 | &nbsp;&nbsp;10831 |
| # | Cable One, Inc. | 37481 | &nbsp;&nbsp;3035586 |
| \* | Cars.com, Inc. | 504867 | &nbsp;&nbsp;5735289 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Creative Realities, <br>Inc.<br>| 16024 | &nbsp;&nbsp;49995 |
| \* | DHI Group, Inc. | 564689 | &nbsp;&nbsp;982559 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;DoubleVerify Holdings, <br>Inc.<br>| 283117 | &nbsp;&nbsp;3063326 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;EW Scripps Co., <br>Class A<br>| 881886 | &nbsp;&nbsp;2954318 |
| \* | Gaia, Inc. | 24898 | &nbsp;&nbsp;84404 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GCI Liberty, Inc. <br>(GLBKV US), <br>Class C<br>| 113209 | &nbsp;&nbsp;4187601 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GCI Liberty, Inc. <br>(GLIBA US), <br>Class A<br>| 11969 | &nbsp;&nbsp;448478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gray Media, Inc. GTN <br>US<br>| 1218009 | &nbsp;&nbsp;5493221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gray Media, Inc. <br>GTNA US, Class A<br>| 3121 | &nbsp;&nbsp;40230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;John Wiley & Sons, <br>Inc. (WLY US), <br>Class A<br>| 68431 | &nbsp;&nbsp;2137100 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Broadband <br>Corp. (LBRDA US), <br>Class A<br>| 62612 | &nbsp;&nbsp;3006628 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Broadband <br>Corp. (LBRDK US), <br>Class C<br>| 413356 | &nbsp;&nbsp;19886557 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Global Ltd. <br>(LBTYA US), <br>Class A<br>| 2008620 | &nbsp;&nbsp;22275596 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Global Ltd. <br>(LBTYK US), <br>Class C<br>| 1879314 | &nbsp;&nbsp;20822799 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Latin America <br>Ltd. (LILA US), <br>Class A<br>| 502598 | &nbsp;&nbsp;$3880057 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Latin America <br>Ltd. (LILAK US), <br>Class C<br>| 2237354 | &nbsp;&nbsp;17406614 |
|  | Marcus Corp. | 330309 | &nbsp;&nbsp;4984363 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;National CineMedia, <br>Inc.<br>| 390950 | &nbsp;&nbsp;1411329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nexstar Media Group, <br>Inc.<br>| 90103 | &nbsp;&nbsp;19136075 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Paramount Skydance <br>Corp., Class B<br>| 209268 | &nbsp;&nbsp;2345894 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PubMatic, Inc., <br>Class A<br>| 134420 | &nbsp;&nbsp;975889 |
| #\* | Reservoir Media, Inc. | 380930 | &nbsp;&nbsp;2876021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saga <br>Communications, <br>Inc., Class A<br>| 88923 | &nbsp;&nbsp;1011944 |
| # | Scholastic Corp. | 627761 | &nbsp;&nbsp;21952802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenandoah <br>Telecommunications <br>Co.<br>| 451854 | &nbsp;&nbsp;5363507 |
|  | Shutterstock, Inc. | 124502 | &nbsp;&nbsp;2471365 |
|  | Sinclair, Inc. | 25235 | &nbsp;&nbsp;366160 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sirius XM Holdings, <br>Inc.<br>| 686891 | &nbsp;&nbsp;13978232 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Sphere Entertainment <br>Co.<br>| 158753 | &nbsp;&nbsp;15162499 |
|  | Spok Holdings, Inc. | 47689 | &nbsp;&nbsp;656678 |
| \* | Stagwell, Inc. | 234533 | &nbsp;&nbsp;1409543 |
| \* | Teads Holding Co. | 4236 | &nbsp;&nbsp;2851 |
|  | TEGNA, Inc. | 2300217 | &nbsp;&nbsp;44072158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telephone & Data <br>Systems, Inc.<br>| 1558208 | &nbsp;&nbsp;70321927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Townsquare Media, <br>Inc., Class A<br>| 331 | &nbsp;&nbsp;2175 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Urban One, Inc. <br>UONE US<br>| 9260 | &nbsp;&nbsp;126121 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Urban One, Inc. <br>UONEK US<br>| 9015 | &nbsp;&nbsp;81135 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vivid Seats, Inc., <br>Class A<br>| 498 | &nbsp;&nbsp;3630 |
| \* | Yelp, Inc. | 14644 | &nbsp;&nbsp;400953 |
| \* | Ziff Davis, Inc. | 336806 | &nbsp;&nbsp;12872725 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ZoomInfo <br>Technologies, Inc.<br>| 2382590 | &nbsp;&nbsp;19179849 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMUNICATION <br>SERVICES | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMUNICATION <br>SERVICES |  | &nbsp;&nbsp;407545935 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (13.8%) | CONSUMER DISCRETIONARY — (13.8%) | CONSUMER DISCRETIONARY — (13.8%) | CONSUMER DISCRETIONARY — (13.8%) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;1-800-Flowers.com, <br>Inc., Class A<br>| 422416 | &nbsp;&nbsp;$1824837 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Academy Sports & <br>Outdoors, Inc.<br>| 859371 | &nbsp;&nbsp;47273999 |
| \* | Adient PLC | 779099 | &nbsp;&nbsp;16205259 |
|  | ADT, Inc. | 8600763 | &nbsp;&nbsp;68806104 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Advance Auto Parts, <br>Inc.<br>| 364276 | &nbsp;&nbsp;17488891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AMCON Distributing <br>Co.<br>| 4641 | &nbsp;&nbsp;503363 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;American Axle & <br>Manufacturing <br>Holdings, Inc.<br>| 1492313 | &nbsp;&nbsp;11893735 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;American Eagle <br>Outfitters, Inc.<br>| 1006679 | &nbsp;&nbsp;23465687 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Outdoor <br>Brands, Inc.<br>| 160094 | &nbsp;&nbsp;1450452 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Public <br>Education, Inc.<br>| 85535 | &nbsp;&nbsp;3573652 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ark Restaurants <br>Corp.<br>| 2951 | &nbsp;&nbsp;19359 |
|  | Arko Corp. | 158372 | &nbsp;&nbsp;840955 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Asbury Automotive <br>Group, Inc.<br>| 270297 | &nbsp;&nbsp;63387349 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Barnes & Noble <br>Education, Inc.<br>| 5566 | &nbsp;&nbsp;49816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bassett Furniture <br>Industries, Inc.<br>| 150490 | &nbsp;&nbsp;2377742 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beazer Homes USA, <br>Inc.<br>| 97875 | &nbsp;&nbsp;2111164 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Biglari Holdings, Inc. <br>(BH US), Class B<br>| 10275 | &nbsp;&nbsp;3853433 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Biglari Holdings, Inc. <br>(BH/A US), Class A<br>| 1178 | &nbsp;&nbsp;2319270 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Birkenstock Holding <br>PLC<br>| 112158 | &nbsp;&nbsp;4235086 |
| \* | BJ's Restaurants, Inc. | 109237 | &nbsp;&nbsp;4568291 |
|  | Bloomin' Brands, Inc. | 203249 | &nbsp;&nbsp;1219494 |
|  | BorgWarner, Inc. | 2899650 | &nbsp;&nbsp;137472406 |
|  | Brunswick Corp. | 394582 | &nbsp;&nbsp;31653368 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Caesars <br>Entertainment, Inc.<br>| 189493 | &nbsp;&nbsp;3922505 |
| # | Caleres, Inc. | 118547 | &nbsp;&nbsp;1448644 |
| #\* | Callaway Golf Co. | 2122818 | &nbsp;&nbsp;30462438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canterbury Park <br>Holding Corp.<br>| 15171 | &nbsp;&nbsp;235151 |
| \* | Capri Holdings Ltd. | 30713 | &nbsp;&nbsp;693192 |
| #\* | CarMax, Inc. | 895212 | &nbsp;&nbsp;39872742 |
|  | Carter's, Inc. | 412228 | &nbsp;&nbsp;14267211 |
| \* | Cato Corp., Class A | 65745 | &nbsp;&nbsp;200522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Century Communities, <br>Inc.<br>| 413839 | &nbsp;&nbsp;26063580 |
| \* | Citi Trends, Inc. | 6934 | &nbsp;&nbsp;299202 |
|  | Clarus Corp. | 108311 | &nbsp;&nbsp;414831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Columbia Sportswear <br>Co.<br>| 250986 | &nbsp;&nbsp;13874506 |
|  | Crown Crafts, Inc. | 135970 | &nbsp;&nbsp;401112 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | Culp, Inc. | 25135 | &nbsp;&nbsp;$88475 |
|  | Dana, Inc. | 1864856 | &nbsp;&nbsp;53894338 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Designer Brands, Inc., <br>Class A<br>| 465334 | &nbsp;&nbsp;2950218 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Destination XL Group, <br>Inc.<br>| 244825 | &nbsp;&nbsp;167215 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Dream Finders <br>Homes, Inc., <br>Class A<br>| 293704 | &nbsp;&nbsp;5401217 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;El Pollo Loco <br>Holdings, Inc.<br>| 410623 | &nbsp;&nbsp;4159611 |
|  | Escalade, Inc. | 44219 | &nbsp;&nbsp;642944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ethan Allen Interiors, <br>Inc.<br>| 346258 | &nbsp;&nbsp;7939696 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;First Watch <br>Restaurant Group, <br>Inc.<br>| 495480 | &nbsp;&nbsp;7922725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Flanigan's <br>Enterprises, Inc.<br>| 5134 | &nbsp;&nbsp;166983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Flexsteel Industries, <br>Inc.<br>| 102638 | &nbsp;&nbsp;4108599 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fox Factory Holding <br>Corp.<br>| 186445 | &nbsp;&nbsp;3430588 |
| \* | Funko, Inc., Class A | 109002 | &nbsp;&nbsp;442548 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GameStop Corp., <br>Class A<br>| 32098 | &nbsp;&nbsp;766500 |
|  | Gap, Inc. | 169055 | &nbsp;&nbsp;4730159 |
| \* | Genesco, Inc. | 142933 | &nbsp;&nbsp;4135052 |
|  | Gentex Corp. | 325151 | &nbsp;&nbsp;7481725 |
| \* | Gentherm, Inc. | 194149 | &nbsp;&nbsp;6205002 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;G-III Apparel Group <br>Ltd.<br>| 602919 | &nbsp;&nbsp;17695673 |
| # | Gold.com, Inc. | 248971 | &nbsp;&nbsp;12909146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Golden Entertainment, <br>Inc.<br>| 29399 | &nbsp;&nbsp;791421 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Goodyear Tire & <br>Rubber Co.<br>| 3483780 | &nbsp;&nbsp;32782370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Graham Holdings Co., <br>Class B<br>| 89923 | &nbsp;&nbsp;104906869 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Green Brick Partners, <br>Inc.<br>| 452886 | &nbsp;&nbsp;31425760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Group 1 Automotive, <br>Inc.<br>| 166220 | &nbsp;&nbsp;58885097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hamilton Beach <br>Brands Holding Co., <br>Class A<br>| 15929 | &nbsp;&nbsp;304085 |
|  | Harley-Davidson, Inc. | 1538754 | &nbsp;&nbsp;30467329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haverty Furniture <br>Cos., Inc. (HVT <br>US)<br>| 218452 | &nbsp;&nbsp;5531205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haverty Furniture <br>Cos., Inc. (HVT/A <br>US), Class A<br>| 5701 | &nbsp;&nbsp;144834 |
| \* | Helen of Troy Ltd. | 127906 | &nbsp;&nbsp;2118123 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hilton Grand <br>Vacations, Inc.<br>| 582769 | &nbsp;&nbsp;26288710 |
| \* | Holley, Inc. | 548121 | &nbsp;&nbsp;2110266 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hooker Furnishings <br>Corp.<br>| 234234 | &nbsp;&nbsp;$3108285 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hovnanian <br>Enterprises, Inc., <br>Class A<br>| 21385 | &nbsp;&nbsp;2409020 |
|  | J Jill, Inc. | 6157 | &nbsp;&nbsp;96111 |
|  | JAKKS Pacific, Inc. | 132927 | &nbsp;&nbsp;2428576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jerash Holdings U.S., <br>Inc.<br>| 2993 | &nbsp;&nbsp;9159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Outdoors, <br>Inc., Class A<br>| 49527 | &nbsp;&nbsp;2248031 |
|  | KB Home | 383229 | &nbsp;&nbsp;22050997 |
| # | Kohl's Corp. | 1345352 | &nbsp;&nbsp;23503299 |
| # | Krispy Kreme, Inc. | 791606 | &nbsp;&nbsp;2493559 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Lakeland Industries, <br>Inc.<br>| 113934 | &nbsp;&nbsp;1073258 |
| #\* | Lands' End, Inc. | 127548 | &nbsp;&nbsp;2265252 |
| \* | Latham Group, Inc. | 640848 | &nbsp;&nbsp;4030934 |
|  | La-Z-Boy, Inc. | 623348 | &nbsp;&nbsp;22696101 |
|  | LCI Industries | 288082 | &nbsp;&nbsp;42258749 |
|  | Lear Corp. | 688466 | &nbsp;&nbsp;80612484 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Legacy Housing <br>Corp.<br>| 261567 | &nbsp;&nbsp;5427515 |
| \* | LGI Homes, Inc. | 267222 | &nbsp;&nbsp;13390494 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Life Time Group <br>Holdings, Inc.<br>| 1162275 | &nbsp;&nbsp;33903562 |
|  | Lifetime Brands, Inc. | 303285 | &nbsp;&nbsp;955348 |
|  | Lithia Motors, Inc. | 320767 | &nbsp;&nbsp;103748878 |
| \* | Live Ventures, Inc. | 3329 | &nbsp;&nbsp;66780 |
|  | LKQ Corp. | 2240015 | &nbsp;&nbsp;73584493 |
| #\* | Lovesac Co. | 142407 | &nbsp;&nbsp;1896861 |
| \* | M/I Homes, Inc. | 362972 | &nbsp;&nbsp;48529356 |
|  | Macy's, Inc. | 3650546 | &nbsp;&nbsp;73083931 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Malibu Boats, Inc., <br>Class A<br>| 196770 | &nbsp;&nbsp;6395025 |
| \* | MarineMax, Inc. | 277494 | &nbsp;&nbsp;7500663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marriott Vacations <br>Worldwide Corp.<br>| 411920 | &nbsp;&nbsp;22371375 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MasterCraft Boat <br>Holdings, Inc.<br>| 190719 | &nbsp;&nbsp;4106180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Matthews International <br>Corp., Class A<br>| 371816 | &nbsp;&nbsp;9775043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meritage Homes <br>Corp.<br>| 800533 | &nbsp;&nbsp;55645049 |
| \* | Mister Car Wash, Inc. | 378494 | &nbsp;&nbsp;2100642 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mobileye Global, Inc., <br>Class A<br>| 972574 | &nbsp;&nbsp;8733715 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mohawk Industries, <br>Inc.<br>| 787728 | &nbsp;&nbsp;93251241 |
| # | Monro, Inc. | 360685 | &nbsp;&nbsp;6752023 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Motorcar Parts of <br>America, Inc.<br>| 218235 | &nbsp;&nbsp;2712661 |
|  | Movado Group, Inc. | 229055 | &nbsp;&nbsp;5222454 |
|  | Newell Brands, Inc. | 4837652 | &nbsp;&nbsp;20560021 |
| » | Nobility Homes, Inc. | 984 | &nbsp;&nbsp;29126 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;OneWater Marine, <br>Inc., Class A<br>| 93061 | &nbsp;&nbsp;1235850 |
| # | Oxford Industries, Inc. | 86846 | &nbsp;&nbsp;3200275 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Patrick Industries, <br>Inc.<br>| 147131 | &nbsp;&nbsp;$18563518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Penske Automotive <br>Group, Inc.<br>| 66730 | &nbsp;&nbsp;10462597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Perdoceo Education <br>Corp.<br>| 550157 | &nbsp;&nbsp;17621529 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Petco Health & <br>Wellness Co., Inc.<br>| 2603539 | &nbsp;&nbsp;7003520 |
| \* | PetMed Express, Inc. | 58287 | &nbsp;&nbsp;185936 |
|  | Phinia, Inc. | 491254 | &nbsp;&nbsp;34962547 |
| # | Polaris, Inc. | 164635 | &nbsp;&nbsp;10510298 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Portillo's, Inc., <br>Class A<br>| 32416 | &nbsp;&nbsp;183150 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pursuit Attractions & <br>Hospitality, Inc.<br>| 47639 | &nbsp;&nbsp;1654502 |
|  | PVH Corp. | 786214 | &nbsp;&nbsp;49028305 |
| » | QEP Co., Inc. | 4152 | &nbsp;&nbsp;171685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RCI Hospitality <br>Holdings, Inc.<br>| 10621 | &nbsp;&nbsp;255329 |
|  | Rocky Brands, Inc. | 128800 | &nbsp;&nbsp;4146072 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Sally Beauty Holdings, <br>Inc.<br>| 1137453 | &nbsp;&nbsp;17312035 |
|  | Shoe Carnival, Inc. | 362419 | &nbsp;&nbsp;6907706 |
| # | Signet Jewelers Ltd. | 402812 | &nbsp;&nbsp;37167463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Smith & Wesson <br>Brands, Inc.<br>| 534854 | &nbsp;&nbsp;5840606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sonic Automotive, <br>Inc., Class A<br>| 139437 | &nbsp;&nbsp;8360643 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sportsman's <br>Warehouse <br>Holdings, Inc.<br>| 45842 | &nbsp;&nbsp;62804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Standard Motor <br>Products, Inc.<br>| 292401 | &nbsp;&nbsp;11675572 |
| \* | Stoneridge, Inc. | 272053 | &nbsp;&nbsp;1790109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Strategic Education, <br>Inc.<br>| 338379 | &nbsp;&nbsp;28768983 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Strattec Security <br>Corp.<br>| 55083 | &nbsp;&nbsp;4358167 |
| \* | Stride, Inc. | 53680 | &nbsp;&nbsp;4541328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Superior Group of <br>Cos., Inc.<br>| 211616 | &nbsp;&nbsp;2107695 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Target Hospitality <br>Corp.<br>| 118683 | &nbsp;&nbsp;817726 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Taylor Morrison Home <br>Corp.<br>| 1424488 | &nbsp;&nbsp;86822544 |
| # | Thor Industries, Inc. | 771039 | &nbsp;&nbsp;86256133 |
| #\* | Tilly's, Inc., Class A | 73744 | &nbsp;&nbsp;108404 |
|  | Toll Brothers, Inc. | 97718 | &nbsp;&nbsp;14119274 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tri Pointe Homes, <br>Inc.<br>| 1286853 | &nbsp;&nbsp;42916548 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Under Armour, Inc. <br>(UA US), Class C<br>| 3024480 | &nbsp;&nbsp;18358594 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Under Armour, Inc. <br>(UAA US), Class A<br>| 1484761 | &nbsp;&nbsp;9160975 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Universal Electronics, <br>Inc.<br>| 39786 | &nbsp;&nbsp;157155 |
|  | Upbound Group, Inc. | 202067 | &nbsp;&nbsp;3819066 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | Urban Outfitters, Inc. | 456050 | &nbsp;&nbsp;$32311142 |
| \* | Vera Bradley, Inc. | 260213 | &nbsp;&nbsp;624511 |
|  | Visteon Corp. | 210299 | &nbsp;&nbsp;19107767 |
|  | Weyco Group, Inc. | 126912 | &nbsp;&nbsp;4012957 |
| # | Whirlpool Corp. | 372874 | &nbsp;&nbsp;29826191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Winnebago Industries, <br>Inc.<br>| 332015 | &nbsp;&nbsp;15242809 |
| \* | Zumiez, Inc. | 235280 | &nbsp;&nbsp;5790241 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>DISCRETIONARY | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>DISCRETIONARY |  | &nbsp;&nbsp;2488300343 |
| CONSUMER STAPLES — (4.9%) | CONSUMER STAPLES — (4.9%) | CONSUMER STAPLES — (4.9%) | CONSUMER STAPLES — (4.9%) |
| # | Alico, Inc. | 16014 | &nbsp;&nbsp;661538 |
|  | Andersons, Inc. | 656367 | &nbsp;&nbsp;40688190 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bridgford Foods <br>Corp.<br>| 13817 | &nbsp;&nbsp;104457 |
|  | Calavo Growers, Inc. | 37665 | &nbsp;&nbsp;958198 |
|  | Cal-Maine Foods, Inc. | 343848 | &nbsp;&nbsp;28721624 |
| # | Campbell's Co. | 273935 | &nbsp;&nbsp;7664701 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Central Garden & Pet <br>Co. (CENT US)<br>| 129874 | &nbsp;&nbsp;4393637 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Central Garden & Pet <br>Co. (CENTA US), <br>Class A<br>| 720095 | &nbsp;&nbsp;22085314 |
|  | Conagra Brands, Inc. | 4261706 | &nbsp;&nbsp;78884178 |
| \* | Coty, Inc., Class A | 1838004 | &nbsp;&nbsp;5826473 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Darling Ingredients, <br>Inc.<br>| 1997599 | &nbsp;&nbsp;91210370 |
|  | Dole PLC | 1086573 | &nbsp;&nbsp;17309108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Edgewell Personal <br>Care Co.<br>| 659570 | &nbsp;&nbsp;12835232 |
|  | Flowers Foods, Inc. | 942742 | &nbsp;&nbsp;10775541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fresh Del Monte <br>Produce, Inc.<br>| 966701 | &nbsp;&nbsp;38339362 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grocery Outlet <br>Holding Corp.<br>| 667874 | &nbsp;&nbsp;6364839 |
| \* | HF Foods Group, Inc. | 29817 | &nbsp;&nbsp;56951 |
|  | Hormel Foods Corp. | 275634 | &nbsp;&nbsp;6783353 |
| #\*†† | Imperial Sugar Co. | 83457 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ingles Markets, Inc., <br>Class A<br>| 224258 | &nbsp;&nbsp;16787954 |
|  | Ingredion, Inc. | 454579 | &nbsp;&nbsp;53685780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;J&J Snack Foods <br>Corp.<br>| 40615 | &nbsp;&nbsp;3858425 |
|  | J.M. Smucker Co. | 395079 | &nbsp;&nbsp;41427984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;John B Sanfilippo & <br>Son, Inc.<br>| 4576 | &nbsp;&nbsp;370198 |
|  | Limoneira Co. | 9104 | &nbsp;&nbsp;131098 |
| #\* | Medifast, Inc. | 87445 | &nbsp;&nbsp;1000371 |
|  | MGP Ingredients, Inc. | 178919 | &nbsp;&nbsp;4456872 |
| \* | Mission Produce, Inc. | 469196 | &nbsp;&nbsp;6315378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Molson Coors <br>Beverage Co., <br>Class B<br>| 1622551 | &nbsp;&nbsp;77947350 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Natural Alternatives <br>International, Inc.<br>| 149173 | &nbsp;&nbsp;611609 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nature's Sunshine <br>Products, Inc.<br>| 94396 | &nbsp;&nbsp;$2380667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nu Skin Enterprises, <br>Inc., Class A<br>| 256240 | &nbsp;&nbsp;2718706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oil-Dri Corp. of <br>America<br>| 35002 | &nbsp;&nbsp;2119371 |
| \* | Post Holdings, Inc. | 786320 | &nbsp;&nbsp;80448399 |
|  | PriceSmart, Inc. | 3332 | &nbsp;&nbsp;473844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reynolds Consumer <br>Products, Inc.<br>| 85936 | &nbsp;&nbsp;1991137 |
|  | Seaboard Corp. | 12281 | &nbsp;&nbsp;62415481 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Seneca Foods Corp. <br>(SENEA US), <br>Class A<br>| 104704 | &nbsp;&nbsp;12494328 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp;Seneca Foods Corp. <br>(SENEB US), <br>Class B<br>| 24020 | &nbsp;&nbsp;2839164 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Simply Good Foods <br>Co.<br>| 549517 | &nbsp;&nbsp;10314434 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TreeHouse Foods, <br>Inc.<br>| 582921 | &nbsp;&nbsp;14363173 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;United Natural Foods, <br>Inc.<br>| 853066 | &nbsp;&nbsp;31759647 |
|  | Universal Corp. | 530139 | &nbsp;&nbsp;30000566 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;USANA Health <br>Sciences, Inc.<br>| 175081 | &nbsp;&nbsp;3799258 |
|  | Utz Brands, Inc. | 48556 | &nbsp;&nbsp;511780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Village Super Market, <br>Inc., Class A<br>| 173677 | &nbsp;&nbsp;6193322 |
| # | Weis Markets, Inc. | 589177 | &nbsp;&nbsp;41919944 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Willamette Valley <br>Vineyards, Inc.<br>| 4137 | &nbsp;&nbsp;11542 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>STAPLES | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>STAPLES |  | &nbsp;&nbsp;887010848 |
| ENERGY — (11.3%) | ENERGY — (11.3%) | ENERGY — (11.3%) | ENERGY — (11.3%) |
| #\* | Amplify Energy Corp. | 493579 | &nbsp;&nbsp;2477767 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Antero Resources <br>Corp.<br>| 1450163 | &nbsp;&nbsp;52742428 |
| # | APA Corp. | 3422273 | &nbsp;&nbsp;90382230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ardmore Shipping <br>Corp.<br>| 539795 | &nbsp;&nbsp;6974151 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Atlas Energy <br>Solutions, Inc.<br>| 109568 | &nbsp;&nbsp;1278659 |
| \* | Bristow Group, Inc. | 381500 | &nbsp;&nbsp;16770740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;California Resources <br>Corp.<br>| 956609 | &nbsp;&nbsp;51178582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chord Energy Corp. <br>(CHRD US)<br>| 307449 | &nbsp;&nbsp;30818688 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Clean Energy Fuels <br>Corp.<br>| 483920 | &nbsp;&nbsp;1064624 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CNX Resources <br>Corp.<br>| 2027368 | &nbsp;&nbsp;78661878 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Comstock Resources, <br>Inc.<br>| 2117596 | &nbsp;&nbsp;51563463 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Core Laboratories, <br>Inc.<br>| 13600 | &nbsp;&nbsp;$265744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Core Natural <br>Resources, Inc.<br>| 272368 | &nbsp;&nbsp;25978460 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Crescent Energy Co., <br>Class A<br>| 3191998 | &nbsp;&nbsp;31185820 |
|  | DHT Holdings, Inc. | 2602135 | &nbsp;&nbsp;37288595 |
| \* | DMC Global, Inc. | 72769 | &nbsp;&nbsp;625813 |
|  | Dorian LPG Ltd. | 564660 | &nbsp;&nbsp;16674410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Drilling Tools <br>International Corp.<br>| 2559 | &nbsp;&nbsp;9724 |
| \* | DT Midstream, Inc. | 320984 | &nbsp;&nbsp;40450404 |
|  | Epsilon Energy Ltd. | 112833 | &nbsp;&nbsp;563037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Evolution Petroleum <br>Corp.<br>| 226979 | &nbsp;&nbsp;894297 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Expro Group Holdings <br>NV<br>| 1273429 | &nbsp;&nbsp;20387598 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Forum Energy <br>Technologies, Inc.<br>| 151230 | &nbsp;&nbsp;6841645 |
|  | FutureFuel Corp. | 518133 | &nbsp;&nbsp;1704658 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Geospace <br>Technologies Corp.<br>| 13720 | &nbsp;&nbsp;212111 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gran Tierra Energy, <br>Inc. (GTE US)<br>| 64037 | &nbsp;&nbsp;347721 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Granite Ridge <br>Resources, Inc.<br>| 644156 | &nbsp;&nbsp;3233663 |
| \* | Green Plains, Inc. | 57584 | &nbsp;&nbsp;659913 |
| \* | Gulfport Energy Corp. | 50363 | &nbsp;&nbsp;10282614 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Helix Energy Solutions <br>Group, Inc.<br>| 1946101 | &nbsp;&nbsp;15452042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Helmerich & Payne, <br>Inc.<br>| 1212665 | &nbsp;&nbsp;41085090 |
|  | HF Sinclair Corp. | 2420426 | &nbsp;&nbsp;125837948 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Innovex International, <br>Inc.<br>| 436477 | &nbsp;&nbsp;10846453 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;International Seaways, <br>Inc.<br>| 691161 | &nbsp;&nbsp;41227754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kodiak Gas Services, <br>Inc.<br>| 72563 | &nbsp;&nbsp;3048372 |
| #\* | Kosmos Energy Ltd. | 764973 | &nbsp;&nbsp;1208657 |
|  | Liberty Energy, Inc. | 1930976 | &nbsp;&nbsp;47598558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magnolia Oil & Gas <br>Corp., Class A<br>| 210819 | &nbsp;&nbsp;5377993 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mammoth Energy <br>Services, Inc.<br>| 37940 | &nbsp;&nbsp;88780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Matador Resources <br>Co.<br>| 1523976 | &nbsp;&nbsp;68944674 |
|  | Mexco Energy Corp. | 4558 | &nbsp;&nbsp;47905 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MIND Technology, <br>Inc.<br>| 236 | &nbsp;&nbsp;2065 |
| # | Murphy Oil Corp. | 1999257 | &nbsp;&nbsp;60157643 |
| \* | Nabors Industries Ltd. | 41005 | &nbsp;&nbsp;2740774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NACCO Industries, <br>Inc., Class A<br>| 116217 | &nbsp;&nbsp;5721363 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National Energy <br>Services Reunited <br>Corp.<br>| 144515 | &nbsp;&nbsp;2844055 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Natural Gas Services <br>Group, Inc.<br>| 181784 | &nbsp;&nbsp;$6296998 |
| # | Noble Corp. PLC | 1648573 | &nbsp;&nbsp;58722170 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nordic American <br>Tankers Ltd.<br>| 2855677 | &nbsp;&nbsp;11879616 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Northern Oil & Gas, <br>Inc.<br>| 779056 | &nbsp;&nbsp;19476400 |
|  | NOV, Inc. | 4775105 | &nbsp;&nbsp;87623177 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oil States <br>International, Inc.<br>| 784749 | &nbsp;&nbsp;6646824 |
|  | Ovintiv, Inc. | 2662246 | &nbsp;&nbsp;115727834 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Par Pacific Holdings, <br>Inc.<br>| 128638 | &nbsp;&nbsp;4854798 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Patterson-UTI Energy, <br>Inc.<br>| 4575138 | &nbsp;&nbsp;34450789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PBF Energy, Inc., <br>Class A<br>| 1164523 | &nbsp;&nbsp;38964940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Peabody Energy <br>Corp.<br>| 1634688 | &nbsp;&nbsp;57639099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Permian Resources <br>Corp.<br>| 7301837 | &nbsp;&nbsp;117778631 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PrimeEnergy <br>Resources Corp.<br>| 9820 | &nbsp;&nbsp;1797944 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ProFrac Holding <br>Corp., Class A<br>| 16065 | &nbsp;&nbsp;83699 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ProPetro Holding <br>Corp.<br>| 1436243 | &nbsp;&nbsp;16502432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Range Resources <br>Corp.<br>| 1595666 | &nbsp;&nbsp;60395958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ranger Energy <br>Services, Inc., <br>Class A<br>| 303032 | &nbsp;&nbsp;4672753 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;REX American <br>Resources Corp.<br>| 265011 | &nbsp;&nbsp;8960022 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Riley Exploration <br>Permian, Inc.<br>| 87699 | &nbsp;&nbsp;2459957 |
| # | RPC, Inc. | 2771156 | &nbsp;&nbsp;18428187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SandRidge Energy, <br>Inc.<br>| 162881 | &nbsp;&nbsp;2581664 |
|  | Scorpio Tankers, Inc. | 699262 | &nbsp;&nbsp;44487048 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SEACOR Marine <br>Holdings, Inc.<br>| 285667 | &nbsp;&nbsp;1908256 |
| \* | Seadrill Ltd. | 749944 | &nbsp;&nbsp;28857845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Select Water <br>Solutions, Inc.<br>| 1390802 | &nbsp;&nbsp;16814796 |
| # | SFL Corp. Ltd. | 1945548 | &nbsp;&nbsp;17237555 |
| # | SM Energy Co. | 2335819 | &nbsp;&nbsp;45478396 |
|  | Smart Sand, Inc. | 52903 | &nbsp;&nbsp;245999 |
| \* | Talos Energy, Inc. | 2036623 | &nbsp;&nbsp;24276546 |
|  | Teekay Corp. Ltd. | 1257670 | &nbsp;&nbsp;12865964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Teekay Tankers Ltd., <br>Class A<br>| 418372 | &nbsp;&nbsp;26993361 |
| \* | Tidewater, Inc. | 103533 | &nbsp;&nbsp;6469777 |
| \* | Transocean Ltd. | 12656976 | &nbsp;&nbsp;62905171 |
| # | VAALCO Energy, Inc. | 602432 | &nbsp;&nbsp;3096500 |
| \* | Valaris Ltd. | 727316 | &nbsp;&nbsp;41987953 |
| # | Vitesse Energy, Inc. | 222404 | &nbsp;&nbsp;4661588 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
|  | World Kinect Corp. | 948328 | &nbsp;&nbsp;$25519506 |
| TOTAL ENERGY | TOTAL ENERGY |  | &nbsp;&nbsp;2053499716 |
| FINANCIALS — (27.4%) | FINANCIALS — (27.4%) | FINANCIALS — (27.4%) | FINANCIALS — (27.4%) |
|  | 1st Source Corp. | 242932 | &nbsp;&nbsp;16356612 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Acacia Research <br>Corp.<br>| 376006 | &nbsp;&nbsp;1496504 |
|  | ACNB Corp. | 30005 | &nbsp;&nbsp;1515853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Affinity Bancshares, <br>Inc.<br>| 1447 | &nbsp;&nbsp;29186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alerus Financial <br>Corp.<br>| 177014 | &nbsp;&nbsp;4358085 |
|  | Ally Financial, Inc. | 168806 | &nbsp;&nbsp;7137118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amalgamated <br>Financial Corp.<br>| 144523 | &nbsp;&nbsp;5613273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amerant Bancorp, <br>Inc.<br>| 255944 | &nbsp;&nbsp;5553985 |
|  | Ameris Bancorp | 859774 | &nbsp;&nbsp;69314980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AmeriServ Financial, <br>Inc.<br>| 324794 | &nbsp;&nbsp;1071820 |
|  | Ames National Corp. | 753 | &nbsp;&nbsp;19653 |
|  | Arrow Financial Corp. | 38529 | &nbsp;&nbsp;1302665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Associated <br>Banc-Corp.<br>| 2373766 | &nbsp;&nbsp;64708861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Associated Capital <br>Group, Inc., <br>Class A<br>| 12847 | &nbsp;&nbsp;506814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Assured Guaranty <br>Ltd.<br>| 966107 | &nbsp;&nbsp;81974179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atlantic American <br>Corp.<br>| 196322 | &nbsp;&nbsp;532033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atlantic Union <br>Bankshares Corp.<br>| 1843353 | &nbsp;&nbsp;71595831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Axis Capital Holdings <br>Ltd.<br>| 593606 | &nbsp;&nbsp;61248267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banc of California, <br>Inc.<br>| 916936 | &nbsp;&nbsp;18320381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Marin <br>Bancorp<br>| 178226 | &nbsp;&nbsp;4785368 |
|  | Bank OZK | 1539253 | &nbsp;&nbsp;73206873 |
|  | BankUnited, Inc. | 1024934 | &nbsp;&nbsp;48653617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bankwell Financial <br>Group, Inc.<br>| 38220 | &nbsp;&nbsp;1841822 |
|  | Banner Corp. | 428744 | &nbsp;&nbsp;26513529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bar Harbor <br>Bankshares<br>| 202122 | &nbsp;&nbsp;6853957 |
|  | BayCom Corp. | 140408 | &nbsp;&nbsp;4097105 |
|  | BCB Bancorp, Inc. | 207399 | &nbsp;&nbsp;1636378 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Beacon Financial <br>Corp.<br>| 1150556 | &nbsp;&nbsp;32618263 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Blue Foundry <br>Bancorp<br>| 121641 | &nbsp;&nbsp;1599579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Blue Ridge <br>Bankshares, Inc.<br>| 56626 | &nbsp;&nbsp;240661 |
|  | BOK Financial Corp. | 331861 | &nbsp;&nbsp;43122018 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bread Financial <br>Holdings, Inc.<br>| 724774 | &nbsp;&nbsp;52575106 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bridgewater <br>Bancshares, Inc.<br>| 140789 | &nbsp;&nbsp;$2704557 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Brighthouse Financial, <br>Inc.<br>| 761914 | &nbsp;&nbsp;48808211 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Burke & Herbert <br>Financial Services <br>Corp.<br>| 75694 | &nbsp;&nbsp;4956443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Business First <br>Bancshares, Inc.<br>| 179783 | &nbsp;&nbsp;5064487 |
| \* | BV Financial, Inc. | 19107 | &nbsp;&nbsp;365326 |
|  | Byline Bancorp, Inc. | 499438 | &nbsp;&nbsp;15947055 |
|  | C&F Financial Corp. | 42674 | &nbsp;&nbsp;3213352 |
|  | Cadence Bank | 2388658 | &nbsp;&nbsp;100586388 |
|  | California BanCorp | 32604 | &nbsp;&nbsp;586546 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp;California First <br>Leasing Corp.<br>| 6425 | &nbsp;&nbsp;178487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Camden National <br>Corp.<br>| 138486 | &nbsp;&nbsp;6587779 |
|  | Capital Bancorp, Inc. | 1169 | &nbsp;&nbsp;35912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Capital City Bank <br>Group, Inc.<br>| 79529 | &nbsp;&nbsp;3321131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Capitol Federal <br>Financial, Inc.<br>| 965755 | &nbsp;&nbsp;7030696 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Carter Bankshares, <br>Inc.<br>| 251775 | &nbsp;&nbsp;5390503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cathay General <br>Bancorp<br>| 863702 | &nbsp;&nbsp;44204268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CB Financial Services, <br>Inc.<br>| 3401 | &nbsp;&nbsp;121858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Pacific <br>Financial Corp.<br>| 148258 | &nbsp;&nbsp;4828763 |
|  | CF Bankshares, Inc. | 773 | &nbsp;&nbsp;22502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chemung Financial <br>Corp.<br>| 13539 | &nbsp;&nbsp;822765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ChoiceOne Financial <br>Services, Inc.<br>| 8499 | &nbsp;&nbsp;243836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citizens & Northern <br>Corp.<br>| 8347 | &nbsp;&nbsp;189978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citizens Community <br>Bancorp, Inc.<br>| 57995 | &nbsp;&nbsp;1052029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citizens Financial <br>Services, Inc.<br>| 3459 | &nbsp;&nbsp;218782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Civista Bancshares, <br>Inc.<br>| 207892 | &nbsp;&nbsp;5016434 |
|  | CNB Financial Corp. | 391135 | &nbsp;&nbsp;10834439 |
| # | Colony Bankcorp, Inc. | 132716 | &nbsp;&nbsp;2582653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Columbia Banking <br>System, Inc.<br>| 3663206 | &nbsp;&nbsp;107844785 |
|  | Comerica, Inc. | 1334854 | &nbsp;&nbsp;118361504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Community Trust <br>Bancorp, Inc.<br>| 175941 | &nbsp;&nbsp;10855560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Community West <br>Bancshares<br>| 112701 | &nbsp;&nbsp;2701443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ConnectOne Bancorp, <br>Inc.<br>| 675211 | &nbsp;&nbsp;17974117 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Consumer Portfolio <br>Services, Inc.<br>| 351818 | &nbsp;&nbsp;3036189 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Customers Bancorp, <br>Inc.<br>| 354708 | &nbsp;&nbsp;$28029026 |
|  | CVB Financial Corp. | 1372638 | &nbsp;&nbsp;27054695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dime Community <br>Bancshares, Inc.<br>| 519091 | &nbsp;&nbsp;17659476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Donegal Group, Inc. <br>(DGICA US), <br>Class A<br>| 345450 | &nbsp;&nbsp;6449551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Donegal Group, Inc. <br>(DGICB US), <br>Class B<br>| 54141 | &nbsp;&nbsp;897658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eagle Bancorp <br>Montana, Inc.<br>| 13675 | &nbsp;&nbsp;296884 |
|  | Eagle Bancorp, Inc. | 300998 | &nbsp;&nbsp;8054706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eastern Bankshares, <br>Inc.<br>| 2729271 | &nbsp;&nbsp;55909116 |
| \* | eHealth, Inc. | 121346 | &nbsp;&nbsp;343409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Employers Holdings, <br>Inc.<br>| 447157 | &nbsp;&nbsp;19504988 |
|  | Enact Holdings, Inc. | 710891 | &nbsp;&nbsp;28272135 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Encore Capital Group, <br>Inc.<br>| 191401 | &nbsp;&nbsp;10565335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Financial <br>Services Corp.<br>| 443263 | &nbsp;&nbsp;25421133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Equity Bancshares, <br>Inc., Class A<br>| 26813 | &nbsp;&nbsp;1236616 |
|  | Essent Group Ltd. | 1100478 | &nbsp;&nbsp;69242076 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;EZCORP, Inc., <br>Class A<br>| 767527 | &nbsp;&nbsp;16463454 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;F&G Annuities & Life, <br>Inc.<br>| 99529 | &nbsp;&nbsp;2935110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Farmers & Merchants <br>Bancorp, Inc.<br>| 14616 | &nbsp;&nbsp;392147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Farmers National <br>Banc Corp.<br>| 43342 | &nbsp;&nbsp;562579 |
| \* | FB Bancorp, Inc. | 2427 | &nbsp;&nbsp;31454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fidelis Insurance <br>Holdings Ltd.<br>| 498950 | &nbsp;&nbsp;9500008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Financial Institutions, <br>Inc.<br>| 181866 | &nbsp;&nbsp;5990666 |
|  | Finward Bancorp | 280 | &nbsp;&nbsp;10261 |
| \* | Finwise Bancorp | 7726 | &nbsp;&nbsp;135282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First American <br>Financial Corp.<br>| 597495 | &nbsp;&nbsp;37749734 |
|  | First Bancorp, Inc. | 1942 | &nbsp;&nbsp;53114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First <br>Bancorp/Southern <br>Pines NC<br>| 168188 | &nbsp;&nbsp;9743131 |
|  | First Bank | 175840 | &nbsp;&nbsp;2933011 |
| # | First Busey Corp. | 1127381 | &nbsp;&nbsp;27789942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Business <br>Financial Services, <br>Inc.<br>| 106411 | &nbsp;&nbsp;6099479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Commonwealth <br>Financial Corp.<br>| 1248425 | &nbsp;&nbsp;22509103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Community <br>Bankshares, Inc.<br>| 43079 | &nbsp;&nbsp;1551706 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Community <br>Corp.<br>| 10758 | &nbsp;&nbsp;$315425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Financial <br>Bancorp<br>| 1468722 | &nbsp;&nbsp;42211070 |
|  | First Financial Corp. | 152556 | &nbsp;&nbsp;9940549 |
| \* | First Foundation, Inc. | 43909 | &nbsp;&nbsp;275749 |
| # | First Hawaiian, Inc. | 1225306 | &nbsp;&nbsp;32531874 |
|  | First Horizon Corp. | 368794 | &nbsp;&nbsp;9031765 |
|  | First Internet Bancorp | 78047 | &nbsp;&nbsp;1700644 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;First Interstate <br>BancSystem, Inc., <br>Class A<br>| 1166507 | &nbsp;&nbsp;41376003 |
| # | First Merchants Corp. | 705840 | &nbsp;&nbsp;28064198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Mid Bancshares, <br>Inc.<br>| 159861 | &nbsp;&nbsp;6730148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Northwest <br>Bancorp<br>| 19136 | &nbsp;&nbsp;199588 |
|  | First United Corp. | 83677 | &nbsp;&nbsp;3207339 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;First Western <br>Financial, Inc.<br>| 26812 | &nbsp;&nbsp;674322 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Firstsun Capital <br>Bancorp<br>| 26127 | &nbsp;&nbsp;1031494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Flushing Financial <br>Corp.<br>| 320750 | &nbsp;&nbsp;5064643 |
|  | FNB Corp. | 5192588 | &nbsp;&nbsp;91129919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Franklin Financial <br>Services Corp.<br>| 6332 | &nbsp;&nbsp;322995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Franklin Resources, <br>Inc.<br>| 906189 | &nbsp;&nbsp;24122751 |
|  | FS Bancorp, Inc. | 61621 | &nbsp;&nbsp;2586850 |
|  | Fulton Financial Corp. | 2432774 | &nbsp;&nbsp;50236783 |
|  | FVCBankcorp, Inc. | 10941 | &nbsp;&nbsp;165647 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Genworth Financial, <br>Inc.<br>| 6087423 | &nbsp;&nbsp;50769108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great Southern <br>Bancorp, Inc.<br>| 79484 | &nbsp;&nbsp;4878728 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Green Dot Corp., <br>Class A<br>| 663863 | &nbsp;&nbsp;8085851 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Greenlight Capital Re <br>Ltd., Class A<br>| 446736 | &nbsp;&nbsp;6196228 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hamilton Insurance <br>Group Ltd., <br>Class B<br>| 81085 | &nbsp;&nbsp;2250109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hancock Whitney <br>Corp.<br>| 1048481 | &nbsp;&nbsp;72135493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanmi Financial <br>Corp.<br>| 378195 | &nbsp;&nbsp;10048641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanover Bancorp, <br>Inc.<br>| 4101 | &nbsp;&nbsp;94733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hawthorn Bancshares, <br>Inc.<br>| 34895 | &nbsp;&nbsp;1235632 |
|  | HBT Financial, Inc. | 11540 | &nbsp;&nbsp;311349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heritage Commerce <br>Corp.<br>| 742572 | &nbsp;&nbsp;9452942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heritage Financial <br>Corp.<br>| 423158 | &nbsp;&nbsp;10921708 |
|  | Hilltop Holdings, Inc. | 751828 | &nbsp;&nbsp;28155959 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Home Bancorp, Inc. | 95916 | &nbsp;&nbsp;$5725226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home BancShares, <br>Inc.<br>| 317767 | &nbsp;&nbsp;9183466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HomeTrust <br>Bancshares, Inc.<br>| 196535 | &nbsp;&nbsp;8474589 |
|  | Hope Bancorp, Inc. | 1610293 | &nbsp;&nbsp;19291310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Horace Mann <br>Educators Corp.<br>| 266207 | &nbsp;&nbsp;11928736 |
|  | Horizon Bancorp, Inc. | 409553 | &nbsp;&nbsp;7216324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Independent Bank <br>Corp. (IBCP US)<br>| 47380 | &nbsp;&nbsp;1665407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Independent Bank <br>Corp. (INDB US)<br>| 591760 | &nbsp;&nbsp;47802373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International <br>Bancshares Corp.<br>| 297927 | &nbsp;&nbsp;20747636 |
|  | Invesco Ltd. | 4994061 | &nbsp;&nbsp;136287925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Investar Holding <br>Corp.<br>| 78704 | &nbsp;&nbsp;2239129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jackson Financial, <br>Inc., Class A<br>| 963087 | &nbsp;&nbsp;114530306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;James River Group <br>Holdings, Inc.<br>| 18679 | &nbsp;&nbsp;125336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Janus Henderson <br>Group PLC<br>| 971660 | &nbsp;&nbsp;46765996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kearny Financial <br>Corp.<br>| 591634 | &nbsp;&nbsp;4608829 |
|  | Kemper Corp. | 210250 | &nbsp;&nbsp;8285952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Landmark Bancorp, <br>Inc.<br>| 57945 | &nbsp;&nbsp;1563936 |
|  | LCNB Corp. | 115897 | &nbsp;&nbsp;1982998 |
| \* | LendingClub Corp. | 718176 | &nbsp;&nbsp;12144356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lincoln National <br>Corp.<br>| 1035308 | &nbsp;&nbsp;43079166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Live Oak Bancshares, <br>Inc.<br>| 30126 | &nbsp;&nbsp;1203835 |
|  | Magyar Bancorp, Inc. | 45405 | &nbsp;&nbsp;800036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MainStreet <br>Bancshares, Inc.<br>| 33410 | &nbsp;&nbsp;715308 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mechanics Bancorp, <br>Class A<br>| 90958 | &nbsp;&nbsp;1363460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mercantile Bank <br>Corp.<br>| 233920 | &nbsp;&nbsp;12159162 |
| # | Merchants Bancorp | 140998 | &nbsp;&nbsp;5845777 |
|  | Meridian Corp. | 74487 | &nbsp;&nbsp;1410039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Bank <br>Holding Corp.<br>| 43548 | &nbsp;&nbsp;4032545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MGIC Investment <br>Corp.<br>| 3421383 | &nbsp;&nbsp;92103630 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mid Penn Bancorp, <br>Inc.<br>| 95248 | &nbsp;&nbsp;3142232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Middlefield Banc <br>Corp.<br>| 9487 | &nbsp;&nbsp;318194 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Midland States <br>Bancorp, Inc.<br>| 252226 | &nbsp;&nbsp;5763364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MidWestOne Financial <br>Group, Inc.<br>| 15649 | &nbsp;&nbsp;724862 |
|  | MVB Financial Corp. | 63779 | &nbsp;&nbsp;1801119 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Bank <br>Holdings Corp., <br>Class A<br>| 285421 | &nbsp;&nbsp;$11468216 |
|  | Navient Corp. | 1916175 | &nbsp;&nbsp;18797677 |
|  | NB Bancorp, Inc. | 29770 | &nbsp;&nbsp;646604 |
|  | NBT Bancorp, Inc. | 48880 | &nbsp;&nbsp;2171738 |
|  | Nelnet, Inc., Class A | 539608 | &nbsp;&nbsp;71174295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nicolet Bankshares, <br>Inc.<br>| 35894 | &nbsp;&nbsp;5239806 |
| \* | NMI Holdings, Inc. | 564386 | &nbsp;&nbsp;21853026 |
|  | Northeast Bank | 604 | &nbsp;&nbsp;69599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northeast Community <br>Bancorp, Inc.<br>| 98424 | &nbsp;&nbsp;2322806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northfield Bancorp, <br>Inc.<br>| 573457 | &nbsp;&nbsp;7064990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northrim BanCorp, <br>Inc.<br>| 102174 | &nbsp;&nbsp;2407219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northwest <br>Bancshares, Inc.<br>| 1813464 | &nbsp;&nbsp;23357416 |
|  | Oak Valley Bancorp | 976 | &nbsp;&nbsp;31183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OceanFirst Financial <br>Corp.<br>| 707340 | &nbsp;&nbsp;13262625 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Octave Specialty <br>Group, Inc.<br>| 285019 | &nbsp;&nbsp;1616058 |
|  | OFG Bancorp | 237609 | &nbsp;&nbsp;9575643 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Old Market Capital <br>Corp.<br>| 135834 | &nbsp;&nbsp;483909 |
|  | Old National Bancorp | 4233486 | &nbsp;&nbsp;103424063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Old Second Bancorp, <br>Inc.<br>| 275323 | &nbsp;&nbsp;5462408 |
| \* | Onity Group, Inc. | 96338 | &nbsp;&nbsp;4356404 |
|  | OP Bancorp | 148940 | &nbsp;&nbsp;2082181 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oportun Financial <br>Corp.<br>| 41176 | &nbsp;&nbsp;223174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oppenheimer <br>Holdings, Inc., <br>Class A<br>| 122758 | &nbsp;&nbsp;10315355 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;OptimumBank <br>Holdings, Inc.<br>| 1253 | &nbsp;&nbsp;5902 |
|  | Origin Bancorp, Inc. | 258471 | &nbsp;&nbsp;11070313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orrstown Financial <br>Services, Inc.<br>| 152480 | &nbsp;&nbsp;5492330 |
|  | Parke Bancorp, Inc. | 125232 | &nbsp;&nbsp;3420086 |
| #\* | Paysafe Ltd. | 340238 | &nbsp;&nbsp;2334033 |
|  | PCB Bancorp | 142502 | &nbsp;&nbsp;3197745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Peapack-Gladstone <br>Financial Corp.<br>| 232356 | &nbsp;&nbsp;7370332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PennyMac Financial <br>Services, Inc.<br>| 153828 | &nbsp;&nbsp;15370494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Peoples Bancorp of <br>North Carolina, Inc.<br>| 7096 | &nbsp;&nbsp;259926 |
|  | Peoples Bancorp, Inc. | 528465 | &nbsp;&nbsp;17185682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Peoples Financial <br>Services Corp.<br>| 57069 | &nbsp;&nbsp;2973295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pinnacle Financial <br>Partners, Inc.<br>| 710840 | &nbsp;&nbsp;67593776 |
| \* | Pioneer Bancorp, Inc. | 1132 | &nbsp;&nbsp;16018 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ponce Financial <br>Group, Inc.<br>| 115639 | &nbsp;&nbsp;$1940422 |
|  | Popular, Inc. | 643331 | &nbsp;&nbsp;85903988 |
| \* | PRA Group, Inc. | 450525 | &nbsp;&nbsp;5762215 |
|  | Primis Financial Corp. | 316398 | &nbsp;&nbsp;4265045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Princeton Bancorp, <br>Inc.<br>| 41384 | &nbsp;&nbsp;1499342 |
| \* | ProAssurance Corp. | 664413 | &nbsp;&nbsp;16092083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prosperity <br>Bancshares, Inc.<br>| 1108962 | &nbsp;&nbsp;76529468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Provident Financial <br>Holdings, Inc.<br>| 169394 | &nbsp;&nbsp;2737407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Provident Financial <br>Services, Inc.<br>| 1950555 | &nbsp;&nbsp;43185288 |
|  | QCR Holdings, Inc. | 123667 | &nbsp;&nbsp;11162183 |
|  | Radian Group, Inc. | 1304227 | &nbsp;&nbsp;42909068 |
|  | RBB Bancorp | 136848 | &nbsp;&nbsp;2838228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Red River <br>Bancshares, Inc.<br>| 1255 | &nbsp;&nbsp;104240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Regional Management <br>Corp.<br>| 161458 | &nbsp;&nbsp;5982019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RenaissanceRe <br>Holdings Ltd.<br>| 3227 | &nbsp;&nbsp;909046 |
|  | Renasant Corp. | 1131327 | &nbsp;&nbsp;42662341 |
| #\* | Repay Holdings Corp. | 820472 | &nbsp;&nbsp;2863447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Republic Bancorp, <br>Inc., Class A<br>| 155724 | &nbsp;&nbsp;11307120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Richmond Mutual <br>BanCorp, Inc.<br>| 7283 | &nbsp;&nbsp;102180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Riverview Bancorp, <br>Inc.<br>| 280795 | &nbsp;&nbsp;1451710 |
|  | S&T Bancorp, Inc. | 502350 | &nbsp;&nbsp;21420204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Safety Insurance <br>Group, Inc.<br>| 3375 | &nbsp;&nbsp;265613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SB Financial Group, <br>Inc.<br>| 67509 | &nbsp;&nbsp;1541230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seacoast Banking <br>Corp. of Florida<br>| 215607 | &nbsp;&nbsp;7209898 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Security National <br>Financial Corp., <br>Class A<br>| 173617 | &nbsp;&nbsp;1531302 |
| \* | Selectquote, Inc. | 1379 | &nbsp;&nbsp;1958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shore Bancshares, <br>Inc.<br>| 315497 | &nbsp;&nbsp;5984978 |
|  | Sierra Bancorp | 283518 | &nbsp;&nbsp;10039372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Simmons First <br>National Corp., <br>Class A<br>| 1757048 | &nbsp;&nbsp;35720786 |
| \* | SiriusPoint Ltd. | 1318744 | &nbsp;&nbsp;26915565 |
| # | SmartFinancial, Inc. | 201467 | &nbsp;&nbsp;8042563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;South Plains <br>Financial, Inc.<br>| 43916 | &nbsp;&nbsp;1829541 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Southern First <br>Bancshares, Inc.<br>| 46781 | &nbsp;&nbsp;2570148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Missouri <br>Bancorp, Inc.<br>| 30720 | &nbsp;&nbsp;1922150 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southside <br>Bancshares, Inc.<br>| 124934 | &nbsp;&nbsp;$4021625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southstate Bank <br>Corp.<br>| 996958 | &nbsp;&nbsp;102018712 |
|  | SR Bancorp, Inc. | 9377 | &nbsp;&nbsp;156033 |
|  | Stellar Bancorp, Inc. | 455955 | &nbsp;&nbsp;16934169 |
| \*†† | Sterling Bancorp, Inc. | 224071 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stewart Information <br>Services Corp.<br>| 226499 | &nbsp;&nbsp;15272828 |
| \* | Summit State Bank | 10197 | &nbsp;&nbsp;139495 |
|  | SWK Holdings Corp. | 5520 | &nbsp;&nbsp;96600 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Texas Capital <br>Bancshares, Inc.<br>| 619014 | &nbsp;&nbsp;62625646 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Third Coast <br>Bancshares, Inc.<br>| 121296 | &nbsp;&nbsp;4919766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Timberland Bancorp, <br>Inc.<br>| 124505 | &nbsp;&nbsp;4848225 |
|  | Tiptree, Inc. | 229892 | &nbsp;&nbsp;4110469 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tompkins Financial <br>Corp.<br>| 33390 | &nbsp;&nbsp;2675207 |
|  | Towne Bank | 929769 | &nbsp;&nbsp;32541915 |
|  | TriCo Bancshares | 223422 | &nbsp;&nbsp;11130884 |
|  | TrustCo Bank Corp. | 250229 | &nbsp;&nbsp;10859939 |
|  | Trustmark Corp. | 784053 | &nbsp;&nbsp;33337934 |
|  | UMB Financial Corp. | 346995 | &nbsp;&nbsp;44116944 |
| \*†† | Unico American Corp. | 99017 | &nbsp;&nbsp;1287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Bancshares, <br>Inc.<br>| 6413 | &nbsp;&nbsp;258187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Bankshares, <br>Inc.<br>| 1812146 | &nbsp;&nbsp;76708140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Community <br>Banks, Inc.<br>| 1327762 | &nbsp;&nbsp;45714846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Fire Group, <br>Inc.<br>| 303680 | &nbsp;&nbsp;10914259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Security <br>Bancshares<br>| 258563 | &nbsp;&nbsp;2776967 |
|  | Unity Bancorp, Inc. | 49468 | &nbsp;&nbsp;2669293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Univest Financial <br>Corp.<br>| 415476 | &nbsp;&nbsp;13768875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valley National <br>Bancorp<br>| 6756546 | &nbsp;&nbsp;84186563 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Velocity Financial, <br>Inc.<br>| 34471 | &nbsp;&nbsp;699417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Virtus Investment <br>Partners, Inc.<br>| 2654 | &nbsp;&nbsp;433266 |
|  | WaFd, Inc. | 1096927 | &nbsp;&nbsp;35781759 |
|  | Walker & Dunlop, Inc. | 8327 | &nbsp;&nbsp;523685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Washington Trust <br>Bancorp, Inc.<br>| 154825 | &nbsp;&nbsp;5321335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Waterstone Financial, <br>Inc.<br>| 270141 | &nbsp;&nbsp;4940879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Webster Financial <br>Corp.<br>| 1833045 | &nbsp;&nbsp;120559370 |
|  | WesBanco, Inc. | 1292942 | &nbsp;&nbsp;45627923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westamerica <br>BanCorp<br>| 1435 | &nbsp;&nbsp;72582 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Western Alliance <br>Bancorp<br>| 667916 | &nbsp;&nbsp;$59544711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Western New England <br>Bancorp, Inc.<br>| 346403 | &nbsp;&nbsp;4652192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westwood Holdings <br>Group, Inc.<br>| 5487 | &nbsp;&nbsp;100467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;White Mountains <br>Insurance Group <br>Ltd.<br>| 33215 | &nbsp;&nbsp;67922350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wintrust Financial <br>Corp.<br>| 472568 | &nbsp;&nbsp;69699054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WSFS Financial <br>Corp.<br>| 711916 | &nbsp;&nbsp;46082323 |
|  | WVS Financial Corp. | 1740 | &nbsp;&nbsp;23473 |
|  | Zions Bancorp NA | 1619799 | &nbsp;&nbsp;97042158 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | &nbsp;&nbsp;4964695162 |
| HEALTH CARE — (6.5%) | HEALTH CARE — (6.5%) | HEALTH CARE — (6.5%) | HEALTH CARE — (6.5%) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Acadia Healthcare <br>Co., Inc.<br>| 509451 | &nbsp;&nbsp;6847021 |
| \* | Accendra Health, Inc. | 749950 | &nbsp;&nbsp;1657390 |
|  | Acme United Corp. | 27459 | &nbsp;&nbsp;1147512 |
| \* | AdaptHealth Corp. | 1331918 | &nbsp;&nbsp;13385776 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Addus HomeCare <br>Corp.<br>| 12745 | &nbsp;&nbsp;1318853 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Shared <br>Hospital Services<br>| 118315 | &nbsp;&nbsp;250828 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amphastar <br>Pharmaceuticals, <br>Inc.<br>| 333362 | &nbsp;&nbsp;8830759 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Anika Therapeutics, <br>Inc.<br>| 20542 | &nbsp;&nbsp;189603 |
| \* | Astrana Health, Inc. | 70403 | &nbsp;&nbsp;1600964 |
| \* | Avanos Medical, Inc. | 555235 | &nbsp;&nbsp;7395730 |
| #\* | Avantor, Inc. | 4218707 | &nbsp;&nbsp;46068280 |
| \* | Azenta, Inc. | 727004 | &nbsp;&nbsp;28265916 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Baxter International, <br>Inc.<br>| 1114136 | &nbsp;&nbsp;22360710 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BioMarin <br>Pharmaceutical, <br>Inc.<br>| 367944 | &nbsp;&nbsp;20803554 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Bio-Rad Laboratories, <br>Inc., Class A<br>| 290646 | &nbsp;&nbsp;85362730 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Black Diamond <br>Therapeutics, Inc.<br>| 161780 | &nbsp;&nbsp;402832 |
| \* | CareCloud, Inc. | 22179 | &nbsp;&nbsp;60105 |
| \* | CareDx, Inc. | 124372 | &nbsp;&nbsp;2555845 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Castle Biosciences, <br>Inc.<br>| 41864 | &nbsp;&nbsp;1649023 |
| \* | Certara, Inc. | 1641673 | &nbsp;&nbsp;14430306 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Charles River <br>Laboratories <br>International, Inc.<br>| 135936 | &nbsp;&nbsp;28611809 |
|  | CONMED Corp. | 306520 | &nbsp;&nbsp;11767303 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cross Country <br>Healthcare, Inc.<br>| 213370 | &nbsp;&nbsp;1988608 |
| \* | DocGo, Inc. | 6704 | &nbsp;&nbsp;5139 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Elanco Animal Health, <br>Inc.<br>| 6565758 | &nbsp;&nbsp;$158103453 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Emergent <br>BioSolutions, Inc.<br>| 331322 | &nbsp;&nbsp;3757191 |
| \* | Enhabit, Inc. | 181092 | &nbsp;&nbsp;1925008 |
| \* | Enovis Corp. | 626264 | &nbsp;&nbsp;13802859 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Entrada Therapeutics, <br>Inc.<br>| 52553 | &nbsp;&nbsp;601206 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Envista Holdings <br>Corp.<br>| 2235061 | &nbsp;&nbsp;52456882 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Evolent Health, Inc., <br>Class A<br>| 451633 | &nbsp;&nbsp;1449742 |
| \* | FONAR Corp. | 82069 | &nbsp;&nbsp;1529766 |
| \* | Fulgent Genetics, Inc. | 21203 | &nbsp;&nbsp;555519 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GoodRx Holdings, <br>Inc., Class A<br>| 354642 | &nbsp;&nbsp;805037 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Harmony Biosciences <br>Holdings, Inc.<br>| 65161 | &nbsp;&nbsp;2379680 |
|  | HealthStream, Inc. | 33680 | &nbsp;&nbsp;750727 |
| \* | ICON PLC | 1287 | &nbsp;&nbsp;231982 |
| \* | ICU Medical, Inc. | 132166 | &nbsp;&nbsp;19811683 |
| \* | Innoviva, Inc. | 974640 | &nbsp;&nbsp;19492800 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Integer Holdings <br>Corp.<br>| 183579 | &nbsp;&nbsp;15945672 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Integra LifeSciences <br>Holdings Corp.<br>| 475763 | &nbsp;&nbsp;5300000 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jazz Pharmaceuticals <br>PLC<br>| 524296 | &nbsp;&nbsp;86241449 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Keros Therapeutics, <br>Inc.<br>| 21062 | &nbsp;&nbsp;377220 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kewaunee Scientific <br>Corp.<br>| 43086 | &nbsp;&nbsp;1703620 |
| \* | LENSAR, Inc. | 1627 | &nbsp;&nbsp;20712 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LifeStance Health <br>Group, Inc.<br>| 1446748 | &nbsp;&nbsp;10228508 |
| \* | LivaNova PLC | 7970 | &nbsp;&nbsp;523709 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Molina Healthcare, <br>Inc.<br>| 157026 | &nbsp;&nbsp;28200299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National HealthCare <br>Corp.<br>| 203655 | &nbsp;&nbsp;29145067 |
| #\* | Neogen Corp. | 1784002 | &nbsp;&nbsp;18232500 |
| #\*†† | OCA, Inc. | 492841 | &nbsp;&nbsp;0 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp;OmniAb, Inc. <br>(2200963D US)<br>| 2029 | &nbsp;&nbsp;0 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp;OmniAb, Inc. <br>(2200964D US)<br>| 2029 | &nbsp;&nbsp;0 |
| \* | Omnicell, Inc. | 590013 | &nbsp;&nbsp;28615630 |
| \* | OptimizeRx Corp. | 8719 | &nbsp;&nbsp;93816 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;OraSure <br>Technologies, Inc.<br>| 696547 | &nbsp;&nbsp;1943366 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Organogenesis <br>Holdings, Inc.<br>| 6365 | &nbsp;&nbsp;25460 |
| \* | OrthoPediatrics Corp. | 41730 | &nbsp;&nbsp;728606 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pacira BioSciences, <br>Inc.<br>| 539375 | &nbsp;&nbsp;11078763 |
| \*†† | PDL BioPharma, Inc. | 1226353 | &nbsp;&nbsp;515068 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pediatrix Medical <br>Group, Inc.<br>| 421983 | &nbsp;&nbsp;$9021997 |
| # | Perrigo Co. PLC | 1726576 | &nbsp;&nbsp;24534645 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Prestige Consumer <br>Healthcare, Inc.<br>| 498769 | &nbsp;&nbsp;32155637 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Puma Biotechnology, <br>Inc.<br>| 142253 | &nbsp;&nbsp;921799 |
| #\* | QuidelOrtho Corp. | 721353 | &nbsp;&nbsp;19599161 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Quipt Home Medical <br>Corp.<br>| 121045 | &nbsp;&nbsp;432131 |
| # | Revvity, Inc. | 432411 | &nbsp;&nbsp;47046317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Select Medical <br>Holdings Corp.<br>| 746027 | &nbsp;&nbsp;11227706 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sensus Healthcare, <br>Inc.<br>| 72974 | &nbsp;&nbsp;374357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SIGA Technologies, <br>Inc.<br>| 8824 | &nbsp;&nbsp;59121 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Supernus <br>Pharmaceuticals, <br>Inc.<br>| 311960 | &nbsp;&nbsp;15023994 |
| \* | Surgery Partners, Inc. | 1480406 | &nbsp;&nbsp;21998833 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tactile Systems <br>Technology, Inc.<br>| 194030 | &nbsp;&nbsp;5599706 |
| #\* | Teladoc Health, Inc. | 2141012 | &nbsp;&nbsp;11668515 |
|  | Teleflex, Inc. | 228566 | &nbsp;&nbsp;23855433 |
| \* | TruBridge, Inc. | 45653 | &nbsp;&nbsp;883386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Health <br>Services, Inc., <br>Class B<br>| 77063 | &nbsp;&nbsp;15509699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Utah Medical <br>Products, Inc.<br>| 31561 | &nbsp;&nbsp;1927115 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vanda <br>Pharmaceuticals, <br>Inc.<br>| 333667 | &nbsp;&nbsp;2515849 |
| \* | Varex Imaging Corp. | 383663 | &nbsp;&nbsp;5348262 |
|  | Viatris, Inc. | 7498496 | &nbsp;&nbsp;98155313 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Voyager Therapeutics, <br>Inc.<br>| 98025 | &nbsp;&nbsp;382298 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | &nbsp;&nbsp;1171770870 |
| INDUSTRIALS — (16.0%) | INDUSTRIALS — (16.0%) | INDUSTRIALS — (16.0%) | INDUSTRIALS — (16.0%) |
| \* | AAR Corp. | 194083 | &nbsp;&nbsp;20555331 |
|  | ABM Industries, Inc. | 927823 | &nbsp;&nbsp;42716971 |
|  | ACCO Brands Corp. | 618371 | &nbsp;&nbsp;2417831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aebi Schmidt Holding <br>AG<br>| 167521 | &nbsp;&nbsp;2452507 |
| \* | AerSale Corp. | 300239 | &nbsp;&nbsp;2248790 |
|  | AGCO Corp. | 730584 | &nbsp;&nbsp;82855531 |
| \* | Air Industries Group | 7084 | &nbsp;&nbsp;23448 |
|  | Alamo Group, Inc. | 15448 | &nbsp;&nbsp;3017149 |
| \* | Alaska Air Group, Inc. | 1508671 | &nbsp;&nbsp;76685747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Albany International <br>Corp., Class A<br>| 4700 | &nbsp;&nbsp;260803 |
|  | Alight, Inc., Class A | 6328448 | &nbsp;&nbsp;9682525 |
| \* | Allegiant Travel Co. | 118732 | &nbsp;&nbsp;10523217 |
|  | Allient, Inc. | 66114 | &nbsp;&nbsp;4033615 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amentum Holdings, <br>Inc.<br>| 177123 | &nbsp;&nbsp;$6337461 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ameresco, Inc., <br>Class A<br>| 223044 | &nbsp;&nbsp;6990199 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Woodmark <br>Corp.<br>| 244862 | &nbsp;&nbsp;14542354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apogee Enterprises, <br>Inc.<br>| 89093 | &nbsp;&nbsp;3308023 |
|  | ArcBest Corp. | 320247 | &nbsp;&nbsp;28892684 |
|  | Arcosa, Inc. | 603393 | &nbsp;&nbsp;69070397 |
|  | Astec Industries, Inc. | 317544 | &nbsp;&nbsp;15470744 |
| \* | Asure Software, Inc. | 174913 | &nbsp;&nbsp;1682663 |
|  | Atkore, Inc. | 167178 | &nbsp;&nbsp;11610512 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Avalon Holdings <br>Corp., Class A<br>| 10149 | &nbsp;&nbsp;27605 |
|  | AZZ, Inc. | 81819 | &nbsp;&nbsp;10169284 |
|  | BGSF, Inc. | 7574 | &nbsp;&nbsp;43399 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BlueLinx Holdings, <br>Inc.<br>| 116887 | &nbsp;&nbsp;8130660 |
|  | Boise Cascade Co. | 406705 | &nbsp;&nbsp;32865831 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bowman Consulting <br>Group Ltd.<br>| 39374 | &nbsp;&nbsp;1371396 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BrightView Holdings, <br>Inc.<br>| 1192311 | &nbsp;&nbsp;15929275 |
| \* | Broadwind, Inc. | 53237 | &nbsp;&nbsp;159711 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cadeler AS (CDLR <br>US), ADR<br>| 13471 | &nbsp;&nbsp;321957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chicago Rivet & <br>Machine Co.<br>| 27374 | &nbsp;&nbsp;359968 |
|  | Civeo Corp. | 133146 | &nbsp;&nbsp;3371257 |
| #\* | Clarivate PLC | 4097830 | &nbsp;&nbsp;10859249 |
|  | CNH Industrial NV | 47910 | &nbsp;&nbsp;515512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Columbus McKinnon <br>Corp.<br>| 332607 | &nbsp;&nbsp;7011356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CompX International, <br>Inc.<br>| 65184 | &nbsp;&nbsp;1518787 |
| # | Concentrix Corp. | 555939 | &nbsp;&nbsp;20764322 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Concrete Pumping <br>Holdings, Inc.<br>| 473792 | &nbsp;&nbsp;2738518 |
| \* | Conduent, Inc. | 1607090 | &nbsp;&nbsp;2233855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Copa Holdings SA, <br>Class A<br>| 251681 | &nbsp;&nbsp;34329288 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Costamare Bulkers <br>Holdings Ltd.<br>| 352505 | &nbsp;&nbsp;5826908 |
| # | Costamare, Inc. | 1765828 | &nbsp;&nbsp;29630594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Covenant Logistics <br>Group, Inc.<br>| 282734 | &nbsp;&nbsp;6955256 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Custom Truck One <br>Source, Inc.<br>| 962564 | &nbsp;&nbsp;6083404 |
|  | Deluxe Corp. | 588221 | &nbsp;&nbsp;15529034 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Distribution Solutions <br>Group, Inc.<br>| 11315 | &nbsp;&nbsp;321233 |
| \* | DLH Holdings Corp. | 20847 | &nbsp;&nbsp;119036 |
| \* | DNOW, Inc. | 1946761 | &nbsp;&nbsp;29571300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Douglas Dynamics, <br>Inc.<br>| 1957 | &nbsp;&nbsp;73740 |
| \* | Ducommun, Inc. | 53742 | &nbsp;&nbsp;6091656 |
|  | Eastern Co. | 93243 | &nbsp;&nbsp;1743644 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | EnerSys | 131836 | &nbsp;&nbsp;$23755529 |
|  | Ennis, Inc. | 545428 | &nbsp;&nbsp;10630392 |
|  | Enpro, Inc. | 74138 | &nbsp;&nbsp;17702672 |
| #\* | Enviri Corp. | 409663 | &nbsp;&nbsp;7750824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Espey Mfg. & <br>Electronics Corp.<br>| 1996 | &nbsp;&nbsp;105529 |
| #\* | First Advantage Corp. | 298581 | &nbsp;&nbsp;4030843 |
| \* | Fluor Corp. | 1109228 | &nbsp;&nbsp;51235241 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Forrester Research, <br>Inc.<br>| 52340 | &nbsp;&nbsp;424477 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gates Industrial Corp. <br>PLC<br>| 3422148 | &nbsp;&nbsp;78777847 |
|  | GATX Corp. | 191038 | &nbsp;&nbsp;34751723 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Genco Shipping & <br>Trading Ltd.<br>| 644187 | &nbsp;&nbsp;13463508 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gencor Industries, <br>Inc.<br>| 171278 | &nbsp;&nbsp;2456127 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gibraltar Industries, <br>Inc.<br>| 303211 | &nbsp;&nbsp;15542596 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Great Lakes Dredge & <br>Dock Corp.<br>| 908924 | &nbsp;&nbsp;13615682 |
|  | Greenbrier Cos., Inc. | 430789 | &nbsp;&nbsp;21720381 |
| \* | GXO Logistics, Inc. | 1035128 | &nbsp;&nbsp;58577894 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hayward Holdings, <br>Inc.<br>| 44047 | &nbsp;&nbsp;710919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heartland Express, <br>Inc.<br>| 925817 | &nbsp;&nbsp;9341494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Helios Technologies, <br>Inc.<br>| 211928 | &nbsp;&nbsp;13728696 |
|  | Hillenbrand, Inc. | 450902 | &nbsp;&nbsp;14388283 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hillman Solutions <br>Corp.<br>| 1865639 | &nbsp;&nbsp;17481037 |
|  | HNI Corp. | 311608 | &nbsp;&nbsp;14891746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hub Group, Inc., <br>Class A<br>| 952985 | &nbsp;&nbsp;45343026 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hudson Technologies, <br>Inc.<br>| 458330 | &nbsp;&nbsp;3286226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huntington Ingalls <br>Industries, Inc.<br>| 187375 | &nbsp;&nbsp;78793061 |
| \* | Hurco Cos., Inc. | 108611 | &nbsp;&nbsp;1796426 |
|  | Hyster-Yale, Inc. | 67997 | &nbsp;&nbsp;2274500 |
|  | ICF International, Inc. | 136628 | &nbsp;&nbsp;12740561 |
|  | Insteel Industries, Inc. | 185867 | &nbsp;&nbsp;6159632 |
|  | Interface, Inc. | 276079 | &nbsp;&nbsp;8688206 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Janus International <br>Group, Inc.<br>| 509895 | &nbsp;&nbsp;3497880 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;JELD-WEN Holding, <br>Inc.<br>| 531773 | &nbsp;&nbsp;1446423 |
| #\* | JetBlue Airways Corp. | 4463344 | &nbsp;&nbsp;21736485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kelly Services, Inc., <br>Class A<br>| 575687 | &nbsp;&nbsp;6211663 |
| # | Kennametal, Inc. | 1107524 | &nbsp;&nbsp;38087750 |
| \* | Kirby Corp. | 703054 | &nbsp;&nbsp;82721334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Knight-Swift <br>Transportation <br>Holdings, Inc.<br>| 2068666 | &nbsp;&nbsp;113983497 |
|  | Korn Ferry | 550749 | &nbsp;&nbsp;38260533 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;L.B. Foster Co., <br>Class A<br>| 160670 | &nbsp;&nbsp;$4828133 |
|  | LSI Industries, Inc. | 89288 | &nbsp;&nbsp;1974158 |
|  | Luxfer Holdings PLC | 148704 | &nbsp;&nbsp;2251379 |
| #\* | Manitowoc Co., Inc. | 473896 | &nbsp;&nbsp;6122736 |
| # | ManpowerGroup, Inc. | 540869 | &nbsp;&nbsp;19649771 |
|  | Marten Transport Ltd. | 1202018 | &nbsp;&nbsp;14784821 |
| #\* | Masterbrand, Inc. | 1518815 | &nbsp;&nbsp;18408038 |
| # | Matson, Inc. | 446440 | &nbsp;&nbsp;71564332 |
|  | Maximus, Inc. | 7269 | &nbsp;&nbsp;686484 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mayville Engineering <br>Co., Inc.<br>| 156766 | &nbsp;&nbsp;3072614 |
|  | McGrath RentCorp | 7876 | &nbsp;&nbsp;879670 |
| \* | Middleby Corp. | 161840 | &nbsp;&nbsp;23817993 |
|  | Miller Industries, Inc. | 151940 | &nbsp;&nbsp;6224982 |
|  | MillerKnoll, Inc. | 839125 | &nbsp;&nbsp;16849630 |
| \* | Mistras Group, Inc. | 389044 | &nbsp;&nbsp;5501082 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Montrose <br>Environmental <br>Group, Inc.<br>| 25896 | &nbsp;&nbsp;576963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Presto <br>Industries, Inc.<br>| 38706 | &nbsp;&nbsp;4931144 |
|  | NL Industries, Inc. | 787540 | &nbsp;&nbsp;4788243 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NPK International, <br>Inc.<br>| 453925 | &nbsp;&nbsp;6268704 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NWPX Infrastructure, <br>Inc.<br>| 166719 | &nbsp;&nbsp;11245197 |
| \* | OPENLANE, Inc. | 1257166 | &nbsp;&nbsp;37765267 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Orion Group Holdings, <br>Inc.<br>| 212345 | &nbsp;&nbsp;2594856 |
|  | Oshkosh Corp. | 690046 | &nbsp;&nbsp;99242416 |
|  | Owens Corning | 221225 | &nbsp;&nbsp;26511604 |
| \* | PAMT Corp. | 338930 | &nbsp;&nbsp;3677391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pangaea Logistics <br>Solutions Ltd.<br>| 741195 | &nbsp;&nbsp;6285334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Park-Ohio Holdings <br>Corp.<br>| 180081 | &nbsp;&nbsp;4062627 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Perma-Pipe <br>International <br>Holdings, Inc.<br>| 74808 | &nbsp;&nbsp;2160455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Preformed Line <br>Products Co.<br>| 33645 | &nbsp;&nbsp;8442876 |
| \* | Proto Labs, Inc. | 265964 | &nbsp;&nbsp;14003005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Quanex Building <br>Products Corp.<br>| 494855 | &nbsp;&nbsp;9263686 |
| \* | Radiant Logistics, Inc. | 623188 | &nbsp;&nbsp;4194055 |
|  | Regal Rexnord Corp. | 447076 | &nbsp;&nbsp;72202774 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Resideo Technologies, <br>Inc.<br>| 1275807 | &nbsp;&nbsp;43709148 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Resources <br>Connection, Inc.<br>| 341313 | &nbsp;&nbsp;1546148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rush Enterprises, Inc. <br>(RUSHA US), <br>Class A<br>| 711993 | &nbsp;&nbsp;45702831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rush Enterprises, Inc. <br>(RUSHB US), <br>Class B<br>| 536391 | &nbsp;&nbsp;31652433 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | RXO, Inc. | 11316 | &nbsp;&nbsp;$164987 |
|  | Ryder System, Inc. | 190749 | &nbsp;&nbsp;36486469 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Schneider National, <br>Inc., Class B<br>| 1205180 | &nbsp;&nbsp;32347031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sensata Technologies <br>Holding PLC<br>| 1893533 | &nbsp;&nbsp;65497306 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SIFCO Industries, <br>Inc.<br>| 49091 | &nbsp;&nbsp;302401 |
| \* | SkyWest, Inc. | 572572 | &nbsp;&nbsp;55264649 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Stanley Black & <br>Decker, Inc.<br>| 1081208 | &nbsp;&nbsp;85047821 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sun Country Airlines <br>Holdings, Inc.<br>| 639999 | &nbsp;&nbsp;11225582 |
| \* | Sunrun, Inc. | 1317323 | &nbsp;&nbsp;25029137 |
| \* | Taylor Devices, Inc. | 2461 | &nbsp;&nbsp;179013 |
|  | Tennant Co. | 10634 | &nbsp;&nbsp;809141 |
| # | Terex Corp. | 474160 | &nbsp;&nbsp;27027120 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Thermon Group <br>Holdings, Inc.<br>| 210734 | &nbsp;&nbsp;9535713 |
| #\* | TIC Solutions, Inc. | 317107 | &nbsp;&nbsp;3202781 |
|  | Timken Co. | 512542 | &nbsp;&nbsp;47763789 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Titan International, <br>Inc.<br>| 725050 | &nbsp;&nbsp;6916977 |
| \* | Titan Machinery, Inc. | 370910 | &nbsp;&nbsp;6034706 |
| \* | Transcat, Inc. | 10353 | &nbsp;&nbsp;624389 |
|  | Trinity Industries, Inc. | 950542 | &nbsp;&nbsp;27318577 |
| \* | TrueBlue, Inc. | 87165 | &nbsp;&nbsp;467204 |
| \* | TTEC Holdings, Inc. | 79807 | &nbsp;&nbsp;254584 |
|  | Twin Disc, Inc. | 106033 | &nbsp;&nbsp;1822707 |
|  | UFP Industries, Inc. | 169107 | &nbsp;&nbsp;17465371 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;U-Haul Holding Co. <br>(UHAL US)<br>| 56438 | &nbsp;&nbsp;3191569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;U-Haul Holding Co. <br>(UHAL/B US)<br>| 239485 | &nbsp;&nbsp;12287975 |
| \* | Ultralife Corp. | 205324 | &nbsp;&nbsp;1309967 |
|  | UniFirst Corp. | 138314 | &nbsp;&nbsp;29737510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Logistics <br>Holdings, Inc.<br>| 71766 | &nbsp;&nbsp;1148974 |
| \* | V2X, Inc. | 235317 | &nbsp;&nbsp;16196869 |
| # | Vestis Corp. | 802593 | &nbsp;&nbsp;5240932 |
|  | Virco Mfg. Corp. | 86571 | &nbsp;&nbsp;605131 |
| \* | VirTra, Inc. | 81983 | &nbsp;&nbsp;384500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wabash National <br>Corp.<br>| 14246 | &nbsp;&nbsp;144312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Werner Enterprises, <br>Inc.<br>| 819518 | &nbsp;&nbsp;28068491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WESCO International, <br>Inc.<br>| 354676 | &nbsp;&nbsp;102653875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Willis Lease Finance <br>Corp.<br>| 194952 | &nbsp;&nbsp;35535851 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | &nbsp;&nbsp;2894892571 |
| INFORMATION TECHNOLOGY — (5.7%) | INFORMATION TECHNOLOGY — (5.7%) | INFORMATION TECHNOLOGY — (5.7%) | INFORMATION TECHNOLOGY — (5.7%) |
| \* | 8x8, Inc. | 14027 | &nbsp;&nbsp;23285 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Alithya Group, Inc., <br>Class A<br>| 96304 | &nbsp;&nbsp;125195 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alpha & Omega <br>Semiconductor Ltd.<br>| 416897 | &nbsp;&nbsp;$9213424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amkor Technology, <br>Inc.<br>| 1889559 | &nbsp;&nbsp;91322386 |
| \* | Amtech Systems, Inc. | 162266 | &nbsp;&nbsp;2727691 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arrow Electronics, <br>Inc.<br>| 688912 | &nbsp;&nbsp;91273951 |
| \* | ASGN, Inc. | 318589 | &nbsp;&nbsp;16595301 |
| \* | AstroNova, Inc. | 161978 | &nbsp;&nbsp;1472380 |
| \* | Aviat Networks, Inc. | 48327 | &nbsp;&nbsp;1054012 |
|  | Avnet, Inc. | 1686327 | &nbsp;&nbsp;105209941 |
| \* | Aware, Inc. | 332328 | &nbsp;&nbsp;601514 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Axcelis Technologies, <br>Inc.<br>| 18180 | &nbsp;&nbsp;1601113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Benchmark <br>Electronics, Inc.<br>| 653408 | &nbsp;&nbsp;34068693 |
| #\* | Bill Holdings, Inc. | 840085 | &nbsp;&nbsp;36266469 |
| #\* | Cleanspark, Inc. | 2762849 | &nbsp;&nbsp;32712132 |
| \* | Clearfield, Inc. | 13572 | &nbsp;&nbsp;404038 |
| #\* | Cohu, Inc. | 258364 | &nbsp;&nbsp;7373709 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Comtech <br>Telecommunications <br>Corp.<br>| 89148 | &nbsp;&nbsp;495663 |
| \* | Corsair Gaming, Inc. | 323310 | &nbsp;&nbsp;1648881 |
|  | CSP, Inc. | 110269 | &nbsp;&nbsp;1259272 |
| \* | Diebold Nixdorf, Inc. | 151926 | &nbsp;&nbsp;10484413 |
| \* | Digi International, Inc. | 200824 | &nbsp;&nbsp;8649490 |
| \* | Diodes, Inc. | 526905 | &nbsp;&nbsp;31187507 |
| \* | DXC Technology Co. | 2091345 | &nbsp;&nbsp;30178108 |
| \* | Eastman Kodak Co. | 368315 | &nbsp;&nbsp;2696066 |
| \* | EPAM Systems, Inc. | 1833 | &nbsp;&nbsp;382364 |
|  | ePlus, Inc. | 169401 | &nbsp;&nbsp;14536300 |
| #\* | Globant SA | 21489 | &nbsp;&nbsp;1437184 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grid Dynamics <br>Holdings, Inc.<br>| 67339 | &nbsp;&nbsp;556894 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;I3 Verticals, Inc., <br>Class A<br>| 10032 | &nbsp;&nbsp;222811 |
| \* | Ichor Holdings Ltd. | 231142 | &nbsp;&nbsp;7012848 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Insight Enterprises, <br>Inc.<br>| 44431 | &nbsp;&nbsp;3733093 |
| \* | IPG Photonics Corp. | 381432 | &nbsp;&nbsp;35248131 |
| \* | Key Tronic Corp. | 214941 | &nbsp;&nbsp;608283 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kimball Electronics, <br>Inc.<br>| 427651 | &nbsp;&nbsp;12919337 |
| \* | Knowles Corp. | 1041442 | &nbsp;&nbsp;25244554 |
| \* | KVH Industries, Inc. | 63177 | &nbsp;&nbsp;422022 |
|  | Littelfuse, Inc. | 15227 | &nbsp;&nbsp;4929893 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LiveRamp Holdings, <br>Inc.<br>| 54585 | &nbsp;&nbsp;1329145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Methode Electronics, <br>Inc.<br>| 184685 | &nbsp;&nbsp;1475633 |
| \* | Mitek Systems, Inc. | 24059 | &nbsp;&nbsp;241071 |
| \* | N-able, Inc. | 214685 | &nbsp;&nbsp;1303138 |
| \* | NCR Voyix Corp. | 516762 | &nbsp;&nbsp;5126279 |
| \* | NETGEAR, Inc. | 227478 | &nbsp;&nbsp;4756565 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NetScout Systems, <br>Inc.<br>| 965443 | &nbsp;&nbsp;26848970 |
|  | OneSpan, Inc. | 60043 | &nbsp;&nbsp;707307 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Optical Cable Corp. | 55859 | &nbsp;&nbsp;$275385 |
|  | PC Connection, Inc. | 328821 | &nbsp;&nbsp;19337963 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Penguin Solutions, <br>Inc.<br>| 185714 | &nbsp;&nbsp;3567566 |
| \* | Photronics, Inc. | 873082 | &nbsp;&nbsp;30182445 |
| \* | Plexus Corp. | 131861 | &nbsp;&nbsp;26283853 |
| #\* | Powerfleet, Inc. NJ | 473327 | &nbsp;&nbsp;2418701 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ribbon <br>Communications, <br>Inc.<br>| 978003 | &nbsp;&nbsp;2562368 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Richardson <br>Electronics Ltd.<br>| 241374 | &nbsp;&nbsp;2918212 |
| \* | Rogers Corp. | 184990 | &nbsp;&nbsp;17988428 |
| \* | Sanmina Corp. | 452977 | &nbsp;&nbsp;64177781 |
| \* | ScanSource, Inc. | 369244 | &nbsp;&nbsp;15873800 |
| #\*†† | Silicon Graphics, Inc. | 289563 | &nbsp;&nbsp;0 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Skyworks Solutions, <br>Inc.<br>| 774808 | &nbsp;&nbsp;43203294 |
|  | TD SYNNEX Corp. | 280120 | &nbsp;&nbsp;44446640 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TransAct <br>Technologies, Inc.<br>| 107406 | &nbsp;&nbsp;395254 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Trio-Tech <br>International<br>| 114598 | &nbsp;&nbsp;645187 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TTM Technologies, <br>Inc.<br>| 15265 | &nbsp;&nbsp;1499023 |
| \* | Turtle Beach Corp. | 15436 | &nbsp;&nbsp;184615 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ultra Clean Holdings, <br>Inc.<br>| 130836 | &nbsp;&nbsp;5714916 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Veeco Instruments, <br>Inc.<br>| 100543 | &nbsp;&nbsp;3139958 |
| #\* | Viasat, Inc. | 882293 | &nbsp;&nbsp;39853175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vishay <br>Intertechnology, <br>Inc.<br>| 1741053 | &nbsp;&nbsp;35082218 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vishay Precision <br>Group, Inc.<br>| 170131 | &nbsp;&nbsp;8520160 |
| # | Xerox Holdings Corp. | 1560133 | &nbsp;&nbsp;3416691 |
| \* | Xperi, Inc. | 47278 | &nbsp;&nbsp;267593 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INFORMATION <br>TECHNOLOGY | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INFORMATION <br>TECHNOLOGY |  | &nbsp;&nbsp;1039641682 |
| MATERIALS — (6.3%) | MATERIALS — (6.3%) | MATERIALS — (6.3%) | MATERIALS — (6.3%) |
| # | AdvanSix, Inc. | 267583 | &nbsp;&nbsp;4238515 |
|  | Alcoa Corp. | 2210360 | &nbsp;&nbsp;125570552 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Alpha Metallurgical <br>Resources, Inc.<br>| 139746 | &nbsp;&nbsp;29318711 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Vanguard <br>Corp.<br>| 271607 | &nbsp;&nbsp;1379764 |
| \* | Arq, Inc. | 163227 | &nbsp;&nbsp;581088 |
| \* | Ascent Industries Co. | 50488 | &nbsp;&nbsp;818410 |
|  | Ashland, Inc. | 409207 | &nbsp;&nbsp;25027100 |
| \* | Aspen Aerogels, Inc. | 312075 | &nbsp;&nbsp;1051693 |
|  | Avient Corp. | 1053449 | &nbsp;&nbsp;38082181 |
|  | Cabot Corp. | 8374 | &nbsp;&nbsp;604519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Caledonia Mining <br>Corp. PLC<br>| 58909 | &nbsp;&nbsp;1616463 |
|  | Celanese Corp. | 181140 | &nbsp;&nbsp;8049862 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Clearwater Paper <br>Corp.<br>| 225323 | &nbsp;&nbsp;$3789933 |
| \* | Cleveland-Cliffs, Inc. | 5939991 | &nbsp;&nbsp;81734276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commercial Metals <br>Co.<br>| 1582984 | &nbsp;&nbsp;121683980 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Core Molding <br>Technologies, Inc.<br>| 125809 | &nbsp;&nbsp;2455792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eastman Chemical <br>Co.<br>| 1021512 | &nbsp;&nbsp;70811212 |
| \* | Ecovyst, Inc. | 1514903 | &nbsp;&nbsp;16073121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Element Solutions, <br>Inc.<br>| 1185933 | &nbsp;&nbsp;34510650 |
|  | Ferroglobe PLC | 273106 | &nbsp;&nbsp;1297253 |
|  | Fortitude Gold Corp. | 40459 | &nbsp;&nbsp;222929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Friedman Industries, <br>Inc.<br>| 164384 | &nbsp;&nbsp;3226858 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Graphic Packaging <br>Holding Co.<br>| 1429253 | &nbsp;&nbsp;20938556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greif, Inc. (GEF US), <br>Class A<br>| 541389 | &nbsp;&nbsp;38232891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greif, Inc. (GEF/B <br>US), Class B<br>| 29116 | &nbsp;&nbsp;2421869 |
|  | HB Fuller Co. | 371309 | &nbsp;&nbsp;22315671 |
| # | Huntsman Corp. | 2084595 | &nbsp;&nbsp;22555318 |
|  | Innospec, Inc. | 104886 | &nbsp;&nbsp;8571284 |
| \* | Intrepid Potash, Inc. | 170730 | &nbsp;&nbsp;5606773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kaiser Aluminum <br>Corp.<br>| 95032 | &nbsp;&nbsp;11652824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koppers Holdings, <br>Inc.<br>| 268544 | &nbsp;&nbsp;7911306 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kronos Worldwide, <br>Inc.<br>| 630183 | &nbsp;&nbsp;3308461 |
| \* | LSB Industries, Inc. | 287588 | &nbsp;&nbsp;2671692 |
|  | Materion Corp. | 102282 | &nbsp;&nbsp;14143555 |
|  | Mativ Holdings, Inc. | 203082 | &nbsp;&nbsp;2447138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mercer International, <br>Inc.<br>| 451858 | &nbsp;&nbsp;917272 |
| \* | Metallus, Inc. | 637342 | &nbsp;&nbsp;12714973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Minerals <br>Technologies, Inc.<br>| 454463 | &nbsp;&nbsp;29885487 |
|  | Mosaic Co. | 2750353 | &nbsp;&nbsp;75634707 |
|  | Myers Industries, Inc. | 200274 | &nbsp;&nbsp;4139664 |
|  | Nexa Resources SA | 175935 | &nbsp;&nbsp;2218540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northern Technologies <br>International Corp.<br>| 1810 | &nbsp;&nbsp;16399 |
| #\* | O-I Glass, Inc. | 1778472 | &nbsp;&nbsp;27175052 |
|  | Olin Corp. | 819519 | &nbsp;&nbsp;17054190 |
|  | Olympic Steel, Inc. | 178506 | &nbsp;&nbsp;8584354 |
|  | Orion SA | 426328 | &nbsp;&nbsp;2634707 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Perimeter Solutions, <br>Inc.<br>| 729202 | &nbsp;&nbsp;19068632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Quaker Chemical <br>Corp.<br>| 123772 | &nbsp;&nbsp;19028707 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ranpak Holdings <br>Corp.<br>| 932625 | &nbsp;&nbsp;4700430 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rayonier Advanced <br>Materials, Inc.<br>| 896342 | &nbsp;&nbsp;6955614 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Resolute Forest <br>Products, Inc.<br>| 1372760 | &nbsp;&nbsp;$365566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ryerson Holding <br>Corp.<br>| 392630 | &nbsp;&nbsp;11080019 |
|  | Silgan Holdings, Inc. | 458765 | &nbsp;&nbsp;19795710 |
|  | Sonoco Products Co. | 692037 | &nbsp;&nbsp;33217776 |
|  | Stepan Co. | 215917 | &nbsp;&nbsp;12438978 |
|  | SunCoke Energy, Inc. | 1231652 | &nbsp;&nbsp;9680785 |
|  | Sylvamo Corp. | 19305 | &nbsp;&nbsp;944787 |
| \* | Tredegar Corp. | 27251 | &nbsp;&nbsp;232996 |
|  | TriMas Corp. | 412697 | &nbsp;&nbsp;14349475 |
|  | Tronox Holdings PLC | 1677304 | &nbsp;&nbsp;10164462 |
|  | Warrior Met Coal, Inc. | 156345 | &nbsp;&nbsp;13961608 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp;Webco Industries, <br>Inc.<br>| 4296 | &nbsp;&nbsp;1074000 |
| # | Westlake Corp. | 387012 | &nbsp;&nbsp;30697792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Worthington Steel, <br>Inc.<br>| 364480 | &nbsp;&nbsp;14663030 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | &nbsp;&nbsp;1138317912 |
| REAL ESTATE — (0.9%) | REAL ESTATE — (0.9%) | REAL ESTATE — (0.9%) | REAL ESTATE — (0.9%) |
| \* | AMREP Corp. | 20943 | &nbsp;&nbsp;435196 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Compass, Inc., <br>Class A<br>| 2174549 | &nbsp;&nbsp;27225353 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cushman & Wakefield <br>Ltd.<br>| 2968743 | &nbsp;&nbsp;48806135 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Five Point <br>Holdings LLC, <br>Class A<br>| 210353 | &nbsp;&nbsp;1116974 |
| \* | Forestar Group, Inc. | 679574 | &nbsp;&nbsp;17682515 |
| \* | FRP Holdings, Inc. | 207730 | &nbsp;&nbsp;4966824 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Howard Hughes <br>Holdings, Inc.<br>| 421049 | &nbsp;&nbsp;34382861 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jones Lang LaSalle, <br>Inc.<br>| 29783 | &nbsp;&nbsp;10659634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kennedy-Wilson <br>Holdings, Inc.<br>| 259278 | &nbsp;&nbsp;2553888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marcus & Millichap, <br>Inc.<br>| 88413 | &nbsp;&nbsp;2404834 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;RE/MAX Holdings, <br>Inc., Class A<br>| 168999 | &nbsp;&nbsp;1314812 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Seaport Entertainment <br>Group, Inc.<br>| 83819 | &nbsp;&nbsp;$1583341 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Stratus Properties, <br>Inc.<br>| 105147 | &nbsp;&nbsp;3119712 |
| \* | Tejon Ranch Co. | 420998 | &nbsp;&nbsp;6773858 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | &nbsp;&nbsp;163025937 |
| UTILITIES — (0.6%) | UTILITIES — (0.6%) | UTILITIES — (0.6%) | UTILITIES — (0.6%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genie Energy Ltd., <br>Class B<br>| 5741 | &nbsp;&nbsp;79054 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;MDU Resources <br>Group, Inc.<br>| 2386951 | &nbsp;&nbsp;48956365 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Montauk Renewables, <br>Inc.<br>| 6937 | &nbsp;&nbsp;12070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New Jersey <br>Resources Corp.<br>| 730744 | &nbsp;&nbsp;36157213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ormat Technologies, <br>Inc.<br>| 200088 | &nbsp;&nbsp;24998995 |
| TOTAL UTILITIES | TOTAL UTILITIES |  | &nbsp;&nbsp;110203697 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS<br>Cost ($12801820038) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS<br>Cost ($12801820038) |  | &nbsp;&nbsp;17318904673 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| TEMPORARY CASH INVESTMENTS — (1.0%) | TEMPORARY CASH INVESTMENTS — (1.0%) | TEMPORARY CASH INVESTMENTS — (1.0%) | TEMPORARY CASH INVESTMENTS — (1.0%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;State Street <br>Institutional <br>U.S. Government <br>Money Market Fund <br>3.720%<br>| 183479529 | &nbsp;&nbsp;183479529 |
| SECURITIES LENDING COLLATERAL — (3.3%) | SECURITIES LENDING COLLATERAL — (3.3%) | SECURITIES LENDING COLLATERAL — (3.3%) | SECURITIES LENDING COLLATERAL — (3.3%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund <br>| 51950167 | &nbsp;&nbsp;600907584 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost <br>$13,586,207,151)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost <br>$13,586,207,151)^^ |  | &nbsp;&nbsp;$18103291786 |

---

As of January 31, 2026, U.S. Small Cap Value Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br>**Contracts**<br>| **Expiration**<br>**Date**<br>| **Notional**<br>**Value**<br>| **Market**<br>**Value**<br>| **Unrealized**<br>**Appreciation**<br>**(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp;&nbsp;&nbsp;514 | 03/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;$179737419 | &nbsp;&nbsp;&nbsp;&nbsp;$179019775 | &nbsp;&nbsp;&nbsp;&nbsp;$(717644)<br>|
| **Total Futures Contracts** |  |  | &nbsp;&nbsp;**$179737419** | &nbsp;&nbsp;**$179019775** | &nbsp;&nbsp;**$(717644)**<br>|

---

------

**U.S. Small Cap Value 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** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Communication Services | &nbsp;&nbsp;&nbsp;$407545935 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$407545935 |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Discretionary | &nbsp;&nbsp;&nbsp;2488099532 | &nbsp;&nbsp;&nbsp;$200811 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2488300343 |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Staples | &nbsp;&nbsp;&nbsp;884171684 | &nbsp;&nbsp;&nbsp;2839164 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;887010848 |
| &nbsp;&nbsp;&nbsp;&nbsp;Energy | &nbsp;&nbsp;&nbsp;2053499716 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2053499716 |
| &nbsp;&nbsp;&nbsp;&nbsp;Financials | &nbsp;&nbsp;&nbsp;4964515388 | &nbsp;&nbsp;&nbsp;178487 | &nbsp;&nbsp;&nbsp;$1287 | &nbsp;&nbsp;&nbsp;4964695162 |
| &nbsp;&nbsp;&nbsp;&nbsp;Health Care | &nbsp;&nbsp;&nbsp;1171255802 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;515068 | &nbsp;&nbsp;&nbsp;1171770870 |
| &nbsp;&nbsp;&nbsp;&nbsp;Industrials | &nbsp;&nbsp;&nbsp;2894892571 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2894892571 |
| &nbsp;&nbsp;&nbsp;&nbsp;Information Technology | &nbsp;&nbsp;&nbsp;1039641682 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1039641682 |
| &nbsp;&nbsp;&nbsp;&nbsp;Materials | &nbsp;&nbsp;&nbsp;1136878346 | &nbsp;&nbsp;&nbsp;1074000 | &nbsp;&nbsp;&nbsp;365566 | &nbsp;&nbsp;&nbsp;1138317912 |
| &nbsp;&nbsp;&nbsp;&nbsp;Real Estate | &nbsp;&nbsp;&nbsp;163025937 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;163025937 |
| &nbsp;&nbsp;&nbsp;&nbsp;Utilities | &nbsp;&nbsp;&nbsp;110203697 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;110203697 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;183479529 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;183479529 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;600907584 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;600907584 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$17497209819 | &nbsp;&nbsp;&nbsp;$605200046 | &nbsp;&nbsp;&nbsp;$881,921˂˃ | &nbsp;&nbsp;&nbsp;$18103291786 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts\*\* | &nbsp;&nbsp;&nbsp;(717644) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(717644) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp;$(717644) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$(717644) |
| &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. Core Equity 1 Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (97.1%) | COMMON STOCKS — (97.1%) | COMMON STOCKS — (97.1%) | COMMON STOCKS — (97.1%) |
| COMMUNICATION SERVICES — (9.0%) | COMMUNICATION SERVICES — (9.0%) | COMMUNICATION SERVICES — (9.0%) | COMMUNICATION SERVICES — (9.0%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alphabet, Inc. (GOOG <br>US), Class C<br>| 2327688 | &nbsp;&nbsp;$787992219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alphabet, Inc. <br>(GOOGL US), <br>Class A<br>| 2676140 | &nbsp;&nbsp;904535320 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AMC Networks, Inc., <br>Class A<br>| 39472 | &nbsp;&nbsp;304329 |
| \* | Angi, Inc. | 6080 | &nbsp;&nbsp;78918 |
| \* | Anterix, Inc. | 14703 | &nbsp;&nbsp;386174 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Array Digital <br>Infrastructure, Inc.<br>| 47023 | &nbsp;&nbsp;2266038 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;AST SpaceMobile, <br>Inc.<br>| 74344 | &nbsp;&nbsp;8267796 |
|  | AT&T, Inc. | 4606402 | &nbsp;&nbsp;120733796 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Atlanta Braves <br>Holdings, Inc. <br>(2291915D US), <br>Class A<br>| 10949 | &nbsp;&nbsp;481975 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Atlanta Braves <br>Holdings, Inc. <br>(2292098D US), <br>Class C<br>| 40796 | &nbsp;&nbsp;1628984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ATN International, <br>Inc.<br>| 17342 | &nbsp;&nbsp;419503 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bandwidth, Inc., <br>Class A<br>| 31963 | &nbsp;&nbsp;446523 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Boston Omaha Corp., <br>Class A<br>| 1260 | &nbsp;&nbsp;15385 |
| # | Cable One, Inc. | 5611 | &nbsp;&nbsp;454435 |
| \* | Cargurus, Inc. | 101511 | &nbsp;&nbsp;3288956 |
| \* | Cars.com, Inc. | 86052 | &nbsp;&nbsp;977551 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Charter <br>Communications, <br>Inc., Class A<br>| 112824 | &nbsp;&nbsp;23255283 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cinemark Holdings, <br>Inc.<br>| 163217 | &nbsp;&nbsp;3864979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp., <br>Class A<br>| 2365267 | &nbsp;&nbsp;70366693 |
| \* | comScore, Inc. | 1325 | &nbsp;&nbsp;11196 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Creative Realities, <br>Inc.<br>| 3174 | &nbsp;&nbsp;9903 |
| \* | DHI Group, Inc. | 765897 | &nbsp;&nbsp;1332661 |
|  | Electronic Arts, Inc. | 136444 | &nbsp;&nbsp;27823660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Entravision <br>Communications <br>Corp., Class A<br>| 95060 | &nbsp;&nbsp;286131 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;EverQuote, Inc., <br>Class A<br>| 6968 | &nbsp;&nbsp;158174 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;EW Scripps Co., <br>Class A<br>| 103774 | &nbsp;&nbsp;347643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fox Corp. (FOX US), <br>Class B<br>| 208363 | &nbsp;&nbsp;13662362 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Fox Corp. (FOXA US), <br>Class A<br>| 256406 | &nbsp;&nbsp;$18661229 |
| \* | Gaia, Inc. | 5400 | &nbsp;&nbsp;18306 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GCI Liberty, Inc. <br>(GLBKV US), <br>Class C<br>| 27704 | &nbsp;&nbsp;1024771 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GCI Liberty, Inc. <br>(GLIBA US), <br>Class A<br>| 2310 | &nbsp;&nbsp;86556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gray Media, Inc. GTN <br>US<br>| 92333 | &nbsp;&nbsp;416422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gray Media, Inc. <br>GTNA US, Class A<br>| 600 | &nbsp;&nbsp;7734 |
|  | IDT Corp., Class B | 86610 | &nbsp;&nbsp;4211844 |
| \* | IMAX Corp. | 46190 | &nbsp;&nbsp;1612493 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Iridium <br>Communications, <br>Inc.<br>| 116764 | &nbsp;&nbsp;2325939 |
| \* | IZEA Worldwide, Inc. | 12 | &nbsp;&nbsp;42 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;John Wiley & Sons, <br>Inc. (WLY US), <br>Class A<br>| 50985 | &nbsp;&nbsp;1592262 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Broadband <br>Corp. (LBRDA US), <br>Class A<br>| 11551 | &nbsp;&nbsp;554679 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Broadband <br>Corp. (LBRDK US), <br>Class C<br>| 95567 | &nbsp;&nbsp;4597728 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Global Ltd. <br>(LBTYA US), <br>Class A<br>| 143790 | &nbsp;&nbsp;1594631 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Global Ltd. <br>(LBTYK US), <br>Class C<br>| 146990 | &nbsp;&nbsp;1628649 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Latin America <br>Ltd. (LILA US), <br>Class A<br>| 42770 | &nbsp;&nbsp;330184 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Latin America <br>Ltd. (LILAK US), <br>Class C<br>| 202515 | &nbsp;&nbsp;1575567 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Media <br>Corp.-Liberty <br>Formula One <br>(FWONA US), <br>Class A<br>| 647 | &nbsp;&nbsp;51559 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Media <br>Corp.-Liberty <br>Formula One <br>(FWONK US), <br>Class C<br>| 174666 | &nbsp;&nbsp;15199435 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lionsgate Studios <br>Corp.<br>| 412437 | &nbsp;&nbsp;3893405 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Live Nation <br>Entertainment, Inc.<br>| 137501 | &nbsp;&nbsp;$19999520 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lumen Technologies, <br>Inc.<br>| 672505 | &nbsp;&nbsp;5931494 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Madison Square <br>Garden <br>Entertainment <br>Corp.<br>| 33318 | &nbsp;&nbsp;2061385 |
| #\* | Magnite, Inc. | 303286 | &nbsp;&nbsp;4388548 |
|  | Marcus Corp. | 27823 | &nbsp;&nbsp;419849 |
|  | Match Group, Inc. | 168807 | &nbsp;&nbsp;5258338 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MediaAlpha, Inc., <br>Class A<br>| 5100 | &nbsp;&nbsp;52173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meta Platforms, Inc., <br>Class A<br>| 1124277 | &nbsp;&nbsp;805544470 |
| \* | Netflix, Inc. | 1701090 | &nbsp;&nbsp;142024004 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;New York Times Co., <br>Class A<br>| 194609 | &nbsp;&nbsp;14266786 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;News Corp. (NWS <br>US), Class B<br>| 207046 | &nbsp;&nbsp;6439131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;News Corp. (NWSA <br>US), Class A<br>| 389294 | &nbsp;&nbsp;10522617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nexstar Media Group, <br>Inc.<br>| 87453 | &nbsp;&nbsp;18573268 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nextdoor Holdings, <br>Inc.<br>| 38762 | &nbsp;&nbsp;75974 |
| # | Omnicom Group, Inc. | 460403 | &nbsp;&nbsp;35469447 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Paramount Skydance <br>Corp., Class B<br>| 40084 | &nbsp;&nbsp;449342 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pinterest, Inc., <br>Class A<br>| 274801 | &nbsp;&nbsp;6081346 |
| \* | PodcastOne, Inc. | 4284 | &nbsp;&nbsp;12381 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PubMatic, Inc., <br>Class A<br>| 41037 | &nbsp;&nbsp;297929 |
| \* | QuinStreet, Inc. | 44573 | &nbsp;&nbsp;592375 |
| \* | Reddit, Inc., Class A | 69434 | &nbsp;&nbsp;12516867 |
| \* | Reservoir Media, Inc. | 17019 | &nbsp;&nbsp;128493 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ROBLOX Corp., <br>Class A<br>| 57762 | &nbsp;&nbsp;3798429 |
| \* | Roku, Inc. | 90562 | &nbsp;&nbsp;8621502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saga <br>Communications, <br>Inc., Class A<br>| 14867 | &nbsp;&nbsp;169186 |
|  | Scholastic Corp. | 23240 | &nbsp;&nbsp;812703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenandoah <br>Telecommunications <br>Co.<br>| 59941 | &nbsp;&nbsp;711500 |
|  | Shutterstock, Inc. | 5361 | &nbsp;&nbsp;106416 |
|  | Sinclair, Inc. | 48071 | &nbsp;&nbsp;697510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sirius XM Holdings, <br>Inc.<br>| 3623 | &nbsp;&nbsp;73728 |
| \* | Snap, Inc., Class A | 877517 | &nbsp;&nbsp;6081193 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Sphere Entertainment <br>Co.<br>| 43336 | &nbsp;&nbsp;4139021 |
|  | Spok Holdings, Inc. | 25624 | &nbsp;&nbsp;352842 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Spotify Technology <br>SA<br>| 34542 | &nbsp;&nbsp;17283090 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| #\* | Stagwell, Inc. | 179530 | &nbsp;&nbsp;$1078975 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Starz Entertainment <br>Corp.<br>| 32307 | &nbsp;&nbsp;322747 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Take-Two Interactive <br>Software, Inc.<br>| 81902 | &nbsp;&nbsp;18043011 |
| \* | TechTarget, Inc. | 40390 | &nbsp;&nbsp;211644 |
|  | TEGNA, Inc. | 235763 | &nbsp;&nbsp;4517219 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Telephone & Data <br>Systems, Inc.<br>| 115563 | &nbsp;&nbsp;5215358 |
| \* | Thryv Holdings, Inc. | 32795 | &nbsp;&nbsp;157744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TKO Group Holdings, <br>Inc.<br>| 63386 | &nbsp;&nbsp;12840736 |
|  | T-Mobile U.S., Inc. | 331924 | &nbsp;&nbsp;65458732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Townsquare Media, <br>Inc., Class A<br>| 16081 | &nbsp;&nbsp;105652 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Trade Desk, Inc., <br>Class A<br>| 116284 | &nbsp;&nbsp;3526894 |
| \* | Travelzoo | 36971 | &nbsp;&nbsp;216280 |
| #\* | TripAdvisor, Inc. | 66770 | &nbsp;&nbsp;887373 |
| #\* | USA TODAY Co., Inc. | 117731 | &nbsp;&nbsp;696968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon <br>Communications, <br>Inc.<br>| 3129344 | &nbsp;&nbsp;139318395 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Versant Media Group, <br>Inc.<br>| 94610 | &nbsp;&nbsp;3082394 |
|  | Walt Disney Co. | 840007 | &nbsp;&nbsp;94752790 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Warner Bros <br>Discovery, Inc.<br>| 1069644 | &nbsp;&nbsp;29457996 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Warner Music Group <br>Corp., Class A<br>| 38622 | &nbsp;&nbsp;1157888 |
| # | WideOpenWest, Inc. | 0 | &nbsp;&nbsp;0 |
| #\* | Yelp, Inc. | 50744 | &nbsp;&nbsp;1389371 |
|  | Zedge, Inc., Class B | 7377 | &nbsp;&nbsp;22942 |
| \* | Ziff Davis, Inc. | 37335 | &nbsp;&nbsp;1426944 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ZoomInfo <br>Technologies, Inc.<br>| 216772 | &nbsp;&nbsp;1745015 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMUNICATION <br>SERVICES | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMUNICATION <br>SERVICES |  | &nbsp;&nbsp;3552365947 |
| CONSUMER DISCRETIONARY — (10.0%) | CONSUMER DISCRETIONARY — (10.0%) | CONSUMER DISCRETIONARY — (10.0%) | CONSUMER DISCRETIONARY — (10.0%) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;1-800-Flowers.com, <br>Inc., Class A<br>| 45450 | &nbsp;&nbsp;196344 |
| \* | 1stdibs.com, Inc. | 7657 | &nbsp;&nbsp;41960 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Abercrombie & Fitch <br>Co., Class A<br>| 114729 | &nbsp;&nbsp;11200992 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Academy Sports & <br>Outdoors, Inc.<br>| 65054 | &nbsp;&nbsp;3578621 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Acushnet Holdings <br>Corp.<br>| 122824 | &nbsp;&nbsp;11906559 |
| \* | Adient PLC | 76498 | &nbsp;&nbsp;1591158 |
|  | ADT, Inc. | 829071 | &nbsp;&nbsp;6632568 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Adtalem Global <br>Education, Inc.<br>| 64357 | &nbsp;&nbsp;6664167 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Advance Auto Parts, <br>Inc.<br>| 49495 | &nbsp;&nbsp;2376255 |
| \* | Airbnb, Inc., Class A | 92409 | &nbsp;&nbsp;11954952 |
| \* | Amazon.com, Inc. | 4439754 | &nbsp;&nbsp;1062433132 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AMCON Distributing <br>Co.<br>| 377 | &nbsp;&nbsp;$40889 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;American Axle & <br>Manufacturing <br>Holdings, Inc.<br>| 140389 | &nbsp;&nbsp;1118900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Eagle <br>Outfitters, Inc.<br>| 201552 | &nbsp;&nbsp;4698177 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Outdoor <br>Brands, Inc.<br>| 21010 | &nbsp;&nbsp;190351 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Public <br>Education, Inc.<br>| 26462 | &nbsp;&nbsp;1105582 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;America's Car-Mart, <br>Inc.<br>| 10384 | &nbsp;&nbsp;267076 |
| \* | Aptiv PLC | 188534 | &nbsp;&nbsp;14281451 |
|  | Aramark | 326700 | &nbsp;&nbsp;12574683 |
| \* | Arhaus, Inc. | 33807 | &nbsp;&nbsp;344155 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ark Restaurants <br>Corp.<br>| 3088 | &nbsp;&nbsp;20257 |
|  | Arko Corp. | 125207 | &nbsp;&nbsp;664849 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Asbury Automotive <br>Group, Inc.<br>| 28081 | &nbsp;&nbsp;6585275 |
| # | Autoliv, Inc. | 154654 | &nbsp;&nbsp;18750251 |
| \* | AutoNation, Inc. | 111266 | &nbsp;&nbsp;22807305 |
| \* | AutoZone, Inc. | 8138 | &nbsp;&nbsp;30145512 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Barnes & Noble <br>Education, Inc.<br>| 723 | &nbsp;&nbsp;6471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bassett Furniture <br>Industries, Inc.<br>| 10823 | &nbsp;&nbsp;171003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bath & Body Works, <br>Inc.<br>| 125561 | &nbsp;&nbsp;2737230 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beazer Homes USA, <br>Inc.<br>| 36503 | &nbsp;&nbsp;787370 |
| # | Best Buy Co., Inc. | 348513 | &nbsp;&nbsp;22688196 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Biglari Holdings, Inc. <br>(BH US), Class B<br>| 2951 | &nbsp;&nbsp;1106714 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Biglari Holdings, Inc. <br>(BH/A US), Class A<br>| 225 | &nbsp;&nbsp;442985 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Birkenstock Holding <br>PLC<br>| 26413 | &nbsp;&nbsp;997355 |
| #\* | BJ's Restaurants, Inc. | 22891 | &nbsp;&nbsp;957302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Booking Holdings, <br>Inc.<br>| 12888 | &nbsp;&nbsp;64463714 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Boot Barn Holdings, <br>Inc.<br>| 35085 | &nbsp;&nbsp;6261971 |
|  | BorgWarner, Inc. | 237914 | &nbsp;&nbsp;11279503 |
| \*» | Bowl America, Inc. | 1576 | &nbsp;&nbsp;0 |
|  | Boyd Gaming Corp. | 41929 | &nbsp;&nbsp;3544678 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bright Horizons Family <br>Solutions, Inc.<br>| 66865 | &nbsp;&nbsp;6193705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brightstar Lottery <br>PLC<br>| 41102 | &nbsp;&nbsp;595157 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Brinker International, <br>Inc.<br>| 63587 | &nbsp;&nbsp;10028942 |
|  | Brunswick Corp. | 93527 | &nbsp;&nbsp;7502736 |
|  | Buckle, Inc. | 76103 | &nbsp;&nbsp;3599672 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Build-A-Bear <br>Workshop, Inc.<br>| 23649 | &nbsp;&nbsp;1411372 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Burlington Stores, <br>Inc.<br>| 40639 | &nbsp;&nbsp;$12023455 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Caesars <br>Entertainment, Inc.<br>| 19448 | &nbsp;&nbsp;402574 |
|  | Caleres, Inc. | 24456 | &nbsp;&nbsp;298852 |
| #\* | Callaway Golf Co. | 84900 | &nbsp;&nbsp;1218315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Camping World <br>Holdings, Inc., <br>Class A<br>| 17468 | &nbsp;&nbsp;230403 |
| \* | Capri Holdings Ltd. | 7151 | &nbsp;&nbsp;161398 |
| #\* | CarMax, Inc. | 133418 | &nbsp;&nbsp;5942438 |
| \* | Carnival Corp. | 577539 | &nbsp;&nbsp;17337721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Carriage Services, <br>Inc.<br>| 27183 | &nbsp;&nbsp;1166423 |
|  | Carter's, Inc. | 33511 | &nbsp;&nbsp;1159816 |
| #\* | Carvana Co. | 62273 | &nbsp;&nbsp;24978323 |
| \* | Cato Corp., Class A | 18389 | &nbsp;&nbsp;56086 |
| #\* | Cava Group, Inc. | 36967 | &nbsp;&nbsp;2240940 |
| \* | Cavco Industries, Inc. | 8984 | &nbsp;&nbsp;4420308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Century Communities, <br>Inc.<br>| 61387 | &nbsp;&nbsp;3866153 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Champion Homes, <br>Inc.<br>| 89497 | &nbsp;&nbsp;7014775 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cheesecake Factory, <br>Inc.<br>| 106271 | &nbsp;&nbsp;6159467 |
| \* | Chewy, Inc., Class A | 93920 | &nbsp;&nbsp;2734011 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chipotle Mexican Grill, <br>Inc.<br>| 603451 | &nbsp;&nbsp;23456140 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Choice Hotels <br>International, Inc.<br>| 59861 | &nbsp;&nbsp;6153711 |
|  | Churchill Downs, Inc. | 70329 | &nbsp;&nbsp;6917560 |
| \* | Citi Trends, Inc. | 16563 | &nbsp;&nbsp;714693 |
|  | Clarus Corp. | 2357 | &nbsp;&nbsp;9027 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Columbia Sportswear <br>Co.<br>| 76287 | &nbsp;&nbsp;4217145 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cooper-Standard <br>Holdings, Inc.<br>| 3931 | &nbsp;&nbsp;123315 |
| \* | Coupang, Inc. | 394394 | &nbsp;&nbsp;7950983 |
| \* | Coursera, Inc. | 55603 | &nbsp;&nbsp;336954 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cracker Barrel Old <br>Country Store, Inc.<br>| 7279 | &nbsp;&nbsp;219243 |
|  | Cricut, Inc., Class A | 2400 | &nbsp;&nbsp;10728 |
| #\* | Crocs, Inc. | 36817 | &nbsp;&nbsp;3089683 |
| \* | Culp, Inc. | 1114 | &nbsp;&nbsp;3921 |
|  | Dana, Inc. | 213167 | &nbsp;&nbsp;6160526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Darden Restaurants, <br>Inc.<br>| 145476 | &nbsp;&nbsp;29000641 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dave & Buster's <br>Entertainment, Inc.<br>| 0 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Deckers Outdoor <br>Corp.<br>| 111006 | &nbsp;&nbsp;13247456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Designer Brands, Inc., <br>Class A<br>| 28712 | &nbsp;&nbsp;182034 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Destination XL Group, <br>Inc.<br>| 48406 | &nbsp;&nbsp;33061 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dick's Sporting <br>Goods, Inc.<br>| 107371 | &nbsp;&nbsp;21688942 |
| # | Dillard's, Inc., Class A | 18803 | &nbsp;&nbsp;11423951 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dine Brands Global, <br>Inc.<br>| 295 | &nbsp;&nbsp;$10145 |
| # | Domino's Pizza, Inc. | 20519 | &nbsp;&nbsp;8419561 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;DoorDash, Inc., <br>Class A<br>| 121607 | &nbsp;&nbsp;24883224 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dorman Products, <br>Inc.<br>| 34770 | &nbsp;&nbsp;4318434 |
|  | DR Horton, Inc. | 237364 | &nbsp;&nbsp;35329258 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;DraftKings, Inc., <br>Class A<br>| 183962 | &nbsp;&nbsp;5060795 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dream Finders <br>Homes, Inc., <br>Class A<br>| 9170 | &nbsp;&nbsp;168636 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Driven Brands <br>Holdings, Inc.<br>| 22843 | &nbsp;&nbsp;355209 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Duluth Holdings, Inc., <br>Class B<br>| 48000 | &nbsp;&nbsp;115680 |
| \* | Duolingo, Inc. | 4818 | &nbsp;&nbsp;645901 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dutch Bros, Inc., <br>Class A<br>| 73166 | &nbsp;&nbsp;3979499 |
|  | eBay, Inc. | 524539 | &nbsp;&nbsp;47848448 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;El Pollo Loco <br>Holdings, Inc.<br>| 39924 | &nbsp;&nbsp;404430 |
| \* | Envela Corp. | 974 | &nbsp;&nbsp;13285 |
|  | Escalade, Inc. | 23144 | &nbsp;&nbsp;336514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ethan Allen Interiors, <br>Inc.<br>| 26814 | &nbsp;&nbsp;614845 |
| \* | Etsy, Inc. | 81667 | &nbsp;&nbsp;4325084 |
|  | Expedia Group, Inc. | 95869 | &nbsp;&nbsp;25389946 |
| \* | Figs, Inc., Class A | 63010 | &nbsp;&nbsp;681138 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;First Watch <br>Restaurant Group, <br>Inc.<br>| 4892 | &nbsp;&nbsp;78223 |
| #\* | Five Below, Inc. | 84265 | &nbsp;&nbsp;16148545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Flanigan's <br>Enterprises, Inc.<br>| 1100 | &nbsp;&nbsp;35778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Flexsteel Industries, <br>Inc.<br>| 9882 | &nbsp;&nbsp;395576 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Floor & Decor <br>Holdings, Inc., <br>Class A<br>| 130262 | &nbsp;&nbsp;8592082 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Flutter Entertainment <br>PLC<br>| 41345 | &nbsp;&nbsp;6828127 |
|  | Ford Motor Co. | 2900670 | &nbsp;&nbsp;40261300 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fox Factory Holding <br>Corp.<br>| 38267 | &nbsp;&nbsp;704113 |
| \* | Frontdoor, Inc. | 84489 | &nbsp;&nbsp;4994145 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Full House Resorts, <br>Inc.<br>| 1684 | &nbsp;&nbsp;3907 |
| \* | Funko, Inc., Class A | 16353 | &nbsp;&nbsp;66393 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;GameStop Corp., <br>Class A<br>| 78621 | &nbsp;&nbsp;1877470 |
|  | Gap, Inc. | 436511 | &nbsp;&nbsp;12213578 |
|  | Garmin Ltd. | 151480 | &nbsp;&nbsp;30544427 |
|  | Garrett Motion, Inc. | 132767 | &nbsp;&nbsp;2395117 |
|  | General Motors Co. | 957468 | &nbsp;&nbsp;80427312 |
| \* | Genesco, Inc. | 10600 | &nbsp;&nbsp;306658 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Gentex Corp. | 374985 | &nbsp;&nbsp;$8628405 |
| \* | Gentherm, Inc. | 28789 | &nbsp;&nbsp;920096 |
|  | Genuine Parts Co. | 141647 | &nbsp;&nbsp;19687517 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GigaCloud <br>Technology, Inc., <br>Class A<br>| 4352 | &nbsp;&nbsp;173775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;G-III Apparel Group <br>Ltd.<br>| 63270 | &nbsp;&nbsp;1856975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gildan Activewear, <br>Inc. (GIL US)<br>| 2578 | &nbsp;&nbsp;167518 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Global Business <br>Travel Group I<br>| 28385 | &nbsp;&nbsp;194437 |
|  | Gold.com, Inc. | 31709 | &nbsp;&nbsp;1644112 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Goodyear Tire & <br>Rubber Co.<br>| 241643 | &nbsp;&nbsp;2273861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Graham Holdings Co., <br>Class B<br>| 5557 | &nbsp;&nbsp;6482963 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grand Canyon <br>Education, Inc.<br>| 45016 | &nbsp;&nbsp;7825581 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Green Brick Partners, <br>Inc.<br>| 15453 | &nbsp;&nbsp;1072284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Group 1 Automotive, <br>Inc.<br>| 18172 | &nbsp;&nbsp;6437613 |
| \* | Groupon, Inc. | 10396 | &nbsp;&nbsp;147103 |
| # | H&R Block, Inc. | 203394 | &nbsp;&nbsp;8023893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hamilton Beach <br>Brands Holding Co., <br>Class A<br>| 16447 | &nbsp;&nbsp;313973 |
| # | Harley-Davidson, Inc. | 49335 | &nbsp;&nbsp;976833 |
|  | Hasbro, Inc. | 144527 | &nbsp;&nbsp;12907706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haverty Furniture <br>Cos., Inc. (HVT <br>US)<br>| 20619 | &nbsp;&nbsp;522073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haverty Furniture <br>Cos., Inc. (HVT/A <br>US), Class A<br>| 1608 | &nbsp;&nbsp;40851 |
| \* | Helen of Troy Ltd. | 17822 | &nbsp;&nbsp;295132 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Hilton Grand <br>Vacations, Inc.<br>| 94898 | &nbsp;&nbsp;4280849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hilton Worldwide <br>Holdings, Inc.<br>| 165906 | &nbsp;&nbsp;49524600 |
| \* | Holley, Inc. | 126400 | &nbsp;&nbsp;486640 |
|  | Home Depot, Inc. | 578985 | &nbsp;&nbsp;216881991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hooker Furnishings <br>Corp.<br>| 20322 | &nbsp;&nbsp;269673 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hovnanian <br>Enterprises, Inc., <br>Class A<br>| 99 | &nbsp;&nbsp;11152 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hyatt Hotels Corp., <br>Class A<br>| 71666 | &nbsp;&nbsp;11206412 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Installed Building <br>Products, Inc.<br>| 41499 | &nbsp;&nbsp;11957522 |
|  | J Jill, Inc. | 10193 | &nbsp;&nbsp;159113 |
|  | JAKKS Pacific, Inc. | 597 | &nbsp;&nbsp;10907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jerash Holdings U.S., <br>Inc.<br>| 289 | &nbsp;&nbsp;884 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Outdoors, <br>Inc., Class A<br>| 10775 | &nbsp;&nbsp;$489077 |
|  | KB Home | 93046 | &nbsp;&nbsp;5353867 |
|  | Kohl's Corp. | 94738 | &nbsp;&nbsp;1655073 |
|  | Kontoor Brands, Inc. | 70150 | &nbsp;&nbsp;4190060 |
| \* | Koss Corp. | 1917 | &nbsp;&nbsp;8301 |
|  | Krispy Kreme, Inc. | 42268 | &nbsp;&nbsp;133144 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kura Sushi USA, Inc., <br>Class A<br>| 2896 | &nbsp;&nbsp;193482 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Lakeland Industries, <br>Inc.<br>| 18776 | &nbsp;&nbsp;176870 |
| #\* | Lands' End, Inc. | 33646 | &nbsp;&nbsp;597553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Las Vegas Sands <br>Corp.<br>| 210432 | &nbsp;&nbsp;11096079 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Laureate Education, <br>Inc.<br>| 124480 | &nbsp;&nbsp;4269664 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Lazare Kaplan <br>International, Inc.<br>| 1600 | &nbsp;&nbsp;0 |
|  | La-Z-Boy, Inc. | 56107 | &nbsp;&nbsp;2042856 |
|  | LCI Industries | 36073 | &nbsp;&nbsp;5291548 |
|  | Lear Corp. | 81316 | &nbsp;&nbsp;9521290 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Legacy Education, <br>Inc.<br>| 1094 | &nbsp;&nbsp;11028 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Legacy Housing <br>Corp.<br>| 7534 | &nbsp;&nbsp;156331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lennar Corp. (LEN <br>US), Class A<br>| 196936 | &nbsp;&nbsp;21534952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lennar Corp. (LENB <br>US), Class B<br>| 1444 | &nbsp;&nbsp;146219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Levi Strauss & Co., <br>Class A<br>| 69348 | &nbsp;&nbsp;1378638 |
| \* | LGI Homes, Inc. | 22837 | &nbsp;&nbsp;1144362 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Live Holdings, <br>Inc., Class A<br>| 20487 | &nbsp;&nbsp;1647974 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Live Holdings, <br>Inc., Class C<br>| 55388 | &nbsp;&nbsp;4573941 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Life Time Group <br>Holdings, Inc.<br>| 157668 | &nbsp;&nbsp;4599176 |
|  | Lifetime Brands, Inc. | 38957 | &nbsp;&nbsp;122715 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lincoln Educational <br>Services Corp.<br>| 36397 | &nbsp;&nbsp;970344 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lindblad Expeditions <br>Holdings, Inc.<br>| 16593 | &nbsp;&nbsp;276605 |
|  | Lithia Motors, Inc. | 34888 | &nbsp;&nbsp;11284175 |
| \* | Live Ventures, Inc. | 91 | &nbsp;&nbsp;1825 |
|  | LKQ Corp. | 280798 | &nbsp;&nbsp;9224214 |
| \* | Lovesac Co. | 5857 | &nbsp;&nbsp;78015 |
|  | Lowe's Cos., Inc. | 276221 | &nbsp;&nbsp;73767580 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Lucky Strike <br>Entertainment <br>Corp.<br>| 13832 | &nbsp;&nbsp;112039 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lululemon Athletica, <br>Inc.<br>| 74686 | &nbsp;&nbsp;13032707 |
| \* | M/I Homes, Inc. | 799 | &nbsp;&nbsp;106826 |
|  | Macy's, Inc. | 327865 | &nbsp;&nbsp;6563857 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Malibu Boats, Inc., <br>Class A<br>| 18372 | &nbsp;&nbsp;597090 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marine Products <br>Corp.<br>| 25388 | &nbsp;&nbsp;$245248 |
| \* | MarineMax, Inc. | 20120 | &nbsp;&nbsp;543844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marriott International, <br>Inc., Class A<br>| 161751 | &nbsp;&nbsp;51000090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marriott Vacations <br>Worldwide Corp.<br>| 31473 | &nbsp;&nbsp;1709299 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MasterCraft Boat <br>Holdings, Inc.<br>| 18301 | &nbsp;&nbsp;394021 |
| \* | Mattel, Inc. | 289567 | &nbsp;&nbsp;6049055 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Matthews International <br>Corp., Class A<br>| 27099 | &nbsp;&nbsp;712433 |
|  | McDonald's Corp. | 392232 | &nbsp;&nbsp;123553080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meritage Homes <br>Corp.<br>| 84408 | &nbsp;&nbsp;5867200 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MGM Resorts <br>International<br>| 252492 | &nbsp;&nbsp;8468582 |
| \* | Mister Car Wash, Inc. | 39116 | &nbsp;&nbsp;217094 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mobileye Global, Inc., <br>Class A<br>| 65481 | &nbsp;&nbsp;588019 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mohawk Industries, <br>Inc.<br>| 56898 | &nbsp;&nbsp;6735585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Monarch Casino & <br>Resort, Inc.<br>| 6425 | &nbsp;&nbsp;588080 |
|  | Monro, Inc. | 22799 | &nbsp;&nbsp;426797 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Motorcar Parts of <br>America, Inc.<br>| 28518 | &nbsp;&nbsp;354479 |
|  | Movado Group, Inc. | 16632 | &nbsp;&nbsp;379210 |
| # | Murphy USA, Inc. | 22910 | &nbsp;&nbsp;9679704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nathan's Famous, <br>Inc.<br>| 7088 | &nbsp;&nbsp;716739 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National Vision <br>Holdings, Inc.<br>| 66974 | &nbsp;&nbsp;1764765 |
|  | Newell Brands, Inc. | 142255 | &nbsp;&nbsp;604584 |
|  | NIKE, Inc., Class B | 645037 | &nbsp;&nbsp;39869737 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Norwegian Cruise <br>Line Holdings Ltd.<br>| 370317 | &nbsp;&nbsp;8132161 |
| \* | NVR, Inc. | 3739 | &nbsp;&nbsp;28549994 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ollie's Bargain Outlet <br>Holdings, Inc.<br>| 106876 | &nbsp;&nbsp;11789492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OneSpaWorld <br>Holdings Ltd.<br>| 104196 | &nbsp;&nbsp;2047451 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;OneWater Marine, <br>Inc., Class A<br>| 5996 | &nbsp;&nbsp;79627 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;O'Reilly Automotive, <br>Inc.<br>| 327883 | &nbsp;&nbsp;32266966 |
|  | Oxford Industries, Inc. | 13170 | &nbsp;&nbsp;485315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Papa John's <br>International, Inc.<br>| 31167 | &nbsp;&nbsp;1096143 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Patrick Industries, <br>Inc.<br>| 47874 | &nbsp;&nbsp;6040263 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Penn Entertainment, <br>Inc.<br>| 105198 | &nbsp;&nbsp;1350742 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Penske Automotive <br>Group, Inc.<br>| 88865 | &nbsp;&nbsp;13933143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Perdoceo Education <br>Corp.<br>| 103628 | &nbsp;&nbsp;3319205 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Petco Health & <br>Wellness Co., Inc.<br>| 35253 | &nbsp;&nbsp;$94831 |
|  | Phinia, Inc. | 55306 | &nbsp;&nbsp;3936128 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Planet Fitness, Inc., <br>Class A<br>| 119222 | &nbsp;&nbsp;10853971 |
| # | Polaris, Inc. | 39919 | &nbsp;&nbsp;2548429 |
|  | Pool Corp. | 30526 | &nbsp;&nbsp;7756351 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Portillo's, Inc., <br>Class A<br>| 4120 | &nbsp;&nbsp;23278 |
|  | PulteGroup, Inc. | 279190 | &nbsp;&nbsp;34923877 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pursuit Attractions & <br>Hospitality, Inc.<br>| 24119 | &nbsp;&nbsp;837653 |
|  | PVH Corp. | 43196 | &nbsp;&nbsp;2693703 |
|  | Ralph Lauren Corp. | 50841 | &nbsp;&nbsp;17967718 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rave Restaurant <br>Group, Inc.<br>| 106 | &nbsp;&nbsp;354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RCI Hospitality <br>Holdings, Inc.<br>| 8400 | &nbsp;&nbsp;201936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Red Rock Resorts, <br>Inc., Class A<br>| 70239 | &nbsp;&nbsp;4434188 |
| \* | Revolve Group, Inc. | 24998 | &nbsp;&nbsp;691195 |
| #\* | RH | 20964 | &nbsp;&nbsp;4168272 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Rivian Automotive, <br>Inc., Class A<br>| 771718 | &nbsp;&nbsp;11382841 |
|  | Rocky Brands, Inc. | 10781 | &nbsp;&nbsp;347040 |
|  | Ross Stores, Inc. | 263702 | &nbsp;&nbsp;49747382 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Royal Caribbean <br>Cruises Ltd.<br>| 152911 | &nbsp;&nbsp;49642556 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rush Street <br>Interactive, Inc.<br>| 8112 | &nbsp;&nbsp;143339 |
| \* | Sabre Corp. | 10963 | &nbsp;&nbsp;14252 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sally Beauty Holdings, <br>Inc.<br>| 146195 | &nbsp;&nbsp;2225088 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Savers Value Village, <br>Inc.<br>| 5505 | &nbsp;&nbsp;57032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Service Corp. <br>International<br>| 181591 | &nbsp;&nbsp;14605364 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shake Shack, Inc., <br>Class A<br>| 21616 | &nbsp;&nbsp;1914529 |
| #\* | SharkNinja, Inc. | 70995 | &nbsp;&nbsp;8391609 |
|  | Shoe Carnival, Inc. | 40321 | &nbsp;&nbsp;768518 |
| # | Signet Jewelers Ltd. | 98427 | &nbsp;&nbsp;9081859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Smith & Wesson <br>Brands, Inc.<br>| 45741 | &nbsp;&nbsp;499492 |
| \* | Solid Power, Inc. | 140432 | &nbsp;&nbsp;629135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Somnigroup <br>International, Inc.<br>| 197627 | &nbsp;&nbsp;17361532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sonic Automotive, <br>Inc., Class A<br>| 55401 | &nbsp;&nbsp;3321844 |
| \* | Sonos, Inc. | 38547 | &nbsp;&nbsp;553149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Standard Motor <br>Products, Inc.<br>| 32243 | &nbsp;&nbsp;1287463 |
|  | Starbucks Corp. | 564034 | &nbsp;&nbsp;51862926 |
| # | Steven Madden Ltd. | 80755 | &nbsp;&nbsp;3543529 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Stitch Fix, Inc., <br>Class A<br>| 125952 | &nbsp;&nbsp;604570 |
| \* | Stoneridge, Inc. | 40841 | &nbsp;&nbsp;268734 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Strategic Education, <br>Inc.<br>| 33790 | &nbsp;&nbsp;$2872826 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Strattec Security <br>Corp.<br>| 4696 | &nbsp;&nbsp;371548 |
| #\* | Stride, Inc. | 85815 | &nbsp;&nbsp;7259949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sturm Ruger & Co., <br>Inc.<br>| 9198 | &nbsp;&nbsp;337475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Superior Group of <br>Cos., Inc.<br>| 35200 | &nbsp;&nbsp;350592 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Sweetgreen, Inc., <br>Class A<br>| 77830 | &nbsp;&nbsp;477876 |
| \* | Sypris Solutions, Inc. | 3523 | &nbsp;&nbsp;12331 |
|  | Tapestry, Inc. | 331711 | &nbsp;&nbsp;42097443 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Target Hospitality <br>Corp.<br>| 4802 | &nbsp;&nbsp;33086 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Taylor Morrison Home <br>Corp.<br>| 269532 | &nbsp;&nbsp;16427975 |
| \* | Tesla, Inc. | 640083 | &nbsp;&nbsp;275498124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texas Roadhouse, <br>Inc.<br>| 87584 | &nbsp;&nbsp;15752858 |
|  | Thor Industries, Inc. | 76017 | &nbsp;&nbsp;8504022 |
|  | TJX Cos., Inc. | 642660 | &nbsp;&nbsp;96276895 |
|  | Toll Brothers, Inc. | 207662 | &nbsp;&nbsp;30005082 |
| \* | TopBuild Corp. | 40386 | &nbsp;&nbsp;18902667 |
| # | Tractor Supply Co. | 347602 | &nbsp;&nbsp;17685990 |
|  | Travel & Leisure Co. | 64780 | &nbsp;&nbsp;4504801 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tri Pointe Homes, <br>Inc.<br>| 123658 | &nbsp;&nbsp;4123994 |
| \* | Ulta Beauty, Inc. | 37892 | &nbsp;&nbsp;24529765 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Under Armour, Inc. <br>(UA US), Class C<br>| 274592 | &nbsp;&nbsp;1666773 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Under Armour, Inc. <br>(UAA US), Class A<br>| 102864 | &nbsp;&nbsp;634671 |
| \* | Unifi, Inc. | 11371 | &nbsp;&nbsp;43892 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;United Parks & <br>Resorts, Inc.<br>| 91852 | &nbsp;&nbsp;3458228 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Universal Technical <br>Institute, Inc.<br>| 79150 | &nbsp;&nbsp;2202745 |
|  | Upbound Group, Inc. | 63148 | &nbsp;&nbsp;1193497 |
| \* | Urban Outfitters, Inc. | 219639 | &nbsp;&nbsp;15561423 |
| # | Vail Resorts, Inc. | 36055 | &nbsp;&nbsp;4797839 |
| #\* | Valvoline, Inc. | 149632 | &nbsp;&nbsp;4895959 |
| \* | Vera Bradley, Inc. | 56580 | &nbsp;&nbsp;135792 |
| # | VF Corp. | 187016 | &nbsp;&nbsp;3663643 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Victoria's Secret & <br>Co.<br>| 95899 | &nbsp;&nbsp;5227455 |
| \* | Vince Holding Corp. | 3920 | &nbsp;&nbsp;10584 |
|  | Visteon Corp. | 45101 | &nbsp;&nbsp;4097877 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Warby Parker, Inc., <br>Class A<br>| 74477 | &nbsp;&nbsp;1899908 |
| \* | Wayfair, Inc., Class A | 1778 | &nbsp;&nbsp;184005 |
| # | Wendy's Co. | 309341 | &nbsp;&nbsp;2409766 |
|  | Weyco Group, Inc. | 13478 | &nbsp;&nbsp;426174 |
| # | Whirlpool Corp. | 49348 | &nbsp;&nbsp;3947347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Williams-Sonoma, <br>Inc.<br>| 107468 | &nbsp;&nbsp;21993326 |
| # | Wingstop, Inc. | 28108 | &nbsp;&nbsp;7460706 |
|  | Winmark Corp. | 3368 | &nbsp;&nbsp;1517924 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Winnebago Industries, <br>Inc.<br>| 38931 | &nbsp;&nbsp;$1787322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wolverine World <br>Wide, Inc.<br>| 20795 | &nbsp;&nbsp;368487 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Wyndham Hotels & <br>Resorts, Inc.<br>| 95852 | &nbsp;&nbsp;6977067 |
| # | Wynn Resorts Ltd. | 39919 | &nbsp;&nbsp;4289297 |
| \* | XPEL, Inc. | 6567 | &nbsp;&nbsp;338266 |
| \* | YETI Holdings, Inc. | 59051 | &nbsp;&nbsp;2699221 |
|  | Yum! Brands, Inc. | 172077 | &nbsp;&nbsp;26757974 |
| \* | Zumiez, Inc. | 23068 | &nbsp;&nbsp;567704 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>DISCRETIONARY | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>DISCRETIONARY |  | &nbsp;&nbsp;3929987358 |
| CONSUMER STAPLES — (5.2%) | CONSUMER STAPLES — (5.2%) | CONSUMER STAPLES — (5.2%) | CONSUMER STAPLES — (5.2%) |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Albertsons Cos., Inc., <br>Class A<br>| 512312 | &nbsp;&nbsp;8529995 |
|  | Alico, Inc. | 16449 | &nbsp;&nbsp;679508 |
|  | Altria Group, Inc. | 776338 | &nbsp;&nbsp;48125193 |
|  | Andersons, Inc. | 48684 | &nbsp;&nbsp;3017921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Archer-Daniels-Midland <br>Co.<br>| 91340 | &nbsp;&nbsp;6148095 |
|  | B&G Foods, Inc. | 33715 | &nbsp;&nbsp;147335 |
| \* | BellRing Brands, Inc. | 158670 | &nbsp;&nbsp;3946123 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;BJ's Wholesale Club <br>Holdings, Inc.<br>| 191460 | &nbsp;&nbsp;17698562 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Boston Beer Co., Inc. <br>, Class A<br>| 7646 | &nbsp;&nbsp;1633339 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bridgford Foods <br>Corp.<br>| 5919 | &nbsp;&nbsp;44748 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Brown-Forman Corp. <br>(BF/A US), Class A<br>| 37596 | &nbsp;&nbsp;1046297 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Brown-Forman Corp. <br>(BFB US), Class B<br>| 213437 | &nbsp;&nbsp;5841771 |
|  | Bunge Global SA | 176791 | &nbsp;&nbsp;20132959 |
|  | Calavo Growers, Inc. | 20630 | &nbsp;&nbsp;524827 |
|  | Cal-Maine Foods, Inc. | 66768 | &nbsp;&nbsp;5577131 |
| # | Campbell's Co. | 72905 | &nbsp;&nbsp;2039882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Casey's General <br>Stores, Inc.<br>| 42662 | &nbsp;&nbsp;25874503 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Central Garden & Pet <br>Co. (CENT US)<br>| 17123 | &nbsp;&nbsp;579271 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Central Garden & Pet <br>Co. (CENTA US), <br>Class A<br>| 69782 | &nbsp;&nbsp;2140214 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chefs' Warehouse, <br>Inc.<br>| 46827 | &nbsp;&nbsp;2945418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Church & Dwight Co., <br>Inc.<br>| 166995 | &nbsp;&nbsp;16073269 |
|  | Clorox Co. | 78246 | &nbsp;&nbsp;8825366 |
|  | Coca-Cola Co. | 2283694 | &nbsp;&nbsp;170843148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola <br>Consolidated, Inc.<br>| 97631 | &nbsp;&nbsp;14845770 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Coffee Holding Co., <br>Inc.<br>| 2931 | &nbsp;&nbsp;9350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Colgate-Palmolive <br>Co.<br>| 455451 | &nbsp;&nbsp;41122671 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | Conagra Brands, Inc. | 121979 | &nbsp;&nbsp;$2257831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Constellation Brands, <br>Inc., Class A<br>| 71495 | &nbsp;&nbsp;11203267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Costco Wholesale <br>Corp.<br>| 212188 | &nbsp;&nbsp;199509767 |
| \* | Coty, Inc., Class A | 457097 | &nbsp;&nbsp;1448997 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Darling Ingredients, <br>Inc.<br>| 261730 | &nbsp;&nbsp;11950592 |
|  | Dole PLC | 38616 | &nbsp;&nbsp;615153 |
|  | Dollar General Corp. | 164008 | &nbsp;&nbsp;23523667 |
| #\* | Dollar Tree, Inc. | 219966 | &nbsp;&nbsp;25865802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Edgewell Personal <br>Care Co.<br>| 2749 | &nbsp;&nbsp;53496 |
| \* | elf Beauty, Inc. | 6953 | &nbsp;&nbsp;590935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energizer Holdings, <br>Inc.<br>| 25992 | &nbsp;&nbsp;567405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Estee Lauder Cos., <br>Inc., Class A<br>| 102773 | &nbsp;&nbsp;11847671 |
| \* | FitLife Brands, Inc. | 610 | &nbsp;&nbsp;9699 |
|  | Flowers Foods, Inc. | 128172 | &nbsp;&nbsp;1465006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fresh Del Monte <br>Produce, Inc.<br>| 78215 | &nbsp;&nbsp;3102007 |
| \*» | Fresh Market, Inc. | 23061 | &nbsp;&nbsp;0 |
| \* | Freshpet, Inc. | 38824 | &nbsp;&nbsp;2706033 |
|  | General Mills, Inc. | 367807 | &nbsp;&nbsp;17014752 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Grocery Outlet <br>Holding Corp.<br>| 49233 | &nbsp;&nbsp;469190 |
| \* | Herbalife Ltd. | 57449 | &nbsp;&nbsp;990421 |
|  | Hershey Co. | 110231 | &nbsp;&nbsp;21467487 |
| \* | Honest Co., Inc. | 69951 | &nbsp;&nbsp;172779 |
|  | Hormel Foods Corp. | 271885 | &nbsp;&nbsp;6691090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ingles Markets, Inc., <br>Class A<br>| 26949 | &nbsp;&nbsp;2017402 |
|  | Ingredion, Inc. | 90371 | &nbsp;&nbsp;10672815 |
|  | Interparfums, Inc. | 36905 | &nbsp;&nbsp;3600821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;J&J Snack Foods <br>Corp.<br>| 17258 | &nbsp;&nbsp;1639510 |
|  | J.M. Smucker Co. | 97925 | &nbsp;&nbsp;10268416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;John B Sanfilippo & <br>Son, Inc.<br>| 10815 | &nbsp;&nbsp;874934 |
|  | Kenvue, Inc. | 1818495 | &nbsp;&nbsp;31641813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keurig Dr. Pepper, <br>Inc.<br>| 577443 | &nbsp;&nbsp;15845036 |
| # | Kimberly-Clark Corp. | 171507 | &nbsp;&nbsp;17148985 |
|  | Kraft Heinz Co. | 494058 | &nbsp;&nbsp;11728937 |
|  | Kroger Co. | 1272898 | &nbsp;&nbsp;80001639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lamb Weston <br>Holdings, Inc.<br>| 126653 | &nbsp;&nbsp;5817172 |
| # | Lifevantage Corp. | 11327 | &nbsp;&nbsp;60033 |
| \* | Lifeway Foods, Inc. | 13678 | &nbsp;&nbsp;301326 |
|  | Limoneira Co. | 17416 | &nbsp;&nbsp;250790 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mama's Creations, <br>Inc.<br>| 5508 | &nbsp;&nbsp;83171 |
| \* | Mannatech, Inc. | 293 | &nbsp;&nbsp;2218 |
| \* | Maplebear, Inc. | 130008 | &nbsp;&nbsp;4831097 |
|  | Marzetti Co. | 31635 | &nbsp;&nbsp;5427617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;McCormick & Co., Inc. <br>(MKC US)<br>| 181596 | &nbsp;&nbsp;11228081 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;McCormick & Co., Inc. <br>(MKC/V US)<br>| 8596 | &nbsp;&nbsp;$530115 |
| \* | Medifast, Inc. | 17621 | &nbsp;&nbsp;201584 |
|  | MGP Ingredients, Inc. | 25611 | &nbsp;&nbsp;637970 |
| \* | Mission Produce, Inc. | 38275 | &nbsp;&nbsp;515182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Molson Coors <br>Beverage Co., <br>Class B<br>| 148123 | &nbsp;&nbsp;7115829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mondelez <br>International, Inc., <br>Class A<br>| 577565 | &nbsp;&nbsp;33770226 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Monster Beverage <br>Corp.<br>| 323011 | &nbsp;&nbsp;26086368 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National Beverage <br>Corp.<br>| 84979 | &nbsp;&nbsp;2896084 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Natural Alternatives <br>International, Inc.<br>| 9699 | &nbsp;&nbsp;39766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Natural Grocers by <br>Vitamin Cottage, <br>Inc.<br>| 39765 | &nbsp;&nbsp;1086380 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nature's Sunshine <br>Products, Inc.<br>| 33185 | &nbsp;&nbsp;836926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nu Skin Enterprises, <br>Inc., Class A<br>| 4801 | &nbsp;&nbsp;50939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oil-Dri Corp. of <br>America<br>| 14689 | &nbsp;&nbsp;889419 |
|  | PepsiCo, Inc. | 964758 | &nbsp;&nbsp;148215772 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Performance Food <br>Group Co.<br>| 268250 | &nbsp;&nbsp;25604463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris <br>International, Inc.<br>| 630976 | &nbsp;&nbsp;113222333 |
|  | Pilgrim's Pride Corp. | 194549 | &nbsp;&nbsp;8437590 |
| \* | Post Holdings, Inc. | 125799 | &nbsp;&nbsp;12870496 |
| # | PriceSmart, Inc. | 35467 | &nbsp;&nbsp;5043762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Procter & Gamble <br>Co.<br>| 1487937 | &nbsp;&nbsp;225824198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reynolds Consumer <br>Products, Inc.<br>| 88924 | &nbsp;&nbsp;2060369 |
|  | Seaboard Corp. | 828 | &nbsp;&nbsp;4208128 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Seneca Foods Corp. <br>(SENEA US), <br>Class A<br>| 13210 | &nbsp;&nbsp;1576349 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp;Seneca Foods Corp. <br>(SENEB US), <br>Class B<br>| 1662 | &nbsp;&nbsp;196448 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Simply Good Foods <br>Co.<br>| 105479 | &nbsp;&nbsp;1979841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Spectrum Brands <br>Holdings, Inc.<br>| 33630 | &nbsp;&nbsp;2142567 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sprouts Farmers <br>Market, Inc.<br>| 167727 | &nbsp;&nbsp;11893522 |
|  | Sysco Corp. | 342238 | &nbsp;&nbsp;28696656 |
|  | Target Corp. | 313994 | &nbsp;&nbsp;33116947 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tootsie Roll Industries, <br>Inc.<br>| 45617 | &nbsp;&nbsp;1727972 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TreeHouse Foods, <br>Inc.<br>| 48535 | &nbsp;&nbsp;1195902 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Turning Point Brands, <br>Inc.<br>| 21950 | &nbsp;&nbsp;$2659243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tyson Foods, Inc., <br>Class A<br>| 211919 | &nbsp;&nbsp;13844668 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;U.S. Foods Holding <br>Corp.<br>| 405418 | &nbsp;&nbsp;33901053 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;United Natural Foods, <br>Inc.<br>| 87661 | &nbsp;&nbsp;3263619 |
|  | United-Guardian, Inc. | 800 | &nbsp;&nbsp;5768 |
|  | Universal Corp. | 34904 | &nbsp;&nbsp;1975217 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;USANA Health <br>Sciences, Inc.<br>| 18998 | &nbsp;&nbsp;412257 |
|  | Utz Brands, Inc. | 36909 | &nbsp;&nbsp;389021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Village Super Market, <br>Inc., Class A<br>| 15291 | &nbsp;&nbsp;545277 |
| \* | Vita Coco Co., Inc. | 36655 | &nbsp;&nbsp;1955544 |
| #\* | Vital Farms, Inc. | 35138 | &nbsp;&nbsp;999676 |
|  | Walmart, Inc. | 2591562 | &nbsp;&nbsp;308758697 |
|  | WD-40 Co. | 13608 | &nbsp;&nbsp;3146578 |
|  | Weis Markets, Inc. | 42338 | &nbsp;&nbsp;3012349 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Willamette Valley <br>Vineyards, Inc.<br>| 1332 | &nbsp;&nbsp;3716 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>STAPLES | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>STAPLES |  | &nbsp;&nbsp;2042900312 |
| ENERGY — (4.6%) | ENERGY — (4.6%) | ENERGY — (4.6%) | ENERGY — (4.6%) |
| \* | Amplify Energy Corp. | 52686 | &nbsp;&nbsp;264484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Antero Midstream <br>Corp.<br>| 588304 | &nbsp;&nbsp;11071881 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Antero Resources <br>Corp.<br>| 340017 | &nbsp;&nbsp;12366418 |
| # | APA Corp. | 174703 | &nbsp;&nbsp;4613906 |
|  | Archrock, Inc. | 330143 | &nbsp;&nbsp;9768931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ardmore Shipping <br>Corp.<br>| 58551 | &nbsp;&nbsp;756479 |
|  | Baker Hughes Co. | 588091 | &nbsp;&nbsp;32956620 |
| \* | Bristow Group, Inc. | 43088 | &nbsp;&nbsp;1894148 |
|  | Cactus, Inc., Class A | 55066 | &nbsp;&nbsp;3096361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;California Resources <br>Corp.<br>| 56012 | &nbsp;&nbsp;2996642 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Centrus Energy Corp., <br>Class A<br>| 12401 | &nbsp;&nbsp;3450950 |
|  | Cheniere Energy, Inc. | 154305 | &nbsp;&nbsp;32638594 |
|  | Chevron Corp. | 1438383 | &nbsp;&nbsp;254449953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chord Energy Corp. <br>(CHRD US)<br>| 4278 | &nbsp;&nbsp;428827 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Clean Energy Fuels <br>Corp.<br>| 163682 | &nbsp;&nbsp;360100 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;CNX Resources <br>Corp.<br>| 318040 | &nbsp;&nbsp;12339952 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Comstock Resources, <br>Inc.<br>| 183237 | &nbsp;&nbsp;4461821 |
| \* | Comstock, Inc. | 42061 | &nbsp;&nbsp;124080 |
|  | ConocoPhillips | 1253618 | &nbsp;&nbsp;130664604 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Core Laboratories, <br>Inc.<br>| 32763 | &nbsp;&nbsp;640189 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Core Natural <br>Resources, Inc.<br>| 33961 | &nbsp;&nbsp;$3239200 |
|  | Coterra Energy, Inc. | 1038240 | &nbsp;&nbsp;29953224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crescent Energy Co., <br>Class A<br>| 129251 | &nbsp;&nbsp;1262782 |
| \* | CVR Energy, Inc. | 45374 | &nbsp;&nbsp;1031805 |
|  | Devon Energy Corp. | 737616 | &nbsp;&nbsp;29659539 |
|  | DHT Holdings, Inc. | 231336 | &nbsp;&nbsp;3315045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Diamondback Energy, <br>Inc.<br>| 164391 | &nbsp;&nbsp;26951904 |
| \* | DMC Global, Inc. | 25758 | &nbsp;&nbsp;221519 |
|  | Dorian LPG Ltd. | 69716 | &nbsp;&nbsp;2058713 |
| \* | DT Midstream, Inc. | 125676 | &nbsp;&nbsp;15837690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energy Services of <br>America Corp.<br>| 14777 | &nbsp;&nbsp;133141 |
|  | EOG Resources, Inc. | 500872 | &nbsp;&nbsp;56162777 |
|  | Epsilon Energy Ltd. | 46319 | &nbsp;&nbsp;231132 |
|  | EQT Corp. | 472024 | &nbsp;&nbsp;27249945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Evolution Petroleum <br>Corp.<br>| 54901 | &nbsp;&nbsp;216310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Excelerate Energy, <br>Inc., Class A<br>| 12256 | &nbsp;&nbsp;457762 |
|  | Expand Energy Corp. | 234535 | &nbsp;&nbsp;26364079 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Expro Group Holdings <br>NV<br>| 87573 | &nbsp;&nbsp;1402044 |
|  | Exxon Mobil Corp. | 3214620 | &nbsp;&nbsp;454547268 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Forum Energy <br>Technologies, Inc.<br>| 11962 | &nbsp;&nbsp;541161 |
|  | FutureFuel Corp. | 6867 | &nbsp;&nbsp;22592 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Geospace <br>Technologies Corp.<br>| 10582 | &nbsp;&nbsp;163598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Granite Ridge <br>Resources, Inc.<br>| 3091 | &nbsp;&nbsp;15517 |
| #\* | Green Plains, Inc. | 54195 | &nbsp;&nbsp;621075 |
| \* | Gulfport Energy Corp. | 19155 | &nbsp;&nbsp;3910876 |
| # | Halliburton Co. | 716786 | &nbsp;&nbsp;24026667 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Helix Energy Solutions <br>Group, Inc.<br>| 196386 | &nbsp;&nbsp;1559305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Helmerich & Payne, <br>Inc.<br>| 86488 | &nbsp;&nbsp;2930213 |
|  | HF Sinclair Corp. | 236974 | &nbsp;&nbsp;12320278 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Innovex International, <br>Inc.<br>| 8299 | &nbsp;&nbsp;206230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Seaways, <br>Inc.<br>| 58129 | &nbsp;&nbsp;3467395 |
|  | Kinder Morgan, Inc. | 1165002 | &nbsp;&nbsp;35520911 |
| # | Kinetik Holdings, Inc. | 40972 | &nbsp;&nbsp;1676165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kodiak Gas Services, <br>Inc.<br>| 53060 | &nbsp;&nbsp;2229051 |
|  | Liberty Energy, Inc. | 206786 | &nbsp;&nbsp;5097275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magnolia Oil & Gas <br>Corp., Class A<br>| 216648 | &nbsp;&nbsp;5526690 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mammoth Energy <br>Services, Inc.<br>| 18264 | &nbsp;&nbsp;42738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marathon Petroleum <br>Corp.<br>| 249562 | &nbsp;&nbsp;43970329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Matador Resources <br>Co.<br>| 210269 | &nbsp;&nbsp;9512570 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
|  | Mexco Energy Corp. | 4333 | &nbsp;&nbsp;$45540 |
| # | Murphy Oil Corp. | 166154 | &nbsp;&nbsp;4999574 |
| \* | Nabors Industries Ltd. | 6161 | &nbsp;&nbsp;411801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NACCO Industries, <br>Inc., Class A<br>| 10033 | &nbsp;&nbsp;493925 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National Energy <br>Services Reunited <br>Corp.<br>| 6243 | &nbsp;&nbsp;122862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Natural Gas Services <br>Group, Inc.<br>| 22107 | &nbsp;&nbsp;765786 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NCS Multistage <br>Holdings, Inc.<br>| 409 | &nbsp;&nbsp;16311 |
|  | Noble Corp. PLC | 109504 | &nbsp;&nbsp;3900532 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nordic American <br>Tankers Ltd.<br>| 253380 | &nbsp;&nbsp;1054061 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Northern Oil & Gas, <br>Inc.<br>| 12626 | &nbsp;&nbsp;315650 |
| # | NOV, Inc. | 225333 | &nbsp;&nbsp;4134861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Occidental Petroleum <br>Corp.<br>| 694313 | &nbsp;&nbsp;31514867 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oceaneering <br>International, Inc.<br>| 124187 | &nbsp;&nbsp;3738029 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oil States <br>International, Inc.<br>| 113879 | &nbsp;&nbsp;964555 |
|  | ONEOK, Inc. | 530153 | &nbsp;&nbsp;41982816 |
|  | Ovintiv, Inc. | 239300 | &nbsp;&nbsp;10402371 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Par Pacific Holdings, <br>Inc.<br>| 67109 | &nbsp;&nbsp;2532694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PBF Energy, Inc., <br>Class A<br>| 112205 | &nbsp;&nbsp;3754379 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Peabody Energy <br>Corp.<br>| 109349 | &nbsp;&nbsp;3855646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Permian Resources <br>Corp.<br>| 634411 | &nbsp;&nbsp;10233049 |
|  | Phillips 66 | 302439 | &nbsp;&nbsp;43418143 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PrimeEnergy <br>Resources Corp.<br>| 843 | &nbsp;&nbsp;154345 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ProPetro Holding <br>Corp.<br>| 128512 | &nbsp;&nbsp;1476603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Range Resources <br>Corp.<br>| 375896 | &nbsp;&nbsp;14227664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ranger Energy <br>Services, Inc., <br>Class A<br>| 29454 | &nbsp;&nbsp;454181 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;REX American <br>Resources Corp.<br>| 50951 | &nbsp;&nbsp;1722653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Riley Exploration <br>Permian, Inc.<br>| 1793 | &nbsp;&nbsp;50294 |
|  | RPC, Inc. | 46911 | &nbsp;&nbsp;311958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SandRidge Energy, <br>Inc.<br>| 36068 | &nbsp;&nbsp;571678 |
|  | Scorpio Tankers, Inc. | 78178 | &nbsp;&nbsp;4973684 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SEACOR Marine <br>Holdings, Inc.<br>| 40921 | &nbsp;&nbsp;273352 |
| \* | Seadrill Ltd. | 66330 | &nbsp;&nbsp;2552378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Select Water <br>Solutions, Inc.<br>| 128234 | &nbsp;&nbsp;1550349 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
|  | SFL Corp. Ltd. | 144797 | &nbsp;&nbsp;$1282901 |
|  | SLB Ltd. | 804246 | &nbsp;&nbsp;38909421 |
|  | SM Energy Co. | 39479 | &nbsp;&nbsp;768656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Solaris Energy <br>Infrastructure, Inc.<br>| 35241 | &nbsp;&nbsp;1944951 |
| \* | Stabilis Solutions, Inc. | 2642 | &nbsp;&nbsp;14690 |
| \* | Talos Energy, Inc. | 210975 | &nbsp;&nbsp;2514822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Targa Resources <br>Corp.<br>| 242272 | &nbsp;&nbsp;48691827 |
|  | TechnipFMC PLC | 539026 | &nbsp;&nbsp;30034529 |
|  | Teekay Corp. Ltd. | 122674 | &nbsp;&nbsp;1254955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Teekay Tankers Ltd., <br>Class A<br>| 43035 | &nbsp;&nbsp;2776618 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TETRA Technologies, <br>Inc.<br>| 163778 | &nbsp;&nbsp;1867069 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Texas Pacific Land <br>Corp.<br>| 17826 | &nbsp;&nbsp;6209865 |
| \* | Tidewater, Inc. | 74980 | &nbsp;&nbsp;4685500 |
| \* | TOP Ships, Inc. | 850 | &nbsp;&nbsp;4343 |
| #\* | Transocean Ltd. | 413038 | &nbsp;&nbsp;2052799 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Uranium Energy <br>Corp.<br>| 277500 | &nbsp;&nbsp;4784100 |
|  | VAALCO Energy, Inc. | 6957 | &nbsp;&nbsp;35759 |
| #\* | Valaris Ltd. | 65816 | &nbsp;&nbsp;3799558 |
|  | Valero Energy Corp. | 302977 | &nbsp;&nbsp;54969117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Viper Energy, Inc., <br>Class A<br>| 14714 | &nbsp;&nbsp;622991 |
| # | Vitesse Energy, Inc. | 36601 | &nbsp;&nbsp;767157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Weatherford <br>International PLC<br>| 71371 | &nbsp;&nbsp;6714584 |
|  | Williams Cos., Inc. | 1011110 | &nbsp;&nbsp;68007259 |
| # | World Kinect Corp. | 95844 | &nbsp;&nbsp;2579162 |
| TOTAL ENERGY | TOTAL ENERGY |  | &nbsp;&nbsp;1835270679 |
| FINANCIALS — (15.4%) | FINANCIALS — (15.4%) | FINANCIALS — (15.4%) | FINANCIALS — (15.4%) |
|  | 1st Source Corp. | 42959 | &nbsp;&nbsp;2892429 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Acacia Research <br>Corp.<br>| 114844 | &nbsp;&nbsp;457079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Acadian Asset <br>Management, Inc.<br>| 62893 | &nbsp;&nbsp;3485530 |
|  | ACNB Corp. | 14313 | &nbsp;&nbsp;723093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Affiliated Managers <br>Group, Inc.<br>| 35352 | &nbsp;&nbsp;11068358 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Affinity Bancshares, <br>Inc.<br>| 8297 | &nbsp;&nbsp;167350 |
| \* | Affirm Holdings, Inc. | 108218 | &nbsp;&nbsp;6525545 |
|  | Aflac, Inc. | 378948 | &nbsp;&nbsp;42044281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alerus Financial <br>Corp.<br>| 10949 | &nbsp;&nbsp;269564 |
|  | Allstate Corp. | 230489 | &nbsp;&nbsp;45865006 |
|  | Ally Financial, Inc. | 526184 | &nbsp;&nbsp;22247060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amalgamated <br>Financial Corp.<br>| 38328 | &nbsp;&nbsp;1488660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amerant Bancorp, <br>Inc.<br>| 32346 | &nbsp;&nbsp;701908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Coastal <br>Insurance Corp.<br>| 11492 | &nbsp;&nbsp;126987 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Express <br>Co.<br>| 389747 | &nbsp;&nbsp;$137257201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Financial <br>Group, Inc.<br>| 112170 | &nbsp;&nbsp;14612386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American International <br>Group, Inc.<br>| 615419 | &nbsp;&nbsp;46082575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ameriprise Financial, <br>Inc.<br>| 90792 | &nbsp;&nbsp;47864634 |
|  | Ameris Bancorp | 100291 | &nbsp;&nbsp;8085460 |
|  | AMERISAFE, Inc. | 20037 | &nbsp;&nbsp;753592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AmeriServ Financial, <br>Inc.<br>| 8436 | &nbsp;&nbsp;27839 |
|  | Ames National Corp. | 1136 | &nbsp;&nbsp;29650 |
|  | Aon PLC, Class A | 113269 | &nbsp;&nbsp;39603373 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Apollo Global <br>Management, Inc.<br>| 156296 | &nbsp;&nbsp;21028064 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arch Capital Group <br>Ltd.<br>| 273606 | &nbsp;&nbsp;26277120 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;ARES Management <br>Corp., Class A<br>| 54844 | &nbsp;&nbsp;8208501 |
|  | Arrow Financial Corp. | 17913 | &nbsp;&nbsp;605639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arthur J Gallagher & <br>Co.<br>| 93543 | &nbsp;&nbsp;23326818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Artisan Partners Asset <br>Management, Inc., <br>Class A<br>| 71910 | &nbsp;&nbsp;3201433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Associated <br>Banc-Corp.<br>| 272106 | &nbsp;&nbsp;7417610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Associated Capital <br>Group, Inc., <br>Class A<br>| 4191 | &nbsp;&nbsp;165335 |
|  | Assurant, Inc. | 85221 | &nbsp;&nbsp;20293677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Assured Guaranty <br>Ltd.<br>| 96881 | &nbsp;&nbsp;8220353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atlantic American <br>Corp.<br>| 2737 | &nbsp;&nbsp;7417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atlantic Union <br>Bankshares Corp.<br>| 156457 | &nbsp;&nbsp;6076790 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Atlanticus Holdings <br>Corp.<br>| 19985 | &nbsp;&nbsp;1031826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Auburn National <br>BanCorp, Inc.<br>| 2633 | &nbsp;&nbsp;65456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Axis Capital Holdings <br>Ltd.<br>| 141267 | &nbsp;&nbsp;14575929 |
| \* | Axos Financial, Inc. | 81492 | &nbsp;&nbsp;8066893 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Baldwin Insurance <br>Group, Inc.<br>| 40607 | &nbsp;&nbsp;890105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banc of California, <br>Inc.<br>| 85729 | &nbsp;&nbsp;1712865 |
|  | BancFirst Corp. | 50563 | &nbsp;&nbsp;5559402 |
| \* | Bancorp, Inc. | 72737 | &nbsp;&nbsp;4323487 |
|  | Bank First Corp. | 275 | &nbsp;&nbsp;38373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America <br>Corp.<br>| 3912476 | &nbsp;&nbsp;208143776 |
|  | Bank of Hawaii Corp. | 41337 | &nbsp;&nbsp;3091181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Marin <br>Bancorp<br>| 9928 | &nbsp;&nbsp;266567 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bank of New York <br>Mellon Corp.<br>| 467865 | &nbsp;&nbsp;$56106371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of NT Butterfield <br>& Son Ltd.<br>| 53496 | &nbsp;&nbsp;2771093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of the James <br>Financial Group, <br>Inc.<br>| 3363 | &nbsp;&nbsp;63561 |
| # | Bank OZK | 160955 | &nbsp;&nbsp;7655020 |
|  | Bank7 Corp. | 2632 | &nbsp;&nbsp;116966 |
|  | BankUnited, Inc. | 85379 | &nbsp;&nbsp;4052941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bankwell Financial <br>Group, Inc.<br>| 9630 | &nbsp;&nbsp;464070 |
|  | Banner Corp. | 49056 | &nbsp;&nbsp;3033623 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bar Harbor <br>Bankshares<br>| 24029 | &nbsp;&nbsp;814823 |
|  | BayCom Corp. | 18818 | &nbsp;&nbsp;549109 |
|  | BCB Bancorp, Inc. | 27431 | &nbsp;&nbsp;216431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beacon Financial <br>Corp.<br>| 138228 | &nbsp;&nbsp;3918764 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway, <br>Inc., Class B<br>| 914576 | &nbsp;&nbsp;439481205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BGC Group, Inc., <br>Class A<br>| 440515 | &nbsp;&nbsp;4013092 |
|  | Blackrock, Inc. | 61487 | &nbsp;&nbsp;68800264 |
|  | Blackstone, Inc. | 203670 | &nbsp;&nbsp;29006681 |
| \* | Block, Inc. | 214915 | &nbsp;&nbsp;12987313 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Blue Foundry <br>Bancorp<br>| 29554 | &nbsp;&nbsp;388635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Blue Ridge <br>Bankshares, Inc.<br>| 4351 | &nbsp;&nbsp;18492 |
| # | BOK Financial Corp. | 81414 | &nbsp;&nbsp;10578935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bread Financial <br>Holdings, Inc.<br>| 78989 | &nbsp;&nbsp;5729862 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bridgewater <br>Bancshares, Inc.<br>| 22825 | &nbsp;&nbsp;438468 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Brighthouse Financial, <br>Inc.<br>| 42444 | &nbsp;&nbsp;2718963 |
| # | Brown & Brown, Inc. | 249639 | &nbsp;&nbsp;17998972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Burke & Herbert <br>Financial Services <br>Corp.<br>| 10553 | &nbsp;&nbsp;691010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Business First <br>Bancshares, Inc.<br>| 11738 | &nbsp;&nbsp;330659 |
| \* | BV Financial, Inc. | 4641 | &nbsp;&nbsp;88736 |
|  | Byline Bancorp, Inc. | 34323 | &nbsp;&nbsp;1095933 |
|  | C&F Financial Corp. | 3812 | &nbsp;&nbsp;287044 |
|  | Cadence Bank | 226319 | &nbsp;&nbsp;9530293 |
|  | California BanCorp | 2613 | &nbsp;&nbsp;47008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Camden National <br>Corp.<br>| 19005 | &nbsp;&nbsp;904068 |
|  | Capital Bancorp, Inc. | 6836 | &nbsp;&nbsp;210002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Capital City Bank <br>Group, Inc.<br>| 26809 | &nbsp;&nbsp;1119544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Capital One Financial <br>Corp.<br>| 392371 | &nbsp;&nbsp;85901783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Capitol Federal <br>Financial, Inc.<br>| 189096 | &nbsp;&nbsp;1376619 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| # | Carlyle Group, Inc. | 239056 | &nbsp;&nbsp;$14051712 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Carter Bankshares, <br>Inc.<br>| 27375 | &nbsp;&nbsp;586099 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cass Information <br>Systems, Inc.<br>| 16809 | &nbsp;&nbsp;755733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cathay General <br>Bancorp<br>| 96679 | &nbsp;&nbsp;4948031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CB Financial Services, <br>Inc.<br>| 1493 | &nbsp;&nbsp;53494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cboe Global Markets, <br>Inc.<br>| 86600 | &nbsp;&nbsp;22954196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Pacific <br>Financial Corp.<br>| 38596 | &nbsp;&nbsp;1257072 |
|  | CF Bankshares, Inc. | 4274 | &nbsp;&nbsp;124416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charles Schwab <br>Corp.<br>| 619259 | &nbsp;&nbsp;64353395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chemung Financial <br>Corp.<br>| 6655 | &nbsp;&nbsp;404424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ChoiceOne Financial <br>Services, Inc.<br>| 1826 | &nbsp;&nbsp;52388 |
|  | Chubb Ltd. | 227406 | &nbsp;&nbsp;70395801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cincinnati Financial <br>Corp.<br>| 131496 | &nbsp;&nbsp;21156391 |
|  | Citigroup, Inc. | 692112 | &nbsp;&nbsp;80084279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citizens & Northern <br>Corp.<br>| 29752 | &nbsp;&nbsp;677156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citizens Community <br>Bancorp, Inc.<br>| 14933 | &nbsp;&nbsp;270885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citizens Financial <br>Group, Inc.<br>| 364457 | &nbsp;&nbsp;22953502 |
| \* | Citizens, Inc. | 12883 | &nbsp;&nbsp;71501 |
| # | City Holding Co. | 30321 | &nbsp;&nbsp;3732212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Civista Bancshares, <br>Inc.<br>| 25564 | &nbsp;&nbsp;616859 |
|  | CME Group, Inc. | 135048 | &nbsp;&nbsp;39036975 |
|  | CNB Financial Corp. | 39932 | &nbsp;&nbsp;1106116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CNO Financial Group, <br>Inc.<br>| 137182 | &nbsp;&nbsp;5768503 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Coastal Financial <br>Corp.<br>| 20399 | &nbsp;&nbsp;1953816 |
|  | Cohen & Co., Inc. | 756 | &nbsp;&nbsp;14130 |
|  | Cohen & Steers, Inc. | 68465 | &nbsp;&nbsp;4399561 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Coinbase Global, Inc., <br>Class A<br>| 58183 | &nbsp;&nbsp;11330557 |
|  | Colony Bankcorp, Inc. | 12083 | &nbsp;&nbsp;235135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Columbia Banking <br>System, Inc.<br>| 91436 | &nbsp;&nbsp;2691876 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Columbia Financial, <br>Inc.<br>| 69880 | &nbsp;&nbsp;1136948 |
|  | Comerica, Inc. | 142539 | &nbsp;&nbsp;12638933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commerce <br>Bancshares, Inc.<br>| 247663 | &nbsp;&nbsp;13036980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Community Financial <br>System, Inc.<br>| 75792 | &nbsp;&nbsp;4737000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Community Trust <br>Bancorp, Inc.<br>| 46330 | &nbsp;&nbsp;2858561 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Community West <br>Bancshares<br>| 18372 | &nbsp;&nbsp;$440377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ConnectOne Bancorp, <br>Inc.<br>| 70743 | &nbsp;&nbsp;1883179 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Consumer Portfolio <br>Services, Inc.<br>| 137807 | &nbsp;&nbsp;1189274 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corebridge Financial, <br>Inc.<br>| 411989 | &nbsp;&nbsp;12701621 |
| \* | Corpay, Inc. | 87298 | &nbsp;&nbsp;27466570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crawford & Co. <br>(CRD/A US), <br>Class A<br>| 80996 | &nbsp;&nbsp;878807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crawford & Co. <br>(CRD/B US), <br>Class B<br>| 47154 | &nbsp;&nbsp;485686 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Credit Acceptance <br>Corp.<br>| 14278 | &nbsp;&nbsp;7113871 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cullen/Frost Bankers, <br>Inc.<br>| 101759 | &nbsp;&nbsp;14024425 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Customers Bancorp, <br>Inc.<br>| 49190 | &nbsp;&nbsp;3886994 |
| # | CVB Financial Corp. | 197124 | &nbsp;&nbsp;3885314 |
| \* | Dave, Inc. | 12751 | &nbsp;&nbsp;2087211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Diamond Hill <br>Investment Group, <br>Inc.<br>| 2940 | &nbsp;&nbsp;503769 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;DigitalBridge Group, <br>Inc.<br>| 178387 | &nbsp;&nbsp;2745376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dime Community <br>Bancshares, Inc.<br>| 60576 | &nbsp;&nbsp;2060796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Donegal Group, Inc. <br>(DGICA US), <br>Class A<br>| 76099 | &nbsp;&nbsp;1420768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Donegal Group, Inc. <br>(DGICB US), <br>Class B<br>| 2147 | &nbsp;&nbsp;35597 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Donnelley Financial <br>Solutions, Inc.<br>| 45814 | &nbsp;&nbsp;2370874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eagle Bancorp <br>Montana, Inc.<br>| 2666 | &nbsp;&nbsp;57879 |
| # | Eagle Bancorp, Inc. | 36090 | &nbsp;&nbsp;965768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;East West Bancorp, <br>Inc.<br>| 198840 | &nbsp;&nbsp;22755250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eastern Bankshares, <br>Inc.<br>| 134738 | &nbsp;&nbsp;2760108 |
| \* | eHealth, Inc. | 8121 | &nbsp;&nbsp;22982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Employers Holdings, <br>Inc.<br>| 32340 | &nbsp;&nbsp;1410671 |
|  | Enact Holdings, Inc. | 5136 | &nbsp;&nbsp;204259 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Encore Capital Group, <br>Inc.<br>| 29202 | &nbsp;&nbsp;1611950 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Enova International, <br>Inc.<br>| 56486 | &nbsp;&nbsp;9329793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Financial <br>Services Corp.<br>| 53247 | &nbsp;&nbsp;3053715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Equitable Holdings, <br>Inc.<br>| 470460 | &nbsp;&nbsp;21829344 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Equity Bancshares, <br>Inc., Class A<br>| 26825 | &nbsp;&nbsp;$1237169 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Erie Indemnity Co., <br>Class A<br>| 32636 | &nbsp;&nbsp;9236314 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Esquire Financial <br>Holdings, Inc.<br>| 11699 | &nbsp;&nbsp;1247464 |
|  | Essent Group Ltd. | 176108 | &nbsp;&nbsp;11080715 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Euronet Worldwide, <br>Inc.<br>| 63580 | &nbsp;&nbsp;4607007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Evercore, Inc., <br>Class A<br>| 69364 | &nbsp;&nbsp;24504220 |
|  | Everest Group Ltd. | 40663 | &nbsp;&nbsp;13470839 |
|  | EVERTEC, Inc. | 110462 | &nbsp;&nbsp;3314965 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;EZCORP, Inc., <br>Class A<br>| 83330 | &nbsp;&nbsp;1787428 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;F&G Annuities & Life, <br>Inc.<br>| 54933 | &nbsp;&nbsp;1619974 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;FactSet Research <br>Systems, Inc.<br>| 32638 | &nbsp;&nbsp;8301802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Farmers & Merchants <br>Bancorp, Inc.<br>| 6977 | &nbsp;&nbsp;187193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Farmers National <br>Banc Corp.<br>| 16403 | &nbsp;&nbsp;212911 |
| \* | FB Bancorp, Inc. | 2375 | &nbsp;&nbsp;30780 |
|  | FB Financial Corp. | 76915 | &nbsp;&nbsp;4424920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Federal Agricultural <br>Mortgage Corp. <br>(AGM US), Class C<br>| 13567 | &nbsp;&nbsp;2296893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Federal Agricultural <br>Mortgage Corp. <br>(AGM/A US), <br>Class A<br>| 1374 | &nbsp;&nbsp;178167 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Federated Hermes, <br>Inc.<br>| 153574 | &nbsp;&nbsp;8182423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fidelis Insurance <br>Holdings Ltd.<br>| 23067 | &nbsp;&nbsp;439196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fidelity D&D Bancorp, <br>Inc.<br>| 427 | &nbsp;&nbsp;19087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fidelity National <br>Financial, Inc.<br>| 302183 | &nbsp;&nbsp;16435733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fidelity National <br>Information <br>Services, Inc.<br>| 341352 | &nbsp;&nbsp;18859698 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fifth District Bancorp, <br>Inc.<br>| 473 | &nbsp;&nbsp;7123 |
| # | Fifth Third Bancorp | 625807 | &nbsp;&nbsp;31428028 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Finance of America <br>Cos., Inc., Class A<br>| 985 | &nbsp;&nbsp;22941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Financial Institutions, <br>Inc.<br>| 28787 | &nbsp;&nbsp;948244 |
|  | Finward Bancorp | 1270 | &nbsp;&nbsp;46539 |
| \* | Finwise Bancorp | 11312 | &nbsp;&nbsp;198073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First American <br>Financial Corp.<br>| 163056 | &nbsp;&nbsp;10301878 |
|  | First BanCorp | 328512 | &nbsp;&nbsp;7266685 |
|  | First Bancorp, Inc. | 16977 | &nbsp;&nbsp;464321 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp;First <br>Bancorp/Southern <br>Pines NC<br>| 62082 | &nbsp;&nbsp;$3596410 |
|  | First Bank | 23604 | &nbsp;&nbsp;393715 |
|  | First Busey Corp. | 121954 | &nbsp;&nbsp;3006166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Business <br>Financial Services, <br>Inc.<br>| 11983 | &nbsp;&nbsp;686866 |
|  | First Capital, Inc. | 3880 | &nbsp;&nbsp;228610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Citizens <br>BancShares, Inc., <br>Class A<br>| 13669 | &nbsp;&nbsp;28288952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Commonwealth <br>Financial Corp.<br>| 162676 | &nbsp;&nbsp;2933048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Community <br>Bankshares, Inc.<br>| 30228 | &nbsp;&nbsp;1088813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Community <br>Corp.<br>| 2034 | &nbsp;&nbsp;59637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Financial <br>Bancorp<br>| 150356 | &nbsp;&nbsp;4321231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Financial <br>Bankshares, Inc.<br>| 157378 | &nbsp;&nbsp;5007768 |
|  | First Financial Corp. | 17698 | &nbsp;&nbsp;1153202 |
| \* | First Foundation, Inc. | 73198 | &nbsp;&nbsp;459683 |
|  | First Hawaiian, Inc. | 13700 | &nbsp;&nbsp;363735 |
|  | First Horizon Corp. | 728194 | &nbsp;&nbsp;17833471 |
|  | First Internet Bancorp | 11737 | &nbsp;&nbsp;255749 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;First Interstate <br>BancSystem, Inc., <br>Class A<br>| 58551 | &nbsp;&nbsp;2076804 |
|  | First Merchants Corp. | 59546 | &nbsp;&nbsp;2367549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Mid Bancshares, <br>Inc.<br>| 32608 | &nbsp;&nbsp;1372797 |
|  | First National Corp. | 1787 | &nbsp;&nbsp;47087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Northwest <br>Bancorp<br>| 11235 | &nbsp;&nbsp;117181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Savings Financial <br>Group, Inc.<br>| 2715 | &nbsp;&nbsp;92256 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;First Seacoast <br>Bancorp, Inc.<br>| 23 | &nbsp;&nbsp;294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First U.S. Bancshares, <br>Inc.<br>| 5297 | &nbsp;&nbsp;77601 |
|  | First United Corp. | 10716 | &nbsp;&nbsp;410744 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;First Western <br>Financial, Inc.<br>| 1084 | &nbsp;&nbsp;27263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FirstCash Holdings, <br>Inc.<br>| 63495 | &nbsp;&nbsp;10825897 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Firstsun Capital <br>Bancorp<br>| 1216 | &nbsp;&nbsp;48008 |
| \* | Fiserv, Inc. | 247844 | &nbsp;&nbsp;15795098 |
|  | Five Star Bancorp | 5003 | &nbsp;&nbsp;198219 |
|  | Flagstar Bank NA | 183572 | &nbsp;&nbsp;2426822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Flushing Financial <br>Corp.<br>| 43624 | &nbsp;&nbsp;688823 |
| \* | Flywire Corp. | 31960 | &nbsp;&nbsp;402696 |
|  | FNB Corp. | 431289 | &nbsp;&nbsp;7569122 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Franklin Financial <br>Services Corp.<br>| 5318 | &nbsp;&nbsp;$271271 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Franklin Resources, <br>Inc.<br>| 211791 | &nbsp;&nbsp;5637876 |
|  | FS Bancorp, Inc. | 18178 | &nbsp;&nbsp;763112 |
| # | Fulton Financial Corp. | 336122 | &nbsp;&nbsp;6940919 |
|  | FVCBankcorp, Inc. | 10930 | &nbsp;&nbsp;165480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GCM Grosvenor, Inc., <br>Class A<br>| 24228 | &nbsp;&nbsp;274261 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Genworth Financial, <br>Inc.<br>| 459413 | &nbsp;&nbsp;3831504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;German American <br>Bancorp, Inc.<br>| 53944 | &nbsp;&nbsp;2269424 |
|  | Glacier Bancorp, Inc. | 177589 | &nbsp;&nbsp;9000211 |
| # | Global Payments, Inc. | 169118 | &nbsp;&nbsp;12132525 |
|  | Globe Life, Inc. | 110398 | &nbsp;&nbsp;15480008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs <br>Group, Inc.<br>| 176078 | &nbsp;&nbsp;164705122 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Goosehead Insurance, <br>Inc., Class A<br>| 15275 | &nbsp;&nbsp;944606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great Southern <br>Bancorp, Inc.<br>| 19439 | &nbsp;&nbsp;1193166 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Green Dot Corp., <br>Class A<br>| 5285 | &nbsp;&nbsp;64371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greene County <br>Bancorp, Inc.<br>| 339 | &nbsp;&nbsp;7946 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Greenlight Capital Re <br>Ltd., Class A<br>| 48367 | &nbsp;&nbsp;670850 |
| \* | Hagerty, Inc., Class A | 1396 | &nbsp;&nbsp;17604 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hamilton Insurance <br>Group Ltd., <br>Class B<br>| 5783 | &nbsp;&nbsp;160478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hamilton Lane, Inc., <br>Class A<br>| 35956 | &nbsp;&nbsp;5078425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hancock Whitney <br>Corp.<br>| 139177 | &nbsp;&nbsp;9575378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanmi Financial <br>Corp.<br>| 43096 | &nbsp;&nbsp;1145061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanover Bancorp, <br>Inc.<br>| 554 | &nbsp;&nbsp;12797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanover Insurance <br>Group, Inc.<br>| 68550 | &nbsp;&nbsp;11937297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hartford Insurance <br>Group, Inc.<br>| 420335 | &nbsp;&nbsp;56770445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hawthorn Bancshares, <br>Inc.<br>| 11816 | &nbsp;&nbsp;418405 |
|  | HBT Financial, Inc. | 4919 | &nbsp;&nbsp;132715 |
|  | HCI Group, Inc. | 23644 | &nbsp;&nbsp;3751593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hennessy Advisors, <br>Inc.<br>| 1030 | &nbsp;&nbsp;10547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heritage Commerce <br>Corp.<br>| 48600 | &nbsp;&nbsp;618678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heritage Financial <br>Corp.<br>| 48862 | &nbsp;&nbsp;1261128 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Heritage Insurance <br>Holdings, Inc.<br>| 42336 | &nbsp;&nbsp;1103700 |
|  | Hilltop Holdings, Inc. | 97879 | &nbsp;&nbsp;3665569 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hingham Institution <br>For Savings<br>| 3148 | &nbsp;&nbsp;$939521 |
| \* | Hippo Holdings, Inc. | 963 | &nbsp;&nbsp;28697 |
|  | Home Bancorp, Inc. | 11444 | &nbsp;&nbsp;683092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home BancShares, <br>Inc.<br>| 246319 | &nbsp;&nbsp;7118619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Federal <br>Bancorp, Inc. of <br>Louisiana<br>| 2148 | &nbsp;&nbsp;39158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HomeTrust <br>Bancshares, Inc.<br>| 3998 | &nbsp;&nbsp;172394 |
|  | Hope Bancorp, Inc. | 179562 | &nbsp;&nbsp;2151153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Horace Mann <br>Educators Corp.<br>| 62816 | &nbsp;&nbsp;2814785 |
|  | Horizon Bancorp, Inc. | 82933 | &nbsp;&nbsp;1461279 |
|  | Houlihan Lokey, Inc. | 85808 | &nbsp;&nbsp;14443203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huntington <br>Bancshares, Inc.<br>| 1435591 | &nbsp;&nbsp;25094131 |
|  | IF Bancorp, Inc. | 982 | &nbsp;&nbsp;26632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Independent Bank <br>Corp. (IBCP US)<br>| 29563 | &nbsp;&nbsp;1039139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Independent Bank <br>Corp. (INDB US)<br>| 68941 | &nbsp;&nbsp;5569054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Interactive Brokers <br>Group, Inc., <br>Class A<br>| 115077 | &nbsp;&nbsp;8616966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intercontinental <br>Exchange, Inc.<br>| 251052 | &nbsp;&nbsp;43627817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International <br>Bancshares Corp.<br>| 110465 | &nbsp;&nbsp;7692783 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;International Money <br>Express, Inc.<br>| 51139 | &nbsp;&nbsp;790609 |
|  | Invesco Ltd. | 298712 | &nbsp;&nbsp;8151850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Investar Holding <br>Corp.<br>| 1261 | &nbsp;&nbsp;35875 |
|  | Investors Title Co. | 2716 | &nbsp;&nbsp;704585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jack Henry & <br>Associates, Inc.<br>| 65836 | &nbsp;&nbsp;11798470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jackson Financial, <br>Inc., Class A<br>| 67326 | &nbsp;&nbsp;8006408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;James River Group <br>Holdings, Inc.<br>| 48400 | &nbsp;&nbsp;324764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Janus Henderson <br>Group PLC<br>| 189838 | &nbsp;&nbsp;9136903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jefferies Financial <br>Group, Inc.<br>| 335621 | &nbsp;&nbsp;20533293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & <br>Co.<br>| 2017907 | &nbsp;&nbsp;617257572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kearny Financial <br>Corp.<br>| 84156 | &nbsp;&nbsp;655575 |
|  | Kemper Corp. | 70144 | &nbsp;&nbsp;2764375 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kentucky First Federal <br>Bancorp<br>| 6573 | &nbsp;&nbsp;29644 |
| \* | Kestrel Group Ltd. | 9925 | &nbsp;&nbsp;117810 |
|  | KeyCorp | 699616 | &nbsp;&nbsp;15055736 |
|  | Kingstone Cos., Inc. | 931 | &nbsp;&nbsp;14384 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kinsale Capital Group, <br>Inc.<br>| 25262 | &nbsp;&nbsp;$10000721 |
|  | KKR & Co., Inc. | 223300 | &nbsp;&nbsp;25514258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lake Shore Bancorp, <br>Inc.<br>| 4842 | &nbsp;&nbsp;74131 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Lakeland Financial <br>Corp.<br>| 36728 | &nbsp;&nbsp;2188989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Landmark Bancorp, <br>Inc.<br>| 8367 | &nbsp;&nbsp;225825 |
|  | Lazard, Inc. | 62191 | &nbsp;&nbsp;3340901 |
|  | LCNB Corp. | 10519 | &nbsp;&nbsp;179980 |
| \* | LendingClub Corp. | 170419 | &nbsp;&nbsp;2881785 |
| \* | LendingTree, Inc. | 10934 | &nbsp;&nbsp;619520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lincoln National <br>Corp.<br>| 211801 | &nbsp;&nbsp;8813040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Live Oak Bancshares, <br>Inc.<br>| 50583 | &nbsp;&nbsp;2021297 |
|  | Loews Corp. | 227665 | &nbsp;&nbsp;24034594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LPL Financial <br>Holdings, Inc.<br>| 88990 | &nbsp;&nbsp;32436855 |
|  | M&T Bank Corp. | 98280 | &nbsp;&nbsp;21775900 |
|  | Magyar Bancorp, Inc. | 5872 | &nbsp;&nbsp;103465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MainStreet <br>Bancshares, Inc.<br>| 2310 | &nbsp;&nbsp;49457 |
| \* | Markel Group, Inc. | 10873 | &nbsp;&nbsp;22187879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MarketAxess <br>Holdings, Inc.<br>| 26420 | &nbsp;&nbsp;4471057 |
|  | MarketWise, Inc. | 706 | &nbsp;&nbsp;11684 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Marqeta, Inc., <br>Class A<br>| 396658 | &nbsp;&nbsp;1638198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marsh & McLennan <br>Cos., Inc.<br>| 286589 | &nbsp;&nbsp;53933184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mastercard, Inc., <br>Class A<br>| 475606 | &nbsp;&nbsp;256251757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mechanics Bancorp, <br>Class A<br>| 14705 | &nbsp;&nbsp;220428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mercantile Bank <br>Corp.<br>| 28300 | &nbsp;&nbsp;1471034 |
| # | Merchants Bancorp | 22081 | &nbsp;&nbsp;915478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mercury General <br>Corp.<br>| 79904 | &nbsp;&nbsp;6998791 |
|  | Meridian Corp. | 12316 | &nbsp;&nbsp;233142 |
|  | MetLife, Inc. | 464343 | &nbsp;&nbsp;36627376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Metrocity Bankshares, <br>Inc.<br>| 6183 | &nbsp;&nbsp;174175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Bank <br>Holding Corp.<br>| 4704 | &nbsp;&nbsp;435590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MGIC Investment <br>Corp.<br>| 321345 | &nbsp;&nbsp;8650607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mid Penn Bancorp, <br>Inc.<br>| 17986 | &nbsp;&nbsp;593358 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Middlefield Banc <br>Corp.<br>| 11702 | &nbsp;&nbsp;392485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Midland States <br>Bancorp, Inc.<br>| 24656 | &nbsp;&nbsp;563390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MidWestOne Financial <br>Group, Inc.<br>| 30215 | &nbsp;&nbsp;1399559 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Moelis & Co., Class A | 39666 | &nbsp;&nbsp;$2842862 |
|  | Moody's Corp. | 83692 | &nbsp;&nbsp;43148247 |
|  | Morgan Stanley | 864182 | &nbsp;&nbsp;157972470 |
|  | Morningstar, Inc. | 62099 | &nbsp;&nbsp;12549587 |
|  | MSCI, Inc. | 37836 | &nbsp;&nbsp;23050448 |
|  | MVB Financial Corp. | 15895 | &nbsp;&nbsp;448875 |
|  | Nasdaq, Inc. | 376167 | &nbsp;&nbsp;36446821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Bank <br>Holdings Corp., <br>Class A<br>| 76201 | &nbsp;&nbsp;3061756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Bankshares, <br>Inc.<br>| 4012 | &nbsp;&nbsp;146077 |
|  | Navient Corp. | 230281 | &nbsp;&nbsp;2259057 |
|  | NB Bancorp, Inc. | 2213 | &nbsp;&nbsp;48066 |
|  | NBT Bancorp, Inc. | 83684 | &nbsp;&nbsp;3718080 |
| \* | NCR Atleos Corp. | 106323 | &nbsp;&nbsp;3965848 |
|  | Nelnet, Inc., Class A | 45933 | &nbsp;&nbsp;6058563 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NerdWallet, Inc., <br>Class A<br>| 49576 | &nbsp;&nbsp;597887 |
| \* | NI Holdings, Inc. | 21302 | &nbsp;&nbsp;290133 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nicolet Bankshares, <br>Inc.<br>| 21309 | &nbsp;&nbsp;3110688 |
| \* | NMI Holdings, Inc. | 111594 | &nbsp;&nbsp;4320920 |
|  | Northeast Bank | 12320 | &nbsp;&nbsp;1419634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northeast Community <br>Bancorp, Inc.<br>| 5283 | &nbsp;&nbsp;124679 |
|  | Northern Trust Corp. | 177762 | &nbsp;&nbsp;26562976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northfield Bancorp, <br>Inc.<br>| 53181 | &nbsp;&nbsp;655190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northrim BanCorp, <br>Inc.<br>| 31812 | &nbsp;&nbsp;749491 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Northwest <br>Bancshares, Inc.<br>| 207360 | &nbsp;&nbsp;2670797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Norwood Financial <br>Corp.<br>| 11373 | &nbsp;&nbsp;346080 |
|  | Oak Valley Bancorp | 12060 | &nbsp;&nbsp;385317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OceanFirst Financial <br>Corp.<br>| 85641 | &nbsp;&nbsp;1605769 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Octave Specialty <br>Group, Inc.<br>| 51615 | &nbsp;&nbsp;292657 |
|  | OFG Bancorp | 84093 | &nbsp;&nbsp;3388948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ohio Valley Banc <br>Corp.<br>| 6853 | &nbsp;&nbsp;282001 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Old Market Capital <br>Corp.<br>| 9421 | &nbsp;&nbsp;33562 |
| # | Old National Bancorp | 387660 | &nbsp;&nbsp;9470534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Old Republic <br>International Corp.<br>| 490431 | &nbsp;&nbsp;19210182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Old Second Bancorp, <br>Inc.<br>| 67237 | &nbsp;&nbsp;1333982 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;OneMain Holdings, <br>Inc.<br>| 195249 | &nbsp;&nbsp;12796619 |
| \* | Onity Group, Inc. | 12198 | &nbsp;&nbsp;551594 |
|  | OP Bancorp | 8984 | &nbsp;&nbsp;125596 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oportun Financial <br>Corp.<br>| 5702 | &nbsp;&nbsp;30905 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oppenheimer <br>Holdings, Inc., <br>Class A<br>| 13697 | &nbsp;&nbsp;$1150959 |
|  | OppFi, Inc. | 11031 | &nbsp;&nbsp;105015 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;OptimumBank <br>Holdings, Inc.<br>| 1636 | &nbsp;&nbsp;7706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orange County <br>Bancorp, Inc.<br>| 1054 | &nbsp;&nbsp;32484 |
|  | Origin Bancorp, Inc. | 34591 | &nbsp;&nbsp;1481533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orrstown Financial <br>Services, Inc.<br>| 28617 | &nbsp;&nbsp;1030784 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oscar Health, Inc., <br>Class A<br>| 85169 | &nbsp;&nbsp;1222175 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Palomar Holdings, <br>Inc.<br>| 30502 | &nbsp;&nbsp;3769742 |
| # | Park National Corp. | 25617 | &nbsp;&nbsp;4174034 |
|  | Parke Bancorp, Inc. | 18265 | &nbsp;&nbsp;498817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pathfinder Bancorp, <br>Inc.<br>| 4141 | &nbsp;&nbsp;56649 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Pathward Financial, <br>Inc.<br>| 43350 | &nbsp;&nbsp;3914071 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Paymentus Holdings, <br>Inc., Class A<br>| 50142 | &nbsp;&nbsp;1340296 |
| \* | Payoneer Global, Inc. | 304948 | &nbsp;&nbsp;1948618 |
|  | PayPal Holdings, Inc. | 508576 | &nbsp;&nbsp;26796869 |
| \* | Paysafe Ltd. | 57165 | &nbsp;&nbsp;392152 |
| \* | Paysign, Inc. | 2408 | &nbsp;&nbsp;10041 |
|  | PCB Bancorp | 16051 | &nbsp;&nbsp;360184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Peapack-Gladstone <br>Financial Corp.<br>| 26514 | &nbsp;&nbsp;841024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PennyMac Financial <br>Services, Inc.<br>| 74787 | &nbsp;&nbsp;7472717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Peoples Bancorp of <br>North Carolina, Inc.<br>| 9657 | &nbsp;&nbsp;353736 |
|  | Peoples Bancorp, Inc. | 41491 | &nbsp;&nbsp;1349287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Peoples Financial <br>Services Corp.<br>| 7247 | &nbsp;&nbsp;377569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Perella Weinberg <br>Partners<br>| 11067 | &nbsp;&nbsp;246905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pinnacle Financial <br>Partners, Inc.<br>| 207255 | &nbsp;&nbsp;19707878 |
| \* | Pioneer Bancorp, Inc. | 15046 | &nbsp;&nbsp;212901 |
|  | Piper Sandler Cos. | 19535 | &nbsp;&nbsp;6765947 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;PJT Partners, Inc., <br>Class A<br>| 15737 | &nbsp;&nbsp;2722973 |
|  | Plumas Bancorp | 10140 | &nbsp;&nbsp;508115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PNC Financial <br>Services Group, <br>Inc.<br>| 220907 | &nbsp;&nbsp;49328533 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ponce Financial <br>Group, Inc.<br>| 24784 | &nbsp;&nbsp;415876 |
|  | Popular, Inc. | 151172 | &nbsp;&nbsp;20185997 |
| \* | PRA Group, Inc. | 40558 | &nbsp;&nbsp;518737 |
| # | Preferred Bank | 24887 | &nbsp;&nbsp;2134558 |
|  | Primerica, Inc. | 55100 | &nbsp;&nbsp;14493504 |
|  | Primis Financial Corp. | 36156 | &nbsp;&nbsp;487383 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Princeton Bancorp, <br>Inc.<br>| 10139 | &nbsp;&nbsp;$367336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Principal Financial <br>Group, Inc.<br>| 241425 | &nbsp;&nbsp;22867776 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Priority Technology <br>Holdings, Inc.<br>| 4161 | &nbsp;&nbsp;24591 |
| \* | ProAssurance Corp. | 5544 | &nbsp;&nbsp;134276 |
|  | PROG Holdings, Inc. | 101882 | &nbsp;&nbsp;3305052 |
|  | Progressive Corp. | 220073 | &nbsp;&nbsp;45775184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prosperity <br>Bancshares, Inc.<br>| 106783 | &nbsp;&nbsp;7369095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Provident Financial <br>Holdings, Inc.<br>| 12923 | &nbsp;&nbsp;208836 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Provident Financial <br>Services, Inc.<br>| 159300 | &nbsp;&nbsp;3526902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prudential Financial, <br>Inc.<br>| 402962 | &nbsp;&nbsp;44773108 |
|  | QCR Holdings, Inc. | 33505 | &nbsp;&nbsp;3024161 |
|  | Radian Group, Inc. | 132571 | &nbsp;&nbsp;4361586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raymond James <br>Financial, Inc.<br>| 178408 | &nbsp;&nbsp;29590751 |
|  | RBB Bancorp | 24513 | &nbsp;&nbsp;508400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Red River <br>Bancshares, Inc.<br>| 1695 | &nbsp;&nbsp;140787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Regional Management <br>Corp.<br>| 13974 | &nbsp;&nbsp;517737 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Regions Financial <br>Corp.<br>| 863394 | &nbsp;&nbsp;24606729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reinsurance Group of <br>America, Inc., <br>Class A<br>| 75722 | &nbsp;&nbsp;15352635 |
| \* | Remitly Global, Inc. | 115011 | &nbsp;&nbsp;1520445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RenaissanceRe <br>Holdings Ltd.<br>| 62334 | &nbsp;&nbsp;17559488 |
|  | Renasant Corp. | 155324 | &nbsp;&nbsp;5857268 |
| \* | Repay Holdings Corp. | 101114 | &nbsp;&nbsp;352888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Republic Bancorp, <br>Inc., Class A<br>| 30079 | &nbsp;&nbsp;2184036 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rhinebeck Bancorp, <br>Inc.<br>| 4151 | &nbsp;&nbsp;48318 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Richmond Mutual <br>BanCorp, Inc.<br>| 8015 | &nbsp;&nbsp;112450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Riverview Bancorp, <br>Inc.<br>| 49214 | &nbsp;&nbsp;254436 |
|  | RLI Corp. | 105900 | &nbsp;&nbsp;6187737 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Robinhood Markets, <br>Inc., Class A<br>| 179508 | &nbsp;&nbsp;17857456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rocket Cos., Inc., <br>Class A<br>| 267859 | &nbsp;&nbsp;4802712 |
|  | S&P Global, Inc. | 114228 | &nbsp;&nbsp;60288396 |
|  | S&T Bancorp, Inc. | 53810 | &nbsp;&nbsp;2294458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Safety Insurance <br>Group, Inc.<br>| 24070 | &nbsp;&nbsp;1894309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SB Financial Group, <br>Inc.<br>| 8465 | &nbsp;&nbsp;193256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seacoast Banking <br>Corp. of Florida<br>| 94819 | &nbsp;&nbsp;3170747 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Security National <br>Financial Corp., <br>Class A<br>| 33154 | &nbsp;&nbsp;$292418 |
|  | SEI Investments Co. | 206798 | &nbsp;&nbsp;18167204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Selective Insurance <br>Group, Inc.<br>| 86909 | &nbsp;&nbsp;7307309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ServisFirst <br>Bancshares, Inc.<br>| 78587 | &nbsp;&nbsp;6432346 |
| \* | Sezzle, Inc. | 4969 | &nbsp;&nbsp;314240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shore Bancshares, <br>Inc.<br>| 37751 | &nbsp;&nbsp;716136 |
|  | Sierra Bancorp | 20685 | &nbsp;&nbsp;732456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Silvercrest Asset <br>Management <br>Group, Inc., <br>Class A<br>| 14147 | &nbsp;&nbsp;208527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Simmons First <br>National Corp., <br>Class A<br>| 252973 | &nbsp;&nbsp;5142941 |
| \* | SiriusPoint Ltd. | 222153 | &nbsp;&nbsp;4534143 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Skyward Specialty <br>Insurance Group, <br>Inc.<br>| 25393 | &nbsp;&nbsp;1133036 |
|  | SLM Corp. | 598418 | &nbsp;&nbsp;16247049 |
|  | SmartFinancial, Inc. | 18942 | &nbsp;&nbsp;756165 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;SoFi Technologies, <br>Inc.<br>| 1061098 | &nbsp;&nbsp;24203645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sound Financial <br>Bancorp, Inc.<br>| 3278 | &nbsp;&nbsp;143904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;South Plains <br>Financial, Inc.<br>| 6125 | &nbsp;&nbsp;255167 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Southern First <br>Bancshares, Inc.<br>| 7643 | &nbsp;&nbsp;419906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Missouri <br>Bancorp, Inc.<br>| 11863 | &nbsp;&nbsp;742268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southside <br>Bancshares, Inc.<br>| 30424 | &nbsp;&nbsp;979349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southstate Bank <br>Corp.<br>| 90081 | &nbsp;&nbsp;9217989 |
|  | SR Bancorp, Inc. | 691 | &nbsp;&nbsp;11498 |
|  | State Street Corp. | 216340 | &nbsp;&nbsp;28310252 |
|  | Stellar Bancorp, Inc. | 52785 | &nbsp;&nbsp;1960435 |
| \*†† | Sterling Bancorp, Inc. | 40006 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stewart Information <br>Services Corp.<br>| 52841 | &nbsp;&nbsp;3563069 |
|  | Stifel Financial Corp. | 161601 | &nbsp;&nbsp;19925403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stock Yards Bancorp, <br>Inc.<br>| 49299 | &nbsp;&nbsp;3337049 |
| #\* | StoneX Group, Inc. | 80902 | &nbsp;&nbsp;9082059 |
| \* | Summit State Bank | 8370 | &nbsp;&nbsp;114502 |
|  | SWK Holdings Corp. | 4164 | &nbsp;&nbsp;72870 |
|  | Synchrony Financial | 518669 | &nbsp;&nbsp;37670929 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;T. Rowe Price Group, <br>Inc.<br>| 187586 | &nbsp;&nbsp;19824088 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Texas Capital <br>Bancshares, Inc.<br>| 72980 | &nbsp;&nbsp;7383387 |
| # | TFS Financial Corp. | 204438 | &nbsp;&nbsp;2877465 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Third Coast <br>Bancshares, Inc.<br>| 2238 | &nbsp;&nbsp;$90773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Timberland Bancorp, <br>Inc.<br>| 12366 | &nbsp;&nbsp;481532 |
|  | Tiptree, Inc. | 63187 | &nbsp;&nbsp;1129784 |
| \* | Toast, Inc., Class A | 176961 | &nbsp;&nbsp;5505257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tompkins Financial <br>Corp.<br>| 15365 | &nbsp;&nbsp;1231044 |
|  | Towne Bank | 71691 | &nbsp;&nbsp;2509185 |
|  | TPG, Inc. | 19050 | &nbsp;&nbsp;1122235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tradeweb Markets, <br>Inc., Class A<br>| 37514 | &nbsp;&nbsp;3866568 |
|  | Travelers Cos., Inc. | 240920 | &nbsp;&nbsp;68544149 |
|  | TriCo Bancshares | 45509 | &nbsp;&nbsp;2267258 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Triumph Financial, <br>Inc.<br>| 34188 | &nbsp;&nbsp;2156921 |
|  | Truist Financial Corp. | 630411 | &nbsp;&nbsp;32415734 |
| \* | Trupanion, Inc. | 8654 | &nbsp;&nbsp;276841 |
|  | TrustCo Bank Corp. | 25938 | &nbsp;&nbsp;1125709 |
|  | Trustmark Corp. | 107353 | &nbsp;&nbsp;4564650 |
| \* | TWFG, Inc. | 825 | &nbsp;&nbsp;20617 |
|  | U.S. Bancorp | 804562 | &nbsp;&nbsp;45143974 |
|  | UMB Financial Corp. | 119588 | &nbsp;&nbsp;15204418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Bankshares, <br>Inc.<br>| 1379 | &nbsp;&nbsp;34323 |
|  | United Bancorp, Inc. | 5663 | &nbsp;&nbsp;78716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Bancshares, <br>Inc.<br>| 2225 | &nbsp;&nbsp;89578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Bankshares, <br>Inc.<br>| 141305 | &nbsp;&nbsp;5981441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Community <br>Banks, Inc.<br>| 119338 | &nbsp;&nbsp;4108807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Fire Group, <br>Inc.<br>| 36707 | &nbsp;&nbsp;1319250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Security <br>Bancshares<br>| 17660 | &nbsp;&nbsp;189668 |
|  | Unity Bancorp, Inc. | 16677 | &nbsp;&nbsp;899891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Insurance <br>Holdings, Inc.<br>| 56453 | &nbsp;&nbsp;1718994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Univest Financial <br>Corp.<br>| 45663 | &nbsp;&nbsp;1513272 |
|  | Unum Group | 278536 | &nbsp;&nbsp;21160380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;USCB Financial <br>Holdings, Inc.<br>| 8121 | &nbsp;&nbsp;153081 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Valley National <br>Bancorp<br>| 617849 | &nbsp;&nbsp;7698399 |
|  | Value Line, Inc. | 6620 | &nbsp;&nbsp;248118 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Velocity Financial, <br>Inc.<br>| 13161 | &nbsp;&nbsp;267037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Victory Capital <br>Holdings, Inc., <br>Class A<br>| 50567 | &nbsp;&nbsp;3566490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Virginia National <br>Bankshares Corp.<br>| 2069 | &nbsp;&nbsp;84663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Virtu Financial, Inc., <br>Class A<br>| 105266 | &nbsp;&nbsp;4369592 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Virtus Investment <br>Partners, Inc.<br>| 9718 | &nbsp;&nbsp;$1586463 |
|  | Visa, Inc., Class A | 804437 | &nbsp;&nbsp;258891960 |
|  | Voya Financial, Inc. | 180752 | &nbsp;&nbsp;13856448 |
| # | W.R. Berkley Corp. | 331934 | &nbsp;&nbsp;22764034 |
|  | WaFd, Inc. | 114826 | &nbsp;&nbsp;3745624 |
|  | Walker & Dunlop, Inc. | 49007 | &nbsp;&nbsp;3082050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Washington Trust <br>Bancorp, Inc.<br>| 23010 | &nbsp;&nbsp;790854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Waterstone Financial, <br>Inc.<br>| 38477 | &nbsp;&nbsp;703744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Webster Financial <br>Corp.<br>| 289654 | &nbsp;&nbsp;19050544 |
|  | Wells Fargo & Co. | 1780126 | &nbsp;&nbsp;161083602 |
|  | WesBanco, Inc. | 153360 | &nbsp;&nbsp;5412074 |
|  | West BanCorp, Inc. | 24714 | &nbsp;&nbsp;586463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westamerica <br>BanCorp<br>| 39960 | &nbsp;&nbsp;2021177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Western Alliance <br>Bancorp<br>| 158330 | &nbsp;&nbsp;14115119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Western New England <br>Bancorp, Inc.<br>| 34064 | &nbsp;&nbsp;457480 |
| # | Western Union Co. | 281587 | &nbsp;&nbsp;2638470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westwood Holdings <br>Group, Inc.<br>| 17313 | &nbsp;&nbsp;317001 |
| \* | WEX, Inc. | 43370 | &nbsp;&nbsp;6674643 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;White Mountains <br>Insurance Group <br>Ltd.<br>| 5834 | &nbsp;&nbsp;11930122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Willis Towers Watson <br>PLC<br>| 83987 | &nbsp;&nbsp;26663353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wintrust Financial <br>Corp.<br>| 113340 | &nbsp;&nbsp;16716517 |
| # | WisdomTree, Inc. | 215970 | &nbsp;&nbsp;3498714 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;World Acceptance <br>Corp.<br>| 8181 | &nbsp;&nbsp;991946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WSFS Financial <br>Corp.<br>| 76839 | &nbsp;&nbsp;4973788 |
|  | WVS Financial Corp. | 803 | &nbsp;&nbsp;10832 |
|  | Zions Bancorp NA | 261363 | &nbsp;&nbsp;15658257 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | &nbsp;&nbsp;6067986921 |
| HEALTH CARE — (8.6%) | HEALTH CARE — (8.6%) | HEALTH CARE — (8.6%) | HEALTH CARE — (8.6%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;10X Genomics, Inc., <br>Class A<br>| 62083 | &nbsp;&nbsp;1254077 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;4D Molecular <br>Therapeutics, Inc.<br>| 3893 | &nbsp;&nbsp;34492 |
| †† | 89bio, Inc. | 157 | &nbsp;&nbsp;53 |
|  | Abbott Laboratories | 744265 | &nbsp;&nbsp;81348165 |
|  | AbbVie, Inc. | 1068364 | &nbsp;&nbsp;238255856 |
| †† | Abiomed, Inc. | 26621 | &nbsp;&nbsp;415554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ABVC BioPharma, <br>Inc.<br>| 1901 | &nbsp;&nbsp;3840 |
| \* | AC Immune SA | 4217 | &nbsp;&nbsp;13452 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Acadia Healthcare <br>Co., Inc.<br>| 84251 | &nbsp;&nbsp;1132333 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ACADIA <br>Pharmaceuticals, <br>Inc.<br>| 87262 | &nbsp;&nbsp;$2192894 |
| \* | Accendra Health, Inc. | 5950 | &nbsp;&nbsp;13150 |
|  | Acme United Corp. | 4368 | &nbsp;&nbsp;182539 |
| \* | AdaptHealth Corp. | 100531 | &nbsp;&nbsp;1010337 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Adaptive <br>Biotechnologies <br>Corp.<br>| 167739 | &nbsp;&nbsp;3103172 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Addus HomeCare <br>Corp.<br>| 26989 | &nbsp;&nbsp;2792822 |
| \* | ADMA Biologics, Inc. | 181251 | &nbsp;&nbsp;3135642 |
| †† | Aduro Biotech, Inc. | 7016 | &nbsp;&nbsp;2666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Agilent Technologies, <br>Inc.<br>| 129989 | &nbsp;&nbsp;17399028 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Agios <br>Pharmaceuticals, <br>Inc.<br>| 26081 | &nbsp;&nbsp;715663 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Akero Therapeutics, <br>Inc.<br>| 2451 | &nbsp;&nbsp;1593 |
| †† | Albireo Pharma, Inc. | 28723 | &nbsp;&nbsp;183253 |
| \* | Align Technology, Inc. | 25063 | &nbsp;&nbsp;4086021 |
| #\* | Alkermes PLC | 113702 | &nbsp;&nbsp;3853361 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alnylam <br>Pharmaceuticals, <br>Inc.<br>| 27542 | &nbsp;&nbsp;9310849 |
|  | Amgen, Inc. | 373973 | &nbsp;&nbsp;127853889 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AMN Healthcare <br>Services, Inc.<br>| 39319 | &nbsp;&nbsp;837495 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amneal <br>Pharmaceuticals, <br>Inc.<br>| 256978 | &nbsp;&nbsp;3515459 |
| \* | AngioDynamics, Inc. | 51215 | &nbsp;&nbsp;530587 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ANI Pharmaceuticals, <br>Inc.<br>| 29556 | &nbsp;&nbsp;2419159 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Anika Therapeutics, <br>Inc.<br>| 11355 | &nbsp;&nbsp;104807 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Apellis <br>Pharmaceuticals, <br>Inc.<br>| 740 | &nbsp;&nbsp;16709 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arcturus Therapeutics <br>Holdings, Inc.<br>| 2644 | &nbsp;&nbsp;19751 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arcus Biosciences, <br>Inc.<br>| 107774 | &nbsp;&nbsp;2267565 |
| \* | Artivion, Inc. | 51118 | &nbsp;&nbsp;2084081 |
| \* | Astrana Health, Inc. | 27144 | &nbsp;&nbsp;617255 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Atea Pharmaceuticals, <br>Inc.<br>| 81300 | &nbsp;&nbsp;344712 |
| \* | AtriCure, Inc. | 25643 | &nbsp;&nbsp;946996 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aura Biosciences, <br>Inc.<br>| 4130 | &nbsp;&nbsp;23128 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Avalo Therapeutics, <br>Inc.<br>| 137 | &nbsp;&nbsp;2070 |
| \* | Avanos Medical, Inc. | 39135 | &nbsp;&nbsp;521278 |
| \* | Axogen, Inc. | 26196 | &nbsp;&nbsp;912931 |
| \* | Aytu BioPharma, Inc. | 4100 | &nbsp;&nbsp;10660 |
| #\* | Azenta, Inc. | 54207 | &nbsp;&nbsp;2107568 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Baxter International, <br>Inc.<br>| 25489 | &nbsp;&nbsp;$511564 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Beam Therapeutics, <br>Inc.<br>| 94145 | &nbsp;&nbsp;2600285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Becton Dickinson & <br>Co.<br>| 121029 | &nbsp;&nbsp;24626981 |
| \* | BioAge Labs, Inc. | 3137 | &nbsp;&nbsp;59572 |
| \* | Biogen, Inc. | 62495 | &nbsp;&nbsp;11242226 |
| \* | BioLife Solutions, Inc. | 65997 | &nbsp;&nbsp;1438735 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BioMarin <br>Pharmaceutical, <br>Inc.<br>| 131942 | &nbsp;&nbsp;7460001 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bio-Rad Laboratories, <br>Inc., Class A<br>| 21633 | &nbsp;&nbsp;6353612 |
| \* | Biote Corp., Class A | 41723 | &nbsp;&nbsp;87201 |
|  | Bio-Techne Corp. | 109077 | &nbsp;&nbsp;6990745 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bioventus, Inc., <br>Class A<br>| 3840 | &nbsp;&nbsp;30451 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Black Diamond <br>Therapeutics, Inc.<br>| 10335 | &nbsp;&nbsp;25734 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Boston Scientific <br>Corp.<br>| 530072 | &nbsp;&nbsp;49577634 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bridgebio Pharma, <br>Inc.<br>| 33653 | &nbsp;&nbsp;2600367 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BrightSpring Health <br>Services, Inc.<br>| 17746 | &nbsp;&nbsp;696885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bristol-Myers Squibb <br>Co.<br>| 1064307 | &nbsp;&nbsp;58590100 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Brookdale Senior <br>Living, Inc.<br>| 260066 | &nbsp;&nbsp;3900990 |
| # | Bruker Corp. | 211954 | &nbsp;&nbsp;9387443 |
|  | Cardinal Health, Inc. | 214638 | &nbsp;&nbsp;46121413 |
| \* | CareDx, Inc. | 5895 | &nbsp;&nbsp;121142 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Caribou Biosciences, <br>Inc.<br>| 19868 | &nbsp;&nbsp;28014 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cassava Sciences, <br>Inc.<br>| 7285 | &nbsp;&nbsp;14497 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Castle Biosciences, <br>Inc.<br>| 42913 | &nbsp;&nbsp;1690343 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Catalyst <br>Pharmaceuticals, <br>Inc.<br>| 139794 | &nbsp;&nbsp;3396994 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Celldex Therapeutics, <br>Inc.<br>| 8289 | &nbsp;&nbsp;203909 |
|  | Cencora, Inc. | 130545 | &nbsp;&nbsp;46894375 |
| \* | Centene Corp. | 360439 | &nbsp;&nbsp;15614218 |
| #\* | Certara, Inc. | 152896 | &nbsp;&nbsp;1343956 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Champions Oncology, <br>Inc.<br>| 1709 | &nbsp;&nbsp;12493 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Charles River <br>Laboratories <br>International, Inc.<br>| 37147 | &nbsp;&nbsp;7818701 |
|  | Chemed Corp. | 17465 | &nbsp;&nbsp;7460000 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Chinook Therapeutics, <br>Inc.<br>| 54163 | &nbsp;&nbsp;0 |
|  | Cigna Group | 195864 | &nbsp;&nbsp;53688281 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Collegium <br>Pharmaceutical, <br>Inc.<br>| 62704 | &nbsp;&nbsp;$2879368 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Community Health <br>Systems, Inc.<br>| 103911 | &nbsp;&nbsp;333554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Concentra Group <br>Holdings Parent, <br>Inc.<br>| 165955 | &nbsp;&nbsp;3680882 |
|  | CONMED Corp. | 29806 | &nbsp;&nbsp;1144252 |
| #\* | Cooper Cos., Inc. | 142493 | &nbsp;&nbsp;11596080 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Corbus <br>Pharmaceuticals <br>Holdings, Inc.<br>| 2374 | &nbsp;&nbsp;19633 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Corcept Therapeutics, <br>Inc.<br>| 59859 | &nbsp;&nbsp;2386578 |
| \* | CorVel Corp. | 66490 | &nbsp;&nbsp;4629699 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Coya Therapeutics, <br>Inc.<br>| 1715 | &nbsp;&nbsp;7975 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;CRISPR Therapeutics <br>AG<br>| 89596 | &nbsp;&nbsp;4476216 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cross Country <br>Healthcare, Inc.<br>| 52782 | &nbsp;&nbsp;491928 |
| \* | CryoPort, Inc. | 30800 | &nbsp;&nbsp;292908 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cullinan Therapeutics, <br>Inc.<br>| 5848 | &nbsp;&nbsp;69942 |
|  | CVS Health Corp. | 436665 | &nbsp;&nbsp;32540276 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cytek Biosciences, <br>Inc.<br>| 130829 | &nbsp;&nbsp;654145 |
|  | Danaher Corp. | 249608 | &nbsp;&nbsp;54636695 |
| #\* | DaVita, Inc. | 129575 | &nbsp;&nbsp;14167731 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Day One <br>Biopharmaceuticals, <br>Inc.<br>| 21852 | &nbsp;&nbsp;243868 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Definitive Healthcare <br>Corp.<br>| 17550 | &nbsp;&nbsp;40716 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Denali Therapeutics, <br>Inc.<br>| 86144 | &nbsp;&nbsp;1872771 |
|  | Dentsply Sirona, Inc. | 17052 | &nbsp;&nbsp;212638 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Design Therapeutics, <br>Inc.<br>| 2582 | &nbsp;&nbsp;26362 |
| \* | Dexcom, Inc. | 130167 | &nbsp;&nbsp;9507398 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Doximity, Inc., <br>Class A<br>| 91374 | &nbsp;&nbsp;3423784 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dynavax Technologies <br>Corp.<br>| 0 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Edgewise <br>Therapeutics, Inc.<br>| 11496 | &nbsp;&nbsp;323612 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Edwards Lifesciences <br>Corp.<br>| 212366 | &nbsp;&nbsp;17278098 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Elanco Animal Health, <br>Inc.<br>| 463016 | &nbsp;&nbsp;11149425 |
| \* | Electromed, Inc. | 5226 | &nbsp;&nbsp;156101 |
| # | Elevance Health, Inc. | 134124 | &nbsp;&nbsp;46372032 |
|  | Eli Lilly & Co. | 443641 | &nbsp;&nbsp;460122263 |
|  | Embecta Corp. | 27265 | &nbsp;&nbsp;289282 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Emergent <br>BioSolutions, Inc.<br>| 24773 | &nbsp;&nbsp;280926 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Enanta <br>Pharmaceuticals, <br>Inc.<br>| 4018 | &nbsp;&nbsp;$51832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Encompass Health <br>Corp.<br>| 158931 | &nbsp;&nbsp;15023747 |
| \* | Enhabit, Inc. | 61784 | &nbsp;&nbsp;656764 |
| #\* | Enovis Corp. | 42015 | &nbsp;&nbsp;926011 |
|  | Ensign Group, Inc. | 66668 | &nbsp;&nbsp;11444229 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Envista Holdings <br>Corp.<br>| 196801 | &nbsp;&nbsp;4618919 |
| \* | Exact Sciences Corp. | 105127 | &nbsp;&nbsp;10758697 |
| \* | Exelixis, Inc. | 293390 | &nbsp;&nbsp;12134610 |
| \* | FONAR Corp. | 11430 | &nbsp;&nbsp;213055 |
| \* | Fortrea Holdings, Inc. | 85008 | &nbsp;&nbsp;1428984 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fulcrum Therapeutics, <br>Inc.<br>| 58652 | &nbsp;&nbsp;629336 |
| \* | Fulgent Genetics, Inc. | 37350 | &nbsp;&nbsp;978570 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GE HealthCare <br>Technologies, Inc.<br>| 222641 | &nbsp;&nbsp;17581960 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GeneDx Holdings <br>Corp.<br>| 3818 | &nbsp;&nbsp;367521 |
|  | Gilead Sciences, Inc. | 815631 | &nbsp;&nbsp;115778820 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Globus Medical, Inc., <br>Class A<br>| 49926 | &nbsp;&nbsp;4527290 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GoodRx Holdings, <br>Inc., Class A<br>| 44838 | &nbsp;&nbsp;101782 |
| \* | GRAIL, Inc. | 8622 | &nbsp;&nbsp;843404 |
| \* | Guardant Health, Inc. | 10606 | &nbsp;&nbsp;1209508 |
| \* | Haemonetics Corp. | 71921 | &nbsp;&nbsp;4794254 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Halozyme <br>Therapeutics, Inc.<br>| 82351 | &nbsp;&nbsp;5905390 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Harmony Biosciences <br>Holdings, Inc.<br>| 63429 | &nbsp;&nbsp;2316427 |
| \* | Harrow, Inc. | 10642 | &nbsp;&nbsp;435683 |
| # | HCA Healthcare, Inc. | 86178 | &nbsp;&nbsp;42078132 |
| \* | HealthEquity, Inc. | 85129 | &nbsp;&nbsp;7293001 |
|  | HealthStream, Inc. | 34603 | &nbsp;&nbsp;771301 |
| \* | Henry Schein, Inc. | 128422 | &nbsp;&nbsp;9693293 |
| \* | Hologic, Inc. | 142635 | &nbsp;&nbsp;10687641 |
|  | Humana, Inc. | 72492 | &nbsp;&nbsp;14150438 |
| \* | ICU Medical, Inc. | 18960 | &nbsp;&nbsp;2842104 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ideaya Biosciences, <br>Inc.<br>| 13801 | &nbsp;&nbsp;444254 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IDEXX Laboratories, <br>Inc.<br>| 40087 | &nbsp;&nbsp;26876730 |
| \* | Illumina, Inc. | 38119 | &nbsp;&nbsp;5520012 |
| \* | ImmuCell Corp. | 450 | &nbsp;&nbsp;2709 |
| \* | Incyte Corp. | 88053 | &nbsp;&nbsp;8811464 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Indivior <br>Pharmaceuticals, <br>Inc.<br>| 41146 | &nbsp;&nbsp;1455745 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;InfuSystem Holdings, <br>Inc.<br>| 25741 | &nbsp;&nbsp;212621 |
| \* | Innoviva, Inc. | 107568 | &nbsp;&nbsp;2151360 |
| \* | Inogen, Inc. | 2700 | &nbsp;&nbsp;15930 |
| \* | Insmed, Inc. | 45567 | &nbsp;&nbsp;7148095 |
| \* | Instil Bio, Inc. | 1052 | &nbsp;&nbsp;7427 |
| \* | Insulet Corp. | 35750 | &nbsp;&nbsp;9145208 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Integer Holdings <br>Corp.<br>| 41547 | &nbsp;&nbsp;$3608772 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Integra LifeSciences <br>Holdings Corp.<br>| 42689 | &nbsp;&nbsp;475555 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Intellia Therapeutics, <br>Inc.<br>| 13300 | &nbsp;&nbsp;174895 |
| \* | Intuitive Surgical, Inc. | 100052 | &nbsp;&nbsp;50448219 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ionis Pharmaceuticals, <br>Inc.<br>| 23995 | &nbsp;&nbsp;1983667 |
| \* | IQVIA Holdings, Inc. | 122306 | &nbsp;&nbsp;28148726 |
|  | iRadimed Corp. | 6081 | &nbsp;&nbsp;595208 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;iTeos Therapeutics, <br>Inc.<br>| 39881 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jazz Pharmaceuticals <br>PLC<br>| 48686 | &nbsp;&nbsp;8008360 |
|  | Johnson & Johnson | 1283312 | &nbsp;&nbsp;291632652 |
| #\* | Joint Corp. | 22463 | &nbsp;&nbsp;219688 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kewaunee Scientific <br>Corp.<br>| 4457 | &nbsp;&nbsp;176230 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kezar Life Sciences, <br>Inc.<br>| 1823 | &nbsp;&nbsp;11066 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kiniksa <br>Pharmaceuticals <br>International PLC<br>| 45370 | &nbsp;&nbsp;1992650 |
| #\* | Krystal Biotech, Inc. | 27604 | &nbsp;&nbsp;7708141 |
| \* | Kura Oncology, Inc. | 19776 | &nbsp;&nbsp;160581 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kymera Therapeutics, <br>Inc.<br>| 27712 | &nbsp;&nbsp;2014385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Labcorp Holdings, <br>Inc.<br>| 92172 | &nbsp;&nbsp;25026541 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lantheus Holdings, <br>Inc.<br>| 112621 | &nbsp;&nbsp;7536597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LeMaitre Vascular, <br>Inc.<br>| 23375 | &nbsp;&nbsp;1986174 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;LENZ Therapeutics, <br>Inc.<br>| 4214 | &nbsp;&nbsp;66665 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Lexeo Therapeutics, <br>Inc.<br>| 86226 | &nbsp;&nbsp;638935 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LifeStance Health <br>Group, Inc.<br>| 114281 | &nbsp;&nbsp;807967 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Ligand <br>Pharmaceuticals, <br>Inc.<br>| 21237 | &nbsp;&nbsp;4079628 |
| \* | LivaNova PLC | 50265 | &nbsp;&nbsp;3302913 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lyell Immunopharma, <br>Inc.<br>| 1241 | &nbsp;&nbsp;29784 |
| \* | MannKind Corp. | 204404 | &nbsp;&nbsp;1181455 |
| \* | MaxCyte, Inc. | 25520 | &nbsp;&nbsp;23142 |
|  | McKesson Corp. | 60185 | &nbsp;&nbsp;50026374 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Medpace Holdings, <br>Inc.<br>| 22289 | &nbsp;&nbsp;12982897 |
|  | Medtronic PLC | 435456 | &nbsp;&nbsp;44834550 |
|  | Merck & Co., Inc. | 1090882 | &nbsp;&nbsp;120291558 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Merit Medical <br>Systems, Inc.<br>| 63458 | &nbsp;&nbsp;5145809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mesa Laboratories, <br>Inc.<br>| 3066 | &nbsp;&nbsp;241478 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mettler-Toledo <br>International, Inc.<br>| 10670 | &nbsp;&nbsp;$14652471 |
| \* | MiMedx Group, Inc. | 9037 | &nbsp;&nbsp;46179 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Mirati Therapeutics, <br>Inc.<br>| 10076 | &nbsp;&nbsp;30026 |
| # | Moderna, Inc. | 0 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Molina Healthcare, <br>Inc.<br>| 66098 | &nbsp;&nbsp;11870540 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Monte Rosa <br>Therapeutics, Inc.<br>| 10955 | &nbsp;&nbsp;224797 |
| \* | Myriad Genetics, Inc. | 62736 | &nbsp;&nbsp;352576 |
| \* | Natera, Inc. | 47271 | &nbsp;&nbsp;10926219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National HealthCare <br>Corp.<br>| 22322 | &nbsp;&nbsp;3194501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Research <br>Corp.<br>| 16853 | &nbsp;&nbsp;342790 |
| \* | NeoGenomics, Inc. | 122534 | &nbsp;&nbsp;1477760 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Neoleukin <br>Therapeutics, Inc.<br>| 3638 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Neumora <br>Therapeutics, Inc.<br>| 7610 | &nbsp;&nbsp;15144 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Neurocrine <br>Biosciences, Inc.<br>| 63518 | &nbsp;&nbsp;8642259 |
| \* | NextCure, Inc. | 1047 | &nbsp;&nbsp;11360 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Niagen Bioscience, <br>Inc.<br>| 29503 | &nbsp;&nbsp;176723 |
| #\* | Nutex Health, Inc. | 1001 | &nbsp;&nbsp;148939 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Olema <br>Pharmaceuticals, <br>Inc.<br>| 56634 | &nbsp;&nbsp;1456626 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp;OmniAb, Inc. <br>(2200963D US)<br>| 12217 | &nbsp;&nbsp;0 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp;OmniAb, Inc. <br>(2200964D US)<br>| 12217 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;OmniAb, Inc. (OABI <br>UQ)<br>| 75115 | &nbsp;&nbsp;136709 |
| \* | Omnicell, Inc. | 49140 | &nbsp;&nbsp;2383290 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Opiant <br>Pharmaceuticals, <br>Inc.<br>| 3087 | &nbsp;&nbsp;0 |
| \* | OptimizeRx Corp. | 1149 | &nbsp;&nbsp;12363 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Option Care Health, <br>Inc.<br>| 101207 | &nbsp;&nbsp;3441038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oramed <br>Pharmaceuticals, <br>Inc.<br>| 3131 | &nbsp;&nbsp;10551 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;OraSure <br>Technologies, Inc.<br>| 103715 | &nbsp;&nbsp;289365 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Organogenesis <br>Holdings, Inc.<br>| 5753 | &nbsp;&nbsp;23012 |
|  | Organon & Co. | 46976 | &nbsp;&nbsp;401175 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ORIC <br>Pharmaceuticals, <br>Inc.<br>| 11220 | &nbsp;&nbsp;115117 |
| \* | Orthofix Medical, Inc. | 2980 | &nbsp;&nbsp;39425 |
| \* | OrthoPediatrics Corp. | 27387 | &nbsp;&nbsp;478177 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Biosciences of <br>California, Inc.<br>| 90801 | &nbsp;&nbsp;$205210 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pacira BioSciences, <br>Inc.<br>| 60619 | &nbsp;&nbsp;1245114 |
| \* | Passage Bio, Inc. | 293 | &nbsp;&nbsp;3370 |
| #\*†† | PDL BioPharma, Inc. | 309383 | &nbsp;&nbsp;129941 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pediatrix Medical <br>Group, Inc.<br>| 76071 | &nbsp;&nbsp;1626398 |
| \* | Pennant Group, Inc. | 34381 | &nbsp;&nbsp;949603 |
| \* | Penumbra, Inc. | 20663 | &nbsp;&nbsp;7400867 |
| \* | PepGen, Inc. | 800 | &nbsp;&nbsp;4104 |
|  | Perrigo Co. PLC | 41781 | &nbsp;&nbsp;593708 |
| \* | Personalis, Inc. | 17005 | &nbsp;&nbsp;159337 |
|  | Pfizer, Inc. | 2188080 | &nbsp;&nbsp;57852835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Phibro Animal Health <br>Corp., Class A<br>| 34077 | &nbsp;&nbsp;1368192 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Poseida Therapeutics, <br>Inc.<br>| 24504 | &nbsp;&nbsp;12252 |
| \* | Precipio, Inc. | 614 | &nbsp;&nbsp;15068 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Prelude Therapeutics, <br>Inc.<br>| 4982 | &nbsp;&nbsp;9217 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Prestige Consumer <br>Healthcare, Inc.<br>| 69177 | &nbsp;&nbsp;4459841 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Privia Health Group, <br>Inc.<br>| 58752 | &nbsp;&nbsp;1364221 |
| #\* | Pro-Dex, Inc. | 5042 | &nbsp;&nbsp;197798 |
| \* | Progyny, Inc. | 51291 | &nbsp;&nbsp;1224316 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Protagonist <br>Therapeutics, Inc.<br>| 3412 | &nbsp;&nbsp;279102 |
| \* | Prothena Corp. PLC | 31179 | &nbsp;&nbsp;274687 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PTC Therapeutics, <br>Inc.<br>| 46890 | &nbsp;&nbsp;3541602 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Puma Biotechnology, <br>Inc.<br>| 15715 | &nbsp;&nbsp;101833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Quest Diagnostics, <br>Inc.<br>| 150109 | &nbsp;&nbsp;28074886 |
| #\* | QuidelOrtho Corp. | 35900 | &nbsp;&nbsp;975403 |
| \* | RadNet, Inc. | 72530 | &nbsp;&nbsp;5084353 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rafael Holdings, Inc., <br>Class B<br>| 19697 | &nbsp;&nbsp;22849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Regeneron <br>Pharmaceuticals, <br>Inc.<br>| 43042 | &nbsp;&nbsp;31913491 |
| \* | REGENXBIO, Inc. | 24250 | &nbsp;&nbsp;270630 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Relay Therapeutics, <br>Inc.<br>| 53160 | &nbsp;&nbsp;407206 |
| \* | Repligen Corp. | 40491 | &nbsp;&nbsp;6048141 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Replimune Group, <br>Inc.<br>| 19995 | &nbsp;&nbsp;140565 |
|  | ResMed, Inc. | 75280 | &nbsp;&nbsp;19445577 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Revolution Medicines, <br>Inc.<br>| 57467 | &nbsp;&nbsp;5571426 |
| # | Revvity, Inc. | 91972 | &nbsp;&nbsp;10006554 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rigel <br>Pharmaceuticals, <br>Inc.<br>| 14324 | &nbsp;&nbsp;499335 |
| \* | Roivant Sciences Ltd. | 467974 | &nbsp;&nbsp;10117598 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Royalty Pharma PLC, <br>Class A<br>| 217913 | &nbsp;&nbsp;$9082614 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sagimet Biosciences, <br>Inc., Class A<br>| 4643 | &nbsp;&nbsp;26326 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sarepta Therapeutics, <br>Inc.<br>| 0 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Select Medical <br>Holdings Corp.<br>| 181233 | &nbsp;&nbsp;2727557 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sensus Healthcare, <br>Inc.<br>| 11506 | &nbsp;&nbsp;59026 |
| \* | Shattuck Labs, Inc. | 2713 | &nbsp;&nbsp;10499 |
| \* | SI-BONE, Inc. | 13687 | &nbsp;&nbsp;226930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SIGA Technologies, <br>Inc.<br>| 85268 | &nbsp;&nbsp;571296 |
| \* | Sight Sciences, Inc. | 34102 | &nbsp;&nbsp;214161 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Solid Biosciences, <br>Inc.<br>| 9317 | &nbsp;&nbsp;60188 |
| \* | Solventum Corp. | 58329 | &nbsp;&nbsp;4489583 |
| \* | Sotera Health Co. | 178857 | &nbsp;&nbsp;3240889 |
| \* | STAAR Surgical Co. | 43651 | &nbsp;&nbsp;827186 |
|  | STERIS PLC | 80675 | &nbsp;&nbsp;21185255 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Stoke Therapeutics, <br>Inc.<br>| 3108 | &nbsp;&nbsp;94297 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Strata Critical Medical, <br>Inc.<br>| 74071 | &nbsp;&nbsp;361466 |
|  | Stryker Corp. | 132755 | &nbsp;&nbsp;49060938 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Summit Therapeutics, <br>Inc.<br>| 14032 | &nbsp;&nbsp;203183 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Supernus <br>Pharmaceuticals, <br>Inc.<br>| 86307 | &nbsp;&nbsp;4156545 |
| #\* | Surgery Partners, Inc. | 63450 | &nbsp;&nbsp;942867 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tactile Systems <br>Technology, Inc.<br>| 29936 | &nbsp;&nbsp;863953 |
| \* | Talkspace, Inc. | 98422 | &nbsp;&nbsp;397625 |
| #\* | Teladoc Health, Inc. | 101350 | &nbsp;&nbsp;552358 |
|  | Teleflex, Inc. | 34639 | &nbsp;&nbsp;3615272 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tenax Therapeutics, <br>Inc.<br>| 2835 | &nbsp;&nbsp;35466 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tenet Healthcare <br>Corp.<br>| 132668 | &nbsp;&nbsp;25111399 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Terns <br>Pharmaceuticals, <br>Inc.<br>| 63889 | &nbsp;&nbsp;2210559 |
| \* | TG Therapeutics, Inc. | 24848 | &nbsp;&nbsp;731277 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Theravance <br>Biopharma, Inc.<br>| 51361 | &nbsp;&nbsp;972777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thermo Fisher <br>Scientific, Inc.<br>| 135704 | &nbsp;&nbsp;78519691 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Third Harmonic Bio, <br>Inc.<br>| 1616 | &nbsp;&nbsp;48 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;TransMedics Group, <br>Inc.<br>| 14881 | &nbsp;&nbsp;1993682 |
| \* | TruBridge, Inc. | 1910 | &nbsp;&nbsp;36959 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Twist Bioscience <br>Corp.<br>| 6828 | &nbsp;&nbsp;280426 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;U.S. Physical <br>Therapy, Inc.<br>| 20660 | &nbsp;&nbsp;$1732754 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;UFP Technologies, <br>Inc.<br>| 8567 | &nbsp;&nbsp;2151516 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Unicycive <br>Therapeutics, Inc.<br>| 3063 | &nbsp;&nbsp;18286 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;United Therapeutics <br>Corp.<br>| 56215 | &nbsp;&nbsp;26392380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group, <br>Inc.<br>| 387096 | &nbsp;&nbsp;111069455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Health <br>Services, Inc., <br>Class B<br>| 102722 | &nbsp;&nbsp;20673830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Utah Medical <br>Products, Inc.<br>| 4622 | &nbsp;&nbsp;282219 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vanda <br>Pharmaceuticals, <br>Inc.<br>| 72794 | &nbsp;&nbsp;548867 |
| \* | Varex Imaging Corp. | 42929 | &nbsp;&nbsp;598430 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Veeva Systems, Inc., <br>Class A<br>| 48960 | &nbsp;&nbsp;9983923 |
| \* | Veracyte, Inc. | 121850 | &nbsp;&nbsp;4640048 |
| \* | Vericel Corp. | 20530 | &nbsp;&nbsp;738669 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vertex <br>Pharmaceuticals, <br>Inc.<br>| 80251 | &nbsp;&nbsp;37709945 |
|  | Viatris, Inc. | 540186 | &nbsp;&nbsp;7071035 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vir Biotechnology, <br>Inc.<br>| 29791 | &nbsp;&nbsp;221645 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Voyager Therapeutics, <br>Inc.<br>| 46714 | &nbsp;&nbsp;182185 |
| \* | Waters Corp. | 51456 | &nbsp;&nbsp;19075768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;West Pharmaceutical <br>Services, Inc.<br>| 49175 | &nbsp;&nbsp;11365326 |
| \* | Xencor, Inc. | 68045 | &nbsp;&nbsp;822664 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Xenon <br>Pharmaceuticals, <br>Inc.<br>| 31320 | &nbsp;&nbsp;1284433 |
| \* | XOMA Royalty Corp. | 6905 | &nbsp;&nbsp;177182 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zevra Therapeutics, <br>Inc.<br>| 21806 | &nbsp;&nbsp;196254 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Zimmer Biomet <br>Holdings, Inc.<br>| 137828 | &nbsp;&nbsp;12000684 |
|  | Zoetis, Inc. | 257028 | &nbsp;&nbsp;32082235 |
| \* | Zymeworks, Inc. | 62006 | &nbsp;&nbsp;1396995 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | &nbsp;&nbsp;3386843220 |
| INDUSTRIALS — (12.4%) | INDUSTRIALS — (12.4%) | INDUSTRIALS — (12.4%) | INDUSTRIALS — (12.4%) |
|  | 3M Co. | 240181 | &nbsp;&nbsp;36786122 |
| # | A.O. Smith Corp. | 163105 | &nbsp;&nbsp;11986586 |
| # | AAON, Inc. | 103073 | &nbsp;&nbsp;9385827 |
| #\* | AAR Corp. | 57780 | &nbsp;&nbsp;6119480 |
| # | ABM Industries, Inc. | 113043 | &nbsp;&nbsp;5204500 |
|  | ACCO Brands Corp. | 98566 | &nbsp;&nbsp;385393 |
|  | Acuity, Inc. | 51134 | &nbsp;&nbsp;15812678 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ACV Auctions, Inc., <br>Class A<br>| 59553 | &nbsp;&nbsp;465109 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Drainage <br>Systems, Inc.<br>| 119804 | &nbsp;&nbsp;$18215000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aebi Schmidt Holding <br>AG<br>| 45339 | &nbsp;&nbsp;663763 |
|  | AECOM | 151570 | &nbsp;&nbsp;14615895 |
| #\* | AeroVironment, Inc. | 4644 | &nbsp;&nbsp;1292843 |
| \* | AerSale Corp. | 6644 | &nbsp;&nbsp;49764 |
| # | AGCO Corp. | 148539 | &nbsp;&nbsp;16845808 |
| \* | Air Industries Group | 3217 | &nbsp;&nbsp;10648 |
|  | Alamo Group, Inc. | 17430 | &nbsp;&nbsp;3404253 |
| \* | Alaska Air Group, Inc. | 131785 | &nbsp;&nbsp;6698632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Albany International <br>Corp., Class A<br>| 34727 | &nbsp;&nbsp;1927001 |
|  | Alight, Inc., Class A | 40257 | &nbsp;&nbsp;61593 |
| #\* | Allegiant Travel Co. | 19667 | &nbsp;&nbsp;1743086 |
|  | Allegion PLC | 89351 | &nbsp;&nbsp;14777762 |
|  | Allient, Inc. | 23164 | &nbsp;&nbsp;1413236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Allison Transmission <br>Holdings, Inc.<br>| 196572 | &nbsp;&nbsp;21367376 |
| \* | Alpha Pro Tech Ltd. | 8900 | &nbsp;&nbsp;44856 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amentum Holdings, <br>Inc.<br>| 97420 | &nbsp;&nbsp;3485688 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Ameresco, Inc., <br>Class A<br>| 45056 | &nbsp;&nbsp;1412055 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Airlines <br>Group, Inc.<br>| 299766 | &nbsp;&nbsp;3986888 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American <br>Superconductor <br>Corp.<br>| 26353 | &nbsp;&nbsp;788482 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Woodmark <br>Corp.<br>| 20961 | &nbsp;&nbsp;1244874 |
|  | AMETEK, Inc. | 153531 | &nbsp;&nbsp;34387873 |
| \* | API Group Corp. | 190963 | &nbsp;&nbsp;7938332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apogee Enterprises, <br>Inc.<br>| 23480 | &nbsp;&nbsp;871812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Applied Industrial <br>Technologies, Inc.<br>| 42933 | &nbsp;&nbsp;11180183 |
|  | ArcBest Corp. | 32002 | &nbsp;&nbsp;2887220 |
|  | Arcosa, Inc. | 70560 | &nbsp;&nbsp;8077003 |
|  | Argan, Inc. | 26464 | &nbsp;&nbsp;9185919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Armstrong World <br>Industries, Inc.<br>| 57332 | &nbsp;&nbsp;10534182 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Art's-Way <br>Manufacturing Co., <br>Inc.<br>| 1471 | &nbsp;&nbsp;3766 |
|  | Astec Industries, Inc. | 27151 | &nbsp;&nbsp;1322797 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Astronics Corp. <br>(ATRO US)<br>| 32863 | &nbsp;&nbsp;2489372 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Astronics Corp. <br>(ATROB US), <br>Class B<br>| 10587 | &nbsp;&nbsp;805353 |
| \* | ATI, Inc. | 185772 | &nbsp;&nbsp;22348372 |
|  | Atkore, Inc. | 61884 | &nbsp;&nbsp;4297844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atmus Filtration <br>Technologies, Inc.<br>| 39370 | &nbsp;&nbsp;2282279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Automatic Data <br>Processing, Inc.<br>| 276301 | &nbsp;&nbsp;68196613 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Avis Budget Group, <br>Inc.<br>| 8659 | &nbsp;&nbsp;$995698 |
| #\* | Axon Enterprise, Inc. | 24976 | &nbsp;&nbsp;12077894 |
|  | AZZ, Inc. | 35146 | &nbsp;&nbsp;4368296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barrett Business <br>Services, Inc.<br>| 29493 | &nbsp;&nbsp;1120734 |
|  | BGSF, Inc. | 17473 | &nbsp;&nbsp;100120 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bloom Energy Corp., <br>Class A<br>| 177 | &nbsp;&nbsp;26792 |
| \* | Blue Bird Corp. | 27011 | &nbsp;&nbsp;1358923 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BlueLinx Holdings, <br>Inc.<br>| 8572 | &nbsp;&nbsp;596268 |
| \* | Boeing Co. | 293933 | &nbsp;&nbsp;68698021 |
|  | Boise Cascade Co. | 56470 | &nbsp;&nbsp;4563341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Booz Allen Hamilton <br>Holding Corp.<br>| 115544 | &nbsp;&nbsp;10216400 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bowman Consulting <br>Group Ltd.<br>| 1831 | &nbsp;&nbsp;63774 |
|  | Brady Corp., Class A | 67794 | &nbsp;&nbsp;5862147 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BrightView Holdings, <br>Inc.<br>| 85940 | &nbsp;&nbsp;1148158 |
|  | Brink's Co. | 50805 | &nbsp;&nbsp;6454267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Broadridge Financial <br>Solutions, Inc.<br>| 77537 | &nbsp;&nbsp;15283318 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Builders FirstSource, <br>Inc.<br>| 194534 | &nbsp;&nbsp;22254690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BWX Technologies, <br>Inc.<br>| 115982 | &nbsp;&nbsp;23826182 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Byrna Technologies, <br>Inc.<br>| 6356 | &nbsp;&nbsp;87141 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CACI International, <br>Inc., Class A<br>| 36024 | &nbsp;&nbsp;22355774 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cadeler AS (CDLR <br>US), ADR<br>| 25545 | &nbsp;&nbsp;610526 |
|  | Cadre Holdings, Inc. | 24457 | &nbsp;&nbsp;978525 |
| # | Carlisle Cos., Inc. | 46864 | &nbsp;&nbsp;15975469 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Carpenter Technology <br>Corp.<br>| 75127 | &nbsp;&nbsp;23877614 |
|  | Carrier Global Corp. | 471222 | &nbsp;&nbsp;28075407 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Casella Waste <br>Systems, Inc., <br>Class A<br>| 21820 | &nbsp;&nbsp;2201202 |
|  | Caterpillar, Inc. | 395971 | &nbsp;&nbsp;260295497 |
| #\* | CBIZ, Inc. | 26669 | &nbsp;&nbsp;1049425 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CECO Environmental <br>Corp.<br>| 67908 | &nbsp;&nbsp;4579036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CH Robinson <br>Worldwide, Inc.<br>| 109709 | &nbsp;&nbsp;21387770 |
| \* | Chart Industries, Inc. | 36180 | &nbsp;&nbsp;7501561 |
| #\* | Cimpress PLC | 17085 | &nbsp;&nbsp;1351253 |
|  | Cintas Corp. | 170603 | &nbsp;&nbsp;32651708 |
|  | Civeo Corp. | 16117 | &nbsp;&nbsp;408082 |
| #\* | Clarivate PLC | 138803 | &nbsp;&nbsp;367828 |
| \* | Clean Harbors, Inc. | 97410 | &nbsp;&nbsp;25317833 |
|  | CNH Industrial NV | 1060418 | &nbsp;&nbsp;11410098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Columbus McKinnon <br>Corp.<br>| 27958 | &nbsp;&nbsp;589355 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comfort Systems <br>USA, Inc.<br>| 28673 | &nbsp;&nbsp;$32747433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CompX International, <br>Inc.<br>| 5126 | &nbsp;&nbsp;119436 |
|  | Concentrix Corp. | 4095 | &nbsp;&nbsp;152948 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Concrete Pumping <br>Holdings, Inc.<br>| 40204 | &nbsp;&nbsp;232379 |
| \* | Conduent, Inc. | 195035 | &nbsp;&nbsp;271099 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Construction Partners, <br>Inc., Class A<br>| 46525 | &nbsp;&nbsp;5112167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Copa Holdings SA, <br>Class A<br>| 22910 | &nbsp;&nbsp;3124924 |
| \* | Copart, Inc. | 353405 | &nbsp;&nbsp;14341175 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Core & Main, Inc., <br>Class A<br>| 103686 | &nbsp;&nbsp;5532685 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Costamare Bulkers <br>Holdings Ltd.<br>| 41465 | &nbsp;&nbsp;685416 |
|  | Costamare, Inc. | 249679 | &nbsp;&nbsp;4189614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Covenant Logistics <br>Group, Inc.<br>| 73858 | &nbsp;&nbsp;1816907 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp;CPI Aerostructures, <br>Inc.<br>| 3017 | &nbsp;&nbsp;11766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CRA International, <br>Inc.<br>| 13210 | &nbsp;&nbsp;2495897 |
|  | Crane Co. | 66290 | &nbsp;&nbsp;12107206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CSG Systems <br>International, Inc.<br>| 32255 | &nbsp;&nbsp;2572336 |
|  | CSW Industrials, Inc. | 19724 | &nbsp;&nbsp;5325086 |
|  | CSX Corp. | 1531212 | &nbsp;&nbsp;57818565 |
|  | Cummins, Inc. | 101469 | &nbsp;&nbsp;58732287 |
|  | Curtiss-Wright Corp. | 37136 | &nbsp;&nbsp;24386840 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Custom Truck One <br>Source, Inc.<br>| 12189 | &nbsp;&nbsp;77034 |
|  | Deere & Co. | 172280 | &nbsp;&nbsp;90963840 |
|  | Delta Air Lines, Inc. | 567330 | &nbsp;&nbsp;37381374 |
| # | Deluxe Corp. | 58984 | &nbsp;&nbsp;1557178 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Distribution Solutions <br>Group, Inc.<br>| 37916 | &nbsp;&nbsp;1076435 |
| \* | DLH Holdings Corp. | 17762 | &nbsp;&nbsp;101421 |
| \* | DNOW, Inc. | 276137 | &nbsp;&nbsp;4194521 |
|  | Donaldson Co., Inc. | 202054 | &nbsp;&nbsp;20597385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Douglas Dynamics, <br>Inc.<br>| 33855 | &nbsp;&nbsp;1275656 |
|  | Dover Corp. | 119770 | &nbsp;&nbsp;24132457 |
| \* | Ducommun, Inc. | 28421 | &nbsp;&nbsp;3221520 |
| \* | DXP Enterprises, Inc. | 18046 | &nbsp;&nbsp;2346882 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dycom Industries, <br>Inc.<br>| 46917 | &nbsp;&nbsp;17096086 |
|  | Eastern Co. | 10629 | &nbsp;&nbsp;198762 |
|  | Eaton Corp. PLC | 173614 | &nbsp;&nbsp;61011432 |
|  | EMCOR Group, Inc. | 41862 | &nbsp;&nbsp;30171199 |
|  | Emerson Electric Co. | 239422 | &nbsp;&nbsp;35185457 |
| \* | Energy Recovery, Inc. | 40044 | &nbsp;&nbsp;584242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enerpac Tool Group <br>Corp.<br>| 60742 | &nbsp;&nbsp;2451547 |
|  | EnerSys | 56009 | &nbsp;&nbsp;10092262 |
|  | Ennis, Inc. | 33077 | &nbsp;&nbsp;644671 |
|  | Enpro, Inc. | 22794 | &nbsp;&nbsp;5442751 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Enviri Corp. | 118080 | &nbsp;&nbsp;$2234074 |
|  | Equifax, Inc. | 63541 | &nbsp;&nbsp;12797157 |
|  | Esab Corp. | 69874 | &nbsp;&nbsp;8461741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ESCO Technologies, <br>Inc.<br>| 44193 | &nbsp;&nbsp;10083517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Espey Mfg. & <br>Electronics Corp.<br>| 1489 | &nbsp;&nbsp;78723 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Everus Construction <br>Group, Inc.<br>| 67329 | &nbsp;&nbsp;5957943 |
|  | EVI Industries, Inc. | 100 | &nbsp;&nbsp;2570 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ExlService Holdings, <br>Inc.<br>| 167057 | &nbsp;&nbsp;6540282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Expeditors <br>International of <br>Washington, Inc.<br>| 196003 | &nbsp;&nbsp;31466322 |
|  | Exponent, Inc. | 50240 | &nbsp;&nbsp;3610749 |
|  | Fastenal Co. | 883668 | &nbsp;&nbsp;38315844 |
| # | Federal Signal Corp. | 69987 | &nbsp;&nbsp;7564895 |
|  | FedEx Corp. | 207996 | &nbsp;&nbsp;67026711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ferguson Enterprises, <br>Inc.<br>| 158657 | &nbsp;&nbsp;40054546 |
|  | Flowserve Corp. | 106106 | &nbsp;&nbsp;8292184 |
| \* | Fluor Corp. | 148053 | &nbsp;&nbsp;6838568 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Forrester Research, <br>Inc.<br>| 3324 | &nbsp;&nbsp;26958 |
|  | Fortive Corp. | 219909 | &nbsp;&nbsp;11613394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fortune Brands <br>Innovations, Inc.<br>| 128804 | &nbsp;&nbsp;6968296 |
| \* | Franklin Covey Co. | 13297 | &nbsp;&nbsp;270860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Franklin Electric Co., <br>Inc.<br>| 51229 | &nbsp;&nbsp;5103433 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;FreightCar America, <br>Inc.<br>| 4172 | &nbsp;&nbsp;48020 |
|  | FTAI Aviation Ltd. | 38186 | &nbsp;&nbsp;10398812 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;FTAI Infrastructure, <br>Inc.<br>| 11714 | &nbsp;&nbsp;68175 |
| \* | FTI Consulting, Inc. | 35537 | &nbsp;&nbsp;6207248 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gates Industrial Corp. <br>PLC<br>| 108211 | &nbsp;&nbsp;2491017 |
|  | GATX Corp. | 62963 | &nbsp;&nbsp;11453599 |
|  | GE Vernova, Inc. | 87657 | &nbsp;&nbsp;63671415 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Genco Shipping & <br>Trading Ltd.<br>| 64108 | &nbsp;&nbsp;1339857 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gencor Industries, <br>Inc.<br>| 17967 | &nbsp;&nbsp;257647 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Generac Holdings, <br>Inc.<br>| 65769 | &nbsp;&nbsp;11051823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Dynamics <br>Corp.<br>| 131153 | &nbsp;&nbsp;46046507 |
|  | General Electric Co. | 350629 | &nbsp;&nbsp;107569471 |
|  | Genpact Ltd. | 292097 | &nbsp;&nbsp;12881478 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gibraltar Industries, <br>Inc.<br>| 51225 | &nbsp;&nbsp;2625794 |
|  | Global Industrial Co. | 39446 | &nbsp;&nbsp;1205470 |
|  | Gorman-Rupp Co. | 45308 | &nbsp;&nbsp;2468833 |
|  | Graco, Inc. | 126975 | &nbsp;&nbsp;11088727 |
| \* | Graham Corp. | 11938 | &nbsp;&nbsp;834705 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Granite Construction, <br>Inc.<br>| 57914 | &nbsp;&nbsp;$6992536 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Great Lakes Dredge & <br>Dock Corp.<br>| 149519 | &nbsp;&nbsp;2239795 |
|  | Greenbrier Cos., Inc. | 44435 | &nbsp;&nbsp;2240413 |
|  | Griffon Corp. | 60536 | &nbsp;&nbsp;4930657 |
| \* | GXO Logistics, Inc. | 164712 | &nbsp;&nbsp;9321052 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hayward Holdings, <br>Inc.<br>| 129601 | &nbsp;&nbsp;2091760 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Healthcare Services <br>Group, Inc.<br>| 30469 | &nbsp;&nbsp;573427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heartland Express, <br>Inc.<br>| 29435 | &nbsp;&nbsp;296999 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;HEICO Corp. (HEI <br>US)<br>| 28002 | &nbsp;&nbsp;9266142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HEICO Corp. (HEIA <br>US), Class A<br>| 34159 | &nbsp;&nbsp;8696540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Helios Technologies, <br>Inc.<br>| 36854 | &nbsp;&nbsp;2387402 |
|  | Herc Holdings, Inc. | 62312 | &nbsp;&nbsp;8931802 |
| # | Hexcel Corp. | 117669 | &nbsp;&nbsp;9744170 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hillman Solutions <br>Corp.<br>| 106790 | &nbsp;&nbsp;1000622 |
|  | HireQuest, Inc. | 1136 | &nbsp;&nbsp;12757 |
| # | HNI Corp. | 85710 | &nbsp;&nbsp;4096081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Honeywell <br>International, Inc.<br>| 366579 | &nbsp;&nbsp;83404054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Howmet Aerospace, <br>Inc.<br>| 219796 | &nbsp;&nbsp;45735152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hub Group, Inc., <br>Class A<br>| 87153 | &nbsp;&nbsp;4146740 |
|  | Hubbell, Inc. | 53722 | &nbsp;&nbsp;26213113 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hudson Technologies, <br>Inc.<br>| 52997 | &nbsp;&nbsp;379988 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Huntington Ingalls <br>Industries, Inc.<br>| 67951 | &nbsp;&nbsp;28574075 |
| \* | Hurco Cos., Inc. | 6927 | &nbsp;&nbsp;114573 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Huron Consulting <br>Group, Inc.<br>| 44531 | &nbsp;&nbsp;7525739 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hyliion Holdings <br>Corp.<br>| 13144 | &nbsp;&nbsp;26945 |
|  | Hyster-Yale, Inc. | 14752 | &nbsp;&nbsp;493454 |
| \* | IBEX Holdings Ltd. | 825 | &nbsp;&nbsp;30690 |
|  | ICF International, Inc. | 25324 | &nbsp;&nbsp;2361463 |
|  | IDEX Corp. | 54755 | &nbsp;&nbsp;10871605 |
| #\* | IES Holdings, Inc. | 16492 | &nbsp;&nbsp;6271743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Illinois Tool Works, <br>Inc.<br>| 209372 | &nbsp;&nbsp;54700529 |
|  | Ingersoll Rand, Inc. | 284769 | &nbsp;&nbsp;24515763 |
| \* | Innodata, Inc. | 7154 | &nbsp;&nbsp;396618 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Innovative Solutions & <br>Support, Inc.<br>| 18819 | &nbsp;&nbsp;347963 |
|  | Insperity, Inc. | 30882 | &nbsp;&nbsp;1319588 |
|  | Insteel Industries, Inc. | 27905 | &nbsp;&nbsp;924772 |
|  | Interface, Inc. | 84005 | &nbsp;&nbsp;2643637 |
|  | ITT, Inc. | 125865 | &nbsp;&nbsp;22945190 |
|  | Jacobs Solutions, Inc. | 91834 | &nbsp;&nbsp;12421467 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Janus International <br>Group, Inc.<br>| 88715 | &nbsp;&nbsp;$608585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JB Hunt Transport <br>Services, Inc.<br>| 107434 | &nbsp;&nbsp;21779020 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;JELD-WEN Holding, <br>Inc.<br>| 37499 | &nbsp;&nbsp;101997 |
| #\* | JetBlue Airways Corp. | 317007 | &nbsp;&nbsp;1543824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Controls <br>International PLC<br>| 429175 | &nbsp;&nbsp;51183410 |
| # | Kadant, Inc. | 13833 | &nbsp;&nbsp;4440946 |
|  | Karat Packaging, Inc. | 2625 | &nbsp;&nbsp;64234 |
|  | KBR, Inc. | 245783 | &nbsp;&nbsp;10521970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kelly Services, Inc., <br>Class A<br>| 39368 | &nbsp;&nbsp;424781 |
| # | Kennametal, Inc. | 92060 | &nbsp;&nbsp;3165943 |
|  | Kforce, Inc. | 31319 | &nbsp;&nbsp;1106500 |
| \* | Kirby Corp. | 91815 | &nbsp;&nbsp;10802953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Knight-Swift <br>Transportation <br>Holdings, Inc.<br>| 262535 | &nbsp;&nbsp;14465679 |
|  | Korn Ferry | 75091 | &nbsp;&nbsp;5216572 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kratos Defense & <br>Security Solutions, <br>Inc.<br>| 224693 | &nbsp;&nbsp;23145626 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;L.B. Foster Co., <br>Class A<br>| 19519 | &nbsp;&nbsp;586546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;L3Harris <br>Technologies, Inc.<br>| 112435 | &nbsp;&nbsp;38548340 |
|  | Landstar System, Inc. | 56527 | &nbsp;&nbsp;8442873 |
| \* | Legalzoom.com, Inc. | 62750 | &nbsp;&nbsp;557848 |
|  | Leidos Holdings, Inc. | 123636 | &nbsp;&nbsp;23278186 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Lennox International, <br>Inc.<br>| 30964 | &nbsp;&nbsp;15329657 |
|  | Leonardo DRS, Inc. | 12806 | &nbsp;&nbsp;525814 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Limbach Holdings, <br>Inc.<br>| 15171 | &nbsp;&nbsp;1304403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lincoln Electric <br>Holdings, Inc.<br>| 71248 | &nbsp;&nbsp;18905657 |
|  | Lindsay Corp. | 15041 | &nbsp;&nbsp;1884186 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liquidity Services, <br>Inc.<br>| 49831 | &nbsp;&nbsp;1594592 |
| \* | Loar Holdings, Inc. | 14324 | &nbsp;&nbsp;982340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lockheed Martin <br>Corp.<br>| 185891 | &nbsp;&nbsp;117895790 |
|  | LSI Industries, Inc. | 48177 | &nbsp;&nbsp;1065193 |
|  | Luxfer Holdings PLC | 30675 | &nbsp;&nbsp;464420 |
| \* | Lyft, Inc., Class A | 180136 | &nbsp;&nbsp;3038894 |
| \* | Manitowoc Co., Inc. | 55367 | &nbsp;&nbsp;715342 |
|  | ManpowerGroup, Inc. | 11134 | &nbsp;&nbsp;404498 |
|  | Marten Transport Ltd. | 118631 | &nbsp;&nbsp;1459161 |
|  | Masco Corp. | 170498 | &nbsp;&nbsp;11268213 |
| \* | MasTec, Inc. | 98161 | &nbsp;&nbsp;23605757 |
| \* | Mastech Digital, Inc. | 14713 | &nbsp;&nbsp;102108 |
| \* | Masterbrand, Inc. | 170387 | &nbsp;&nbsp;2065090 |
| \* | Matrix Service Co. | 40462 | &nbsp;&nbsp;579416 |
|  | Matson, Inc. | 48999 | &nbsp;&nbsp;7854540 |
|  | Maximus, Inc. | 79392 | &nbsp;&nbsp;7497780 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mayville Engineering <br>Co., Inc.<br>| 30534 | &nbsp;&nbsp;$598466 |
|  | McGrath RentCorp | 11013 | &nbsp;&nbsp;1230042 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Mercury Systems, <br>Inc.<br>| 70599 | &nbsp;&nbsp;6627834 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Microvast Holdings, <br>Inc.<br>| 63869 | &nbsp;&nbsp;167337 |
| \* | Middleby Corp. | 54751 | &nbsp;&nbsp;8057705 |
|  | Miller Industries, Inc. | 15332 | &nbsp;&nbsp;628152 |
|  | MillerKnoll, Inc. | 62753 | &nbsp;&nbsp;1260080 |
| \* | Mistras Group, Inc. | 24943 | &nbsp;&nbsp;352694 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Modine Manufacturing <br>Co.<br>| 53021 | &nbsp;&nbsp;9790858 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Montrose <br>Environmental <br>Group, Inc.<br>| 14614 | &nbsp;&nbsp;325600 |
|  | Moog, Inc., Class A | 40753 | &nbsp;&nbsp;12443929 |
|  | MSA Safety, Inc. | 45062 | &nbsp;&nbsp;7982733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MSC Industrial Direct <br>Co., Inc., Class A<br>| 56144 | &nbsp;&nbsp;4735185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mueller Industries, <br>Inc.<br>| 186280 | &nbsp;&nbsp;25360159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mueller Water <br>Products, Inc., <br>Class A<br>| 179960 | &nbsp;&nbsp;4871517 |
| #\* | MYR Group, Inc. | 25819 | &nbsp;&nbsp;6455783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Presto <br>Industries, Inc.<br>| 10290 | &nbsp;&nbsp;1310946 |
| \* | Nephros, Inc. | 2333 | &nbsp;&nbsp;10055 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nextpower, Inc., <br>Class A<br>| 1 | &nbsp;&nbsp;117 |
|  | NL Industries, Inc. | 247497 | &nbsp;&nbsp;1504782 |
|  | Nordson Corp. | 47563 | &nbsp;&nbsp;13057470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Norfolk Southern <br>Corp.<br>| 161057 | &nbsp;&nbsp;46906241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northrop Grumman <br>Corp.<br>| 65021 | &nbsp;&nbsp;45011437 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NPK International, <br>Inc.<br>| 144917 | &nbsp;&nbsp;2001304 |
|  | nVent Electric PLC | 218795 | &nbsp;&nbsp;24561927 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NWPX Infrastructure, <br>Inc.<br>| 14566 | &nbsp;&nbsp;982477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Old Dominion Freight <br>Line, Inc.<br>| 107692 | &nbsp;&nbsp;18652254 |
|  | Omega Flex, Inc. | 6370 | &nbsp;&nbsp;210146 |
| \* | OPENLANE, Inc. | 152877 | &nbsp;&nbsp;4592425 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Optex Systems <br>Holdings, Inc.<br>| 1457 | &nbsp;&nbsp;21753 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Orion Group Holdings, <br>Inc.<br>| 52747 | &nbsp;&nbsp;644568 |
|  | Oshkosh Corp. | 106973 | &nbsp;&nbsp;15384857 |
|  | Otis Worldwide Corp. | 266929 | &nbsp;&nbsp;22801075 |
|  | Owens Corning | 164827 | &nbsp;&nbsp;19752868 |
|  | PACCAR, Inc. | 417696 | &nbsp;&nbsp;51339015 |
| \* | PAMT Corp. | 39056 | &nbsp;&nbsp;423758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pangaea Logistics <br>Solutions Ltd.<br>| 62914 | &nbsp;&nbsp;533511 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Park Aerospace Corp. | 24358 | &nbsp;&nbsp;$596527 |
|  | Parker-Hannifin Corp. | 56704 | &nbsp;&nbsp;53065871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Park-Ohio Holdings <br>Corp.<br>| 28070 | &nbsp;&nbsp;633259 |
| \* | Parsons Corp. | 61416 | &nbsp;&nbsp;4302805 |
|  | Paychex, Inc. | 207898 | &nbsp;&nbsp;21440521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paycom Software, <br>Inc.<br>| 40675 | &nbsp;&nbsp;5480956 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Paylocity Holding <br>Corp.<br>| 35904 | &nbsp;&nbsp;4846322 |
|  | Pentair PLC | 274046 | &nbsp;&nbsp;28876227 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Perma-Fix <br>Environmental <br>Services, Inc.<br>| 9203 | &nbsp;&nbsp;140530 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Perma-Pipe <br>International <br>Holdings, Inc.<br>| 8588 | &nbsp;&nbsp;248021 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pioneer Power <br>Solutions, Inc.<br>| 2539 | &nbsp;&nbsp;10842 |
|  | Pitney Bowes, Inc. | 71548 | &nbsp;&nbsp;746246 |
| #\* | Planet Labs PBC | 45823 | &nbsp;&nbsp;1144200 |
| \* | Plug Power, Inc. | 637508 | &nbsp;&nbsp;1348329 |
| # | Powell Industries, Inc. | 13973 | &nbsp;&nbsp;6198283 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Power Solutions <br>International, Inc.<br>| 7532 | &nbsp;&nbsp;539743 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Preformed Line <br>Products Co.<br>| 10082 | &nbsp;&nbsp;2529977 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Primoris Services <br>Corp.<br>| 97174 | &nbsp;&nbsp;14406046 |
| \* | Proto Labs, Inc. | 34869 | &nbsp;&nbsp;1835853 |
|  | Quad/Graphics, Inc. | 78661 | &nbsp;&nbsp;481405 |
|  | Quanta Services, Inc. | 94162 | &nbsp;&nbsp;44692110 |
| \* | Radiant Logistics, Inc. | 76452 | &nbsp;&nbsp;514522 |
| \* | RBC Bearings, Inc. | 30704 | &nbsp;&nbsp;15341868 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;RCM Technologies, <br>Inc.<br>| 10846 | &nbsp;&nbsp;225705 |
| # | Regal Rexnord Corp. | 116184 | &nbsp;&nbsp;18763716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Republic Services, <br>Inc.<br>| 127644 | &nbsp;&nbsp;27454948 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Resideo Technologies, <br>Inc.<br>| 217232 | &nbsp;&nbsp;7442368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Resources <br>Connection, Inc.<br>| 15303 | &nbsp;&nbsp;69323 |
|  | REV Group, Inc. | 63194 | &nbsp;&nbsp;4038097 |
| # | Robert Half, Inc. | 65070 | &nbsp;&nbsp;2252073 |
| #\* | Rocket Lab Corp. | 129459 | &nbsp;&nbsp;10365782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rockwell Automation, <br>Inc.<br>| 89828 | &nbsp;&nbsp;37875976 |
|  | Rollins, Inc. | 285473 | &nbsp;&nbsp;18081860 |
|  | RTX Corp. | 782005 | &nbsp;&nbsp;157128265 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Rush Enterprises, Inc. <br>(RUSHA US), <br>Class A<br>| 101874 | &nbsp;&nbsp;6539292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rush Enterprises, Inc. <br>(RUSHB US), <br>Class B<br>| 8203 | &nbsp;&nbsp;484059 |
| #\* | RXO, Inc. | 163181 | &nbsp;&nbsp;2379179 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Ryder System, Inc. | 117115 | &nbsp;&nbsp;$22401757 |
| \* | Saia, Inc. | 20044 | &nbsp;&nbsp;6712134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Schneider National, <br>Inc., Class B<br>| 84586 | &nbsp;&nbsp;2270288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Science Applications <br>International Corp.<br>| 106239 | &nbsp;&nbsp;10810881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sensata Technologies <br>Holding PLC<br>| 125491 | &nbsp;&nbsp;4340734 |
| \* | SES AI Corp. | 206253 | &nbsp;&nbsp;418694 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shoals Technologies <br>Group, Inc., <br>Class A<br>| 115224 | &nbsp;&nbsp;1087715 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SIFCO Industries, <br>Inc.<br>| 3251 | &nbsp;&nbsp;20026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Simpson <br>Manufacturing Co., <br>Inc.<br>| 47717 | &nbsp;&nbsp;8435411 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SiteOne Landscape <br>Supply, Inc.<br>| 61370 | &nbsp;&nbsp;8809050 |
| \* | SkyWest, Inc. | 69236 | &nbsp;&nbsp;6682659 |
|  | Snap-on, Inc. | 60102 | &nbsp;&nbsp;22003943 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Southwest Airlines <br>Co.<br>| 534671 | &nbsp;&nbsp;25407566 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SPX Technologies, <br>Inc.<br>| 54810 | &nbsp;&nbsp;11422952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SS&C Technologies <br>Holdings, Inc.<br>| 215748 | &nbsp;&nbsp;17667604 |
| \* | StandardAero, Inc. | 84532 | &nbsp;&nbsp;2611193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Standex International <br>Corp.<br>| 13075 | &nbsp;&nbsp;3138000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stanley Black & <br>Decker, Inc.<br>| 111297 | &nbsp;&nbsp;8754622 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Star Equity Holdings, <br>Inc.<br>| 9838 | &nbsp;&nbsp;101036 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sterling Infrastructure, <br>Inc.<br>| 38835 | &nbsp;&nbsp;13899435 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sun Country Airlines <br>Holdings, Inc.<br>| 4089 | &nbsp;&nbsp;71721 |
| #\* | Sunrun, Inc. | 191240 | &nbsp;&nbsp;3633560 |
| \* | Symbotic, Inc. | 5013 | &nbsp;&nbsp;272557 |
| \* | TaskUS, Inc., Class A | 41945 | &nbsp;&nbsp;453006 |
| \* | Taylor Devices, Inc. | 3116 | &nbsp;&nbsp;226658 |
| \* | TechPrecision Corp. | 875 | &nbsp;&nbsp;4174 |
| # | Tecnoglass, Inc. | 56280 | &nbsp;&nbsp;2752655 |
|  | Tennant Co. | 24357 | &nbsp;&nbsp;1853324 |
| # | Terex Corp. | 116301 | &nbsp;&nbsp;6629157 |
|  | Tetra Tech, Inc. | 300592 | &nbsp;&nbsp;11320295 |
|  | Textron, Inc. | 189605 | &nbsp;&nbsp;16696616 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Thermon Group <br>Holdings, Inc.<br>| 68199 | &nbsp;&nbsp;3086005 |
| #\* | TIC Solutions, Inc. | 93154 | &nbsp;&nbsp;940855 |
|  | Timken Co. | 122501 | &nbsp;&nbsp;11415868 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Titan International, <br>Inc.<br>| 95454 | &nbsp;&nbsp;910631 |
| \* | Titan Machinery, Inc. | 28528 | &nbsp;&nbsp;464151 |
|  | Toro Co. | 140852 | &nbsp;&nbsp;12887958 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trane Technologies <br>PLC<br>| 104204 | &nbsp;&nbsp;$43826118 |
| \* | Transcat, Inc. | 13668 | &nbsp;&nbsp;824317 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;TransDigm Group, <br>Inc.<br>| 21929 | &nbsp;&nbsp;31304525 |
|  | TransUnion | 154848 | &nbsp;&nbsp;12236089 |
| \* | Trex Co., Inc. | 123443 | &nbsp;&nbsp;5113009 |
|  | TriNet Group, Inc. | 49859 | &nbsp;&nbsp;3053365 |
|  | Trinity Industries, Inc. | 138424 | &nbsp;&nbsp;3978306 |
| \* | TrueBlue, Inc. | 25723 | &nbsp;&nbsp;137875 |
|  | Tutor Perini Corp. | 107309 | &nbsp;&nbsp;8465607 |
|  | Twin Disc, Inc. | 6300 | &nbsp;&nbsp;108297 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Uber Technologies, <br>Inc.<br>| 416151 | &nbsp;&nbsp;33312888 |
|  | UFP Industries, Inc. | 83813 | &nbsp;&nbsp;8656207 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;U-Haul Holding Co. <br>(UHAL US)<br>| 14594 | &nbsp;&nbsp;825291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;U-Haul Holding Co. <br>(UHAL/B US)<br>| 268808 | &nbsp;&nbsp;13792538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UL Solutions, Inc., <br>Class A<br>| 16393 | &nbsp;&nbsp;1151280 |
| \* | Ultralife Corp. | 46900 | &nbsp;&nbsp;299222 |
|  | UniFirst Corp. | 20281 | &nbsp;&nbsp;4360415 |
|  | Union Pacific Corp. | 360082 | &nbsp;&nbsp;84655278 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;United Airlines <br>Holdings, Inc.<br>| 370452 | &nbsp;&nbsp;37904649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Parcel Service, <br>Inc., Class B<br>| 313810 | &nbsp;&nbsp;33332898 |
|  | United Rentals, Inc. | 77157 | &nbsp;&nbsp;60341403 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Universal Logistics <br>Holdings, Inc.<br>| 50291 | &nbsp;&nbsp;805159 |
| #\* | Upwork, Inc. | 95228 | &nbsp;&nbsp;1907417 |
| \* | V2X, Inc. | 20472 | &nbsp;&nbsp;1409088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valmont Industries, <br>Inc.<br>| 31377 | &nbsp;&nbsp;13980336 |
|  | Veralto Corp. | 94957 | &nbsp;&nbsp;9398844 |
|  | Verisk Analytics, Inc. | 119533 | &nbsp;&nbsp;25993646 |
| \* | Verra Mobility Corp. | 175397 | &nbsp;&nbsp;3385162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vertiv Holdings Co., <br>Class A<br>| 164767 | &nbsp;&nbsp;30676320 |
| #\* | Vicor Corp. | 27067 | &nbsp;&nbsp;4267654 |
|  | Virco Mfg. Corp. | 24607 | &nbsp;&nbsp;172003 |
| \* | VirTra, Inc. | 9035 | &nbsp;&nbsp;42374 |
| # | VSE Corp. | 25241 | &nbsp;&nbsp;5516925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wabash National <br>Corp.<br>| 48898 | &nbsp;&nbsp;495337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Waste Management, <br>Inc.<br>| 308977 | &nbsp;&nbsp;68667048 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Watsco, Inc. (WSO <br>US)<br>| 24193 | &nbsp;&nbsp;9349385 |
| #» | &nbsp;&nbsp;&nbsp;&nbsp;Watsco, Inc. (WSO/B <br>US), Class B<br>| 2268 | &nbsp;&nbsp;875403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Watts Water <br>Technologies, Inc., <br>Class A<br>| 31544 | &nbsp;&nbsp;9441435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Werner Enterprises, <br>Inc.<br>| 99801 | &nbsp;&nbsp;3418184 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WESCO International, <br>Inc.<br>| 72551 | &nbsp;&nbsp;$20998436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westinghouse Air <br>Brake Technologies <br>Corp.<br>| 143318 | &nbsp;&nbsp;32983205 |
| \* | Willdan Group, Inc. | 16225 | &nbsp;&nbsp;2047595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Willis Lease Finance <br>Corp.<br>| 5816 | &nbsp;&nbsp;1060140 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;WillScot Holdings <br>Corp.<br>| 393813 | &nbsp;&nbsp;7888074 |
|  | Woodward, Inc. | 85414 | &nbsp;&nbsp;27147986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Worthington <br>Enterprises, Inc.<br>| 71281 | &nbsp;&nbsp;3961085 |
|  | WW Grainger, Inc. | 42192 | &nbsp;&nbsp;45564828 |
| \* | XPO, Inc. | 171972 | &nbsp;&nbsp;25470773 |
|  | Xylem, Inc. | 152663 | &nbsp;&nbsp;21047648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zurn Elkay Water <br>Solutions Corp.<br>| 67456 | &nbsp;&nbsp;3110396 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | &nbsp;&nbsp;4903892108 |
| INFORMATION TECHNOLOGY — (26.3%) | INFORMATION TECHNOLOGY — (26.3%) | INFORMATION TECHNOLOGY — (26.3%) | INFORMATION TECHNOLOGY — (26.3%) |
|  | A10 Networks, Inc. | 69031 | &nbsp;&nbsp;1203901 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Accenture PLC, <br>Class A<br>| 364034 | &nbsp;&nbsp;95973924 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ACCESS Newswire, <br>Inc.<br>| 306 | &nbsp;&nbsp;2644 |
| \* | ACI Worldwide, Inc. | 123050 | &nbsp;&nbsp;5335448 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ACM Research, Inc., <br>Class A<br>| 800 | &nbsp;&nbsp;46496 |
|  | Adeia, Inc. | 148227 | &nbsp;&nbsp;2681426 |
| \* | Adobe, Inc. | 246101 | &nbsp;&nbsp;72169118 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ADTRAN Holdings, <br>Inc.<br>| 8651 | &nbsp;&nbsp;79762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Energy <br>Industries, Inc.<br>| 41427 | &nbsp;&nbsp;10578799 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Micro <br>Devices, Inc.<br>| 477110 | &nbsp;&nbsp;112946250 |
| \* | Agilysys, Inc. | 5415 | &nbsp;&nbsp;469751 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Akamai Technologies, <br>Inc.<br>| 146922 | &nbsp;&nbsp;14273472 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alarm.com Holdings, <br>Inc.<br>| 38665 | &nbsp;&nbsp;1886079 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Allegro MicroSystems, <br>Inc.<br>| 19290 | &nbsp;&nbsp;711994 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alpha & Omega <br>Semiconductor Ltd.<br>| 42459 | &nbsp;&nbsp;938344 |
| \* | Ambarella, Inc. | 44733 | &nbsp;&nbsp;2864701 |
|  | Amdocs Ltd. | 145637 | &nbsp;&nbsp;11933496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amkor Technology, <br>Inc.<br>| 454930 | &nbsp;&nbsp;21986767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amphenol Corp., <br>Class A<br>| 596382 | &nbsp;&nbsp;85926719 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AmpliTech Group, <br>Inc.<br>| 13854 | &nbsp;&nbsp;42116 |
| \* | Amtech Systems, Inc. | 18946 | &nbsp;&nbsp;318482 |
|  | Analog Devices, Inc. | 179571 | &nbsp;&nbsp;55825033 |
| \* | Appfolio, Inc., Class A | 6447 | &nbsp;&nbsp;1224156 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
|  | Apple, Inc. | 7578750 | &nbsp;&nbsp;$1966534050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Applied Materials, <br>Inc.<br>| 395883 | &nbsp;&nbsp;127601009 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AppLovin Corp., <br>Class A<br>| 96950 | &nbsp;&nbsp;45868015 |
| \* | Arista Networks, Inc. | 277188 | &nbsp;&nbsp;39288627 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arrow Electronics, <br>Inc.<br>| 90430 | &nbsp;&nbsp;11981071 |
| \* | ASGN, Inc. | 57302 | &nbsp;&nbsp;2984861 |
| #\* | Astera Labs, Inc. | 10074 | &nbsp;&nbsp;1517346 |
| \* | AstroNova, Inc. | 10455 | &nbsp;&nbsp;95036 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Atlassian Corp., <br>Class A<br>| 26318 | &nbsp;&nbsp;3110261 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Aurora Innovation, <br>Inc.<br>| 511854 | &nbsp;&nbsp;2149787 |
| \* | Autodesk, Inc. | 115623 | &nbsp;&nbsp;29237588 |
| \* | AvePoint, Inc. | 75915 | &nbsp;&nbsp;882891 |
| \* | Aviat Networks, Inc. | 18469 | &nbsp;&nbsp;402809 |
|  | Avnet, Inc. | 154978 | &nbsp;&nbsp;9669077 |
| \* | Aware, Inc. | 25700 | &nbsp;&nbsp;46517 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Axcelis Technologies, <br>Inc.<br>| 46130 | &nbsp;&nbsp;4062669 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Backblaze, Inc., <br>Class A<br>| 2666 | &nbsp;&nbsp;12130 |
|  | Badger Meter, Inc. | 26800 | &nbsp;&nbsp;3928344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bel Fuse, Inc. (BELFB <br>US), Class B<br>| 14364 | &nbsp;&nbsp;2889893 |
|  | Belden, Inc. | 45232 | &nbsp;&nbsp;5315212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Benchmark <br>Electronics, Inc.<br>| 53369 | &nbsp;&nbsp;2782660 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bentley Systems, Inc., <br>Class B<br>| 124053 | &nbsp;&nbsp;4356741 |
| #\* | Bill Holdings, Inc. | 23322 | &nbsp;&nbsp;1006811 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BK Technologies <br>Corp.<br>| 343 | &nbsp;&nbsp;26164 |
| \* | Blackbaud, Inc. | 39378 | &nbsp;&nbsp;2114599 |
| #\* | BlackLine, Inc. | 27451 | &nbsp;&nbsp;1275648 |
| \* | Box, Inc., Class A | 125260 | &nbsp;&nbsp;3175341 |
|  | Broadcom, Inc. | 1721064 | &nbsp;&nbsp;570188503 |
| \* | C3.ai, Inc., Class A | 15013 | &nbsp;&nbsp;165293 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cadence Design <br>Systems, Inc.<br>| 82599 | &nbsp;&nbsp;24479040 |
| \* | Calix, Inc. | 68625 | &nbsp;&nbsp;3065479 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CCC Intelligent <br>Solutions Holdings, <br>Inc.<br>| 284958 | &nbsp;&nbsp;2159982 |
|  | CDW Corp. | 121804 | &nbsp;&nbsp;15394808 |
| \* | Cerence, Inc. | 33248 | &nbsp;&nbsp;376700 |
| \* | CEVA, Inc. | 32444 | &nbsp;&nbsp;684244 |
| \* | Ciena Corp. | 266377 | &nbsp;&nbsp;67076392 |
| #\* | Cipher Mining, Inc. | 17984 | &nbsp;&nbsp;287025 |
| \* | Cirrus Logic, Inc. | 58733 | &nbsp;&nbsp;7655259 |
|  | Cisco Systems, Inc. | 2518417 | &nbsp;&nbsp;197242419 |
| \* | Cleanspark, Inc. | 204786 | &nbsp;&nbsp;2424666 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Clear Secure, Inc., <br>Class A<br>| 48232 | &nbsp;&nbsp;1573328 |
| #\* | Clearfield, Inc. | 15439 | &nbsp;&nbsp;459619 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Climb Global <br>Solutions, Inc.<br>| 4864 | &nbsp;&nbsp;$576822 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cloudflare, Inc., <br>Class A<br>| 49127 | &nbsp;&nbsp;8712673 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Coda Octopus Group, <br>Inc.<br>| 10231 | &nbsp;&nbsp;108960 |
|  | Cognex Corp. | 118804 | &nbsp;&nbsp;4602467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cognizant Technology <br>Solutions Corp., <br>Class A<br>| 394792 | &nbsp;&nbsp;32396632 |
| \* | Coherent Corp. | 167372 | &nbsp;&nbsp;35512991 |
| #\* | Cohu, Inc. | 60055 | &nbsp;&nbsp;1713970 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Commvault Systems, <br>Inc.<br>| 13390 | &nbsp;&nbsp;1147523 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Comtech <br>Telecommunications <br>Corp.<br>| 42900 | &nbsp;&nbsp;238524 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Consensus Cloud <br>Solutions, Inc.<br>| 18918 | &nbsp;&nbsp;404088 |
|  | Corning, Inc. | 481047 | &nbsp;&nbsp;49668103 |
| \* | Corsair Gaming, Inc. | 36773 | &nbsp;&nbsp;187542 |
| \* | CPI Card Group, Inc. | 1323 | &nbsp;&nbsp;17186 |
| # | Crane NXT Co. | 82611 | &nbsp;&nbsp;4173508 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Credo Technology <br>Group Holding Ltd.<br>| 107108 | &nbsp;&nbsp;13418490 |
| \* | Crexendo, Inc. | 2746 | &nbsp;&nbsp;19222 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Crowdstrike Holdings, <br>Inc., Class A<br>| 21320 | &nbsp;&nbsp;9410755 |
| \* | CS Disco, Inc. | 20700 | &nbsp;&nbsp;129375 |
|  | CSP, Inc. | 12078 | &nbsp;&nbsp;137931 |
|  | CTS Corp. | 41797 | &nbsp;&nbsp;2148784 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CVD Equipment <br>Corp.<br>| 2900 | &nbsp;&nbsp;13949 |
| #\* | Daily Journal Corp. | 1274 | &nbsp;&nbsp;747035 |
| \* | Daktronics, Inc. | 80295 | &nbsp;&nbsp;1858829 |
| \* | Data I/O Corp. | 1413 | &nbsp;&nbsp;4380 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Datadog, Inc., <br>Class A<br>| 59682 | &nbsp;&nbsp;7718076 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dell Technologies, <br>Inc., Class C<br>| 155755 | &nbsp;&nbsp;17824602 |
| \* | Diebold Nixdorf, Inc. | 10346 | &nbsp;&nbsp;713977 |
| \* | Digi International, Inc. | 55131 | &nbsp;&nbsp;2374492 |
| \* | Digital Turbine, Inc. | 77088 | &nbsp;&nbsp;402399 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;DigitalOcean <br>Holdings, Inc.<br>| 57174 | &nbsp;&nbsp;3158864 |
| \* | Diodes, Inc. | 66733 | &nbsp;&nbsp;3949926 |
| \* | Docusign, Inc. | 144150 | &nbsp;&nbsp;7573641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dolby Laboratories, <br>Inc., Class A<br>| 95062 | &nbsp;&nbsp;6102030 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dropbox, Inc., <br>Class A<br>| 161934 | &nbsp;&nbsp;4126078 |
| \* | DXC Technology Co. | 197732 | &nbsp;&nbsp;2853273 |
| \* | Dynatrace, Inc. | 177559 | &nbsp;&nbsp;6763222 |
| \* | Eastman Kodak Co. | 59640 | &nbsp;&nbsp;436565 |
| \* | eGain Corp. | 4291 | &nbsp;&nbsp;44069 |
| \* | Electro-Sensors, Inc. | 465 | &nbsp;&nbsp;2009 |
| #\* | Enphase Energy, Inc. | 60191 | &nbsp;&nbsp;2225863 |
| # | Entegris, Inc. | 78364 | &nbsp;&nbsp;9252437 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | EPAM Systems, Inc. | 39208 | &nbsp;&nbsp;$8178789 |
|  | ePlus, Inc. | 38037 | &nbsp;&nbsp;3263955 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Everspin <br>Technologies, Inc.<br>| 8104 | &nbsp;&nbsp;105271 |
| \* | F5, Inc. | 82248 | &nbsp;&nbsp;22668371 |
| \* | Fabrinet | 42047 | &nbsp;&nbsp;20579484 |
| \* | Fair Isaac Corp. | 11967 | &nbsp;&nbsp;17509755 |
| \* | Fastly, Inc., Class A | 96306 | &nbsp;&nbsp;890831 |
| \* | First Solar, Inc. | 118308 | &nbsp;&nbsp;26680820 |
| \* | Flex Ltd. | 820726 | &nbsp;&nbsp;51738567 |
| \* | FormFactor, Inc. | 113062 | &nbsp;&nbsp;7969740 |
| \* | Fortinet, Inc. | 324669 | &nbsp;&nbsp;26382603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Franklin Wireless <br>Corp.<br>| 3741 | &nbsp;&nbsp;15376 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Frequency <br>Electronics, Inc.<br>| 25787 | &nbsp;&nbsp;1355880 |
| \* | Gartner, Inc. | 59236 | &nbsp;&nbsp;12416458 |
|  | Gen Digital, Inc. | 525234 | &nbsp;&nbsp;12600364 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GLOBALFOUNDRIES, <br>Inc.<br>| 300 | &nbsp;&nbsp;12660 |
| #\* | Globant SA | 43191 | &nbsp;&nbsp;2888614 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GoDaddy, Inc., <br>Class A<br>| 96685 | &nbsp;&nbsp;9718776 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grid Dynamics <br>Holdings, Inc.<br>| 58215 | &nbsp;&nbsp;481438 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guidewire Software, <br>Inc.<br>| 61761 | &nbsp;&nbsp;8693478 |
|  | Hackett Group, Inc. | 31226 | &nbsp;&nbsp;569875 |
| \* | Harmonic, Inc. | 165481 | &nbsp;&nbsp;1608475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hewlett Packard <br>Enterprise Co.<br>| 1228466 | &nbsp;&nbsp;26436588 |
|  | HP, Inc. | 730980 | &nbsp;&nbsp;14210251 |
| \* | HubSpot, Inc. | 13740 | &nbsp;&nbsp;3847200 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;I3 Verticals, Inc., <br>Class A<br>| 32169 | &nbsp;&nbsp;714474 |
| \* | Ichor Holdings Ltd. | 25441 | &nbsp;&nbsp;771880 |
| \* | Identiv, Inc. | 21759 | &nbsp;&nbsp;72240 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;indie Semiconductor, <br>Inc., Class A<br>| 2000 | &nbsp;&nbsp;8200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Information Services <br>Group, Inc.<br>| 35495 | &nbsp;&nbsp;197707 |
| \* | Inseego Corp. | 2894 | &nbsp;&nbsp;31516 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Insight Enterprises, <br>Inc.<br>| 37468 | &nbsp;&nbsp;3148061 |
| \* | Intel Corp. | 1176953 | &nbsp;&nbsp;54693006 |
| \* | Intellicheck, Inc. | 2198 | &nbsp;&nbsp;12485 |
| # | InterDigital, Inc. | 52968 | &nbsp;&nbsp;17290874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Business <br>Machines Corp.<br>| 581076 | &nbsp;&nbsp;178216009 |
| \* | inTEST Corp. | 19860 | &nbsp;&nbsp;181719 |
|  | Intuit, Inc. | 93442 | &nbsp;&nbsp;46620083 |
| #\* | IonQ, Inc. | 97948 | &nbsp;&nbsp;3915961 |
| #\* | IPG Photonics Corp. | 41807 | &nbsp;&nbsp;3863385 |
| \* | Itron, Inc. | 86456 | &nbsp;&nbsp;8566060 |
|  | Jabil, Inc. | 211292 | &nbsp;&nbsp;50116350 |
| \*» | Jamf Holding Corp. | 31978 | &nbsp;&nbsp;417313 |
| \* | Key Tronic Corp. | 11279 | &nbsp;&nbsp;31920 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Keysight <br>Technologies, Inc.<br>| 131770 | &nbsp;&nbsp;$28505804 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kimball Electronics, <br>Inc.<br>| 32710 | &nbsp;&nbsp;988169 |
|  | KLA Corp. | 83044 | &nbsp;&nbsp;118581849 |
| \* | Knowles Corp. | 250585 | &nbsp;&nbsp;6074180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kulicke & Soffa <br>Industries, Inc.<br>| 56467 | &nbsp;&nbsp;3237253 |
| \* | KVH Industries, Inc. | 19953 | &nbsp;&nbsp;133286 |
| \* | Kyndryl Holdings, Inc. | 227903 | &nbsp;&nbsp;5241769 |
|  | Lam Research Corp. | 595341 | &nbsp;&nbsp;138988310 |
| \* | Lantronix, Inc. | 49076 | &nbsp;&nbsp;325865 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Lattice Semiconductor <br>Corp.<br>| 76327 | &nbsp;&nbsp;6145850 |
| \* | LGL Group, Inc. | 1687 | &nbsp;&nbsp;12197 |
|  | Littelfuse, Inc. | 34202 | &nbsp;&nbsp;11073240 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LiveRamp Holdings, <br>Inc.<br>| 86272 | &nbsp;&nbsp;2100723 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Lumentum Holdings, <br>Inc.<br>| 49437 | &nbsp;&nbsp;19371394 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MACOM Technology <br>Solutions Holdings, <br>Inc.<br>| 54561 | &nbsp;&nbsp;11952133 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Manhattan Associates, <br>Inc.<br>| 47027 | &nbsp;&nbsp;7101547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marvell Technology, <br>Inc.<br>| 285379 | &nbsp;&nbsp;22522111 |
| \* | MaxLinear, Inc. | 66954 | &nbsp;&nbsp;1161652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Methode Electronics, <br>Inc.<br>| 34382 | &nbsp;&nbsp;274712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Microchip Technology, <br>Inc.<br>| 338294 | &nbsp;&nbsp;25683281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Micron Technology, <br>Inc.<br>| 449454 | &nbsp;&nbsp;186469476 |
|  | Microsoft Corp. | 3416424 | &nbsp;&nbsp;1470053083 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mirion Technologies, <br>Inc.<br>| 118329 | &nbsp;&nbsp;2939292 |
| \* | Mitek Systems, Inc. | 63750 | &nbsp;&nbsp;638775 |
|  | MKS, Inc. | 18911 | &nbsp;&nbsp;4451839 |
| \* | MongoDB, Inc. | 48829 | &nbsp;&nbsp;18131673 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Monolithic Power <br>Systems, Inc.<br>| 16100 | &nbsp;&nbsp;18098815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Motorola Solutions, <br>Inc.<br>| 85717 | &nbsp;&nbsp;34504521 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;M-Tron Industries, <br>Inc.<br>| 843 | &nbsp;&nbsp;54997 |
| \* | N-able, Inc. | 22574 | &nbsp;&nbsp;137024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Napco Security <br>Technologies, Inc.<br>| 35917 | &nbsp;&nbsp;1324978 |
| \* | nCino, Inc. | 79528 | &nbsp;&nbsp;1697923 |
| #\* | NCR Voyix Corp. | 127016 | &nbsp;&nbsp;1259999 |
|  | NetApp, Inc. | 197406 | &nbsp;&nbsp;19020068 |
| \* | NETGEAR, Inc. | 51441 | &nbsp;&nbsp;1075631 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NetScout Systems, <br>Inc.<br>| 79326 | &nbsp;&nbsp;2206056 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NetSol Technologies, <br>Inc.<br>| 3138 | &nbsp;&nbsp;11171 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | nLight, Inc. | 53000 | &nbsp;&nbsp;$2417330 |
| \* | Nortech Systems, Inc. | 1100 | &nbsp;&nbsp;9383 |
| #\* | Novanta, Inc. | 37575 | &nbsp;&nbsp;5055341 |
| \* | Nutanix, Inc., Class A | 108407 | &nbsp;&nbsp;4263647 |
|  | NVE Corp. | 4912 | &nbsp;&nbsp;331511 |
|  | NVIDIA Corp. | 12235813 | &nbsp;&nbsp;2338630777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NXP Semiconductors <br>NV<br>| 125000 | &nbsp;&nbsp;28267500 |
| \* | Okta, Inc. | 118959 | &nbsp;&nbsp;10049656 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ON Semiconductor <br>Corp.<br>| 448097 | &nbsp;&nbsp;26836529 |
| \* | ON24, Inc. | 56751 | &nbsp;&nbsp;452305 |
| # | OneSpan, Inc. | 45641 | &nbsp;&nbsp;537651 |
| \* | Onto Innovation, Inc. | 50121 | &nbsp;&nbsp;10126948 |
| \* | Ooma, Inc. | 15345 | &nbsp;&nbsp;180304 |
| \* | Optical Cable Corp. | 3696 | &nbsp;&nbsp;18221 |
|  | Oracle Corp. | 840214 | &nbsp;&nbsp;138282420 |
| #\* | OSI Systems, Inc. | 24766 | &nbsp;&nbsp;6194967 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Palantir Technologies, <br>Inc., Class A<br>| 598388 | &nbsp;&nbsp;87717697 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Palo Alto Networks, <br>Inc.<br>| 175795 | &nbsp;&nbsp;31110441 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;PAR Technology <br>Corp.<br>| 38411 | &nbsp;&nbsp;1006752 |
|  | PC Connection, Inc. | 44568 | &nbsp;&nbsp;2621044 |
| \* | PDF Solutions, Inc. | 42635 | &nbsp;&nbsp;1357925 |
| # | Pegasystems, Inc. | 111822 | &nbsp;&nbsp;4885503 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Penguin Solutions, <br>Inc.<br>| 99545 | &nbsp;&nbsp;1912259 |
| \* | Photronics, Inc. | 249607 | &nbsp;&nbsp;8628914 |
| \*» | Pivotal Software, Inc. | 44266 | &nbsp;&nbsp;0 |
| \* | Plexus Corp. | 28874 | &nbsp;&nbsp;5755454 |
| \* | Porch Group, Inc. | 18315 | &nbsp;&nbsp;144505 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Power Integrations, <br>Inc.<br>| 58556 | &nbsp;&nbsp;2690063 |
| \* | Powerfleet, Inc. NJ | 61896 | &nbsp;&nbsp;316289 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Progress Software <br>Corp.<br>| 87340 | &nbsp;&nbsp;3573953 |
| \* | PTC, Inc. | 52785 | &nbsp;&nbsp;8241322 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pure Storage, Inc., <br>Class A<br>| 219289 | &nbsp;&nbsp;15249357 |
| \* | Q2 Holdings, Inc. | 25988 | &nbsp;&nbsp;1591765 |
|  | Qnity Electronics, Inc. | 100095 | &nbsp;&nbsp;9627137 |
| \* | Qorvo, Inc. | 100716 | &nbsp;&nbsp;7866927 |
|  | QUALCOMM, Inc. | 799925 | &nbsp;&nbsp;121260631 |
| \* | Qualys, Inc. | 42629 | &nbsp;&nbsp;5622765 |
|  | Ralliant Corp. | 68754 | &nbsp;&nbsp;3641899 |
| \* | Rambus, Inc. | 126395 | &nbsp;&nbsp;14387543 |
|  | Red Violet, Inc. | 4758 | &nbsp;&nbsp;216394 |
| \* | RF Industries Ltd. | 9040 | &nbsp;&nbsp;88230 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ribbon <br>Communications, <br>Inc.<br>| 102669 | &nbsp;&nbsp;268993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Richardson <br>Electronics Ltd.<br>| 21406 | &nbsp;&nbsp;258799 |
| \* | Rimini Street, Inc. | 4487 | &nbsp;&nbsp;15480 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;RingCentral, Inc., <br>Class A<br>| 42221 | &nbsp;&nbsp;1092679 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Riot Platforms, Inc. | 21314 | &nbsp;&nbsp;$329728 |
| \* | Rogers Corp. | 22684 | &nbsp;&nbsp;2205792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Roper Technologies, <br>Inc.<br>| 41605 | &nbsp;&nbsp;15445024 |
| \* | Rubrik, Inc., Class A | 23168 | &nbsp;&nbsp;1296250 |
|  | Salesforce, Inc. | 271731 | &nbsp;&nbsp;57685774 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Samsara, Inc., <br>Class A<br>| 83561 | &nbsp;&nbsp;2343886 |
| \* | Sandisk Corp. | 64796 | &nbsp;&nbsp;37338695 |
| \* | Sanmina Corp. | 104597 | &nbsp;&nbsp;14819303 |
| \* | ScanSource, Inc. | 31568 | &nbsp;&nbsp;1357108 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Seagate Technology <br>Holdings PLC<br>| 135633 | &nbsp;&nbsp;55296218 |
| \* | Semtech Corp. | 8823 | &nbsp;&nbsp;703634 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SentinelOne, Inc., <br>Class A<br>| 230160 | &nbsp;&nbsp;3217637 |
| \* | ServiceNow, Inc. | 176631 | &nbsp;&nbsp;20667593 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Silicon Laboratories, <br>Inc.<br>| 34609 | &nbsp;&nbsp;4930052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Skyworks Solutions, <br>Inc.<br>| 140496 | &nbsp;&nbsp;7834057 |
| \* | Snowflake, Inc. | 62049 | &nbsp;&nbsp;11956842 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SolarEdge <br>Technologies, Inc.<br>| 1831 | &nbsp;&nbsp;56669 |
| \* | Sono-Tek Corp. | 1304 | &nbsp;&nbsp;5359 |
| \* | SoundThinking, Inc. | 13000 | &nbsp;&nbsp;90740 |
| \* | Sprinklr, Inc., Class A | 33799 | &nbsp;&nbsp;215638 |
| \* | SPS Commerce, Inc. | 4949 | &nbsp;&nbsp;441748 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Super Micro <br>Computer, Inc.<br>| 70489 | &nbsp;&nbsp;2051935 |
| \* | Synaptics, Inc. | 49093 | &nbsp;&nbsp;4050663 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Synchronoss <br>Technologies, Inc.<br>| 1500 | &nbsp;&nbsp;13200 |
| \* | Synopsys, Inc. | 38692 | &nbsp;&nbsp;17996230 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;T Stamp, Inc., <br>Class A<br>| 3420 | &nbsp;&nbsp;11765 |
|  | TD SYNNEX Corp. | 91205 | &nbsp;&nbsp;14471497 |
|  | TE Connectivity PLC | 181858 | &nbsp;&nbsp;40514325 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Teledyne <br>Technologies, Inc.<br>| 34282 | &nbsp;&nbsp;21265125 |
| \* | Telos Corp. | 13385 | &nbsp;&nbsp;73082 |
| \* | Teradata Corp. | 64411 | &nbsp;&nbsp;1837002 |
|  | Teradyne, Inc. | 110024 | &nbsp;&nbsp;26521285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texas Instruments, <br>Inc.<br>| 662461 | &nbsp;&nbsp;142793469 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TransAct <br>Technologies, Inc.<br>| 786 | &nbsp;&nbsp;2892 |
| \* | Trimble, Inc. | 199370 | &nbsp;&nbsp;13477412 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Trio-Tech <br>International<br>| 3050 | &nbsp;&nbsp;17172 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TTM Technologies, <br>Inc.<br>| 215980 | &nbsp;&nbsp;21209236 |
| \* | Turtle Beach Corp. | 5485 | &nbsp;&nbsp;65601 |
| \* | Twilio, Inc., Class A | 189660 | &nbsp;&nbsp;22846444 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tyler Technologies, <br>Inc.<br>| 19177 | &nbsp;&nbsp;7083984 |
| \* | UiPath, Inc., Class A | 178179 | &nbsp;&nbsp;2243274 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ultra Clean Holdings, <br>Inc.<br>| 51542 | &nbsp;&nbsp;$2251355 |
| \* | Unisys Corp. | 70522 | &nbsp;&nbsp;185473 |
| \* | Unity Software, Inc. | 46186 | &nbsp;&nbsp;1344013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Display <br>Corp.<br>| 45965 | &nbsp;&nbsp;5277701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Safety <br>Products, Inc.<br>| 651 | &nbsp;&nbsp;3144 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Veeco Instruments, <br>Inc.<br>| 70314 | &nbsp;&nbsp;2195906 |
|  | VeriSign, Inc. | 59632 | &nbsp;&nbsp;14563923 |
| #\* | Vertex, Inc., Class A | 16257 | &nbsp;&nbsp;301567 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Viant Technology, Inc., <br>Class A<br>| 2954 | &nbsp;&nbsp;34916 |
| \* | Viasat, Inc. | 21884 | &nbsp;&nbsp;988500 |
| \* | Viavi Solutions, Inc. | 383069 | &nbsp;&nbsp;9369868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vishay <br>Intertechnology, <br>Inc.<br>| 134257 | &nbsp;&nbsp;2705279 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vishay Precision <br>Group, Inc.<br>| 15664 | &nbsp;&nbsp;784453 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vistance Networks, <br>Inc.<br>| 81116 | &nbsp;&nbsp;1460088 |
|  | Vontier Corp. | 198935 | &nbsp;&nbsp;7460063 |
|  | Western Digital Corp. | 246953 | &nbsp;&nbsp;61795049 |
| \* | WidePoint Corp. | 4900 | &nbsp;&nbsp;32291 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Workday, Inc., <br>Class A<br>| 68129 | &nbsp;&nbsp;11965496 |
| \* | Xperi, Inc. | 4694 | &nbsp;&nbsp;26568 |
| \* | Yext, Inc. | 61401 | &nbsp;&nbsp;439631 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zebra Technologies <br>Corp., Class A<br>| 38403 | &nbsp;&nbsp;9023937 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zeta Global Holdings <br>Corp., Class A<br>| 16293 | &nbsp;&nbsp;302724 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zoom <br>Communications, <br>Inc.<br>| 167231 | &nbsp;&nbsp;15401975 |
| \* | Zscaler, Inc. | 33761 | &nbsp;&nbsp;6752538 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INFORMATION <br>TECHNOLOGY | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INFORMATION <br>TECHNOLOGY |  | &nbsp;&nbsp;10373336570 |
| MATERIALS — (2.9%) | MATERIALS — (2.9%) | MATERIALS — (2.9%) | MATERIALS — (2.9%) |
|  | AdvanSix, Inc. | 28839 | &nbsp;&nbsp;456810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Air Products & <br>Chemicals, Inc.<br>| 96372 | &nbsp;&nbsp;26261370 |
| # | Albemarle Corp. | 71400 | &nbsp;&nbsp;12182982 |
|  | Alcoa Corp. | 159468 | &nbsp;&nbsp;9059377 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Alpha Metallurgical <br>Resources, Inc.<br>| 15438 | &nbsp;&nbsp;3238892 |
| \* | Alto Ingredients, Inc. | 10214 | &nbsp;&nbsp;25535 |
| # | Amcor PLC | 0 | &nbsp;&nbsp;0 |
|  | Amcor PLC | 525673 | &nbsp;&nbsp;23261030 |
| \* | American Biltrite, Inc. | 7 | &nbsp;&nbsp;598 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Vanguard <br>Corp.<br>| 17133 | &nbsp;&nbsp;87036 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ampco-Pittsburgh <br>Corp.<br>| 3606 | &nbsp;&nbsp;20085 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | AptarGroup, Inc. | 87908 | &nbsp;&nbsp;$10984105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ardagh Metal <br>Packaging SA<br>| 56441 | &nbsp;&nbsp;247776 |
| #\* | Arq, Inc. | 44340 | &nbsp;&nbsp;157850 |
| \* | Ascent Industries Co. | 10249 | &nbsp;&nbsp;166136 |
|  | Ashland, Inc. | 47967 | &nbsp;&nbsp;2933662 |
| \* | Aspen Aerogels, Inc. | 18536 | &nbsp;&nbsp;62466 |
|  | Avery Dennison Corp. | 90910 | &nbsp;&nbsp;16864714 |
|  | Avient Corp. | 90857 | &nbsp;&nbsp;3284481 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Axalta Coating <br>Systems Ltd.<br>| 267538 | &nbsp;&nbsp;8983926 |
|  | Balchem Corp. | 34945 | &nbsp;&nbsp;5946591 |
|  | Ball Corp. | 234590 | &nbsp;&nbsp;13341133 |
|  | Cabot Corp. | 104656 | &nbsp;&nbsp;7555117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Caledonia Mining <br>Corp. PLC<br>| 8056 | &nbsp;&nbsp;221057 |
|  | Celanese Corp. | 100916 | &nbsp;&nbsp;4484707 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Century Aluminum <br>Co.<br>| 124362 | &nbsp;&nbsp;5637329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CF Industries <br>Holdings, Inc.<br>| 303348 | &nbsp;&nbsp;28281134 |
| # | Chemours Co. | 23596 | &nbsp;&nbsp;353704 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Clearwater Paper <br>Corp.<br>| 248011 | &nbsp;&nbsp;4171545 |
| \* | Cleveland-Cliffs, Inc. | 345727 | &nbsp;&nbsp;4757204 |
| #\* | Coeur Mining, Inc. | 584365 | &nbsp;&nbsp;11944421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commercial Metals <br>Co.<br>| 236452 | &nbsp;&nbsp;18176065 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Compass Minerals <br>International, Inc.<br>| 16937 | &nbsp;&nbsp;423086 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Core Molding <br>Technologies, Inc.<br>| 11422 | &nbsp;&nbsp;222957 |
|  | Corteva, Inc. | 500354 | &nbsp;&nbsp;36425771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CRH PLC (CRHCF <br>US)<br>| 120718 | &nbsp;&nbsp;14777090 |
| # | Crown Holdings, Inc. | 194990 | &nbsp;&nbsp;20411553 |
| \* | Dakota Gold Corp. | 62653 | &nbsp;&nbsp;375291 |
|  | Dow, Inc. | 389993 | &nbsp;&nbsp;10744307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DuPont de Nemours, <br>Inc.<br>| 200190 | &nbsp;&nbsp;8792345 |
|  | Eagle Materials, Inc. | 58559 | &nbsp;&nbsp;11934910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eastman Chemical <br>Co.<br>| 107941 | &nbsp;&nbsp;7482470 |
|  | Ecolab, Inc. | 113210 | &nbsp;&nbsp;31924088 |
| \* | Ecovyst, Inc. | 107718 | &nbsp;&nbsp;1142888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Element Solutions, <br>Inc.<br>| 233693 | &nbsp;&nbsp;6800466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Flexible Solutions <br>International, Inc.<br>| 2175 | &nbsp;&nbsp;12550 |
| \* | Flotek Industries, Inc. | 50698 | &nbsp;&nbsp;880624 |
| # | FMC Corp. | 8698 | &nbsp;&nbsp;137428 |
|  | Fortitude Gold Corp. | 38385 | &nbsp;&nbsp;211501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Freeport-McMoRan, <br>Inc.<br>| 898463 | &nbsp;&nbsp;54114426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Friedman Industries, <br>Inc.<br>| 9041 | &nbsp;&nbsp;177475 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Graphic Packaging <br>Holding Co.<br>| 553306 | &nbsp;&nbsp;8105933 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greif, Inc. (GEF US), <br>Class A<br>| 56305 | &nbsp;&nbsp;$3976259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greif, Inc. (GEF/B <br>US), Class B<br>| 12571 | &nbsp;&nbsp;1045656 |
|  | Hawkins, Inc. | 24044 | &nbsp;&nbsp;3131731 |
| # | HB Fuller Co. | 72324 | &nbsp;&nbsp;4346672 |
| # | Hecla Mining Co. | 607740 | &nbsp;&nbsp;13686305 |
|  | Huntsman Corp. | 160724 | &nbsp;&nbsp;1739034 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Idaho Strategic <br>Resources, Inc.<br>| 58 | &nbsp;&nbsp;2091 |
| \* | Ingevity Corp. | 43980 | &nbsp;&nbsp;2893444 |
|  | Innospec, Inc. | 32194 | &nbsp;&nbsp;2630894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Flavors & <br>Fragrances, Inc.<br>| 138042 | &nbsp;&nbsp;9636712 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;International Paper <br>Co.<br>| 246517 | &nbsp;&nbsp;9939565 |
| \* | Intrepid Potash, Inc. | 15834 | &nbsp;&nbsp;519989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kaiser Aluminum <br>Corp.<br>| 19465 | &nbsp;&nbsp;2386798 |
| \* | Knife River Corp. | 85853 | &nbsp;&nbsp;5766746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koppers Holdings, <br>Inc.<br>| 28375 | &nbsp;&nbsp;835928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kronos Worldwide, <br>Inc.<br>| 54176 | &nbsp;&nbsp;284424 |
|  | Linde PLC | 225284 | &nbsp;&nbsp;102948029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Louisiana-Pacific <br>Corp.<br>| 100741 | &nbsp;&nbsp;8436051 |
| \* | LSB Industries, Inc. | 96268 | &nbsp;&nbsp;894330 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;LyondellBasell <br>Industries NV, <br>Class A<br>| 184555 | &nbsp;&nbsp;9043195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Martin Marietta <br>Materials, Inc.<br>| 49504 | &nbsp;&nbsp;32274133 |
|  | Materion Corp. | 29828 | &nbsp;&nbsp;4124616 |
|  | Mativ Holdings, Inc. | 64538 | &nbsp;&nbsp;777683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mercer International, <br>Inc.<br>| 87084 | &nbsp;&nbsp;176781 |
| \* | Metallus, Inc. | 60053 | &nbsp;&nbsp;1198057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Minerals <br>Technologies, Inc.<br>| 39958 | &nbsp;&nbsp;2627638 |
| # | Mosaic Co. | 271568 | &nbsp;&nbsp;7468120 |
| \* | MP Materials Corp. | 600 | &nbsp;&nbsp;35262 |
|  | Myers Industries, Inc. | 47483 | &nbsp;&nbsp;981474 |
|  | NewMarket Corp. | 13839 | &nbsp;&nbsp;9283063 |
|  | Newmont Corp. | 619239 | &nbsp;&nbsp;69571502 |
|  | Nexa Resources SA | 13008 | &nbsp;&nbsp;164031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northern Technologies <br>International Corp.<br>| 15000 | &nbsp;&nbsp;135900 |
|  | Nucor Corp. | 264924 | &nbsp;&nbsp;47082293 |
| \* | O-I Glass, Inc. | 81523 | &nbsp;&nbsp;1245671 |
|  | Olin Corp. | 263278 | &nbsp;&nbsp;5478815 |
|  | Olympic Steel, Inc. | 26966 | &nbsp;&nbsp;1296795 |
|  | Orion SA | 13815 | &nbsp;&nbsp;85377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Packaging Corp. of <br>America<br>| 116601 | &nbsp;&nbsp;25949553 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Perimeter Solutions, <br>Inc.<br>| 75499 | &nbsp;&nbsp;1974299 |
|  | PPG Industries, Inc. | 183526 | &nbsp;&nbsp;21221111 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Quaker Chemical <br>Corp.<br>| 8167 | &nbsp;&nbsp;$1255595 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Ramaco Resources, <br>Inc. (METC US), <br>Class A<br>| 44272 | &nbsp;&nbsp;863747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ramaco Resources, <br>Inc. (METCB US), <br>Class B<br>| 1885 | &nbsp;&nbsp;24731 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ranpak Holdings <br>Corp.<br>| 33442 | &nbsp;&nbsp;168548 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rayonier Advanced <br>Materials, Inc.<br>| 74420 | &nbsp;&nbsp;577499 |
|  | Reliance, Inc. | 85810 | &nbsp;&nbsp;28274395 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Resolute Forest <br>Products, Inc.<br>| 163412 | &nbsp;&nbsp;43517 |
|  | Royal Gold, Inc. | 91793 | &nbsp;&nbsp;24170015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RPM International, <br>Inc.<br>| 154445 | &nbsp;&nbsp;16519437 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ryerson Holding <br>Corp.<br>| 72399 | &nbsp;&nbsp;2043100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Scotts Miracle-Gro <br>Co.<br>| 28124 | &nbsp;&nbsp;1806123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sensient Technologies <br>Corp.<br>| 48894 | &nbsp;&nbsp;4621461 |
|  | Sherwin-Williams Co. | 136171 | &nbsp;&nbsp;48291683 |
| # | Silgan Holdings, Inc. | 198440 | &nbsp;&nbsp;8562686 |
| \* | Smith-Midland Corp. | 324 | &nbsp;&nbsp;11385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Smurfit WestRock <br>PLC<br>| 241279 | &nbsp;&nbsp;10044445 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Solstice Advanced <br>Materials, Inc.<br>| 91644 | &nbsp;&nbsp;5660850 |
|  | Sonoco Products Co. | 106841 | &nbsp;&nbsp;5128368 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Southern Copper <br>Corp.<br>| 59583 | &nbsp;&nbsp;11339837 |
|  | Steel Dynamics, Inc. | 282821 | &nbsp;&nbsp;50786167 |
|  | Stepan Co. | 21885 | &nbsp;&nbsp;1260795 |
|  | SunCoke Energy, Inc. | 84387 | &nbsp;&nbsp;663282 |
|  | Sylvamo Corp. | 55207 | &nbsp;&nbsp;2701831 |
| \* | Tredegar Corp. | 52113 | &nbsp;&nbsp;445566 |
|  | TriMas Corp. | 52350 | &nbsp;&nbsp;1820210 |
|  | Tronox Holdings PLC | 145398 | &nbsp;&nbsp;881112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;U.S. Lime & Minerals, <br>Inc.<br>| 38873 | &nbsp;&nbsp;4685363 |
|  | Vulcan Materials Co. | 115142 | &nbsp;&nbsp;34604777 |
| # | Warrior Met Coal, Inc. | 117737 | &nbsp;&nbsp;10513914 |
| # | Westlake Corp. | 56735 | &nbsp;&nbsp;4500220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Worthington Steel, <br>Inc.<br>| 73093 | &nbsp;&nbsp;2940531 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | &nbsp;&nbsp;1140753214 |
| REAL ESTATE — (0.3%) | REAL ESTATE — (0.3%) | REAL ESTATE — (0.3%) | REAL ESTATE — (0.3%) |
| \* | AMREP Corp. | 6773 | &nbsp;&nbsp;140743 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CBRE Group, Inc., <br>Class A<br>| 268076 | &nbsp;&nbsp;45661385 |
| \* | CKX Lands, Inc. | 743 | &nbsp;&nbsp;8136 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Compass, Inc., <br>Class A<br>| 331717 | &nbsp;&nbsp;4153097 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Comstock Holding <br>Cos., Inc.<br>| 3056 | &nbsp;&nbsp;$33647 |
| \* | CoStar Group, Inc. | 182832 | &nbsp;&nbsp;11244168 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cushman & Wakefield <br>Ltd.<br>| 223061 | &nbsp;&nbsp;3667123 |
| \* | Douglas Elliman, Inc. | 46367 | &nbsp;&nbsp;125191 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Five Point <br>Holdings LLC, <br>Class A<br>| 70034 | &nbsp;&nbsp;371881 |
| \* | Forestar Group, Inc. | 44062 | &nbsp;&nbsp;1146493 |
| \* | FRP Holdings, Inc. | 22294 | &nbsp;&nbsp;533049 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Howard Hughes <br>Holdings, Inc.<br>| 89549 | &nbsp;&nbsp;7312571 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jones Lang LaSalle, <br>Inc.<br>| 74364 | &nbsp;&nbsp;26615619 |
| \*» | JW Mays, Inc. | 900 | &nbsp;&nbsp;35604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kennedy-Wilson <br>Holdings, Inc.<br>| 135296 | &nbsp;&nbsp;1332666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marcus & Millichap, <br>Inc.<br>| 37857 | &nbsp;&nbsp;1029710 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Maui Land & <br>Pineapple Co., Inc.<br>| 7480 | &nbsp;&nbsp;128132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Newmark Group, Inc., <br>Class A<br>| 183514 | &nbsp;&nbsp;3272055 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;RE/MAX Holdings, <br>Inc., Class A<br>| 16120 | &nbsp;&nbsp;125414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RMR Group, Inc., <br>Class A<br>| 1407 | &nbsp;&nbsp;21316 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Seaport Entertainment <br>Group, Inc.<br>| 22919 | &nbsp;&nbsp;432940 |
|  | St. Joe Co. | 66460 | &nbsp;&nbsp;4398987 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Stratus Properties, <br>Inc.<br>| 6238 | &nbsp;&nbsp;185081 |
| \* | Tejon Ranch Co. | 30042 | &nbsp;&nbsp;483376 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zillow Group, Inc. (Z <br>US), Class C<br>| 133735 | &nbsp;&nbsp;8429317 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zillow Group, Inc. (ZG <br>US), Class A<br>| 58679 | &nbsp;&nbsp;3652181 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | &nbsp;&nbsp;124539882 |
| UTILITIES — (2.4%) | UTILITIES — (2.4%) | UTILITIES — (2.4%) | UTILITIES — (2.4%) |
|  | AES Corp. | 445524 | &nbsp;&nbsp;6526927 |
| # | Alliant Energy Corp. | 236759 | &nbsp;&nbsp;15604786 |
|  | Ameren Corp. | 170766 | &nbsp;&nbsp;17636712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Electric <br>Power Co., Inc.<br>| 250917 | &nbsp;&nbsp;30053584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American States <br>Water Co.<br>| 39541 | &nbsp;&nbsp;2884911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Water <br>Works Co., Inc.<br>| 113084 | &nbsp;&nbsp;14602537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Artesian Resources <br>Corp., Class A<br>| 8895 | &nbsp;&nbsp;296737 |
|  | Atmos Energy Corp. | 101357 | &nbsp;&nbsp;16859723 |
|  | Avista Corp. | 85625 | &nbsp;&nbsp;3535456 |
|  | Black Hills Corp. | 55728 | &nbsp;&nbsp;4067029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;California Water <br>Service Group<br>| 60013 | &nbsp;&nbsp;2682581 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CenterPoint Energy, <br>Inc.<br>| 432065 | &nbsp;&nbsp;$17148660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chesapeake Utilities <br>Corp.<br>| 23953 | &nbsp;&nbsp;3082272 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Clearway Energy, Inc. <br>(CWEN US), <br>Class C<br>| 76238 | &nbsp;&nbsp;2756004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Clearway Energy, Inc. <br>(CWENA US), <br>Class A<br>| 22076 | &nbsp;&nbsp;745507 |
|  | CMS Energy Corp. | 214302 | &nbsp;&nbsp;15320450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Consolidated Edison, <br>Inc.<br>| 199672 | &nbsp;&nbsp;21291025 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Consolidated Water <br>Co. Ltd.<br>| 16044 | &nbsp;&nbsp;607747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Constellation Energy <br>Corp.<br>| 153456 | &nbsp;&nbsp;43072030 |
|  | Dominion Energy, Inc. | 283960 | &nbsp;&nbsp;17085873 |
|  | DTE Energy Co. | 122301 | &nbsp;&nbsp;16434808 |
|  | Duke Energy Corp. | 364895 | &nbsp;&nbsp;44280008 |
|  | Edison International | 172838 | &nbsp;&nbsp;10764351 |
|  | Entergy Corp. | 262726 | &nbsp;&nbsp;25192796 |
|  | Essential Utilities, Inc. | 218873 | &nbsp;&nbsp;8490084 |
|  | Evergy, Inc. | 184147 | &nbsp;&nbsp;14129599 |
|  | Eversource Energy | 211057 | &nbsp;&nbsp;14590370 |
|  | Exelon Corp. | 445235 | &nbsp;&nbsp;19937623 |
| # | FirstEnergy Corp. | 313305 | &nbsp;&nbsp;14831859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genie Energy Ltd., <br>Class B<br>| 49203 | &nbsp;&nbsp;677525 |
|  | H2O America | 31550 | &nbsp;&nbsp;1641862 |
| \* | Hallador Energy Co. | 41012 | &nbsp;&nbsp;758312 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hawaiian Electric <br>Industries, Inc.<br>| 79096 | &nbsp;&nbsp;1211751 |
| # | IDACORP, Inc. | 70882 | &nbsp;&nbsp;9412421 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;MDU Resources <br>Group, Inc.<br>| 299729 | &nbsp;&nbsp;6147442 |
| # | MGE Energy, Inc. | 37827 | &nbsp;&nbsp;3021621 |
| # | Middlesex Water Co. | 18468 | &nbsp;&nbsp;967354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Fuel Gas <br>Co.<br>| 76220 | &nbsp;&nbsp;6383425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New Jersey <br>Resources Corp.<br>| 139233 | &nbsp;&nbsp;6889249 |
|  | NextEra Energy, Inc. | 957284 | &nbsp;&nbsp;84145264 |
|  | NiSource, Inc. | 316562 | &nbsp;&nbsp;14020531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northwest Natural <br>Holding Co.<br>| 28983 | &nbsp;&nbsp;1349448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northwestern Energy <br>Group, Inc.<br>| 51221 | &nbsp;&nbsp;3475857 |
| # | NRG Energy, Inc. | 297968 | &nbsp;&nbsp;45478856 |
| # | OGE Energy Corp. | 219381 | &nbsp;&nbsp;9582562 |
| #\* | Oklo, Inc. | 22133 | &nbsp;&nbsp;1762229 |
|  | ONE Gas, Inc. | 60423 | &nbsp;&nbsp;4807254 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ormat Technologies, <br>Inc.<br>| 87585 | &nbsp;&nbsp;10942870 |
| # | Otter Tail Corp. | 44316 | &nbsp;&nbsp;3951215 |
|  | PG&E Corp. | 714633 | &nbsp;&nbsp;11019641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pinnacle West Capital <br>Corp.<br>| 99372 | &nbsp;&nbsp;9297244 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Portland General <br>Electric Co.<br>| 120995 | &nbsp;&nbsp;$6079999 |
| # | PPL Corp. | 270019 | &nbsp;&nbsp;9788189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Public Service <br>Enterprise Group, <br>Inc.<br>| 300038 | &nbsp;&nbsp;24711130 |
| \* | Pure Cycle Corp. | 31214 | &nbsp;&nbsp;361458 |
|  | RGC Resources, Inc. | 7658 | &nbsp;&nbsp;166255 |
|  | Sempra | 295714 | &nbsp;&nbsp;25730075 |
|  | Southern Co. | 522350 | &nbsp;&nbsp;46651078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southwest Gas <br>Holdings, Inc.<br>| 58444 | &nbsp;&nbsp;4840332 |
|  | Spire, Inc. | 56789 | &nbsp;&nbsp;4798103 |
| \* | Talen Energy Corp. | 13640 | &nbsp;&nbsp;4751630 |
|  | TXNM Energy, Inc. | 111521 | &nbsp;&nbsp;6570817 |
| # | UGI Corp. | 143715 | &nbsp;&nbsp;5764409 |
|  | Unitil Corp. | 18042 | &nbsp;&nbsp;918518 |
|  | Vistra Corp. | 677453 | &nbsp;&nbsp;107274683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WEC Energy Group, <br>Inc.<br>| 187263 | &nbsp;&nbsp;20724396 |
|  | Xcel Energy, Inc. | 324279 | &nbsp;&nbsp;24664661 |
|  | York Water Co. | 13707 | &nbsp;&nbsp;460281 |
| TOTAL UTILITIES | TOTAL UTILITIES |  | &nbsp;&nbsp;935711996 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS |  | &nbsp;&nbsp;38293588207 |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| CONSUMER DISCRETIONARY — (0.0%) | CONSUMER DISCRETIONARY — (0.0%) | CONSUMER DISCRETIONARY — (0.0%) | CONSUMER DISCRETIONARY — (0.0%) |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp;GameStop Corp. <br>Warrants <br>10/30/2026<br>| 7862 | &nbsp;&nbsp;30662 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL <br>RIGHTS/WARRANTS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL <br>RIGHTS/WARRANTS |  | &nbsp;&nbsp;30662 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $10,488,025,936) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $10,488,025,936) |  | &nbsp;&nbsp;38293618869 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| TEMPORARY CASH INVESTMENTS — (1.2%) | TEMPORARY CASH INVESTMENTS — (1.2%) | TEMPORARY CASH INVESTMENTS — (1.2%) | TEMPORARY CASH INVESTMENTS — (1.2%) |
| Ɏ | &nbsp;&nbsp;&nbsp;&nbsp;State Street <br>Institutional <br>U.S. Government <br>Money Market Fund <br>3.720%<br>| 449655028 | &nbsp;&nbsp;$449655028 |
| SECURITIES LENDING COLLATERAL — (1.7%) | SECURITIES LENDING COLLATERAL — (1.7%) | SECURITIES LENDING COLLATERAL — (1.7%) | SECURITIES LENDING COLLATERAL — (1.7%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund <br>| 58772270 | &nbsp;&nbsp;679818844 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost <br>$11,617,499,808)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost <br>$11,617,499,808)^^ |  | &nbsp;&nbsp;$39423092741 |

---

As of January 31, 2026, U.S. Core Equity 1 Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br>**Contracts**<br>| **Expiration**<br>**Date**<br>| **Notional**<br>**Value**<br>| **Market**<br>**Value**<br>| **Unrealized**<br>**Appreciation**<br>**(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp;&nbsp;&nbsp;1268 | 03/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;$442248213 | &nbsp;&nbsp;&nbsp;&nbsp;$441628550 | &nbsp;&nbsp;&nbsp;&nbsp;$(619663)<br>|
| **Total Futures Contracts** |  |  | &nbsp;&nbsp;**$442248213** | &nbsp;&nbsp;**$441628550** | &nbsp;&nbsp;**$(619663)**<br>|

---

------

**U.S. Core Equity 1 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** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Communication Services | &nbsp;&nbsp;&nbsp;$3552365947 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$3552365947 |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Discretionary | &nbsp;&nbsp;&nbsp;3929987358 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3929987358 |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Staples | &nbsp;&nbsp;&nbsp;2042703864 | &nbsp;&nbsp;&nbsp;$196448 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2042900312 |
| &nbsp;&nbsp;&nbsp;&nbsp;Energy | &nbsp;&nbsp;&nbsp;1835270679 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1835270679 |
| &nbsp;&nbsp;&nbsp;&nbsp;Financials | &nbsp;&nbsp;&nbsp;6067986921 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;6067986921 |
| &nbsp;&nbsp;&nbsp;&nbsp;Health Care | &nbsp;&nbsp;&nbsp;3386067834 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$775386 | &nbsp;&nbsp;&nbsp;3386843220 |
| &nbsp;&nbsp;&nbsp;&nbsp;Industrials | &nbsp;&nbsp;&nbsp;4903004939 | &nbsp;&nbsp;&nbsp;887169 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4903892108 |
| &nbsp;&nbsp;&nbsp;&nbsp;Information Technology | &nbsp;&nbsp;&nbsp;10372919257 | &nbsp;&nbsp;&nbsp;417313 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;10373336570 |
| &nbsp;&nbsp;&nbsp;&nbsp;Materials | &nbsp;&nbsp;&nbsp;1140709697 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;43517 | &nbsp;&nbsp;&nbsp;1140753214 |
| &nbsp;&nbsp;&nbsp;&nbsp;Real Estate | &nbsp;&nbsp;&nbsp;124504278 | &nbsp;&nbsp;&nbsp;35604 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;124539882 |
| &nbsp;&nbsp;&nbsp;&nbsp;Utilities | &nbsp;&nbsp;&nbsp;935711996 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;935711996 |
| Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Discretionary | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;30662 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;30662 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;449655028 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;449655028 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;679818844 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;679818844 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$38740887798 | &nbsp;&nbsp;&nbsp;$681386040 | &nbsp;&nbsp;&nbsp;$818,903˂˃ | &nbsp;&nbsp;&nbsp;$39423092741 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts\*\* | &nbsp;&nbsp;&nbsp;(619663) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(619663) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp;$(619663) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$(619663) |
| &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. 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%) | COMMON STOCKS — (97.6%) |
| COMMUNICATION SERVICES — (8.5%) | COMMUNICATION SERVICES — (8.5%) | COMMUNICATION SERVICES — (8.5%) | COMMUNICATION SERVICES — (8.5%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alphabet, Inc. (GOOG <br>US), Class C<br>| 1447502 | &nbsp;&nbsp;$490022852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alphabet, Inc. <br>(GOOGL US), <br>Class A<br>| 2546270 | &nbsp;&nbsp;860639260 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AMC Networks, Inc., <br>Class A<br>| 10194 | &nbsp;&nbsp;78596 |
| \* | Angi, Inc. | 9203 | &nbsp;&nbsp;119455 |
| \* | Anterix, Inc. | 18714 | &nbsp;&nbsp;491523 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Array Digital <br>Infrastructure, Inc.<br>| 66939 | &nbsp;&nbsp;3225790 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;AST SpaceMobile, <br>Inc.<br>| 46758 | &nbsp;&nbsp;5199957 |
|  | AT&T, Inc. | 3832947 | &nbsp;&nbsp;100461541 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Atlanta Braves <br>Holdings, Inc. <br>(2291915D US), <br>Class A<br>| 15333 | &nbsp;&nbsp;674959 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Atlanta Braves <br>Holdings, Inc. <br>(2292098D US), <br>Class C<br>| 63173 | &nbsp;&nbsp;2522498 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ATN International, <br>Inc.<br>| 13066 | &nbsp;&nbsp;316067 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bandwidth, Inc., <br>Class A<br>| 36918 | &nbsp;&nbsp;515744 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Boston Omaha Corp., <br>Class A<br>| 13096 | &nbsp;&nbsp;159902 |
| \* | Bumble, Inc., Class A | 110726 | &nbsp;&nbsp;370932 |
| # | Cable One, Inc. | 6929 | &nbsp;&nbsp;561180 |
| #\* | Cargurus, Inc. | 139163 | &nbsp;&nbsp;4508881 |
| #\* | Cars.com, Inc. | 113830 | &nbsp;&nbsp;1293109 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Charter <br>Communications, <br>Inc., Class A<br>| 106511 | &nbsp;&nbsp;21954047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cinemark Holdings, <br>Inc.<br>| 270650 | &nbsp;&nbsp;6408992 |
| \* | Cineverse Corp. | 573 | &nbsp;&nbsp;1146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp., <br>Class A<br>| 3103081 | &nbsp;&nbsp;92316660 |
| \* | comScore, Inc. | 1520 | &nbsp;&nbsp;12844 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Creative Realities, <br>Inc.<br>| 18097 | &nbsp;&nbsp;56463 |
|  | CuriosityStream, Inc. | 4145 | &nbsp;&nbsp;15419 |
| \* | DHI Group, Inc. | 742657 | &nbsp;&nbsp;1292223 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;DoubleVerify Holdings, <br>Inc.<br>| 19508 | &nbsp;&nbsp;211077 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;EchoStar Corp., <br>Class A<br>| 11830 | &nbsp;&nbsp;1339393 |
|  | Electronic Arts, Inc. | 124462 | &nbsp;&nbsp;25380291 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Entravision <br>Communications <br>Corp., Class A<br>| 136775 | &nbsp;&nbsp;$411693 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;EverQuote, Inc., <br>Class A<br>| 31701 | &nbsp;&nbsp;719613 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;EW Scripps Co., <br>Class A<br>| 13865 | &nbsp;&nbsp;46448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fox Corp. (FOX US), <br>Class B<br>| 241620 | &nbsp;&nbsp;15843023 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Fox Corp. (FOXA US), <br>Class A<br>| 282235 | &nbsp;&nbsp;20541063 |
| #\* | fuboTV, Inc., Class A | 139246 | &nbsp;&nbsp;310519 |
| \* | Gaia, Inc. | 6230 | &nbsp;&nbsp;21120 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GCI Liberty, Inc. <br>(GLBKV US), <br>Class C<br>| 41373 | &nbsp;&nbsp;1530387 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GCI Liberty, Inc. <br>(GLIBA US), <br>Class A<br>| 3103 | &nbsp;&nbsp;116269 |
|  | GDEV, Inc. | 329 | &nbsp;&nbsp;5494 |
| \* | Gogo, Inc. | 150585 | &nbsp;&nbsp;691185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gray Media, Inc. GTN <br>US<br>| 99670 | &nbsp;&nbsp;449512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gray Media, Inc. <br>GTNA US, Class A<br>| 3160 | &nbsp;&nbsp;40732 |
| \* | Grindr, Inc. | 34748 | &nbsp;&nbsp;393347 |
| \* | Harte Hanks, Inc. | 3652 | &nbsp;&nbsp;11066 |
|  | IDT Corp., Class B | 129438 | &nbsp;&nbsp;6294570 |
| #\* | IMAX Corp. | 76276 | &nbsp;&nbsp;2662795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Iridium <br>Communications, <br>Inc.<br>| 116911 | &nbsp;&nbsp;2328867 |
| \* | IZEA Worldwide, Inc. | 3176 | &nbsp;&nbsp;11180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;John Wiley & Sons, <br>Inc. (WLY US), <br>Class A<br>| 51963 | &nbsp;&nbsp;1622805 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Broadband <br>Corp. (LBRDA US), <br>Class A<br>| 22916 | &nbsp;&nbsp;1100426 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Broadband <br>Corp. (LBRDK US), <br>Class C<br>| 147329 | &nbsp;&nbsp;7087998 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Global Ltd. <br>(LBTYA US), <br>Class A<br>| 207637 | &nbsp;&nbsp;2302694 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Global Ltd. <br>(LBTYK US), <br>Class C<br>| 177680 | &nbsp;&nbsp;1968694 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Latin America <br>Ltd. (LILA US), <br>Class A<br>| 164884 | &nbsp;&nbsp;1272904 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Latin America <br>Ltd. (LILAK US), <br>Class C<br>| 75844 | &nbsp;&nbsp;$590066 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Media <br>Corp.-Liberty <br>Formula One <br>(FWONA US), <br>Class A<br>| 1498 | &nbsp;&nbsp;119376 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Media <br>Corp.-Liberty <br>Formula One <br>(FWONK US), <br>Class C<br>| 189609 | &nbsp;&nbsp;16499775 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lionsgate Studios <br>Corp.<br>| 440433 | &nbsp;&nbsp;4157688 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Live Nation <br>Entertainment, Inc.<br>| 129375 | &nbsp;&nbsp;18817594 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lumen Technologies, <br>Inc.<br>| 770662 | &nbsp;&nbsp;6797239 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Madison Square <br>Garden <br>Entertainment <br>Corp.<br>| 51660 | &nbsp;&nbsp;3196204 |
| #\* | Magnite, Inc. | 362636 | &nbsp;&nbsp;5247343 |
|  | Marcus Corp. | 49334 | &nbsp;&nbsp;744450 |
|  | Match Group, Inc. | 172036 | &nbsp;&nbsp;5358921 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MediaAlpha, Inc., <br>Class A<br>| 20234 | &nbsp;&nbsp;206994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meta Platforms, Inc., <br>Class A<br>| 1194962 | &nbsp;&nbsp;856190273 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Motorsport Games, <br>Inc., Class A<br>| 2155 | &nbsp;&nbsp;8879 |
| \* | Netflix, Inc. | 821310 | &nbsp;&nbsp;68571172 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;New York Times Co., <br>Class A<br>| 244766 | &nbsp;&nbsp;17943795 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;News Corp. (NWS <br>US), Class B<br>| 260357 | &nbsp;&nbsp;8097103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;News Corp. (NWSA <br>US), Class A<br>| 299394 | &nbsp;&nbsp;8092620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nexstar Media Group, <br>Inc.<br>| 79767 | &nbsp;&nbsp;16940915 |
| # | Omnicom Group, Inc. | 441848 | &nbsp;&nbsp;34039970 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Optimum <br>Communications, <br>Inc., Class A<br>| 96560 | &nbsp;&nbsp;147737 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Paramount Skydance <br>Corp., Class B<br>| 62625 | &nbsp;&nbsp;702026 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pinterest, Inc., <br>Class A<br>| 379385 | &nbsp;&nbsp;8395790 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PubMatic, Inc., <br>Class A<br>| 51512 | &nbsp;&nbsp;373977 |
| \* | QuinStreet, Inc. | 57994 | &nbsp;&nbsp;770740 |
| \* | Reddit, Inc., Class A | 80533 | &nbsp;&nbsp;14517684 |
| \* | Reservoir Media, Inc. | 17174 | &nbsp;&nbsp;129664 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ROBLOX Corp., <br>Class A<br>| 38626 | &nbsp;&nbsp;2540046 |
| \* | Roku, Inc. | 111540 | &nbsp;&nbsp;10618608 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saga <br>Communications, <br>Inc., Class A<br>| 13087 | &nbsp;&nbsp;$148930 |
|  | Scholastic Corp. | 39313 | &nbsp;&nbsp;1374776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenandoah <br>Telecommunications <br>Co.<br>| 92924 | &nbsp;&nbsp;1103008 |
| # | Shutterstock, Inc. | 60529 | &nbsp;&nbsp;1201501 |
|  | Sinclair, Inc. | 71073 | &nbsp;&nbsp;1031269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sirius XM Holdings, <br>Inc.<br>| 8436 | &nbsp;&nbsp;171673 |
| \* | Skillz, Inc. | 3863 | &nbsp;&nbsp;14293 |
| #\* | Snap, Inc., Class A | 954713 | &nbsp;&nbsp;6616161 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Sphere Entertainment <br>Co.<br>| 51674 | &nbsp;&nbsp;4935384 |
|  | Spok Holdings, Inc. | 26622 | &nbsp;&nbsp;366585 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Spotify Technology <br>SA<br>| 15222 | &nbsp;&nbsp;7616328 |
| #\* | Stagwell, Inc. | 94802 | &nbsp;&nbsp;569760 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Starz Entertainment <br>Corp.<br>| 29360 | &nbsp;&nbsp;293306 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Take-Two Interactive <br>Software, Inc.<br>| 39144 | &nbsp;&nbsp;8623423 |
| \* | TechTarget, Inc. | 16465 | &nbsp;&nbsp;86277 |
|  | TEGNA, Inc. | 290924 | &nbsp;&nbsp;5574104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telephone & Data <br>Systems, Inc.<br>| 173909 | &nbsp;&nbsp;7848513 |
| \* | Thryv Holdings, Inc. | 67752 | &nbsp;&nbsp;325887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TKO Group Holdings, <br>Inc.<br>| 59314 | &nbsp;&nbsp;12015830 |
|  | T-Mobile U.S., Inc. | 313468 | &nbsp;&nbsp;61819024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Townsquare Media, <br>Inc., Class A<br>| 15039 | &nbsp;&nbsp;98806 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Trade Desk, Inc., <br>Class A<br>| 45555 | &nbsp;&nbsp;1381683 |
| \* | Travelzoo | 25645 | &nbsp;&nbsp;150023 |
| #\* | TripAdvisor, Inc. | 138609 | &nbsp;&nbsp;1842114 |
| #\* | USA TODAY Co., Inc. | 187005 | &nbsp;&nbsp;1107070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon <br>Communications, <br>Inc.<br>| 2082282 | &nbsp;&nbsp;92703195 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Versant Media Group, <br>Inc.<br>| 124123 | &nbsp;&nbsp;4043927 |
|  | Walt Disney Co. | 653483 | &nbsp;&nbsp;73712882 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Warner Bros <br>Discovery, Inc.<br>| 1421448 | &nbsp;&nbsp;39146678 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Warner Music Group <br>Corp., Class A<br>| 117742 | &nbsp;&nbsp;3529905 |
| \* | Yelp, Inc. | 72543 | &nbsp;&nbsp;1986227 |
|  | Zedge, Inc., Class B | 8399 | &nbsp;&nbsp;26121 |
| #\* | Ziff Davis, Inc. | 78161 | &nbsp;&nbsp;2987313 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;ZoomInfo <br>Technologies, Inc.<br>| 369412 | &nbsp;&nbsp;2973767 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMUNICATION <br>SERVICES | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMUNICATION <br>SERVICES |  | &nbsp;&nbsp;3145177597 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (8.9%) | CONSUMER DISCRETIONARY — (8.9%) | CONSUMER DISCRETIONARY — (8.9%) | CONSUMER DISCRETIONARY — (8.9%) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;1-800-Flowers.com, <br>Inc., Class A<br>| 57442 | &nbsp;&nbsp;$248149 |
| \* | 1stdibs.com, Inc. | 8519 | &nbsp;&nbsp;46684 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Abercrombie & Fitch <br>Co., Class A<br>| 116159 | &nbsp;&nbsp;11340603 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Academy Sports & <br>Outdoors, Inc.<br>| 98825 | &nbsp;&nbsp;5436363 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Acushnet Holdings <br>Corp.<br>| 156300 | &nbsp;&nbsp;15151722 |
| \* | Adient PLC | 93365 | &nbsp;&nbsp;1941992 |
|  | ADT, Inc. | 904109 | &nbsp;&nbsp;7232872 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Adtalem Global <br>Education, Inc.<br>| 73590 | &nbsp;&nbsp;7620244 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Advance Auto Parts, <br>Inc.<br>| 70744 | &nbsp;&nbsp;3396419 |
| \* | Airbnb, Inc., Class A | 54337 | &nbsp;&nbsp;7029578 |
| \* | Amazon.com, Inc. | 2934998 | &nbsp;&nbsp;702345021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AMCON Distributing <br>Co.<br>| 1168 | &nbsp;&nbsp;126681 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;American Axle & <br>Manufacturing <br>Holdings, Inc.<br>| 138632 | &nbsp;&nbsp;1104897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Eagle <br>Outfitters, Inc.<br>| 311671 | &nbsp;&nbsp;7265051 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Outdoor <br>Brands, Inc.<br>| 29110 | &nbsp;&nbsp;263737 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Public <br>Education, Inc.<br>| 34800 | &nbsp;&nbsp;1453944 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;America's Car-Mart, <br>Inc.<br>| 10586 | &nbsp;&nbsp;272272 |
| \* | Aptiv PLC | 221083 | &nbsp;&nbsp;16747037 |
|  | Aramark | 369099 | &nbsp;&nbsp;14206621 |
| \* | Arhaus, Inc. | 63533 | &nbsp;&nbsp;646766 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ark Restaurants <br>Corp.<br>| 7366 | &nbsp;&nbsp;48321 |
|  | Arko Corp. | 121831 | &nbsp;&nbsp;646923 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Asbury Automotive <br>Group, Inc.<br>| 35585 | &nbsp;&nbsp;8345038 |
|  | Autoliv, Inc. | 147349 | &nbsp;&nbsp;17864593 |
| \* | AutoNation, Inc. | 105335 | &nbsp;&nbsp;21591568 |
| \* | AutoZone, Inc. | 4708 | &nbsp;&nbsp;17439797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bassett Furniture <br>Industries, Inc.<br>| 18048 | &nbsp;&nbsp;285158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bath & Body Works, <br>Inc.<br>| 149394 | &nbsp;&nbsp;3256789 |
| \* | Beachbody Co., Inc. | 1034 | &nbsp;&nbsp;11767 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beazer Homes USA, <br>Inc.<br>| 54852 | &nbsp;&nbsp;1183158 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bed Bath & Beyond, <br>Inc.<br>| 7600 | &nbsp;&nbsp;44916 |
|  | Best Buy Co., Inc. | 380018 | &nbsp;&nbsp;24739172 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Biglari Holdings, Inc. <br>(BH US), Class B<br>| 3163 | &nbsp;&nbsp;1186220 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Biglari Holdings, Inc. <br>(BH/A US), Class A<br>| 308 | &nbsp;&nbsp;606397 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Birkenstock Holding <br>PLC<br>| 183416 | &nbsp;&nbsp;6925788 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| #\* | BJ's Restaurants, Inc. | 33842 | &nbsp;&nbsp;$1415272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Booking Holdings, <br>Inc.<br>| 9330 | &nbsp;&nbsp;46667167 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Boot Barn Holdings, <br>Inc.<br>| 46148 | &nbsp;&nbsp;8236495 |
|  | BorgWarner, Inc. | 283224 | &nbsp;&nbsp;13427650 |
| \*» | Bowl America, Inc. | 3937 | &nbsp;&nbsp;0 |
|  | Boyd Gaming Corp. | 72511 | &nbsp;&nbsp;6130080 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bright Horizons Family <br>Solutions, Inc.<br>| 70230 | &nbsp;&nbsp;6505405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brightstar Lottery <br>PLC<br>| 98836 | &nbsp;&nbsp;1431145 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Brinker International, <br>Inc.<br>| 67650 | &nbsp;&nbsp;10669758 |
|  | Brunswick Corp. | 84867 | &nbsp;&nbsp;6808031 |
|  | Buckle, Inc. | 92598 | &nbsp;&nbsp;4379885 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Build-A-Bear <br>Workshop, Inc.<br>| 29799 | &nbsp;&nbsp;1778404 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Burlington Stores, <br>Inc.<br>| 57670 | &nbsp;&nbsp;17062246 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Caesars <br>Entertainment, Inc.<br>| 16788 | &nbsp;&nbsp;347512 |
|  | Caleres, Inc. | 42661 | &nbsp;&nbsp;521317 |
| #\* | Callaway Golf Co. | 294396 | &nbsp;&nbsp;4224583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Camping World <br>Holdings, Inc., <br>Class A<br>| 42404 | &nbsp;&nbsp;559309 |
| \* | Capri Holdings Ltd. | 55549 | &nbsp;&nbsp;1253741 |
| #\* | CarMax, Inc. | 166626 | &nbsp;&nbsp;7421522 |
| \* | Carnival Corp. | 922841 | &nbsp;&nbsp;27703687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Carriage Services, <br>Inc.<br>| 32417 | &nbsp;&nbsp;1391013 |
|  | Carter's, Inc. | 44230 | &nbsp;&nbsp;1530800 |
| #\* | Carvana Co. | 50254 | &nbsp;&nbsp;20157382 |
| #\* | Cava Group, Inc. | 22821 | &nbsp;&nbsp;1383409 |
| #\* | Cavco Industries, Inc. | 11824 | &nbsp;&nbsp;5817644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Century Communities, <br>Inc.<br>| 53478 | &nbsp;&nbsp;3368044 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Champion Homes, <br>Inc.<br>| 93765 | &nbsp;&nbsp;7349301 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cheesecake Factory, <br>Inc.<br>| 113900 | &nbsp;&nbsp;6601644 |
| \* | Chewy, Inc., Class A | 128111 | &nbsp;&nbsp;3729311 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chipotle Mexican Grill, <br>Inc.<br>| 571772 | &nbsp;&nbsp;22224778 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Choice Hotels <br>International, Inc.<br>| 67361 | &nbsp;&nbsp;6924711 |
| # | Churchill Downs, Inc. | 80515 | &nbsp;&nbsp;7919455 |
| \* | Citi Trends, Inc. | 13438 | &nbsp;&nbsp;579850 |
|  | Clarus Corp. | 4029 | &nbsp;&nbsp;15431 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Columbia Sportswear <br>Co.<br>| 92293 | &nbsp;&nbsp;5101957 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cooper-Standard <br>Holdings, Inc.<br>| 13534 | &nbsp;&nbsp;424562 |
| \* | Coupang, Inc. | 394440 | &nbsp;&nbsp;7951910 |
| \* | Coursera, Inc. | 196119 | &nbsp;&nbsp;1188481 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cracker Barrel Old <br>Country Store, Inc.<br>| 23961 | &nbsp;&nbsp;721705 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Cricut, Inc., Class A | 9144 | &nbsp;&nbsp;$40874 |
| #\* | Crocs, Inc. | 51021 | &nbsp;&nbsp;4281682 |
|  | Crown Crafts, Inc. | 3959 | &nbsp;&nbsp;11679 |
| \* | Culp, Inc. | 17123 | &nbsp;&nbsp;60273 |
|  | Dana, Inc. | 236314 | &nbsp;&nbsp;6829475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Darden Restaurants, <br>Inc.<br>| 148823 | &nbsp;&nbsp;29667865 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Dave & Buster's <br>Entertainment, Inc.<br>| 36575 | &nbsp;&nbsp;686513 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Deckers Outdoor <br>Corp.<br>| 116360 | &nbsp;&nbsp;13886402 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Designer Brands, Inc., <br>Class A<br>| 47506 | &nbsp;&nbsp;301188 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dick's Sporting <br>Goods, Inc.<br>| 114303 | &nbsp;&nbsp;23089206 |
| # | Dillard's, Inc., Class A | 18764 | &nbsp;&nbsp;11400256 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dine Brands Global, <br>Inc.<br>| 8078 | &nbsp;&nbsp;277802 |
| # | Domino's Pizza, Inc. | 19533 | &nbsp;&nbsp;8014976 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;DoorDash, Inc., <br>Class A<br>| 95377 | &nbsp;&nbsp;19516042 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dorman Products, <br>Inc.<br>| 46203 | &nbsp;&nbsp;5738413 |
|  | DR Horton, Inc. | 165989 | &nbsp;&nbsp;24705803 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;DraftKings, Inc., <br>Class A<br>| 153846 | &nbsp;&nbsp;4232303 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Dream Finders <br>Homes, Inc., <br>Class A<br>| 40679 | &nbsp;&nbsp;748087 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Driven Brands <br>Holdings, Inc.<br>| 163354 | &nbsp;&nbsp;2540155 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Duluth Holdings, Inc., <br>Class B<br>| 55500 | &nbsp;&nbsp;133755 |
| \* | Duolingo, Inc. | 16346 | &nbsp;&nbsp;2191345 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dutch Bros, Inc., <br>Class A<br>| 75299 | &nbsp;&nbsp;4095513 |
|  | eBay, Inc. | 546889 | &nbsp;&nbsp;49887215 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;El Pollo Loco <br>Holdings, Inc.<br>| 41120 | &nbsp;&nbsp;416546 |
|  | Escalade, Inc. | 37461 | &nbsp;&nbsp;544683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ethan Allen Interiors, <br>Inc.<br>| 31226 | &nbsp;&nbsp;716012 |
| \* | Etsy, Inc. | 71933 | &nbsp;&nbsp;3809572 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;European Wax <br>Center, Inc., <br>Class A<br>| 1277 | &nbsp;&nbsp;5019 |
|  | Expedia Group, Inc. | 85082 | &nbsp;&nbsp;22533117 |
| \* | Figs, Inc., Class A | 286537 | &nbsp;&nbsp;3097465 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;First Watch <br>Restaurant Group, <br>Inc.<br>| 70505 | &nbsp;&nbsp;1127375 |
| \* | Five Below, Inc. | 87336 | &nbsp;&nbsp;16737071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Flanigan's <br>Enterprises, Inc.<br>| 2891 | &nbsp;&nbsp;94030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Flexsteel Industries, <br>Inc.<br>| 13923 | &nbsp;&nbsp;557338 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Floor & Decor <br>Holdings, Inc., <br>Class A<br>| 109958 | &nbsp;&nbsp;$7252830 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Flutter Entertainment <br>PLC<br>| 61902 | &nbsp;&nbsp;10223115 |
|  | Ford Motor Co. | 3518977 | &nbsp;&nbsp;48843401 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fox Factory Holding <br>Corp.<br>| 75503 | &nbsp;&nbsp;1389255 |
| \* | Frontdoor, Inc. | 104992 | &nbsp;&nbsp;6206077 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Full House Resorts, <br>Inc.<br>| 23954 | &nbsp;&nbsp;55573 |
| \* | Funko, Inc., Class A | 72610 | &nbsp;&nbsp;294797 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GameStop Corp., <br>Class A<br>| 3071 | &nbsp;&nbsp;73335 |
|  | Gap, Inc. | 439609 | &nbsp;&nbsp;12300260 |
|  | Garmin Ltd. | 155286 | &nbsp;&nbsp;31311869 |
|  | Garrett Motion, Inc. | 188704 | &nbsp;&nbsp;3404220 |
|  | General Motors Co. | 1015788 | &nbsp;&nbsp;85326192 |
| \* | Genesco, Inc. | 16903 | &nbsp;&nbsp;489004 |
|  | Gentex Corp. | 395478 | &nbsp;&nbsp;9099949 |
| \* | Gentherm, Inc. | 52061 | &nbsp;&nbsp;1663870 |
|  | Genuine Parts Co. | 157154 | &nbsp;&nbsp;21842834 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GigaCloud <br>Technology, Inc., <br>Class A<br>| 17237 | &nbsp;&nbsp;688273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;G-III Apparel Group <br>Ltd.<br>| 76065 | &nbsp;&nbsp;2232508 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gildan Activewear, <br>Inc. (GIL US)<br>| 1374 | &nbsp;&nbsp;89283 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Global Business <br>Travel Group I<br>| 167784 | &nbsp;&nbsp;1149320 |
|  | Gold.com, Inc. | 37225 | &nbsp;&nbsp;1930116 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Goodyear Tire & <br>Rubber Co.<br>| 524684 | &nbsp;&nbsp;4937276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Graham Holdings Co., <br>Class B<br>| 7504 | &nbsp;&nbsp;8754392 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grand Canyon <br>Education, Inc.<br>| 50608 | &nbsp;&nbsp;8797695 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Green Brick Partners, <br>Inc.<br>| 31887 | &nbsp;&nbsp;2212639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Group 1 Automotive, <br>Inc.<br>| 23413 | &nbsp;&nbsp;8294289 |
| \* | Groupon, Inc. | 34996 | &nbsp;&nbsp;495193 |
|  | H&R Block, Inc. | 159291 | &nbsp;&nbsp;6284030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hamilton Beach <br>Brands Holding Co., <br>Class A<br>| 17801 | &nbsp;&nbsp;339821 |
|  | Harley-Davidson, Inc. | 114010 | &nbsp;&nbsp;2257398 |
|  | Hasbro, Inc. | 121667 | &nbsp;&nbsp;10866080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haverty Furniture <br>Cos., Inc. (HVT <br>US)<br>| 17885 | &nbsp;&nbsp;452848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haverty Furniture <br>Cos., Inc. (HVT/A <br>US), Class A<br>| 2523 | &nbsp;&nbsp;64097 |
| #\* | Helen of Troy Ltd. | 32388 | &nbsp;&nbsp;536345 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Hilton Grand <br>Vacations, Inc.<br>| 111600 | &nbsp;&nbsp;$5034276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hilton Worldwide <br>Holdings, Inc.<br>| 86401 | &nbsp;&nbsp;25791563 |
| \* | Holley, Inc. | 136378 | &nbsp;&nbsp;525055 |
|  | Home Depot, Inc. | 456996 | &nbsp;&nbsp;171186132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hooker Furnishings <br>Corp.<br>| 21195 | &nbsp;&nbsp;281258 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hovnanian <br>Enterprises, Inc., <br>Class A<br>| 300 | &nbsp;&nbsp;33795 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hyatt Hotels Corp., <br>Class A<br>| 43346 | &nbsp;&nbsp;6778014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Installed Building <br>Products, Inc.<br>| 49237 | &nbsp;&nbsp;14187149 |
|  | J Jill, Inc. | 3140 | &nbsp;&nbsp;49015 |
|  | JAKKS Pacific, Inc. | 6158 | &nbsp;&nbsp;112507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jerash Holdings U.S., <br>Inc.<br>| 3471 | &nbsp;&nbsp;10621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Outdoors, <br>Inc., Class A<br>| 17380 | &nbsp;&nbsp;788878 |
|  | KB Home | 116694 | &nbsp;&nbsp;6714573 |
| # | Kohl's Corp. | 140940 | &nbsp;&nbsp;2462222 |
|  | Kontoor Brands, Inc. | 74533 | &nbsp;&nbsp;4451856 |
| \* | Koss Corp. | 2964 | &nbsp;&nbsp;12834 |
|  | Krispy Kreme, Inc. | 66243 | &nbsp;&nbsp;208665 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kura Sushi USA, Inc., <br>Class A<br>| 6958 | &nbsp;&nbsp;464864 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Lakeland Industries, <br>Inc.<br>| 17245 | &nbsp;&nbsp;162448 |
| #\* | Lands' End, Inc. | 47501 | &nbsp;&nbsp;843618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Las Vegas Sands <br>Corp.<br>| 262523 | &nbsp;&nbsp;13842838 |
| \* | Latham Group, Inc. | 9398 | &nbsp;&nbsp;59113 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Laureate Education, <br>Inc.<br>| 256252 | &nbsp;&nbsp;8789444 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Lazare Kaplan <br>International, Inc.<br>| 3667 | &nbsp;&nbsp;0 |
|  | La-Z-Boy, Inc. | 74248 | &nbsp;&nbsp;2703370 |
| # | LCI Industries | 44099 | &nbsp;&nbsp;6468882 |
|  | Lear Corp. | 75871 | &nbsp;&nbsp;8883735 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Legacy Housing <br>Corp.<br>| 9372 | &nbsp;&nbsp;194469 |
|  | Leggett & Platt, Inc. | 65218 | &nbsp;&nbsp;761094 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Lennar Corp. (LEN <br>US), Class A<br>| 239617 | &nbsp;&nbsp;26202119 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Lennar Corp. (LENB <br>US), Class B<br>| 19551 | &nbsp;&nbsp;1979734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Levi Strauss & Co., <br>Class A<br>| 125939 | &nbsp;&nbsp;2503667 |
| \* | LGI Homes, Inc. | 27923 | &nbsp;&nbsp;1399222 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Live Holdings, <br>Inc., Class A<br>| 25309 | &nbsp;&nbsp;2035856 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Live Holdings, <br>Inc., Class C<br>| 69306 | &nbsp;&nbsp;5723289 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Life Time Group <br>Holdings, Inc.<br>| 261814 | &nbsp;&nbsp;7637114 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Lifetime Brands, Inc. | 42821 | &nbsp;&nbsp;$134886 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lincoln Educational <br>Services Corp.<br>| 52781 | &nbsp;&nbsp;1407141 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lindblad Expeditions <br>Holdings, Inc.<br>| 11010 | &nbsp;&nbsp;183537 |
|  | Lithia Motors, Inc. | 46192 | &nbsp;&nbsp;14940340 |
| \* | Live Ventures, Inc. | 807 | &nbsp;&nbsp;16188 |
|  | LKQ Corp. | 295104 | &nbsp;&nbsp;9694166 |
| \* | Lovesac Co. | 19588 | &nbsp;&nbsp;260912 |
|  | Lowe's Cos., Inc. | 84912 | &nbsp;&nbsp;22676599 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lululemon Athletica, <br>Inc.<br>| 101730 | &nbsp;&nbsp;17751885 |
| \* | M/I Homes, Inc. | 28770 | &nbsp;&nbsp;3846549 |
|  | Macy's, Inc. | 494192 | &nbsp;&nbsp;9893724 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Malibu Boats, Inc., <br>Class A<br>| 31670 | &nbsp;&nbsp;1029275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marine Products <br>Corp.<br>| 34135 | &nbsp;&nbsp;329744 |
| #\* | MarineMax, Inc. | 27275 | &nbsp;&nbsp;737243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marriott International, <br>Inc., Class A<br>| 77376 | &nbsp;&nbsp;24396653 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Marriott Vacations <br>Worldwide Corp.<br>| 40981 | &nbsp;&nbsp;2225678 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MasterCraft Boat <br>Holdings, Inc.<br>| 20998 | &nbsp;&nbsp;452087 |
| \* | Mattel, Inc. | 370356 | &nbsp;&nbsp;7736737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Matthews International <br>Corp., Class A<br>| 5410 | &nbsp;&nbsp;142229 |
|  | McDonald's Corp. | 153898 | &nbsp;&nbsp;48477870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meritage Homes <br>Corp.<br>| 130018 | &nbsp;&nbsp;9037551 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MGM Resorts <br>International<br>| 257788 | &nbsp;&nbsp;8646210 |
| \* | Mister Car Wash, Inc. | 210242 | &nbsp;&nbsp;1166843 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mobileye Global, Inc., <br>Class A<br>| 183729 | &nbsp;&nbsp;1649886 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mohawk Industries, <br>Inc.<br>| 72620 | &nbsp;&nbsp;8596756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Monarch Casino & <br>Resort, Inc.<br>| 6743 | &nbsp;&nbsp;617187 |
| # | Monro, Inc. | 39545 | &nbsp;&nbsp;740282 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Motorcar Parts of <br>America, Inc.<br>| 39391 | &nbsp;&nbsp;489630 |
|  | Movado Group, Inc. | 22091 | &nbsp;&nbsp;503675 |
| # | Murphy USA, Inc. | 28968 | &nbsp;&nbsp;12239270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nathan's Famous, <br>Inc.<br>| 5044 | &nbsp;&nbsp;510049 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National Vision <br>Holdings, Inc.<br>| 100851 | &nbsp;&nbsp;2657424 |
|  | Newell Brands, Inc. | 492660 | &nbsp;&nbsp;2093805 |
|  | NIKE, Inc., Class B | 377528 | &nbsp;&nbsp;23335006 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Norwegian Cruise <br>Line Holdings Ltd.<br>| 583336 | &nbsp;&nbsp;12810059 |
| \* | NVR, Inc. | 3374 | &nbsp;&nbsp;25762953 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ollie's Bargain Outlet <br>Holdings, Inc.<br>| 112120 | &nbsp;&nbsp;12367957 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp;OneSpaWorld <br>Holdings Ltd.<br>| 150098 | &nbsp;&nbsp;$2949426 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;OneWater Marine, <br>Inc., Class A<br>| 11993 | &nbsp;&nbsp;159267 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;O'Reilly Automotive, <br>Inc.<br>| 127871 | &nbsp;&nbsp;12583785 |
| # | Oxford Industries, Inc. | 18801 | &nbsp;&nbsp;692817 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Papa John's <br>International, Inc.<br>| 38399 | &nbsp;&nbsp;1350493 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Patrick Industries, <br>Inc.<br>| 60491 | &nbsp;&nbsp;7632149 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Penn Entertainment, <br>Inc.<br>| 100413 | &nbsp;&nbsp;1289303 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Penske Automotive <br>Group, Inc.<br>| 147130 | &nbsp;&nbsp;23068513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Perdoceo Education <br>Corp.<br>| 128800 | &nbsp;&nbsp;4125464 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Petco Health & <br>Wellness Co., Inc.<br>| 132171 | &nbsp;&nbsp;355540 |
|  | Phinia, Inc. | 70099 | &nbsp;&nbsp;4988946 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Planet Fitness, Inc., <br>Class A<br>| 114739 | &nbsp;&nbsp;10445839 |
| # | Polaris, Inc. | 55282 | &nbsp;&nbsp;3529203 |
|  | Pool Corp. | 38496 | &nbsp;&nbsp;9781449 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Portillo's, Inc., <br>Class A<br>| 17170 | &nbsp;&nbsp;97010 |
|  | PulteGroup, Inc. | 169615 | &nbsp;&nbsp;21217140 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pursuit Attractions & <br>Hospitality, Inc.<br>| 33430 | &nbsp;&nbsp;1161024 |
| # | PVH Corp. | 58567 | &nbsp;&nbsp;3652238 |
| \* | QuantumScape Corp. | 11827 | &nbsp;&nbsp;104669 |
|  | Ralph Lauren Corp. | 58151 | &nbsp;&nbsp;20551145 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rave Restaurant <br>Group, Inc.<br>| 478 | &nbsp;&nbsp;1597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RCI Hospitality <br>Holdings, Inc.<br>| 15909 | &nbsp;&nbsp;382452 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Red Robin Gourmet <br>Burgers, Inc.<br>| 3175 | &nbsp;&nbsp;11843 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Red Rock Resorts, <br>Inc., Class A<br>| 89349 | &nbsp;&nbsp;5640602 |
| \* | Revolve Group, Inc. | 60627 | &nbsp;&nbsp;1676337 |
| #\* | RH | 30257 | &nbsp;&nbsp;6015999 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rivian Automotive, <br>Inc., Class A<br>| 947172 | &nbsp;&nbsp;13970787 |
|  | Rocky Brands, Inc. | 14995 | &nbsp;&nbsp;482689 |
|  | Ross Stores, Inc. | 270627 | &nbsp;&nbsp;51053784 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Royal Caribbean <br>Cruises Ltd.<br>| 193845 | &nbsp;&nbsp;62931779 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rush Street <br>Interactive, Inc.<br>| 48184 | &nbsp;&nbsp;851411 |
| \* | Sabre Corp. | 55774 | &nbsp;&nbsp;72506 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sally Beauty Holdings, <br>Inc.<br>| 158974 | &nbsp;&nbsp;2419584 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Savers Value Village, <br>Inc.<br>| 122191 | &nbsp;&nbsp;1265899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Service Corp. <br>International<br>| 224107 | &nbsp;&nbsp;18024926 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shake Shack, Inc., <br>Class A<br>| 28583 | &nbsp;&nbsp;$2531596 |
| #\* | SharkNinja, Inc. | 143264 | &nbsp;&nbsp;16933805 |
| # | Shoe Carnival, Inc. | 49480 | &nbsp;&nbsp;943089 |
| # | Signet Jewelers Ltd. | 130599 | &nbsp;&nbsp;12050370 |
| #\* | Sleep Number Corp. | 7641 | &nbsp;&nbsp;88941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Smith & Wesson <br>Brands, Inc.<br>| 63962 | &nbsp;&nbsp;698465 |
| \* | Solid Power, Inc. | 131347 | &nbsp;&nbsp;588435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Somnigroup <br>International, Inc.<br>| 317043 | &nbsp;&nbsp;27852228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sonic Automotive, <br>Inc., Class A<br>| 39858 | &nbsp;&nbsp;2389886 |
| \* | Sonos, Inc. | 54017 | &nbsp;&nbsp;775144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Standard Motor <br>Products, Inc.<br>| 41127 | &nbsp;&nbsp;1642201 |
|  | Starbucks Corp. | 218009 | &nbsp;&nbsp;20045928 |
|  | Steven Madden Ltd. | 115876 | &nbsp;&nbsp;5084639 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Stitch Fix, Inc., <br>Class A<br>| 188446 | &nbsp;&nbsp;904541 |
| \* | Stoneridge, Inc. | 44097 | &nbsp;&nbsp;290158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Strategic Education, <br>Inc.<br>| 48786 | &nbsp;&nbsp;4147786 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Strattec Security <br>Corp.<br>| 7055 | &nbsp;&nbsp;558192 |
| #\* | Stride, Inc. | 128691 | &nbsp;&nbsp;10887259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sturm Ruger & Co., <br>Inc.<br>| 18867 | &nbsp;&nbsp;692230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Superior Group of <br>Cos., Inc.<br>| 44530 | &nbsp;&nbsp;443519 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Sweetgreen, Inc., <br>Class A<br>| 111889 | &nbsp;&nbsp;686998 |
| \* | Sypris Solutions, Inc. | 1331 | &nbsp;&nbsp;4658 |
|  | Tapestry, Inc. | 323864 | &nbsp;&nbsp;41101580 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Target Hospitality <br>Corp.<br>| 8237 | &nbsp;&nbsp;56753 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Taylor Morrison Home <br>Corp.<br>| 276729 | &nbsp;&nbsp;16866633 |
| \* | Tesla, Inc. | 233270 | &nbsp;&nbsp;100401741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texas Roadhouse, <br>Inc.<br>| 88442 | &nbsp;&nbsp;15907178 |
| # | Thor Industries, Inc. | 76751 | &nbsp;&nbsp;8586134 |
| #\* | Tilly's, Inc., Class A | 51953 | &nbsp;&nbsp;76371 |
|  | TJX Cos., Inc. | 603053 | &nbsp;&nbsp;90343370 |
|  | Toll Brothers, Inc. | 196569 | &nbsp;&nbsp;28402255 |
| #\* | TopBuild Corp. | 68601 | &nbsp;&nbsp;32108698 |
|  | Tractor Supply Co. | 477200 | &nbsp;&nbsp;24279936 |
|  | Travel & Leisure Co. | 72134 | &nbsp;&nbsp;5016198 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tri Pointe Homes, <br>Inc.<br>| 157670 | &nbsp;&nbsp;5258294 |
| \* | Udemy, Inc. | 65303 | &nbsp;&nbsp;314107 |
| \* | Ulta Beauty, Inc. | 38200 | &nbsp;&nbsp;24729152 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Under Armour, Inc. <br>(UA US), Class C<br>| 318034 | &nbsp;&nbsp;1930466 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Under Armour, Inc. <br>(UAA US), Class A<br>| 157265 | &nbsp;&nbsp;970325 |
| \* | Unifi, Inc. | 23073 | &nbsp;&nbsp;89062 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;United Parks & <br>Resorts, Inc.<br>| 61139 | &nbsp;&nbsp;$2301883 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Universal Technical <br>Institute, Inc.<br>| 81708 | &nbsp;&nbsp;2273934 |
|  | Upbound Group, Inc. | 68521 | &nbsp;&nbsp;1295047 |
| \* | Urban Outfitters, Inc. | 244921 | &nbsp;&nbsp;17352653 |
| # | Vail Resorts, Inc. | 48486 | &nbsp;&nbsp;6452032 |
| \* | Valvoline, Inc. | 228066 | &nbsp;&nbsp;7462320 |
| \* | Vera Bradley, Inc. | 44423 | &nbsp;&nbsp;106615 |
| # | VF Corp. | 248396 | &nbsp;&nbsp;4866078 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Victoria's Secret & <br>Co.<br>| 136643 | &nbsp;&nbsp;7448410 |
| \* | Vince Holding Corp. | 4109 | &nbsp;&nbsp;11094 |
| # | Visteon Corp. | 49147 | &nbsp;&nbsp;4465496 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Warby Parker, Inc., <br>Class A<br>| 85363 | &nbsp;&nbsp;2177610 |
| #\* | Wayfair, Inc., Class A | 17399 | &nbsp;&nbsp;1800623 |
| # | Wendy's Co. | 419886 | &nbsp;&nbsp;3270912 |
|  | Weyco Group, Inc. | 21135 | &nbsp;&nbsp;668289 |
| # | Whirlpool Corp. | 54663 | &nbsp;&nbsp;4372493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Williams-Sonoma, <br>Inc.<br>| 199348 | &nbsp;&nbsp;40796568 |
| # | Wingstop, Inc. | 21362 | &nbsp;&nbsp;5670116 |
|  | Winmark Corp. | 2669 | &nbsp;&nbsp;1202892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Winnebago Industries, <br>Inc.<br>| 51920 | &nbsp;&nbsp;2383647 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Wolverine World <br>Wide, Inc.<br>| 96829 | &nbsp;&nbsp;1715810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wyndham Hotels & <br>Resorts, Inc.<br>| 84676 | &nbsp;&nbsp;6163566 |
| # | Wynn Resorts Ltd. | 30474 | &nbsp;&nbsp;3274431 |
| #\* | XPEL, Inc. | 13233 | &nbsp;&nbsp;681632 |
| #\* | YETI Holdings, Inc. | 94776 | &nbsp;&nbsp;4332211 |
|  | Yum! Brands, Inc. | 108530 | &nbsp;&nbsp;16876415 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yunhong Green CTI <br>Ltd.<br>| 369 | &nbsp;&nbsp;1439 |
| \* | Zumiez, Inc. | 29393 | &nbsp;&nbsp;723362 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>DISCRETIONARY | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>DISCRETIONARY |  | &nbsp;&nbsp;3311314878 |
| CONSUMER STAPLES — (5.1%) | CONSUMER STAPLES — (5.1%) | CONSUMER STAPLES — (5.1%) | CONSUMER STAPLES — (5.1%) |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Albertsons Cos., Inc., <br>Class A<br>| 607194 | &nbsp;&nbsp;10109780 |
|  | Alico, Inc. | 15158 | &nbsp;&nbsp;626177 |
|  | Altria Group, Inc. | 377456 | &nbsp;&nbsp;23398497 |
|  | Andersons, Inc. | 61883 | &nbsp;&nbsp;3836127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Archer-Daniels-Midland <br>Co.<br>| 210081 | &nbsp;&nbsp;14140552 |
|  | B&G Foods, Inc. | 67026 | &nbsp;&nbsp;292904 |
| \* | BellRing Brands, Inc. | 139061 | &nbsp;&nbsp;3458447 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BJ's Wholesale Club <br>Holdings, Inc.<br>| 239975 | &nbsp;&nbsp;22183289 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Boston Beer Co., Inc. <br>, Class A<br>| 14217 | &nbsp;&nbsp;3037036 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bridgford Foods <br>Corp.<br>| 11491 | &nbsp;&nbsp;86872 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Brown-Forman Corp. <br>(BF/A US), Class A<br>| 38688 | &nbsp;&nbsp;$1076687 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Brown-Forman Corp. <br>(BFB US), Class B<br>| 231870 | &nbsp;&nbsp;6346282 |
|  | Bunge Global SA | 234960 | &nbsp;&nbsp;26757245 |
|  | Calavo Growers, Inc. | 23737 | &nbsp;&nbsp;603869 |
|  | Cal-Maine Foods, Inc. | 90674 | &nbsp;&nbsp;7573999 |
| # | Campbell's Co. | 328317 | &nbsp;&nbsp;9186310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Casey's General <br>Stores, Inc.<br>| 48518 | &nbsp;&nbsp;29426167 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Central Garden & Pet <br>Co. (CENT US)<br>| 36639 | &nbsp;&nbsp;1239497 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Central Garden & Pet <br>Co. (CENTA US), <br>Class A<br>| 136866 | &nbsp;&nbsp;4197680 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chefs' Warehouse, <br>Inc.<br>| 61367 | &nbsp;&nbsp;3859984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Church & Dwight Co., <br>Inc.<br>| 193401 | &nbsp;&nbsp;18614846 |
|  | Clorox Co. | 59906 | &nbsp;&nbsp;6756798 |
|  | Coca-Cola Co. | 2176890 | &nbsp;&nbsp;162853141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola <br>Consolidated, Inc.<br>| 121079 | &nbsp;&nbsp;18411273 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Coffee Holding Co., <br>Inc.<br>| 3583 | &nbsp;&nbsp;11430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Colgate-Palmolive <br>Co.<br>| 345859 | &nbsp;&nbsp;31227609 |
|  | Conagra Brands, Inc. | 374976 | &nbsp;&nbsp;6940806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Constellation Brands, <br>Inc., Class A<br>| 75110 | &nbsp;&nbsp;11769737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Costco Wholesale <br>Corp.<br>| 88807 | &nbsp;&nbsp;83500782 |
| \* | Coty, Inc., Class A | 343373 | &nbsp;&nbsp;1088492 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Darling Ingredients, <br>Inc.<br>| 291147 | &nbsp;&nbsp;13293772 |
|  | Dole PLC | 116599 | &nbsp;&nbsp;1857422 |
|  | Dollar General Corp. | 193846 | &nbsp;&nbsp;27803332 |
| #\* | Dollar Tree, Inc. | 256808 | &nbsp;&nbsp;30198053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Edgewell Personal <br>Care Co.<br>| 36971 | &nbsp;&nbsp;719456 |
| \* | elf Beauty, Inc. | 38807 | &nbsp;&nbsp;3298207 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Energizer Holdings, <br>Inc.<br>| 84813 | &nbsp;&nbsp;1851468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Estee Lauder Cos., <br>Inc., Class A<br>| 72005 | &nbsp;&nbsp;8300736 |
| \* | FitLife Brands, Inc. | 600 | &nbsp;&nbsp;9540 |
|  | Flowers Foods, Inc. | 14035 | &nbsp;&nbsp;160420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fresh Del Monte <br>Produce, Inc.<br>| 88961 | &nbsp;&nbsp;3528193 |
| \*» | Fresh Market, Inc. | 18803 | &nbsp;&nbsp;0 |
| \* | Freshpet, Inc. | 35059 | &nbsp;&nbsp;2443612 |
|  | General Mills, Inc. | 395735 | &nbsp;&nbsp;18306701 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Grocery Outlet <br>Holding Corp.<br>| 121902 | &nbsp;&nbsp;1161726 |
| \* | Herbalife Ltd. | 84000 | &nbsp;&nbsp;1448160 |
|  | Hershey Co. | 140242 | &nbsp;&nbsp;27312130 |
| #\* | Honest Co., Inc. | 159948 | &nbsp;&nbsp;395072 |
|  | Hormel Foods Corp. | 431029 | &nbsp;&nbsp;10607624 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ingles Markets, Inc., <br>Class A<br>| 26212 | &nbsp;&nbsp;$1962230 |
|  | Ingredion, Inc. | 115642 | &nbsp;&nbsp;13657320 |
|  | Interparfums, Inc. | 48456 | &nbsp;&nbsp;4727852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;J&J Snack Foods <br>Corp.<br>| 27656 | &nbsp;&nbsp;2627320 |
|  | J.M. Smucker Co. | 104564 | &nbsp;&nbsp;10964581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;John B Sanfilippo & <br>Son, Inc.<br>| 12137 | &nbsp;&nbsp;981883 |
|  | Kenvue, Inc. | 1694718 | &nbsp;&nbsp;29488093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keurig Dr. Pepper, <br>Inc.<br>| 560958 | &nbsp;&nbsp;15392688 |
| # | Kimberly-Clark Corp. | 182771 | &nbsp;&nbsp;18275272 |
|  | Kraft Heinz Co. | 456411 | &nbsp;&nbsp;10835197 |
|  | Kroger Co. | 1280416 | &nbsp;&nbsp;80474146 |
| \* | Laird Superfood, Inc. | 4842 | &nbsp;&nbsp;15059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lamb Weston <br>Holdings, Inc.<br>| 152573 | &nbsp;&nbsp;7007678 |
| # | Lifevantage Corp. | 21105 | &nbsp;&nbsp;111857 |
| \* | Lifeway Foods, Inc. | 25136 | &nbsp;&nbsp;553746 |
|  | Limoneira Co. | 25559 | &nbsp;&nbsp;368050 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mama's Creations, <br>Inc.<br>| 9034 | &nbsp;&nbsp;136413 |
| \* | Mannatech, Inc. | 867 | &nbsp;&nbsp;6563 |
| \* | Maplebear, Inc. | 198512 | &nbsp;&nbsp;7376706 |
|  | Marzetti Co. | 41585 | &nbsp;&nbsp;7134738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;McCormick & Co., Inc. <br>(MKC US)<br>| 206990 | &nbsp;&nbsp;12798192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;McCormick & Co., Inc. <br>(MKC/V US)<br>| 6660 | &nbsp;&nbsp;410722 |
| \* | Medifast, Inc. | 9082 | &nbsp;&nbsp;103898 |
|  | MGP Ingredients, Inc. | 28295 | &nbsp;&nbsp;704828 |
| \* | Mission Produce, Inc. | 82816 | &nbsp;&nbsp;1114703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Molson Coors <br>Beverage Co., <br>Class B<br>| 214103 | &nbsp;&nbsp;10285508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mondelez <br>International, Inc., <br>Class A<br>| 545190 | &nbsp;&nbsp;31877259 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Monster Beverage <br>Corp.<br>| 526632 | &nbsp;&nbsp;42530800 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National Beverage <br>Corp.<br>| 111023 | &nbsp;&nbsp;3783664 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Natural Alternatives <br>International, Inc.<br>| 16603 | &nbsp;&nbsp;68072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Natural Grocers by <br>Vitamin Cottage, <br>Inc.<br>| 41359 | &nbsp;&nbsp;1129928 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nature's Sunshine <br>Products, Inc.<br>| 53859 | &nbsp;&nbsp;1358324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nu Skin Enterprises, <br>Inc., Class A<br>| 10900 | &nbsp;&nbsp;115649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oil-Dri Corp. of <br>America<br>| 26740 | &nbsp;&nbsp;1619107 |
|  | PepsiCo, Inc. | 944991 | &nbsp;&nbsp;145178967 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Performance Food <br>Group Co.<br>| 131614 | &nbsp;&nbsp;12562556 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris <br>International, Inc.<br>| 291355 | &nbsp;&nbsp;$52280741 |
|  | Pilgrim's Pride Corp. | 209064 | &nbsp;&nbsp;9067106 |
| \* | Post Holdings, Inc. | 130338 | &nbsp;&nbsp;13334881 |
|  | PriceSmart, Inc. | 53304 | &nbsp;&nbsp;7580362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Procter & Gamble <br>Co.<br>| 1383456 | &nbsp;&nbsp;209967117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reynolds Consumer <br>Products, Inc.<br>| 154031 | &nbsp;&nbsp;3568898 |
|  | Seaboard Corp. | 1210 | &nbsp;&nbsp;6149559 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Seneca Foods Corp. <br>(SENEA US), <br>Class A<br>| 15264 | &nbsp;&nbsp;1821453 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp;Seneca Foods Corp. <br>(SENEB US), <br>Class B<br>| 2299 | &nbsp;&nbsp;271742 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Simply Good Foods <br>Co.<br>| 150122 | &nbsp;&nbsp;2817790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Spectrum Brands <br>Holdings, Inc.<br>| 69759 | &nbsp;&nbsp;4444346 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sprouts Farmers <br>Market, Inc.<br>| 221512 | &nbsp;&nbsp;15707416 |
|  | Sysco Corp. | 322574 | &nbsp;&nbsp;27047830 |
|  | Target Corp. | 430413 | &nbsp;&nbsp;45395659 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tootsie Roll Industries, <br>Inc.<br>| 75654 | &nbsp;&nbsp;2865774 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TreeHouse Foods, <br>Inc.<br>| 55636 | &nbsp;&nbsp;1370871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Turning Point Brands, <br>Inc.<br>| 35127 | &nbsp;&nbsp;4255636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tyson Foods, Inc., <br>Class A<br>| 265567 | &nbsp;&nbsp;17349492 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;U.S. Foods Holding <br>Corp.<br>| 443636 | &nbsp;&nbsp;37096842 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;United Natural Foods, <br>Inc.<br>| 109284 | &nbsp;&nbsp;4068643 |
|  | United-Guardian, Inc. | 4655 | &nbsp;&nbsp;33563 |
| # | Universal Corp. | 46810 | &nbsp;&nbsp;2648978 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;USANA Health <br>Sciences, Inc.<br>| 30301 | &nbsp;&nbsp;657532 |
|  | Utz Brands, Inc. | 92117 | &nbsp;&nbsp;970913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Village Super Market, <br>Inc., Class A<br>| 24258 | &nbsp;&nbsp;865040 |
| #\* | Vita Coco Co., Inc. | 62754 | &nbsp;&nbsp;3347926 |
| #\* | Vital Farms, Inc. | 43982 | &nbsp;&nbsp;1251288 |
|  | Walmart, Inc. | 2286919 | &nbsp;&nbsp;272463530 |
|  | WD-40 Co. | 20432 | &nbsp;&nbsp;4724491 |
|  | Weis Markets, Inc. | 44585 | &nbsp;&nbsp;3172223 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Willamette Valley <br>Vineyards, Inc.<br>| 871 | &nbsp;&nbsp;2430 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>STAPLES | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>STAPLES |  | &nbsp;&nbsp;1899647580 |
| ENERGY — (5.1%) | ENERGY — (5.1%) | ENERGY — (5.1%) | ENERGY — (5.1%) |
| \* | Amplify Energy Corp. | 48704 | &nbsp;&nbsp;244494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Antero Midstream <br>Corp.<br>| 833419 | &nbsp;&nbsp;15684946 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Antero Resources <br>Corp.<br>| 388870 | &nbsp;&nbsp;$14143202 |
| # | APA Corp. | 415515 | &nbsp;&nbsp;10973751 |
|  | Archrock, Inc. | 316797 | &nbsp;&nbsp;9374023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ardmore Shipping <br>Corp.<br>| 73197 | &nbsp;&nbsp;945705 |
|  | Baker Hughes Co. | 670429 | &nbsp;&nbsp;37570841 |
| \* | Bristow Group, Inc. | 44524 | &nbsp;&nbsp;1957275 |
|  | Cactus, Inc., Class A | 78706 | &nbsp;&nbsp;4425638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;California Resources <br>Corp.<br>| 106948 | &nbsp;&nbsp;5721718 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Centrus Energy Corp., <br>Class A<br>| 20059 | &nbsp;&nbsp;5582019 |
|  | Cheniere Energy, Inc. | 200765 | &nbsp;&nbsp;42465813 |
|  | Chevron Corp. | 1437024 | &nbsp;&nbsp;254209546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chord Energy Corp. <br>(CHRD US)<br>| 27797 | &nbsp;&nbsp;2786371 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Clean Energy Fuels <br>Corp.<br>| 418012 | &nbsp;&nbsp;919626 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;CNX Resources <br>Corp.<br>| 401459 | &nbsp;&nbsp;15576609 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Comstock Resources, <br>Inc.<br>| 420267 | &nbsp;&nbsp;10233501 |
| \* | Comstock, Inc. | 5400 | &nbsp;&nbsp;15930 |
|  | ConocoPhillips | 1303709 | &nbsp;&nbsp;135885589 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Core Laboratories, <br>Inc.<br>| 34464 | &nbsp;&nbsp;673427 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Core Natural <br>Resources, Inc.<br>| 25148 | &nbsp;&nbsp;2398616 |
|  | Coterra Energy, Inc. | 871719 | &nbsp;&nbsp;25149093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crescent Energy Co., <br>Class A<br>| 264310 | &nbsp;&nbsp;2582309 |
| #\* | CVR Energy, Inc. | 93675 | &nbsp;&nbsp;2130170 |
|  | Devon Energy Corp. | 739397 | &nbsp;&nbsp;29731153 |
|  | DHT Holdings, Inc. | 321505 | &nbsp;&nbsp;4607167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Diamondback Energy, <br>Inc.<br>| 202705 | &nbsp;&nbsp;33233485 |
| \* | DMC Global, Inc. | 26142 | &nbsp;&nbsp;224821 |
|  | Dorian LPG Ltd. | 71740 | &nbsp;&nbsp;2118482 |
| \* | DT Midstream, Inc. | 163614 | &nbsp;&nbsp;20618636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energy Services of <br>America Corp.<br>| 19547 | &nbsp;&nbsp;176118 |
|  | EOG Resources, Inc. | 383537 | &nbsp;&nbsp;43006004 |
|  | Epsilon Energy Ltd. | 49751 | &nbsp;&nbsp;248257 |
|  | EQT Corp. | 458430 | &nbsp;&nbsp;26465164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Evolution Petroleum <br>Corp.<br>| 53770 | &nbsp;&nbsp;211854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Excelerate Energy, <br>Inc., Class A<br>| 40218 | &nbsp;&nbsp;1502142 |
|  | Expand Energy Corp. | 387920 | &nbsp;&nbsp;43606087 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Expro Group Holdings <br>NV<br>| 134231 | &nbsp;&nbsp;2149038 |
|  | Exxon Mobil Corp. | 3049952 | &nbsp;&nbsp;431263213 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Forum Energy <br>Technologies, Inc.<br>| 380 | &nbsp;&nbsp;17191 |
|  | FutureFuel Corp. | 66379 | &nbsp;&nbsp;218387 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Geospace <br>Technologies Corp.<br>| 35517 | &nbsp;&nbsp;549093 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Granite Ridge <br>Resources, Inc.<br>| 18515 | &nbsp;&nbsp;$92945 |
| \* | Green Plains, Inc. | 49291 | &nbsp;&nbsp;564875 |
| \* | Gulfport Energy Corp. | 23098 | &nbsp;&nbsp;4715919 |
|  | Halliburton Co. | 938690 | &nbsp;&nbsp;31464889 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Helix Energy Solutions <br>Group, Inc.<br>| 176154 | &nbsp;&nbsp;1398663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Helmerich & Payne, <br>Inc.<br>| 115814 | &nbsp;&nbsp;3923778 |
|  | HF Sinclair Corp. | 337290 | &nbsp;&nbsp;17535707 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Innovex International, <br>Inc.<br>| 12707 | &nbsp;&nbsp;315769 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;International Seaways, <br>Inc.<br>| 89544 | &nbsp;&nbsp;5341300 |
|  | Kinder Morgan, Inc. | 921507 | &nbsp;&nbsp;28096748 |
| # | Kinetik Holdings, Inc. | 30453 | &nbsp;&nbsp;1245832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kodiak Gas Services, <br>Inc.<br>| 104788 | &nbsp;&nbsp;4402144 |
|  | Liberty Energy, Inc. | 178430 | &nbsp;&nbsp;4398300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magnolia Oil & Gas <br>Corp., Class A<br>| 216076 | &nbsp;&nbsp;5512099 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mammoth Energy <br>Services, Inc.<br>| 14869 | &nbsp;&nbsp;34793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marathon Petroleum <br>Corp.<br>| 182150 | &nbsp;&nbsp;32093008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Matador Resources <br>Co.<br>| 298453 | &nbsp;&nbsp;13502014 |
| # | Murphy Oil Corp. | 223297 | &nbsp;&nbsp;6719007 |
| \* | Nabors Industries Ltd. | 2059 | &nbsp;&nbsp;137624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NACCO Industries, <br>Inc., Class A<br>| 13510 | &nbsp;&nbsp;665097 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National Energy <br>Services Reunited <br>Corp.<br>| 15553 | &nbsp;&nbsp;306083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Natural Gas Services <br>Group, Inc.<br>| 35963 | &nbsp;&nbsp;1245758 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NCS Multistage <br>Holdings, Inc.<br>| 1376 | &nbsp;&nbsp;54875 |
| # | Noble Corp. PLC | 184088 | &nbsp;&nbsp;6557215 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nordic American <br>Tankers Ltd.<br>| 275009 | &nbsp;&nbsp;1144037 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Northern Oil & Gas, <br>Inc.<br>| 46124 | &nbsp;&nbsp;1153100 |
|  | NOV, Inc. | 630478 | &nbsp;&nbsp;11569271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Occidental Petroleum <br>Corp.<br>| 694342 | &nbsp;&nbsp;31516183 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oceaneering <br>International, Inc.<br>| 157122 | &nbsp;&nbsp;4729372 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oil States <br>International, Inc.<br>| 129227 | &nbsp;&nbsp;1094553 |
|  | ONEOK, Inc. | 501711 | &nbsp;&nbsp;39730494 |
|  | Ovintiv, Inc. | 231443 | &nbsp;&nbsp;10060827 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Par Pacific Holdings, <br>Inc.<br>| 66104 | &nbsp;&nbsp;2494765 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Patterson-UTI Energy, <br>Inc.<br>| 261328 | &nbsp;&nbsp;1967800 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PBF Energy, Inc., <br>Class A<br>| 190952 | &nbsp;&nbsp;$6389254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Peabody Energy <br>Corp.<br>| 181700 | &nbsp;&nbsp;6406742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Permian Resources <br>Corp.<br>| 688251 | &nbsp;&nbsp;11101489 |
|  | Phillips 66 | 262544 | &nbsp;&nbsp;37690817 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PrimeEnergy <br>Resources Corp.<br>| 3491 | &nbsp;&nbsp;639167 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ProPetro Holding <br>Corp.<br>| 130183 | &nbsp;&nbsp;1495803 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Range Resources <br>Corp.<br>| 429175 | &nbsp;&nbsp;16244274 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ranger Energy <br>Services, Inc., <br>Class A<br>| 28964 | &nbsp;&nbsp;446625 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;REX American <br>Resources Corp.<br>| 60094 | &nbsp;&nbsp;2031778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Riley Exploration <br>Permian, Inc.<br>| 1097 | &nbsp;&nbsp;30771 |
| # | RPC, Inc. | 263207 | &nbsp;&nbsp;1750327 |
| \* | Rubico, Inc. | 23 | &nbsp;&nbsp;17 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SandRidge Energy, <br>Inc.<br>| 53216 | &nbsp;&nbsp;843474 |
|  | Scorpio Tankers, Inc. | 91922 | &nbsp;&nbsp;5848078 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SEACOR Marine <br>Holdings, Inc.<br>| 31068 | &nbsp;&nbsp;207534 |
| #\* | Seadrill Ltd. | 75505 | &nbsp;&nbsp;2905432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Select Water <br>Solutions, Inc.<br>| 197259 | &nbsp;&nbsp;2384861 |
| # | SFL Corp. Ltd. | 174296 | &nbsp;&nbsp;1544263 |
|  | SLB Ltd. | 1260691 | &nbsp;&nbsp;60992231 |
|  | SM Energy Co. | 64971 | &nbsp;&nbsp;1264985 |
|  | Smart Sand, Inc. | 5073 | &nbsp;&nbsp;23589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Solaris Energy <br>Infrastructure, Inc.<br>| 67099 | &nbsp;&nbsp;3703194 |
| \* | Stabilis Solutions, Inc. | 3403 | &nbsp;&nbsp;18921 |
| \* | Talos Energy, Inc. | 334800 | &nbsp;&nbsp;3990816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Targa Resources <br>Corp.<br>| 213248 | &nbsp;&nbsp;42858583 |
|  | TechnipFMC PLC | 594664 | &nbsp;&nbsp;33134678 |
|  | Teekay Corp. Ltd. | 153639 | &nbsp;&nbsp;1571727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Teekay Tankers Ltd., <br>Class A<br>| 53875 | &nbsp;&nbsp;3476015 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TETRA Technologies, <br>Inc.<br>| 191569 | &nbsp;&nbsp;2183887 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Texas Pacific Land <br>Corp.<br>| 55374 | &nbsp;&nbsp;19290087 |
| #\* | Tidewater, Inc. | 92901 | &nbsp;&nbsp;5805383 |
| \* | TOP Ships, Inc. | 1424 | &nbsp;&nbsp;7277 |
| #\* | Transocean Ltd. | 1179193 | &nbsp;&nbsp;5860589 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Uranium Energy <br>Corp.<br>| 91900 | &nbsp;&nbsp;1584356 |
|  | VAALCO Energy, Inc. | 3116 | &nbsp;&nbsp;16016 |
| #\* | Valaris Ltd. | 82079 | &nbsp;&nbsp;4738421 |
|  | Valero Energy Corp. | 245229 | &nbsp;&nbsp;44491897 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Viper Energy, Inc., <br>Class A<br>| 28774 | &nbsp;&nbsp;$1218291 |
| # | Vitesse Energy, Inc. | 57526 | &nbsp;&nbsp;1205745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Weatherford <br>International PLC<br>| 85111 | &nbsp;&nbsp;8007243 |
|  | Williams Cos., Inc. | 674140 | &nbsp;&nbsp;45342656 |
|  | World Kinect Corp. | 116491 | &nbsp;&nbsp;3134773 |
| TOTAL ENERGY | TOTAL ENERGY |  | &nbsp;&nbsp;1909263414 |
| FINANCIALS — (16.4%) | FINANCIALS — (16.4%) | FINANCIALS — (16.4%) | FINANCIALS — (16.4%) |
|  | 1st Source Corp. | 59365 | &nbsp;&nbsp;3997045 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Acacia Research <br>Corp.<br>| 134535 | &nbsp;&nbsp;535449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Acadian Asset <br>Management, Inc.<br>| 71701 | &nbsp;&nbsp;3973669 |
|  | ACNB Corp. | 15047 | &nbsp;&nbsp;760174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Affiliated Managers <br>Group, Inc.<br>| 50548 | &nbsp;&nbsp;15826073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Affinity Bancshares, <br>Inc.<br>| 11076 | &nbsp;&nbsp;223403 |
| #\* | Affirm Holdings, Inc. | 240554 | &nbsp;&nbsp;14505406 |
|  | Aflac, Inc. | 377528 | &nbsp;&nbsp;41886732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alerus Financial <br>Corp.<br>| 20205 | &nbsp;&nbsp;497447 |
|  | Allstate Corp. | 226588 | &nbsp;&nbsp;45088746 |
|  | Ally Financial, Inc. | 593124 | &nbsp;&nbsp;25077283 |
| \* | AlTi Global, Inc. | 3743 | &nbsp;&nbsp;17555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amalgamated <br>Financial Corp.<br>| 54251 | &nbsp;&nbsp;2107109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amerant Bancorp, <br>Inc.<br>| 57977 | &nbsp;&nbsp;1258101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Coastal <br>Insurance Corp.<br>| 6725 | &nbsp;&nbsp;74311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Express <br>Co.<br>| 334085 | &nbsp;&nbsp;117654714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Financial <br>Group, Inc.<br>| 125882 | &nbsp;&nbsp;16398648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American International <br>Group, Inc.<br>| 509460 | &nbsp;&nbsp;38148365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ameriprise Financial, <br>Inc.<br>| 96609 | &nbsp;&nbsp;50931299 |
|  | Ameris Bancorp | 128939 | &nbsp;&nbsp;10395062 |
|  | AMERISAFE, Inc. | 24774 | &nbsp;&nbsp;931750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AmeriServ Financial, <br>Inc.<br>| 21821 | &nbsp;&nbsp;72009 |
|  | Ames National Corp. | 11722 | &nbsp;&nbsp;305944 |
|  | Aon PLC, Class A | 74649 | &nbsp;&nbsp;26100276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apollo Global <br>Management, Inc.<br>| 183295 | &nbsp;&nbsp;24660509 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arch Capital Group <br>Ltd.<br>| 327862 | &nbsp;&nbsp;31487866 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;ARES Management <br>Corp., Class A<br>| 49832 | &nbsp;&nbsp;7458355 |
|  | Arrow Financial Corp. | 25758 | &nbsp;&nbsp;870878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arthur J Gallagher & <br>Co.<br>| 67527 | &nbsp;&nbsp;16839208 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Artisan Partners Asset <br>Management, Inc., <br>Class A<br>| 124800 | &nbsp;&nbsp;$5556096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Associated <br>Banc-Corp.<br>| 298827 | &nbsp;&nbsp;8146024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Associated Capital <br>Group, Inc., <br>Class A<br>| 5033 | &nbsp;&nbsp;198552 |
|  | Assurant, Inc. | 90918 | &nbsp;&nbsp;21650303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Assured Guaranty <br>Ltd.<br>| 113118 | &nbsp;&nbsp;9598062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atlantic American <br>Corp.<br>| 17563 | &nbsp;&nbsp;47596 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Atlantic Union <br>Bankshares Corp.<br>| 233859 | &nbsp;&nbsp;9083084 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Atlanticus Holdings <br>Corp.<br>| 27869 | &nbsp;&nbsp;1438876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Auburn National <br>BanCorp, Inc.<br>| 6204 | &nbsp;&nbsp;154231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Axis Capital Holdings <br>Ltd.<br>| 140855 | &nbsp;&nbsp;14533419 |
| #\* | Axos Financial, Inc. | 101974 | &nbsp;&nbsp;10094406 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Baldwin Insurance <br>Group, Inc.<br>| 73864 | &nbsp;&nbsp;1619099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banc of California, <br>Inc.<br>| 259555 | &nbsp;&nbsp;5185909 |
|  | BancFirst Corp. | 69987 | &nbsp;&nbsp;7695071 |
| \* | Bancorp, Inc. | 83001 | &nbsp;&nbsp;4933579 |
| # | Bank First Corp. | 3731 | &nbsp;&nbsp;520624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America <br>Corp.<br>| 3352938 | &nbsp;&nbsp;178376355 |
|  | Bank of Hawaii Corp. | 73173 | &nbsp;&nbsp;5471877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Marin <br>Bancorp<br>| 29353 | &nbsp;&nbsp;788128 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bank of New York <br>Mellon Corp.<br>| 499078 | &nbsp;&nbsp;59849434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of NT Butterfield <br>& Son Ltd.<br>| 78448 | &nbsp;&nbsp;4063606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of the James <br>Financial Group, <br>Inc.<br>| 8408 | &nbsp;&nbsp;158911 |
| # | Bank OZK | 205326 | &nbsp;&nbsp;9765305 |
|  | Bank7 Corp. | 1366 | &nbsp;&nbsp;60705 |
|  | BankUnited, Inc. | 138114 | &nbsp;&nbsp;6556272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bankwell Financial <br>Group, Inc.<br>| 8385 | &nbsp;&nbsp;404073 |
|  | Banner Corp. | 62593 | &nbsp;&nbsp;3870751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bar Harbor <br>Bankshares<br>| 30060 | &nbsp;&nbsp;1019335 |
|  | BayCom Corp. | 21758 | &nbsp;&nbsp;634898 |
|  | BCB Bancorp, Inc. | 21671 | &nbsp;&nbsp;170984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beacon Financial <br>Corp.<br>| 134082 | &nbsp;&nbsp;3801225 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway, <br>Inc., Class B<br>| 813088 | &nbsp;&nbsp;390713177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BGC Group, Inc., <br>Class A<br>| 571261 | &nbsp;&nbsp;5204188 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Blackrock, Inc. | 38710 | &nbsp;&nbsp;$43314167 |
|  | Blackstone, Inc. | 115421 | &nbsp;&nbsp;16438259 |
| \* | Block, Inc. | 226057 | &nbsp;&nbsp;13660625 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Blue Foundry <br>Bancorp<br>| 39705 | &nbsp;&nbsp;522121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Blue Ridge <br>Bankshares, Inc.<br>| 6136 | &nbsp;&nbsp;26078 |
| # | BOK Financial Corp. | 116319 | &nbsp;&nbsp;15114491 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bowhead Specialty <br>Holdings, Inc.<br>| 1011 | &nbsp;&nbsp;24830 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bread Financial <br>Holdings, Inc.<br>| 84041 | &nbsp;&nbsp;6096334 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bridgewater <br>Bancshares, Inc.<br>| 44336 | &nbsp;&nbsp;851695 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Brighthouse Financial, <br>Inc.<br>| 121788 | &nbsp;&nbsp;7801739 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Broadway Financial <br>Corp.<br>| 61 | &nbsp;&nbsp;499 |
|  | Brown & Brown, Inc. | 220000 | &nbsp;&nbsp;15862000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Burke & Herbert <br>Financial Services <br>Corp.<br>| 14771 | &nbsp;&nbsp;967205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Business First <br>Bancshares, Inc.<br>| 17724 | &nbsp;&nbsp;499285 |
| \* | BV Financial, Inc. | 2876 | &nbsp;&nbsp;54989 |
|  | Byline Bancorp, Inc. | 58320 | &nbsp;&nbsp;1862158 |
|  | C&F Financial Corp. | 5958 | &nbsp;&nbsp;448637 |
|  | Cadence Bank | 242929 | &nbsp;&nbsp;10229740 |
|  | California BanCorp | 5647 | &nbsp;&nbsp;101590 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp;California First <br>Leasing Corp.<br>| 179 | &nbsp;&nbsp;4973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Camden National <br>Corp.<br>| 30488 | &nbsp;&nbsp;1450314 |
|  | Capital Bancorp, Inc. | 4480 | &nbsp;&nbsp;137626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Capital City Bank <br>Group, Inc.<br>| 37270 | &nbsp;&nbsp;1556395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Capital One Financial <br>Corp.<br>| 343022 | &nbsp;&nbsp;75097806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Capitol Federal <br>Financial, Inc.<br>| 222293 | &nbsp;&nbsp;1618293 |
|  | Carlyle Group, Inc. | 288208 | &nbsp;&nbsp;16940866 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Carter Bankshares, <br>Inc.<br>| 29537 | &nbsp;&nbsp;632387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cass Information <br>Systems, Inc.<br>| 23813 | &nbsp;&nbsp;1070632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cathay General <br>Bancorp<br>| 124493 | &nbsp;&nbsp;6371552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CB Financial Services, <br>Inc.<br>| 747 | &nbsp;&nbsp;26765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cboe Global Markets, <br>Inc.<br>| 93320 | &nbsp;&nbsp;24735399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Pacific <br>Financial Corp.<br>| 48861 | &nbsp;&nbsp;1591403 |
|  | CF Bankshares, Inc. | 7043 | &nbsp;&nbsp;205022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charles Schwab <br>Corp.<br>| 678772 | &nbsp;&nbsp;70537986 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chemung Financial <br>Corp.<br>| 9469 | &nbsp;&nbsp;$575431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ChoiceOne Financial <br>Services, Inc.<br>| 543 | &nbsp;&nbsp;15579 |
|  | Chubb Ltd. | 178272 | &nbsp;&nbsp;55185880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cincinnati Financial <br>Corp.<br>| 188614 | &nbsp;&nbsp;30346106 |
|  | Citigroup, Inc. | 941348 | &nbsp;&nbsp;108923377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citizens & Northern <br>Corp.<br>| 23418 | &nbsp;&nbsp;532994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citizens Community <br>Bancorp, Inc.<br>| 24520 | &nbsp;&nbsp;444793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citizens Financial <br>Group, Inc.<br>| 536649 | &nbsp;&nbsp;33798154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citizens Financial <br>Services, Inc.<br>| 934 | &nbsp;&nbsp;59076 |
|  | City Holding Co. | 39028 | &nbsp;&nbsp;4803957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Civista Bancshares, <br>Inc.<br>| 24121 | &nbsp;&nbsp;582040 |
|  | CME Group, Inc. | 111525 | &nbsp;&nbsp;32237417 |
|  | CNB Financial Corp. | 54779 | &nbsp;&nbsp;1517378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CNO Financial Group, <br>Inc.<br>| 170411 | &nbsp;&nbsp;7165783 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Coastal Financial <br>Corp.<br>| 24466 | &nbsp;&nbsp;2343353 |
|  | Cohen & Co., Inc. | 1816 | &nbsp;&nbsp;33941 |
|  | Cohen & Steers, Inc. | 98800 | &nbsp;&nbsp;6348888 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Coinbase Global, Inc., <br>Class A<br>| 80856 | &nbsp;&nbsp;15745897 |
|  | Colony Bankcorp, Inc. | 22040 | &nbsp;&nbsp;428898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Columbia Banking <br>System, Inc.<br>| 194329 | &nbsp;&nbsp;5721046 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Columbia Financial, <br>Inc.<br>| 113827 | &nbsp;&nbsp;1851965 |
|  | Comerica, Inc. | 168640 | &nbsp;&nbsp;14953309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commerce <br>Bancshares, Inc.<br>| 252453 | &nbsp;&nbsp;13289126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Community Financial <br>System, Inc.<br>| 95665 | &nbsp;&nbsp;5979063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Community Trust <br>Bancorp, Inc.<br>| 44717 | &nbsp;&nbsp;2759039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Community West <br>Bancshares<br>| 27567 | &nbsp;&nbsp;660781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ConnectOne Bancorp, <br>Inc.<br>| 99701 | &nbsp;&nbsp;2654041 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Consumer Portfolio <br>Services, Inc.<br>| 175197 | &nbsp;&nbsp;1511950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corebridge Financial, <br>Inc.<br>| 611930 | &nbsp;&nbsp;18865802 |
| \* | Corpay, Inc. | 113759 | &nbsp;&nbsp;35791994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crawford & Co. <br>(CRD/A US), <br>Class A<br>| 76724 | &nbsp;&nbsp;832455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crawford & Co. <br>(CRD/B US), <br>Class B<br>| 54625 | &nbsp;&nbsp;562638 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Credit Acceptance <br>Corp.<br>| 26793 | &nbsp;&nbsp;$13349344 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cullen/Frost Bankers, <br>Inc.<br>| 103752 | &nbsp;&nbsp;14299101 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Customers Bancorp, <br>Inc.<br>| 60241 | &nbsp;&nbsp;4760244 |
|  | CVB Financial Corp. | 249437 | &nbsp;&nbsp;4916403 |
| \* | Dave, Inc. | 13653 | &nbsp;&nbsp;2234860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Diamond Hill <br>Investment Group, <br>Inc.<br>| 3854 | &nbsp;&nbsp;660383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DigitalBridge Group, <br>Inc.<br>| 302631 | &nbsp;&nbsp;4657491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dime Community <br>Bancshares, Inc.<br>| 86715 | &nbsp;&nbsp;2950044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Donegal Group, Inc. <br>(DGICA US), <br>Class A<br>| 55956 | &nbsp;&nbsp;1044699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Donegal Group, Inc. <br>(DGICB US), <br>Class B<br>| 5678 | &nbsp;&nbsp;94141 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Donnelley Financial <br>Solutions, Inc.<br>| 49541 | &nbsp;&nbsp;2563747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eagle Bancorp <br>Montana, Inc.<br>| 10752 | &nbsp;&nbsp;233426 |
|  | Eagle Bancorp, Inc. | 45667 | &nbsp;&nbsp;1222049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eagle Financial <br>Services, Inc.<br>| 421 | &nbsp;&nbsp;16129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;East West Bancorp, <br>Inc.<br>| 182948 | &nbsp;&nbsp;20936569 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Eastern Bankshares, <br>Inc.<br>| 349454 | &nbsp;&nbsp;7158565 |
| \* | eHealth, Inc. | 6248 | &nbsp;&nbsp;17682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Employers Holdings, <br>Inc.<br>| 51156 | &nbsp;&nbsp;2231425 |
|  | Enact Holdings, Inc. | 37161 | &nbsp;&nbsp;1477893 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Encore Capital Group, <br>Inc.<br>| 42715 | &nbsp;&nbsp;2357868 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Enova International, <br>Inc.<br>| 69659 | &nbsp;&nbsp;11505577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Financial <br>Services Corp.<br>| 67488 | &nbsp;&nbsp;3870437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Equitable Holdings, <br>Inc.<br>| 521959 | &nbsp;&nbsp;24218898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Equity Bancshares, <br>Inc., Class A<br>| 35658 | &nbsp;&nbsp;1644547 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Erie Indemnity Co., <br>Class A<br>| 32785 | &nbsp;&nbsp;9278483 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Esquire Financial <br>Holdings, Inc.<br>| 12821 | &nbsp;&nbsp;1367103 |
|  | Essent Group Ltd. | 177539 | &nbsp;&nbsp;11170754 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Euronet Worldwide, <br>Inc.<br>| 74097 | &nbsp;&nbsp;5369069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Evercore, Inc., <br>Class A<br>| 50884 | &nbsp;&nbsp;17975791 |
|  | Everest Group Ltd. | 43520 | &nbsp;&nbsp;14417306 |
|  | EVERTEC, Inc. | 155310 | &nbsp;&nbsp;4660853 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;EZCORP, Inc., <br>Class A<br>| 137432 | &nbsp;&nbsp;$2947916 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;F&G Annuities & Life, <br>Inc.<br>| 48660 | &nbsp;&nbsp;1434983 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;FactSet Research <br>Systems, Inc.<br>| 29519 | &nbsp;&nbsp;7508453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Farmers & Merchants <br>Bancorp, Inc.<br>| 8217 | &nbsp;&nbsp;220462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Farmers National <br>Banc Corp.<br>| 48638 | &nbsp;&nbsp;631321 |
| \* | FB Bancorp, Inc. | 1168 | &nbsp;&nbsp;15137 |
|  | FB Financial Corp. | 85503 | &nbsp;&nbsp;4918988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Federal Agricultural <br>Mortgage Corp. <br>(AGM US), Class C<br>| 16496 | &nbsp;&nbsp;2792773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Federal Agricultural <br>Mortgage Corp. <br>(AGM/A US), <br>Class A<br>| 2460 | &nbsp;&nbsp;318988 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Federated Hermes, <br>Inc.<br>| 223422 | &nbsp;&nbsp;11903924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fidelis Insurance <br>Holdings Ltd.<br>| 50858 | &nbsp;&nbsp;968336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fidelity D&D Bancorp, <br>Inc.<br>| 2824 | &nbsp;&nbsp;126233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fidelity National <br>Financial, Inc.<br>| 275051 | &nbsp;&nbsp;14960024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fidelity National <br>Information <br>Services, Inc.<br>| 294953 | &nbsp;&nbsp;16296153 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fifth District Bancorp, <br>Inc.<br>| 818 | &nbsp;&nbsp;12319 |
| # | Fifth Third Bancorp | 780570 | &nbsp;&nbsp;39200225 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Finance of America <br>Cos., Inc., Class A<br>| 107 | &nbsp;&nbsp;2492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Financial Institutions, <br>Inc.<br>| 29131 | &nbsp;&nbsp;959575 |
|  | Finward Bancorp | 1450 | &nbsp;&nbsp;53135 |
| \* | Finwise Bancorp | 11665 | &nbsp;&nbsp;204254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First American <br>Financial Corp.<br>| 223212 | &nbsp;&nbsp;14102534 |
|  | First BanCorp | 377366 | &nbsp;&nbsp;8347336 |
|  | First Bancorp, Inc. | 23903 | &nbsp;&nbsp;653747 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;First <br>Bancorp/Southern <br>Pines NC<br>| 95806 | &nbsp;&nbsp;5550042 |
|  | First Bank | 38105 | &nbsp;&nbsp;635591 |
|  | First Busey Corp. | 155203 | &nbsp;&nbsp;3825754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Business <br>Financial Services, <br>Inc.<br>| 19052 | &nbsp;&nbsp;1092061 |
|  | First Capital, Inc. | 4002 | &nbsp;&nbsp;235798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Citizens <br>BancShares, Inc., <br>Class A<br>| 8458 | &nbsp;&nbsp;17504423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Commonwealth <br>Financial Corp.<br>| 202961 | &nbsp;&nbsp;3659387 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Community <br>Bankshares, Inc.<br>| 47318 | &nbsp;&nbsp;$1704394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Community <br>Corp.<br>| 11112 | &nbsp;&nbsp;325804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Financial <br>Bancorp<br>| 227153 | &nbsp;&nbsp;6528377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Financial <br>Bankshares, Inc.<br>| 192915 | &nbsp;&nbsp;6138555 |
|  | First Financial Corp. | 21353 | &nbsp;&nbsp;1391361 |
| #\* | First Foundation, Inc. | 118256 | &nbsp;&nbsp;742648 |
| # | First Hawaiian, Inc. | 174530 | &nbsp;&nbsp;4633772 |
|  | First Horizon Corp. | 614776 | &nbsp;&nbsp;15055864 |
|  | First Internet Bancorp | 14925 | &nbsp;&nbsp;325216 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;First Interstate <br>BancSystem, Inc., <br>Class A<br>| 140474 | &nbsp;&nbsp;4982613 |
|  | First Merchants Corp. | 104023 | &nbsp;&nbsp;4135954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Mid Bancshares, <br>Inc.<br>| 34610 | &nbsp;&nbsp;1457081 |
|  | First National Corp. | 1920 | &nbsp;&nbsp;50592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Northwest <br>Bancorp<br>| 3808 | &nbsp;&nbsp;39717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Savings Financial <br>Group, Inc.<br>| 11154 | &nbsp;&nbsp;379013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First U.S. Bancshares, <br>Inc.<br>| 11190 | &nbsp;&nbsp;163934 |
|  | First United Corp. | 15434 | &nbsp;&nbsp;591585 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;First Western <br>Financial, Inc.<br>| 11240 | &nbsp;&nbsp;282686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FirstCash Holdings, <br>Inc.<br>| 79937 | &nbsp;&nbsp;13629259 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Firstsun Capital <br>Bancorp<br>| 614 | &nbsp;&nbsp;24241 |
| \* | Fiserv, Inc. | 210522 | &nbsp;&nbsp;13416567 |
|  | Five Star Bancorp | 8307 | &nbsp;&nbsp;329123 |
| # | Flagstar Bank NA | 495431 | &nbsp;&nbsp;6549598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Flushing Financial <br>Corp.<br>| 62647 | &nbsp;&nbsp;989196 |
| \* | Flywire Corp. | 13349 | &nbsp;&nbsp;168197 |
|  | FNB Corp. | 611774 | &nbsp;&nbsp;10736634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Franklin Financial <br>Services Corp.<br>| 4753 | &nbsp;&nbsp;242451 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Franklin Resources, <br>Inc.<br>| 319369 | &nbsp;&nbsp;8501603 |
|  | FS Bancorp, Inc. | 21292 | &nbsp;&nbsp;893838 |
| # | Fulton Financial Corp. | 328117 | &nbsp;&nbsp;6775616 |
|  | FVCBankcorp, Inc. | 11566 | &nbsp;&nbsp;175109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GCM Grosvenor, Inc., <br>Class A<br>| 39668 | &nbsp;&nbsp;449042 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Genworth Financial, <br>Inc.<br>| 548275 | &nbsp;&nbsp;4572614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;German American <br>Bancorp, Inc.<br>| 67843 | &nbsp;&nbsp;2854155 |
| # | Glacier Bancorp, Inc. | 231316 | &nbsp;&nbsp;11723095 |
|  | Global Payments, Inc. | 187111 | &nbsp;&nbsp;13423343 |
|  | Globe Life, Inc. | 122997 | &nbsp;&nbsp;17246639 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs <br>Group, Inc.<br>| 169100 | &nbsp;&nbsp;$158177831 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Goosehead Insurance, <br>Inc., Class A<br>| 17764 | &nbsp;&nbsp;1098526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great Southern <br>Bancorp, Inc.<br>| 28015 | &nbsp;&nbsp;1719561 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Green Dot Corp., <br>Class A<br>| 53338 | &nbsp;&nbsp;649657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greene County <br>Bancorp, Inc.<br>| 4267 | &nbsp;&nbsp;100018 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Greenlight Capital Re <br>Ltd., Class A<br>| 70509 | &nbsp;&nbsp;977960 |
| \* | Hagerty, Inc., Class A | 1923 | &nbsp;&nbsp;24249 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hamilton Insurance <br>Group Ltd., <br>Class B<br>| 26737 | &nbsp;&nbsp;741952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hamilton Lane, Inc., <br>Class A<br>| 50845 | &nbsp;&nbsp;7181348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hancock Whitney <br>Corp.<br>| 198850 | &nbsp;&nbsp;13680880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanmi Financial <br>Corp.<br>| 56037 | &nbsp;&nbsp;1488903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanover Bancorp, <br>Inc.<br>| 217 | &nbsp;&nbsp;5013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanover Insurance <br>Group, Inc.<br>| 64454 | &nbsp;&nbsp;11224020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hartford Insurance <br>Group, Inc.<br>| 462207 | &nbsp;&nbsp;62425677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hawthorn Bancshares, <br>Inc.<br>| 17457 | &nbsp;&nbsp;618152 |
|  | HBT Financial, Inc. | 7172 | &nbsp;&nbsp;193501 |
|  | HCI Group, Inc. | 19460 | &nbsp;&nbsp;3087718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hennessy Advisors, <br>Inc.<br>| 797 | &nbsp;&nbsp;8161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heritage Commerce <br>Corp.<br>| 112672 | &nbsp;&nbsp;1434315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heritage Financial <br>Corp.<br>| 70734 | &nbsp;&nbsp;1825645 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Heritage Insurance <br>Holdings, Inc.<br>| 56263 | &nbsp;&nbsp;1466776 |
|  | Hilltop Holdings, Inc. | 133655 | &nbsp;&nbsp;5005380 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hingham Institution <br>For Savings<br>| 3887 | &nbsp;&nbsp;1160075 |
| \* | Hippo Holdings, Inc. | 9796 | &nbsp;&nbsp;291921 |
|  | Home Bancorp, Inc. | 14121 | &nbsp;&nbsp;842882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home BancShares, <br>Inc.<br>| 357425 | &nbsp;&nbsp;10329583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Federal <br>Bancorp, Inc. of <br>Louisiana<br>| 5115 | &nbsp;&nbsp;93246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HomeTrust <br>Bancshares, Inc.<br>| 22578 | &nbsp;&nbsp;973563 |
|  | Hope Bancorp, Inc. | 160372 | &nbsp;&nbsp;1921257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Horace Mann <br>Educators Corp.<br>| 77818 | &nbsp;&nbsp;3487025 |
|  | Horizon Bancorp, Inc. | 73840 | &nbsp;&nbsp;1301061 |
|  | Houlihan Lokey, Inc. | 66532 | &nbsp;&nbsp;11198666 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huntington <br>Bancshares, Inc.<br>| 1477742 | &nbsp;&nbsp;$25830930 |
|  | IF Bancorp, Inc. | 6461 | &nbsp;&nbsp;175222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Independent Bank <br>Corp. (IBCP US)<br>| 38789 | &nbsp;&nbsp;1363433 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Independent Bank <br>Corp. (INDB US)<br>| 89816 | &nbsp;&nbsp;7255336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Interactive Brokers <br>Group, Inc., <br>Class A<br>| 44268 | &nbsp;&nbsp;3314788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intercontinental <br>Exchange, Inc.<br>| 172446 | &nbsp;&nbsp;29967666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International <br>Bancshares Corp.<br>| 150230 | &nbsp;&nbsp;10462017 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;International Money <br>Express, Inc.<br>| 43106 | &nbsp;&nbsp;666419 |
|  | Invesco Ltd. | 518109 | &nbsp;&nbsp;14139195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Investar Holding <br>Corp.<br>| 10969 | &nbsp;&nbsp;312068 |
|  | Investors Title Co. | 3402 | &nbsp;&nbsp;882547 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Jack Henry & <br>Associates, Inc.<br>| 82112 | &nbsp;&nbsp;14715292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jackson Financial, <br>Inc., Class A<br>| 88168 | &nbsp;&nbsp;10484939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;James River Group <br>Holdings, Inc.<br>| 15662 | &nbsp;&nbsp;105092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Janus Henderson <br>Group PLC<br>| 252499 | &nbsp;&nbsp;12152777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jefferies Financial <br>Group, Inc.<br>| 363688 | &nbsp;&nbsp;22250432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & <br>Co.<br>| 1784778 | &nbsp;&nbsp;545945742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kearny Financial <br>Corp.<br>| 61689 | &nbsp;&nbsp;480557 |
|  | Kemper Corp. | 76711 | &nbsp;&nbsp;3023181 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kentucky First Federal <br>Bancorp<br>| 5416 | &nbsp;&nbsp;24426 |
| \* | Kestrel Group Ltd. | 3936 | &nbsp;&nbsp;46720 |
|  | KeyCorp | 858684 | &nbsp;&nbsp;18478880 |
|  | Kingstone Cos., Inc. | 12183 | &nbsp;&nbsp;188227 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kinsale Capital Group, <br>Inc.<br>| 23121 | &nbsp;&nbsp;9153141 |
|  | KKR & Co., Inc. | 220163 | &nbsp;&nbsp;25155824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lake Shore Bancorp, <br>Inc.<br>| 11238 | &nbsp;&nbsp;172054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lakeland Financial <br>Corp.<br>| 50904 | &nbsp;&nbsp;3033878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Landmark Bancorp, <br>Inc.<br>| 14546 | &nbsp;&nbsp;392597 |
| # | Lazard, Inc. | 133417 | &nbsp;&nbsp;7167161 |
|  | LCNB Corp. | 13732 | &nbsp;&nbsp;234955 |
| \* | LendingClub Corp. | 242997 | &nbsp;&nbsp;4109079 |
| \* | LendingTree, Inc. | 13481 | &nbsp;&nbsp;763833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lincoln National <br>Corp.<br>| 303222 | &nbsp;&nbsp;12617067 |
|  | LINKBANCORP, Inc. | 1739 | &nbsp;&nbsp;15216 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Live Oak Bancshares, <br>Inc.<br>| 59998 | &nbsp;&nbsp;$2397520 |
|  | Loews Corp. | 300622 | &nbsp;&nbsp;31736665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LPL Financial <br>Holdings, Inc.<br>| 91683 | &nbsp;&nbsp;33418454 |
|  | M&T Bank Corp. | 130404 | &nbsp;&nbsp;28893614 |
|  | Magyar Bancorp, Inc. | 10743 | &nbsp;&nbsp;189292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MainStreet <br>Bancshares, Inc.<br>| 1809 | &nbsp;&nbsp;38731 |
| \* | Markel Group, Inc. | 12029 | &nbsp;&nbsp;24546859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MarketAxess <br>Holdings, Inc.<br>| 32236 | &nbsp;&nbsp;5455298 |
|  | MarketWise, Inc. | 318 | &nbsp;&nbsp;5263 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Marqeta, Inc., <br>Class A<br>| 492583 | &nbsp;&nbsp;2034368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marsh & McLennan <br>Cos., Inc.<br>| 178883 | &nbsp;&nbsp;33663992 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mastercard, Inc., <br>Class A<br>| 486597 | &nbsp;&nbsp;262173598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mechanics Bancorp, <br>Class A<br>| 11934 | &nbsp;&nbsp;178891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mercantile Bank <br>Corp.<br>| 31623 | &nbsp;&nbsp;1643764 |
| # | Merchants Bancorp | 36009 | &nbsp;&nbsp;1492933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mercury General <br>Corp.<br>| 84207 | &nbsp;&nbsp;7375691 |
|  | Meridian Corp. | 15480 | &nbsp;&nbsp;293036 |
|  | MetLife, Inc. | 464941 | &nbsp;&nbsp;36674546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Metrocity Bankshares, <br>Inc.<br>| 12871 | &nbsp;&nbsp;362576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Bank <br>Holding Corp.<br>| 14293 | &nbsp;&nbsp;1323532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MGIC Investment <br>Corp.<br>| 415358 | &nbsp;&nbsp;11181437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mid Penn Bancorp, <br>Inc.<br>| 27191 | &nbsp;&nbsp;897031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Middlefield Banc <br>Corp.<br>| 15418 | &nbsp;&nbsp;517120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Midland States <br>Bancorp, Inc.<br>| 29752 | &nbsp;&nbsp;679833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MidWestOne Financial <br>Group, Inc.<br>| 45240 | &nbsp;&nbsp;2095517 |
|  | Moelis & Co., Class A | 80195 | &nbsp;&nbsp;5747576 |
|  | Moody's Corp. | 55438 | &nbsp;&nbsp;28581615 |
|  | Morgan Stanley | 564090 | &nbsp;&nbsp;103115652 |
|  | Morningstar, Inc. | 44733 | &nbsp;&nbsp;9040092 |
|  | MSCI, Inc. | 28097 | &nbsp;&nbsp;17117254 |
|  | MVB Financial Corp. | 20313 | &nbsp;&nbsp;573639 |
|  | Nasdaq, Inc. | 346402 | &nbsp;&nbsp;33562890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Bank <br>Holdings Corp., <br>Class A<br>| 68136 | &nbsp;&nbsp;2737704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Bankshares, <br>Inc.<br>| 200 | &nbsp;&nbsp;7282 |
|  | Navient Corp. | 345030 | &nbsp;&nbsp;3384744 |
|  | NB Bancorp, Inc. | 5376 | &nbsp;&nbsp;116767 |
|  | NBT Bancorp, Inc. | 108380 | &nbsp;&nbsp;4815323 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | NCR Atleos Corp. | 129653 | &nbsp;&nbsp;$4836057 |
|  | Nelnet, Inc., Class A | 76688 | &nbsp;&nbsp;10115147 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NerdWallet, Inc., <br>Class A<br>| 70067 | &nbsp;&nbsp;845008 |
| \* | NI Holdings, Inc. | 26669 | &nbsp;&nbsp;363232 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nicolet Bankshares, <br>Inc.<br>| 26770 | &nbsp;&nbsp;3907885 |
| \* | NMI Holdings, Inc. | 202475 | &nbsp;&nbsp;7839832 |
|  | Northeast Bank | 14798 | &nbsp;&nbsp;1705174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northeast Community <br>Bancorp, Inc.<br>| 4059 | &nbsp;&nbsp;95792 |
|  | Northern Trust Corp. | 222607 | &nbsp;&nbsp;33264164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northfield Bancorp, <br>Inc.<br>| 92357 | &nbsp;&nbsp;1137838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northrim BanCorp, <br>Inc.<br>| 51966 | &nbsp;&nbsp;1224319 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Northwest <br>Bancshares, Inc.<br>| 253003 | &nbsp;&nbsp;3258679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Norwood Financial <br>Corp.<br>| 5152 | &nbsp;&nbsp;156775 |
|  | Oak Valley Bancorp | 15512 | &nbsp;&nbsp;495608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OceanFirst Financial <br>Corp.<br>| 111121 | &nbsp;&nbsp;2083519 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Octave Specialty <br>Group, Inc.<br>| 66777 | &nbsp;&nbsp;378626 |
|  | OFG Bancorp | 110040 | &nbsp;&nbsp;4434612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ohio Valley Banc <br>Corp.<br>| 8106 | &nbsp;&nbsp;333562 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Old Market Capital <br>Corp.<br>| 4633 | &nbsp;&nbsp;16505 |
|  | Old National Bancorp | 700091 | &nbsp;&nbsp;17103223 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Old Republic <br>International Corp.<br>| 447695 | &nbsp;&nbsp;17536213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Old Second Bancorp, <br>Inc.<br>| 87788 | &nbsp;&nbsp;1741714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OneMain Holdings, <br>Inc.<br>| 152136 | &nbsp;&nbsp;9970993 |
| \* | Onity Group, Inc. | 14496 | &nbsp;&nbsp;655509 |
|  | OP Bancorp | 16829 | &nbsp;&nbsp;235269 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oportun Financial <br>Corp.<br>| 3058 | &nbsp;&nbsp;16574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oppenheimer <br>Holdings, Inc., <br>Class A<br>| 18211 | &nbsp;&nbsp;1530270 |
|  | OppFi, Inc. | 25015 | &nbsp;&nbsp;238143 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;OptimumBank <br>Holdings, Inc.<br>| 3801 | &nbsp;&nbsp;17903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orange County <br>Bancorp, Inc.<br>| 2338 | &nbsp;&nbsp;72057 |
|  | Origin Bancorp, Inc. | 40668 | &nbsp;&nbsp;1741810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orrstown Financial <br>Services, Inc.<br>| 35312 | &nbsp;&nbsp;1271938 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oscar Health, Inc., <br>Class A<br>| 225434 | &nbsp;&nbsp;3234978 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Palomar Holdings, <br>Inc.<br>| 40216 | &nbsp;&nbsp;4970295 |
|  | Park National Corp. | 32925 | &nbsp;&nbsp;5364800 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Parke Bancorp, Inc. | 31687 | &nbsp;&nbsp;$865372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pathfinder Bancorp, <br>Inc.<br>| 8118 | &nbsp;&nbsp;111054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pathward Financial, <br>Inc.<br>| 58302 | &nbsp;&nbsp;5264088 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Paymentus Holdings, <br>Inc., Class A<br>| 40113 | &nbsp;&nbsp;1072220 |
| \* | Payoneer Global, Inc. | 434100 | &nbsp;&nbsp;2773899 |
|  | PayPal Holdings, Inc. | 582773 | &nbsp;&nbsp;30706309 |
| #\* | Paysafe Ltd. | 74147 | &nbsp;&nbsp;508648 |
| \* | Paysign, Inc. | 3016 | &nbsp;&nbsp;12577 |
|  | PCB Bancorp | 23637 | &nbsp;&nbsp;530414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Peapack-Gladstone <br>Financial Corp.<br>| 23977 | &nbsp;&nbsp;760550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PennyMac Financial <br>Services, Inc.<br>| 93872 | &nbsp;&nbsp;9379690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Peoples Bancorp of <br>North Carolina, Inc.<br>| 13336 | &nbsp;&nbsp;488498 |
|  | Peoples Bancorp, Inc. | 64273 | &nbsp;&nbsp;2090158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Peoples Financial <br>Services Corp.<br>| 4670 | &nbsp;&nbsp;243307 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Perella Weinberg <br>Partners<br>| 30557 | &nbsp;&nbsp;681727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pinnacle Financial <br>Partners, Inc.<br>| 312942 | &nbsp;&nbsp;29757655 |
| \* | Pioneer Bancorp, Inc. | 32050 | &nbsp;&nbsp;453508 |
|  | Piper Sandler Cos. | 27451 | &nbsp;&nbsp;9507654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PJT Partners, Inc., <br>Class A<br>| 17518 | &nbsp;&nbsp;3031140 |
|  | Plumas Bancorp | 12518 | &nbsp;&nbsp;627277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PNC Financial <br>Services Group, <br>Inc.<br>| 185885 | &nbsp;&nbsp;41508121 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ponce Financial <br>Group, Inc.<br>| 39730 | &nbsp;&nbsp;666669 |
|  | Popular, Inc. | 121772 | &nbsp;&nbsp;16260215 |
| \* | PRA Group, Inc. | 51585 | &nbsp;&nbsp;659772 |
|  | Preferred Bank | 29435 | &nbsp;&nbsp;2524640 |
|  | Primerica, Inc. | 58363 | &nbsp;&nbsp;15351804 |
|  | Primis Financial Corp. | 29207 | &nbsp;&nbsp;393710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Princeton Bancorp, <br>Inc.<br>| 15033 | &nbsp;&nbsp;544646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Principal Financial <br>Group, Inc.<br>| 285996 | &nbsp;&nbsp;27089541 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Priority Technology <br>Holdings, Inc.<br>| 2223 | &nbsp;&nbsp;13138 |
| \* | ProAssurance Corp. | 99926 | &nbsp;&nbsp;2420208 |
|  | PROG Holdings, Inc. | 71251 | &nbsp;&nbsp;2311382 |
|  | Progressive Corp. | 195800 | &nbsp;&nbsp;40726400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prosperity <br>Bancshares, Inc.<br>| 172470 | &nbsp;&nbsp;11902155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Provident Financial <br>Holdings, Inc.<br>| 17143 | &nbsp;&nbsp;277031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Provident Financial <br>Services, Inc.<br>| 164717 | &nbsp;&nbsp;3646834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prudential Financial, <br>Inc.<br>| 251951 | &nbsp;&nbsp;27994276 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | QCR Holdings, Inc. | 44710 | &nbsp;&nbsp;$4035525 |
|  | Radian Group, Inc. | 181035 | &nbsp;&nbsp;5956052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raymond James <br>Financial, Inc.<br>| 171665 | &nbsp;&nbsp;28472357 |
|  | RBB Bancorp | 36149 | &nbsp;&nbsp;749730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Red River <br>Bancshares, Inc.<br>| 3034 | &nbsp;&nbsp;252004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Regional Management <br>Corp.<br>| 18603 | &nbsp;&nbsp;689241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Regions Financial <br>Corp.<br>| 850277 | &nbsp;&nbsp;24232895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reinsurance Group of <br>America, Inc., <br>Class A<br>| 92824 | &nbsp;&nbsp;18820066 |
| \* | Remitly Global, Inc. | 204056 | &nbsp;&nbsp;2697620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RenaissanceRe <br>Holdings Ltd.<br>| 85190 | &nbsp;&nbsp;23998023 |
|  | Renasant Corp. | 169821 | &nbsp;&nbsp;6403950 |
| \* | Repay Holdings Corp. | 113862 | &nbsp;&nbsp;397378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Republic Bancorp, <br>Inc., Class A<br>| 43243 | &nbsp;&nbsp;3139874 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rhinebeck Bancorp, <br>Inc.<br>| 7471 | &nbsp;&nbsp;86962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Richmond Mutual <br>BanCorp, Inc.<br>| 8215 | &nbsp;&nbsp;115256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Riverview Bancorp, <br>Inc.<br>| 31957 | &nbsp;&nbsp;165218 |
| # | RLI Corp. | 138430 | &nbsp;&nbsp;8088465 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Robinhood Markets, <br>Inc., Class A<br>| 304215 | &nbsp;&nbsp;30263308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rocket Cos., Inc., <br>Class A<br>| 596736 | &nbsp;&nbsp;10699476 |
| #\* | Root, Inc., Class A | 13515 | &nbsp;&nbsp;839687 |
|  | S&P Global, Inc. | 89725 | &nbsp;&nbsp;47355958 |
|  | S&T Bancorp, Inc. | 81050 | &nbsp;&nbsp;3455972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Safety Insurance <br>Group, Inc.<br>| 34095 | &nbsp;&nbsp;2683277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SB Financial Group, <br>Inc.<br>| 12913 | &nbsp;&nbsp;294804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seacoast Banking <br>Corp. of Florida<br>| 70693 | &nbsp;&nbsp;2363974 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Security National <br>Financial Corp., <br>Class A<br>| 43248 | &nbsp;&nbsp;381447 |
|  | SEI Investments Co. | 185624 | &nbsp;&nbsp;16307068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Selective Insurance <br>Group, Inc.<br>| 110006 | &nbsp;&nbsp;9249304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ServisFirst <br>Bancshares, Inc.<br>| 98416 | &nbsp;&nbsp;8055350 |
| #\* | Sezzle, Inc. | 14690 | &nbsp;&nbsp;928996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shore Bancshares, <br>Inc.<br>| 18936 | &nbsp;&nbsp;359216 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Siebert Financial <br>Corp.<br>| 2656 | &nbsp;&nbsp;7888 |
|  | Sierra Bancorp | 25869 | &nbsp;&nbsp;916021 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Silvercrest Asset <br>Management <br>Group, Inc., <br>Class A<br>| 22902 | &nbsp;&nbsp;$337575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Simmons First <br>National Corp., <br>Class A<br>| 163337 | &nbsp;&nbsp;3320641 |
| \* | SiriusPoint Ltd. | 253395 | &nbsp;&nbsp;5171792 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Skyward Specialty <br>Insurance Group, <br>Inc.<br>| 48000 | &nbsp;&nbsp;2141760 |
| # | SLM Corp. | 577290 | &nbsp;&nbsp;15673424 |
|  | SmartFinancial, Inc. | 26928 | &nbsp;&nbsp;1074966 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;SoFi Technologies, <br>Inc.<br>| 1731132 | &nbsp;&nbsp;39487121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sound Financial <br>Bancorp, Inc.<br>| 5599 | &nbsp;&nbsp;245796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;South Plains <br>Financial, Inc.<br>| 8821 | &nbsp;&nbsp;367483 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Southern First <br>Bancshares, Inc.<br>| 9314 | &nbsp;&nbsp;511711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Missouri <br>Bancorp, Inc.<br>| 17997 | &nbsp;&nbsp;1126072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southside <br>Bancshares, Inc.<br>| 54802 | &nbsp;&nbsp;1764076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southstate Bank <br>Corp.<br>| 119165 | &nbsp;&nbsp;12194154 |
|  | SR Bancorp, Inc. | 895 | &nbsp;&nbsp;14893 |
|  | State Street Corp. | 247354 | &nbsp;&nbsp;32368744 |
|  | Stellar Bancorp, Inc. | 57325 | &nbsp;&nbsp;2129051 |
| \*†† | Sterling Bancorp, Inc. | 27876 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stewart Information <br>Services Corp.<br>| 56882 | &nbsp;&nbsp;3835553 |
|  | Stifel Financial Corp. | 123962 | &nbsp;&nbsp;15284515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stock Yards Bancorp, <br>Inc.<br>| 71699 | &nbsp;&nbsp;4853305 |
| \* | StoneX Group, Inc. | 94899 | &nbsp;&nbsp;10653362 |
| \* | Summit State Bank | 14814 | &nbsp;&nbsp;202656 |
|  | SWK Holdings Corp. | 1416 | &nbsp;&nbsp;24780 |
|  | Synchrony Financial | 507113 | &nbsp;&nbsp;36831617 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;T. Rowe Price Group, <br>Inc.<br>| 207334 | &nbsp;&nbsp;21911057 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Texas Capital <br>Bancshares, Inc.<br>| 82442 | &nbsp;&nbsp;8340657 |
| # | TFS Financial Corp. | 269055 | &nbsp;&nbsp;3786949 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Third Coast <br>Bancshares, Inc.<br>| 3646 | &nbsp;&nbsp;147882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Timberland Bancorp, <br>Inc.<br>| 15758 | &nbsp;&nbsp;613617 |
|  | Tiptree, Inc. | 101149 | &nbsp;&nbsp;1808544 |
| \* | Toast, Inc., Class A | 119818 | &nbsp;&nbsp;3727538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tompkins Financial <br>Corp.<br>| 24506 | &nbsp;&nbsp;1963421 |
|  | Towne Bank | 143421 | &nbsp;&nbsp;5019735 |
|  | TPG, Inc. | 41048 | &nbsp;&nbsp;2418138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tradeweb Markets, <br>Inc., Class A<br>| 46863 | &nbsp;&nbsp;4830169 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Travelers Cos., Inc. | 200735 | &nbsp;&nbsp;$57111115 |
|  | TriCo Bancshares | 64878 | &nbsp;&nbsp;3232222 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Triumph Financial, <br>Inc.<br>| 42818 | &nbsp;&nbsp;2701388 |
|  | Truist Financial Corp. | 631438 | &nbsp;&nbsp;32468542 |
| \* | Trupanion, Inc. | 40537 | &nbsp;&nbsp;1296779 |
|  | TrustCo Bank Corp. | 33966 | &nbsp;&nbsp;1474124 |
|  | Trustmark Corp. | 108769 | &nbsp;&nbsp;4624858 |
| \* | TWFG, Inc. | 536 | &nbsp;&nbsp;13395 |
|  | U.S. Bancorp | 724966 | &nbsp;&nbsp;40677842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;U.S. Global Investors, <br>Inc., Class A<br>| 4338 | &nbsp;&nbsp;14402 |
| # | UMB Financial Corp. | 136809 | &nbsp;&nbsp;17393896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Bankshares, <br>Inc.<br>| 3042 | &nbsp;&nbsp;75715 |
|  | United Bancorp, Inc. | 11080 | &nbsp;&nbsp;154012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Bancshares, <br>Inc.<br>| 2124 | &nbsp;&nbsp;85512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Bankshares, <br>Inc.<br>| 361261 | &nbsp;&nbsp;15292178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Community <br>Banks, Inc.<br>| 188802 | &nbsp;&nbsp;6500453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Fire Group, <br>Inc.<br>| 45932 | &nbsp;&nbsp;1650796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Security <br>Bancshares<br>| 30125 | &nbsp;&nbsp;323543 |
|  | Unity Bancorp, Inc. | 19390 | &nbsp;&nbsp;1046284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Insurance <br>Holdings, Inc.<br>| 60854 | &nbsp;&nbsp;1853004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Univest Financial <br>Corp.<br>| 59441 | &nbsp;&nbsp;1969875 |
|  | Unum Group | 302556 | &nbsp;&nbsp;22985179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;USCB Financial <br>Holdings, Inc.<br>| 9556 | &nbsp;&nbsp;180131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valley National <br>Bancorp<br>| 760272 | &nbsp;&nbsp;9472989 |
|  | Value Line, Inc. | 11063 | &nbsp;&nbsp;414641 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Velocity Financial, <br>Inc.<br>| 18284 | &nbsp;&nbsp;370982 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Victory Capital <br>Holdings, Inc., <br>Class A<br>| 79851 | &nbsp;&nbsp;5631891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Virginia National <br>Bankshares Corp.<br>| 1567 | &nbsp;&nbsp;64122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Virtu Financial, Inc., <br>Class A<br>| 131769 | &nbsp;&nbsp;5469731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Virtus Investment <br>Partners, Inc.<br>| 12159 | &nbsp;&nbsp;1984957 |
|  | Visa, Inc., Class A | 766961 | &nbsp;&nbsp;246831059 |
|  | Voya Financial, Inc. | 174011 | &nbsp;&nbsp;13339683 |
| # | W.R. Berkley Corp. | 302679 | &nbsp;&nbsp;20757726 |
|  | WaFd, Inc. | 141969 | &nbsp;&nbsp;4631029 |
|  | Walker & Dunlop, Inc. | 61386 | &nbsp;&nbsp;3860566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Washington Trust <br>Bancorp, Inc.<br>| 40105 | &nbsp;&nbsp;1378409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Waterstone Financial, <br>Inc.<br>| 36883 | &nbsp;&nbsp;674590 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Webster Financial <br>Corp.<br>| 303388 | &nbsp;&nbsp;$19953829 |
|  | Wells Fargo & Co. | 1742572 | &nbsp;&nbsp;157685340 |
|  | WesBanco, Inc. | 172956 | &nbsp;&nbsp;6103617 |
|  | West BanCorp, Inc. | 28498 | &nbsp;&nbsp;676258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westamerica <br>BanCorp<br>| 33424 | &nbsp;&nbsp;1690586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Western Alliance <br>Bancorp<br>| 178421 | &nbsp;&nbsp;15906232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Western New England <br>Bancorp, Inc.<br>| 42241 | &nbsp;&nbsp;567297 |
| # | Western Union Co. | 345231 | &nbsp;&nbsp;3234814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westwood Holdings <br>Group, Inc.<br>| 25506 | &nbsp;&nbsp;467015 |
| \* | WEX, Inc. | 48901 | &nbsp;&nbsp;7525864 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;White Mountains <br>Insurance Group <br>Ltd.<br>| 6726 | &nbsp;&nbsp;13754199 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Willis Towers Watson <br>PLC<br>| 86460 | &nbsp;&nbsp;27448456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wintrust Financial <br>Corp.<br>| 120636 | &nbsp;&nbsp;17792604 |
| # | WisdomTree, Inc. | 278008 | &nbsp;&nbsp;4503730 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;World Acceptance <br>Corp.<br>| 12172 | &nbsp;&nbsp;1475855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WSFS Financial <br>Corp.<br>| 124274 | &nbsp;&nbsp;8044256 |
|  | WVS Financial Corp. | 2157 | &nbsp;&nbsp;29098 |
|  | Zions Bancorp NA | 269231 | &nbsp;&nbsp;16129629 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | &nbsp;&nbsp;6088073321 |
| HEALTH CARE — (8.7%) | HEALTH CARE — (8.7%) | HEALTH CARE — (8.7%) | HEALTH CARE — (8.7%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;10X Genomics, Inc., <br>Class A<br>| 56553 | &nbsp;&nbsp;1142371 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;4D Molecular <br>Therapeutics, Inc.<br>| 20658 | &nbsp;&nbsp;183030 |
| †† | 89bio, Inc. | 73954 | &nbsp;&nbsp;25144 |
|  | Abbott Laboratories | 654730 | &nbsp;&nbsp;71561989 |
|  | AbbVie, Inc. | 1090619 | &nbsp;&nbsp;243218943 |
| †† | Abiomed, Inc. | 32675 | &nbsp;&nbsp;510057 |
| #\* | Absci Corp. | 11952 | &nbsp;&nbsp;35736 |
| \* | AC Immune SA | 3758 | &nbsp;&nbsp;11988 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Acadia Healthcare <br>Co., Inc.<br>| 101739 | &nbsp;&nbsp;1367372 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ACADIA <br>Pharmaceuticals, <br>Inc.<br>| 229668 | &nbsp;&nbsp;5771557 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aclaris Therapeutics, <br>Inc.<br>| 17089 | &nbsp;&nbsp;59982 |
|  | Acme United Corp. | 7309 | &nbsp;&nbsp;305443 |
| \* | AdaptHealth Corp. | 177151 | &nbsp;&nbsp;1780368 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Adaptive <br>Biotechnologies <br>Corp.<br>| 12703 | &nbsp;&nbsp;235006 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Addus HomeCare <br>Corp.<br>| 26375 | &nbsp;&nbsp;2729285 |
| \* | ADMA Biologics, Inc. | 271777 | &nbsp;&nbsp;4701742 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| #†† | Aduro Biotech, Inc. | 19543 | &nbsp;&nbsp;$7426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Agilent Technologies, <br>Inc.<br>| 131222 | &nbsp;&nbsp;17564065 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Agios <br>Pharmaceuticals, <br>Inc.<br>| 41290 | &nbsp;&nbsp;1132998 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Akebia Therapeutics, <br>Inc.<br>| 43201 | &nbsp;&nbsp;60913 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Akero Therapeutics, <br>Inc.<br>| 5102 | &nbsp;&nbsp;3316 |
| †† | Albireo Pharma, Inc. | 26553 | &nbsp;&nbsp;169408 |
| \* | Align Technology, Inc. | 21471 | &nbsp;&nbsp;3500417 |
| #\* | Alkermes PLC | 196041 | &nbsp;&nbsp;6643830 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alnylam <br>Pharmaceuticals, <br>Inc.<br>| 11979 | &nbsp;&nbsp;4049621 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alto Neuroscience, <br>Inc.<br>| 10917 | &nbsp;&nbsp;168995 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Shared <br>Hospital Services<br>| 3958 | &nbsp;&nbsp;8391 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Well Corp., <br>Class A<br>| 1295 | &nbsp;&nbsp;5892 |
|  | Amgen, Inc. | 365932 | &nbsp;&nbsp;125104832 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AMN Healthcare <br>Services, Inc.<br>| 49624 | &nbsp;&nbsp;1056991 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amneal <br>Pharmaceuticals, <br>Inc.<br>| 325576 | &nbsp;&nbsp;4453880 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amylyx <br>Pharmaceuticals, <br>Inc.<br>| 21108 | &nbsp;&nbsp;301633 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Anavex Life Sciences <br>Corp.<br>| 21397 | &nbsp;&nbsp;100566 |
| \* | AngioDynamics, Inc. | 67679 | &nbsp;&nbsp;701154 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ANI Pharmaceuticals, <br>Inc.<br>| 22544 | &nbsp;&nbsp;1845226 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Anika Therapeutics, <br>Inc.<br>| 23041 | &nbsp;&nbsp;212668 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Apellis <br>Pharmaceuticals, <br>Inc.<br>| 4598 | &nbsp;&nbsp;103823 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arcturus Therapeutics <br>Holdings, Inc.<br>| 44732 | &nbsp;&nbsp;334148 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arcus Biosciences, <br>Inc.<br>| 123506 | &nbsp;&nbsp;2598566 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;ARS Pharmaceuticals, <br>Inc.<br>| 8588 | &nbsp;&nbsp;85794 |
| \* | Artivion, Inc. | 71219 | &nbsp;&nbsp;2903599 |
| #\* | Astrana Health, Inc. | 46995 | &nbsp;&nbsp;1068666 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Atara Biotherapeutics, <br>Inc.<br>| 984 | &nbsp;&nbsp;5117 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Atea Pharmaceuticals, <br>Inc.<br>| 16803 | &nbsp;&nbsp;71245 |
| \* | AtriCure, Inc. | 76045 | &nbsp;&nbsp;2808342 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aura Biosciences, <br>Inc.<br>| 35850 | &nbsp;&nbsp;200760 |
| \* | Avanos Medical, Inc. | 60807 | &nbsp;&nbsp;809949 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aveanna Healthcare <br>Holdings, Inc.<br>| 10454 | &nbsp;&nbsp;$87814 |
| \* | Axogen, Inc. | 20305 | &nbsp;&nbsp;707629 |
| \* | Aytu BioPharma, Inc. | 1710 | &nbsp;&nbsp;4446 |
| \* | Azenta, Inc. | 59276 | &nbsp;&nbsp;2304651 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Baxter International, <br>Inc.<br>| 84911 | &nbsp;&nbsp;1704164 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Beam Therapeutics, <br>Inc.<br>| 177620 | &nbsp;&nbsp;4905864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Becton Dickinson & <br>Co.<br>| 144862 | &nbsp;&nbsp;29476520 |
| \* | Biogen, Inc. | 60332 | &nbsp;&nbsp;10853123 |
| \* | BioLife Solutions, Inc. | 64444 | &nbsp;&nbsp;1404879 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BioMarin <br>Pharmaceutical, <br>Inc.<br>| 135074 | &nbsp;&nbsp;7637084 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Bio-Rad Laboratories, <br>Inc., Class A<br>| 27352 | &nbsp;&nbsp;8033282 |
| \* | Biote Corp., Class A | 40878 | &nbsp;&nbsp;85435 |
|  | Bio-Techne Corp. | 117159 | &nbsp;&nbsp;7508720 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bioventus, Inc., <br>Class A<br>| 15703 | &nbsp;&nbsp;124525 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Boston Scientific <br>Corp.<br>| 290107 | &nbsp;&nbsp;27133708 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bridgebio Pharma, <br>Inc.<br>| 63334 | &nbsp;&nbsp;4893818 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BrightSpring Health <br>Services, Inc.<br>| 135610 | &nbsp;&nbsp;5325405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bristol-Myers Squibb <br>Co.<br>| 894391 | &nbsp;&nbsp;49236225 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Brookdale Senior <br>Living, Inc.<br>| 360007 | &nbsp;&nbsp;5400105 |
| # | Bruker Corp. | 199774 | &nbsp;&nbsp;8847990 |
| \* | Butterfly Network, Inc. | 172597 | &nbsp;&nbsp;683484 |
| \* | Cabaletta Bio, Inc. | 4415 | &nbsp;&nbsp;11347 |
|  | Cardinal Health, Inc. | 155230 | &nbsp;&nbsp;33355822 |
| \* | CareCloud, Inc. | 3147 | &nbsp;&nbsp;8528 |
| \* | CareDx, Inc. | 40165 | &nbsp;&nbsp;825391 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cassava Sciences, <br>Inc.<br>| 2686 | &nbsp;&nbsp;5345 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Castle Biosciences, <br>Inc.<br>| 39295 | &nbsp;&nbsp;1547830 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Catalyst <br>Pharmaceuticals, <br>Inc.<br>| 167448 | &nbsp;&nbsp;4068986 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Celldex Therapeutics, <br>Inc.<br>| 27879 | &nbsp;&nbsp;685823 |
|  | Cencora, Inc. | 142529 | &nbsp;&nbsp;51199267 |
| \* | Centene Corp. | 393319 | &nbsp;&nbsp;17038579 |
| #\* | Certara, Inc. | 189901 | &nbsp;&nbsp;1669230 |
| \* | CG oncology, Inc. | 4978 | &nbsp;&nbsp;259105 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Champions Oncology, <br>Inc.<br>| 1764 | &nbsp;&nbsp;12895 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Charles River <br>Laboratories <br>International, Inc.<br>| 63209 | &nbsp;&nbsp;13304230 |
|  | Chemed Corp. | 25852 | &nbsp;&nbsp;11042423 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Chinook Therapeutics, <br>Inc.<br>| 21057 | &nbsp;&nbsp;$0 |
|  | Cigna Group | 128643 | &nbsp;&nbsp;35262333 |
| \* | Claritev Corp. | 2529 | &nbsp;&nbsp;68688 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Clover Health <br>Investments Corp.<br>| 257184 | &nbsp;&nbsp;576092 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Collegium <br>Pharmaceutical, <br>Inc.<br>| 67222 | &nbsp;&nbsp;3086834 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Community Health <br>Systems, Inc.<br>| 169543 | &nbsp;&nbsp;544233 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Compass <br>Therapeutics, Inc.<br>| 173 | &nbsp;&nbsp;1107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Concentra Group <br>Holdings Parent, <br>Inc.<br>| 289888 | &nbsp;&nbsp;6429716 |
|  | CONMED Corp. | 41306 | &nbsp;&nbsp;1585737 |
| \* | Cooper Cos., Inc. | 146030 | &nbsp;&nbsp;11883921 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Corbus <br>Pharmaceuticals <br>Holdings, Inc.<br>| 1951 | &nbsp;&nbsp;16135 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Corcept Therapeutics, <br>Inc.<br>| 97770 | &nbsp;&nbsp;3898090 |
| \* | CorVel Corp. | 81942 | &nbsp;&nbsp;5705621 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Coya Therapeutics, <br>Inc.<br>| 3494 | &nbsp;&nbsp;16247 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Crinetics <br>Pharmaceuticals, <br>Inc.<br>| 14702 | &nbsp;&nbsp;734218 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;CRISPR Therapeutics <br>AG<br>| 119784 | &nbsp;&nbsp;5984409 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cross Country <br>Healthcare, Inc.<br>| 67793 | &nbsp;&nbsp;631831 |
| \* | CryoPort, Inc. | 62201 | &nbsp;&nbsp;591532 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cullinan Therapeutics, <br>Inc.<br>| 46694 | &nbsp;&nbsp;558460 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cumberland <br>Pharmaceuticals, <br>Inc.<br>| 4933 | &nbsp;&nbsp;18499 |
|  | CVS Health Corp. | 644521 | &nbsp;&nbsp;48029705 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cytek Biosciences, <br>Inc.<br>| 177647 | &nbsp;&nbsp;888235 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;CytomX Therapeutics, <br>Inc.<br>| 208397 | &nbsp;&nbsp;1185779 |
|  | Danaher Corp. | 195436 | &nbsp;&nbsp;42778986 |
| \* | DarioHealth Corp. | 911 | &nbsp;&nbsp;9128 |
| #\* | DaVita, Inc. | 155909 | &nbsp;&nbsp;17047090 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Day One <br>Biopharmaceuticals, <br>Inc.<br>| 35686 | &nbsp;&nbsp;398256 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Definitive Healthcare <br>Corp.<br>| 30007 | &nbsp;&nbsp;69616 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Denali Therapeutics, <br>Inc.<br>| 130972 | &nbsp;&nbsp;2847331 |
|  | Dentsply Sirona, Inc. | 69437 | &nbsp;&nbsp;865879 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Design Therapeutics, <br>Inc.<br>| 2000 | &nbsp;&nbsp;20420 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Dexcom, Inc. | 168183 | &nbsp;&nbsp;$12284086 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dianthus <br>Therapeutics, Inc.<br>| 18602 | &nbsp;&nbsp;993161 |
| #\* | Disc Medicine, Inc. | 10910 | &nbsp;&nbsp;843561 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Doximity, Inc., <br>Class A<br>| 95128 | &nbsp;&nbsp;3564446 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dyne Therapeutics, <br>Inc.<br>| 23440 | &nbsp;&nbsp;419342 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Edgewise <br>Therapeutics, Inc.<br>| 32875 | &nbsp;&nbsp;925431 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Edwards Lifesciences <br>Corp.<br>| 194052 | &nbsp;&nbsp;15788071 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Ekso Bionics <br>Holdings, Inc.<br>| 1808 | &nbsp;&nbsp;15730 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Elanco Animal Health, <br>Inc.<br>| 831398 | &nbsp;&nbsp;20020064 |
| \* | Electromed, Inc. | 13044 | &nbsp;&nbsp;389624 |
|  | Elevance Health, Inc. | 124444 | &nbsp;&nbsp;43025269 |
|  | Eli Lilly & Co. | 364915 | &nbsp;&nbsp;378471592 |
|  | Embecta Corp. | 46100 | &nbsp;&nbsp;489121 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Emergent <br>BioSolutions, Inc.<br>| 83005 | &nbsp;&nbsp;941277 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Enanta <br>Pharmaceuticals, <br>Inc.<br>| 4835 | &nbsp;&nbsp;62372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Encompass Health <br>Corp.<br>| 205698 | &nbsp;&nbsp;19444632 |
| \* | Enhabit, Inc. | 121730 | &nbsp;&nbsp;1293990 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Enliven Therapeutics, <br>Inc.<br>| 17374 | &nbsp;&nbsp;459542 |
| #\* | Enovis Corp. | 69619 | &nbsp;&nbsp;1534403 |
|  | Ensign Group, Inc. | 86638 | &nbsp;&nbsp;14872279 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Entrada Therapeutics, <br>Inc.<br>| 2434 | &nbsp;&nbsp;27845 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Envista Holdings <br>Corp.<br>| 349348 | &nbsp;&nbsp;8199198 |
| \* | Erasca, Inc. | 17137 | &nbsp;&nbsp;180110 |
| \* | Exact Sciences Corp. | 93103 | &nbsp;&nbsp;9528161 |
| \* | Exagen, Inc. | 3009 | &nbsp;&nbsp;11073 |
| \* | Exelixis, Inc. | 385463 | &nbsp;&nbsp;15942750 |
| #\* | EyePoint, Inc. | 53160 | &nbsp;&nbsp;718723 |
| \* | FONAR Corp. | 13310 | &nbsp;&nbsp;248098 |
| \* | Forian, Inc. | 6611 | &nbsp;&nbsp;13883 |
| \* | Fortrea Holdings, Inc. | 114141 | &nbsp;&nbsp;1918710 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fulcrum Therapeutics, <br>Inc.<br>| 107698 | &nbsp;&nbsp;1155600 |
| \* | Fulgent Genetics, Inc. | 69059 | &nbsp;&nbsp;1809346 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;GE HealthCare <br>Technologies, Inc.<br>| 172024 | &nbsp;&nbsp;13584735 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GeneDx Holdings <br>Corp.<br>| 3271 | &nbsp;&nbsp;314866 |
|  | Gilead Sciences, Inc. | 743690 | &nbsp;&nbsp;105566796 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ginkgo Bioworks <br>Holdings, Inc.<br>| 24476 | &nbsp;&nbsp;219550 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Globus Medical, Inc., <br>Class A<br>| 115988 | &nbsp;&nbsp;10517792 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;GoodRx Holdings, <br>Inc., Class A<br>| 113835 | &nbsp;&nbsp;$258405 |
| \* | GRAIL, Inc. | 21180 | &nbsp;&nbsp;2071828 |
| \* | Guardant Health, Inc. | 4086 | &nbsp;&nbsp;465967 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guardian Pharmacy <br>Services, Inc., <br>Class A<br>| 3763 | &nbsp;&nbsp;113643 |
| \* | Haemonetics Corp. | 80955 | &nbsp;&nbsp;5396460 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Halozyme <br>Therapeutics, Inc.<br>| 162942 | &nbsp;&nbsp;11684571 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Harmony Biosciences <br>Holdings, Inc.<br>| 95777 | &nbsp;&nbsp;3497776 |
| \* | Harrow, Inc. | 9778 | &nbsp;&nbsp;400311 |
| # | HCA Healthcare, Inc. | 32541 | &nbsp;&nbsp;15888794 |
| \* | Health Catalyst, Inc. | 37902 | &nbsp;&nbsp;81489 |
| \* | HealthEquity, Inc. | 97220 | &nbsp;&nbsp;8328837 |
|  | HealthStream, Inc. | 38482 | &nbsp;&nbsp;857764 |
| \* | Henry Schein, Inc. | 202655 | &nbsp;&nbsp;15296399 |
| †† | HilleVax, Inc. | 5210 | &nbsp;&nbsp;729 |
| \* | Hologic, Inc. | 209942 | &nbsp;&nbsp;15730954 |
|  | Humana, Inc. | 80513 | &nbsp;&nbsp;15716138 |
| \* | ICON PLC | 26655 | &nbsp;&nbsp;4804564 |
| #\* | ICU Medical, Inc. | 27748 | &nbsp;&nbsp;4159425 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ideaya Biosciences, <br>Inc.<br>| 48825 | &nbsp;&nbsp;1571677 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IDEXX Laboratories, <br>Inc.<br>| 46068 | &nbsp;&nbsp;30886751 |
| \* | Illumina, Inc. | 63522 | &nbsp;&nbsp;9198621 |
| #\*†† | IMARA, Inc. | 6186 | &nbsp;&nbsp;0 |
| \* | ImmuCell Corp. | 18384 | &nbsp;&nbsp;110672 |
| \* | Incyte Corp. | 158882 | &nbsp;&nbsp;15899322 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Indivior <br>Pharmaceuticals, <br>Inc.<br>| 117129 | &nbsp;&nbsp;4144024 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;InfuSystem Holdings, <br>Inc.<br>| 40643 | &nbsp;&nbsp;335711 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Innovage Holding <br>Corp.<br>| 13858 | &nbsp;&nbsp;76912 |
| \* | Innoviva, Inc. | 100306 | &nbsp;&nbsp;2006120 |
| \* | Inogen, Inc. | 3001 | &nbsp;&nbsp;17706 |
| \* | Insmed, Inc. | 8769 | &nbsp;&nbsp;1375593 |
| \* | Instil Bio, Inc. | 636 | &nbsp;&nbsp;4490 |
| \* | Insulet Corp. | 41000 | &nbsp;&nbsp;10488210 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Integer Holdings <br>Corp.<br>| 54710 | &nbsp;&nbsp;4752111 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Integra LifeSciences <br>Holdings Corp.<br>| 79436 | &nbsp;&nbsp;884917 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Intellia Therapeutics, <br>Inc.<br>| 136520 | &nbsp;&nbsp;1795238 |
| \* | Intuitive Surgical, Inc. | 34199 | &nbsp;&nbsp;17243820 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ionis Pharmaceuticals, <br>Inc.<br>| 28512 | &nbsp;&nbsp;2357087 |
| \* | IQVIA Holdings, Inc. | 114679 | &nbsp;&nbsp;26393372 |
|  | iRadimed Corp. | 6843 | &nbsp;&nbsp;669793 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;iTeos Therapeutics, <br>Inc.<br>| 42601 | &nbsp;&nbsp;0 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Jazz Pharmaceuticals <br>PLC<br>| 91304 | &nbsp;&nbsp;15018595 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
|  | Johnson & Johnson | 1299480 | &nbsp;&nbsp;$295306830 |
| #\* | Joint Corp. | 24760 | &nbsp;&nbsp;242153 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Keros Therapeutics, <br>Inc.<br>| 3908 | &nbsp;&nbsp;69992 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kewaunee Scientific <br>Corp.<br>| 6314 | &nbsp;&nbsp;249656 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kezar Life Sciences, <br>Inc.<br>| 1725 | &nbsp;&nbsp;10471 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kiniksa <br>Pharmaceuticals <br>International PLC<br>| 55321 | &nbsp;&nbsp;2429698 |
| #\* | Krystal Biotech, Inc. | 30718 | &nbsp;&nbsp;8577694 |
| \* | Kura Oncology, Inc. | 93718 | &nbsp;&nbsp;760990 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kymera Therapeutics, <br>Inc.<br>| 50091 | &nbsp;&nbsp;3641115 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kyverna Therapeutics, <br>Inc.<br>| 4308 | &nbsp;&nbsp;34507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Labcorp Holdings, <br>Inc.<br>| 86550 | &nbsp;&nbsp;23500056 |
| \* | Lantern Pharma, Inc. | 2813 | &nbsp;&nbsp;8861 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lantheus Holdings, <br>Inc.<br>| 115189 | &nbsp;&nbsp;7708448 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Larimar Therapeutics, <br>Inc.<br>| 12825 | &nbsp;&nbsp;45401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LeMaitre Vascular, <br>Inc.<br>| 25004 | &nbsp;&nbsp;2124590 |
| \* | LENSAR, Inc. | 29520 | &nbsp;&nbsp;375790 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;LENZ Therapeutics, <br>Inc.<br>| 35620 | &nbsp;&nbsp;563508 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Lexeo Therapeutics, <br>Inc.<br>| 81084 | &nbsp;&nbsp;600832 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LifeStance Health <br>Group, Inc.<br>| 154876 | &nbsp;&nbsp;1094973 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ligand <br>Pharmaceuticals, <br>Inc.<br>| 29425 | &nbsp;&nbsp;5652543 |
| \* | Lipocine, Inc. | 32 | &nbsp;&nbsp;288 |
| \* | LivaNova PLC | 70135 | &nbsp;&nbsp;4608571 |
| \* | MannKind Corp. | 204751 | &nbsp;&nbsp;1183461 |
| \* | MaxCyte, Inc. | 8933 | &nbsp;&nbsp;8100 |
|  | McKesson Corp. | 18698 | &nbsp;&nbsp;15541965 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Medpace Holdings, <br>Inc.<br>| 34137 | &nbsp;&nbsp;19884120 |
|  | Medtronic PLC | 420257 | &nbsp;&nbsp;43269661 |
|  | Merck & Co., Inc. | 893535 | &nbsp;&nbsp;98530104 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Merit Medical <br>Systems, Inc.<br>| 86356 | &nbsp;&nbsp;7002608 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Merrimack <br>Pharmaceuticals, <br>Inc.<br>| 2035 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mesa Laboratories, <br>Inc.<br>| 7420 | &nbsp;&nbsp;584399 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mettler-Toledo <br>International, Inc.<br>| 11140 | &nbsp;&nbsp;15297894 |
| \* | MiMedx Group, Inc. | 69313 | &nbsp;&nbsp;354189 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Mirati Therapeutics, <br>Inc.<br>| 32564 | &nbsp;&nbsp;97041 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Molina Healthcare, <br>Inc.<br>| 60891 | &nbsp;&nbsp;$10935415 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Monte Rosa <br>Therapeutics, Inc.<br>| 32800 | &nbsp;&nbsp;673056 |
| \* | Myriad Genetics, Inc. | 116426 | &nbsp;&nbsp;654314 |
| #\* | Natera, Inc. | 34508 | &nbsp;&nbsp;7976179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National HealthCare <br>Corp.<br>| 28675 | &nbsp;&nbsp;4103679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Research <br>Corp.<br>| 38592 | &nbsp;&nbsp;784961 |
| \* | Neogen Corp. | 44690 | &nbsp;&nbsp;456732 |
| \* | NeoGenomics, Inc. | 151282 | &nbsp;&nbsp;1824461 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Neoleukin <br>Therapeutics, Inc.<br>| 1526 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Neurocrine <br>Biosciences, Inc.<br>| 79833 | &nbsp;&nbsp;10862078 |
| \* | NextCure, Inc. | 733 | &nbsp;&nbsp;7953 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Niagen Bioscience, <br>Inc.<br>| 23369 | &nbsp;&nbsp;139980 |
| \* | Novocure Ltd. | 33305 | &nbsp;&nbsp;412982 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Olema <br>Pharmaceuticals, <br>Inc.<br>| 64438 | &nbsp;&nbsp;1657345 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp;OmniAb, Inc. <br>(2200963D US)<br>| 13783 | &nbsp;&nbsp;0 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp;OmniAb, Inc. <br>(2200964D US)<br>| 13783 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;OmniAb, Inc. (OABI <br>UQ)<br>| 78606 | &nbsp;&nbsp;143063 |
| \* | Omnicell, Inc. | 71689 | &nbsp;&nbsp;3476917 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Opiant <br>Pharmaceuticals, <br>Inc.<br>| 5178 | &nbsp;&nbsp;0 |
| \* | OptimizeRx Corp. | 26892 | &nbsp;&nbsp;289358 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Option Care Health, <br>Inc.<br>| 179887 | &nbsp;&nbsp;6116158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oramed <br>Pharmaceuticals, <br>Inc.<br>| 23349 | &nbsp;&nbsp;78686 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;OraSure <br>Technologies, Inc.<br>| 115021 | &nbsp;&nbsp;320909 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Organogenesis <br>Holdings, Inc.<br>| 175435 | &nbsp;&nbsp;701740 |
|  | Organon & Co. | 130585 | &nbsp;&nbsp;1115196 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;ORIC <br>Pharmaceuticals, <br>Inc.<br>| 122198 | &nbsp;&nbsp;1253751 |
| \* | Orthofix Medical, Inc. | 10726 | &nbsp;&nbsp;141905 |
| \* | OrthoPediatrics Corp. | 6700 | &nbsp;&nbsp;116982 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pacira BioSciences, <br>Inc.<br>| 50714 | &nbsp;&nbsp;1041666 |
| \*†† | PDL BioPharma, Inc. | 458319 | &nbsp;&nbsp;192494 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pediatrix Medical <br>Group, Inc.<br>| 110514 | &nbsp;&nbsp;2362789 |
| \* | Pennant Group, Inc. | 41885 | &nbsp;&nbsp;1156864 |
| \* | Penumbra, Inc. | 25454 | &nbsp;&nbsp;9116859 |
| \* | PepGen, Inc. | 16607 | &nbsp;&nbsp;85194 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| # | Perrigo Co. PLC | 40872 | &nbsp;&nbsp;$580791 |
| #\* | Personalis, Inc. | 28372 | &nbsp;&nbsp;265846 |
|  | Pfizer, Inc. | 2032441 | &nbsp;&nbsp;53737740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Phibro Animal Health <br>Corp., Class A<br>| 28210 | &nbsp;&nbsp;1132632 |
| \* | Phreesia, Inc. | 57917 | &nbsp;&nbsp;777825 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Poseida Therapeutics, <br>Inc.<br>| 45912 | &nbsp;&nbsp;22956 |
| \* | Precipio, Inc. | 100 | &nbsp;&nbsp;2454 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Prestige Consumer <br>Healthcare, Inc.<br>| 79266 | &nbsp;&nbsp;5110279 |
| \* | Prime Medicine, Inc. | 10171 | &nbsp;&nbsp;38752 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Privia Health Group, <br>Inc.<br>| 124188 | &nbsp;&nbsp;2883645 |
| #\* | Pro-Dex, Inc. | 6861 | &nbsp;&nbsp;269157 |
| \* | Progyny, Inc. | 163710 | &nbsp;&nbsp;3907758 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Protagonist <br>Therapeutics, Inc.<br>| 16732 | &nbsp;&nbsp;1368678 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Protara Therapeutics, <br>Inc.<br>| 5227 | &nbsp;&nbsp;37007 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PTC Therapeutics, <br>Inc.<br>| 34897 | &nbsp;&nbsp;2635770 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Puma Biotechnology, <br>Inc.<br>| 5406 | &nbsp;&nbsp;35031 |
| \* | Quanterix Corp. | 1930 | &nbsp;&nbsp;12236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Quest Diagnostics, <br>Inc.<br>| 151722 | &nbsp;&nbsp;28376566 |
| \* | QuidelOrtho Corp. | 5582 | &nbsp;&nbsp;151663 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Quipt Home Medical <br>Corp.<br>| 3649 | &nbsp;&nbsp;13027 |
| #\* | RadNet, Inc. | 106443 | &nbsp;&nbsp;7461654 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rafael Holdings, Inc., <br>Class B<br>| 20215 | &nbsp;&nbsp;23449 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rapid Micro <br>Biosystems, Inc., <br>Class A<br>| 2476 | &nbsp;&nbsp;10969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Regeneron <br>Pharmaceuticals, <br>Inc.<br>| 32989 | &nbsp;&nbsp;24459694 |
| \* | REGENXBIO, Inc. | 69473 | &nbsp;&nbsp;775319 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Relay Therapeutics, <br>Inc.<br>| 171029 | &nbsp;&nbsp;1310082 |
| \* | Repligen Corp. | 65599 | &nbsp;&nbsp;9798523 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Replimune Group, <br>Inc.<br>| 60113 | &nbsp;&nbsp;422594 |
|  | ResMed, Inc. | 71844 | &nbsp;&nbsp;18558024 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Revolution Medicines, <br>Inc.<br>| 127827 | &nbsp;&nbsp;12392828 |
| # | Revvity, Inc. | 125749 | &nbsp;&nbsp;13681491 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Rigel <br>Pharmaceuticals, <br>Inc.<br>| 22493 | &nbsp;&nbsp;784106 |
| \* | Roivant Sciences Ltd. | 861632 | &nbsp;&nbsp;18628484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Royalty Pharma PLC, <br>Class A<br>| 229500 | &nbsp;&nbsp;9565560 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sagimet Biosciences, <br>Inc., Class A<br>| 2492 | &nbsp;&nbsp;14130 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Schrodinger, Inc. | 63492 | &nbsp;&nbsp;$886983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Select Medical <br>Holdings Corp.<br>| 289489 | &nbsp;&nbsp;4356809 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sensei <br>Biotherapeutics, <br>Inc.<br>| 123 | &nbsp;&nbsp;1169 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sensus Healthcare, <br>Inc.<br>| 22487 | &nbsp;&nbsp;115358 |
| \* | Shattuck Labs, Inc. | 3829 | &nbsp;&nbsp;14818 |
| \* | SI-BONE, Inc. | 25279 | &nbsp;&nbsp;419126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SIGA Technologies, <br>Inc.<br>| 131251 | &nbsp;&nbsp;879382 |
| \* | Sight Sciences, Inc. | 6130 | &nbsp;&nbsp;38496 |
| \* | Simulations Plus, Inc. | 7254 | &nbsp;&nbsp;122520 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Solid Biosciences, <br>Inc.<br>| 5023 | &nbsp;&nbsp;32449 |
| \* | Solventum Corp. | 33036 | &nbsp;&nbsp;2542781 |
| \* | Sotera Health Co. | 358515 | &nbsp;&nbsp;6496292 |
| \* | STAAR Surgical Co. | 6920 | &nbsp;&nbsp;131134 |
|  | STERIS PLC | 98328 | &nbsp;&nbsp;25820933 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Stoke Therapeutics, <br>Inc.<br>| 56068 | &nbsp;&nbsp;1701103 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Strata Critical Medical, <br>Inc.<br>| 163459 | &nbsp;&nbsp;797680 |
|  | Stryker Corp. | 70102 | &nbsp;&nbsp;25906895 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Supernus <br>Pharmaceuticals, <br>Inc.<br>| 129449 | &nbsp;&nbsp;6234264 |
| #\* | Surgery Partners, Inc. | 153045 | &nbsp;&nbsp;2274249 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tactile Systems <br>Technology, Inc.<br>| 35607 | &nbsp;&nbsp;1027618 |
| \* | Talkspace, Inc. | 62038 | &nbsp;&nbsp;250634 |
| #\* | Teladoc Health, Inc. | 209482 | &nbsp;&nbsp;1141677 |
|  | Teleflex, Inc. | 38337 | &nbsp;&nbsp;4001233 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tenet Healthcare <br>Corp.<br>| 143323 | &nbsp;&nbsp;27128177 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Terns <br>Pharmaceuticals, <br>Inc.<br>| 74145 | &nbsp;&nbsp;2565417 |
| \* | TG Therapeutics, Inc. | 14845 | &nbsp;&nbsp;436888 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Theravance <br>Biopharma, Inc.<br>| 53149 | &nbsp;&nbsp;1006642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thermo Fisher <br>Scientific, Inc.<br>| 79681 | &nbsp;&nbsp;46104223 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Third Harmonic Bio, <br>Inc.<br>| 968 | &nbsp;&nbsp;29 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;TransMedics Group, <br>Inc.<br>| 20221 | &nbsp;&nbsp;2709108 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Treace Medical <br>Concepts, Inc.<br>| 4659 | &nbsp;&nbsp;10809 |
| \* | TruBridge, Inc. | 910 | &nbsp;&nbsp;17609 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Twist Bioscience <br>Corp.<br>| 18878 | &nbsp;&nbsp;775319 |
| \* | Tyra Biosciences, Inc. | 2940 | &nbsp;&nbsp;90611 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;U.S. Physical <br>Therapy, Inc.<br>| 28598 | &nbsp;&nbsp;2398514 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;UFP Technologies, <br>Inc.<br>| 11571 | &nbsp;&nbsp;$2905941 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Unicycive <br>Therapeutics, Inc.<br>| 3013 | &nbsp;&nbsp;17988 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;United Therapeutics <br>Corp.<br>| 68837 | &nbsp;&nbsp;32318283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group, <br>Inc.<br>| 280308 | &nbsp;&nbsp;80428774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Health <br>Services, Inc., <br>Class B<br>| 75913 | &nbsp;&nbsp;15278250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Utah Medical <br>Products, Inc.<br>| 6179 | &nbsp;&nbsp;377290 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vanda <br>Pharmaceuticals, <br>Inc.<br>| 133381 | &nbsp;&nbsp;1005693 |
| \* | Varex Imaging Corp. | 11066 | &nbsp;&nbsp;154260 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Veeva Systems, Inc., <br>Class A<br>| 47287 | &nbsp;&nbsp;9642765 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ventyx Biosciences, <br>Inc.<br>| 58582 | &nbsp;&nbsp;817219 |
| \* | Veracyte, Inc. | 141751 | &nbsp;&nbsp;5397878 |
| \* | Vericel Corp. | 23118 | &nbsp;&nbsp;831786 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vertex <br>Pharmaceuticals, <br>Inc.<br>| 74228 | &nbsp;&nbsp;34879737 |
|  | Viatris, Inc. | 941370 | &nbsp;&nbsp;12322533 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vir Biotechnology, <br>Inc.<br>| 70911 | &nbsp;&nbsp;527578 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Viridian Therapeutics, <br>Inc.<br>| 24726 | &nbsp;&nbsp;815958 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Voyager Therapeutics, <br>Inc.<br>| 6009 | &nbsp;&nbsp;23435 |
| \* | Waters Corp. | 61672 | &nbsp;&nbsp;22863044 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Waystar Holding <br>Corp.<br>| 39673 | &nbsp;&nbsp;1053715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;West Pharmaceutical <br>Services, Inc.<br>| 47271 | &nbsp;&nbsp;10925274 |
| \* | Xencor, Inc. | 82668 | &nbsp;&nbsp;999456 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Xenon <br>Pharmaceuticals, <br>Inc.<br>| 33844 | &nbsp;&nbsp;1387942 |
| \* | XOMA Royalty Corp. | 1135 | &nbsp;&nbsp;29124 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zevra Therapeutics, <br>Inc.<br>| 10822 | &nbsp;&nbsp;97398 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Zimmer Biomet <br>Holdings, Inc.<br>| 155329 | &nbsp;&nbsp;13524496 |
|  | Zoetis, Inc. | 190038 | &nbsp;&nbsp;23720543 |
| \* | Zymeworks, Inc. | 103018 | &nbsp;&nbsp;2320996 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | &nbsp;&nbsp;3240541269 |
| INDUSTRIALS — (13.7%) | INDUSTRIALS — (13.7%) | INDUSTRIALS — (13.7%) | INDUSTRIALS — (13.7%) |
| #\* | 3D Systems Corp. | 148016 | &nbsp;&nbsp;331556 |
|  | 3M Co. | 196554 | &nbsp;&nbsp;30104211 |
| # | A.O. Smith Corp. | 205874 | &nbsp;&nbsp;15129680 |
| # | AAON, Inc. | 88952 | &nbsp;&nbsp;8099969 |
| \* | AAR Corp. | 70474 | &nbsp;&nbsp;7463901 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | ABM Industries, Inc. | 110332 | &nbsp;&nbsp;$5079685 |
|  | ACCO Brands Corp. | 117521 | &nbsp;&nbsp;459507 |
|  | Acuity, Inc. | 37731 | &nbsp;&nbsp;11667934 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ACV Auctions, Inc., <br>Class A<br>| 16230 | &nbsp;&nbsp;126756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Drainage <br>Systems, Inc.<br>| 119635 | &nbsp;&nbsp;18189305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aebi Schmidt Holding <br>AG<br>| 46434 | &nbsp;&nbsp;679794 |
|  | AECOM | 182809 | &nbsp;&nbsp;17628272 |
| #\* | AeroVironment, Inc. | 4424 | &nbsp;&nbsp;1231597 |
| \* | AerSale Corp. | 5923 | &nbsp;&nbsp;44363 |
| # | AGCO Corp. | 193926 | &nbsp;&nbsp;21993148 |
|  | Air Lease Corp. | 95753 | &nbsp;&nbsp;6188516 |
|  | Alamo Group, Inc. | 22135 | &nbsp;&nbsp;4323187 |
| #\* | Alaska Air Group, Inc. | 214064 | &nbsp;&nbsp;10880873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Albany International <br>Corp., Class A<br>| 51680 | &nbsp;&nbsp;2867723 |
| \* | Allegiant Travel Co. | 32252 | &nbsp;&nbsp;2858495 |
|  | Allegion PLC | 137584 | &nbsp;&nbsp;22755018 |
| # | Allient, Inc. | 30644 | &nbsp;&nbsp;1869590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Allison Transmission <br>Holdings, Inc.<br>| 231323 | &nbsp;&nbsp;25144810 |
| \* | Alpha Pro Tech Ltd. | 28782 | &nbsp;&nbsp;145061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alta Equipment <br>Group, Inc.<br>| 38954 | &nbsp;&nbsp;263329 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amentum Holdings, <br>Inc.<br>| 116974 | &nbsp;&nbsp;4185330 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Ameresco, Inc., <br>Class A<br>| 41013 | &nbsp;&nbsp;1285347 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Airlines <br>Group, Inc.<br>| 479959 | &nbsp;&nbsp;6383455 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American <br>Superconductor <br>Corp.<br>| 31550 | &nbsp;&nbsp;943976 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Woodmark <br>Corp.<br>| 26251 | &nbsp;&nbsp;1559047 |
|  | AMETEK, Inc. | 188163 | &nbsp;&nbsp;42144749 |
| \* | API Group Corp. | 343273 | &nbsp;&nbsp;14269859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apogee Enterprises, <br>Inc.<br>| 38560 | &nbsp;&nbsp;1431733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Applied Industrial <br>Technologies, Inc.<br>| 56047 | &nbsp;&nbsp;14595199 |
| \* | Aqua Metals, Inc. | 1053 | &nbsp;&nbsp;5023 |
| # | ArcBest Corp. | 41471 | &nbsp;&nbsp;3741514 |
|  | Arcosa, Inc. | 88530 | &nbsp;&nbsp;10134029 |
|  | Argan, Inc. | 14932 | &nbsp;&nbsp;5183047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Armstrong World <br>Industries, Inc.<br>| 78606 | &nbsp;&nbsp;14443066 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Art's-Way <br>Manufacturing Co., <br>Inc.<br>| 4486 | &nbsp;&nbsp;11484 |
|  | Astec Industries, Inc. | 28910 | &nbsp;&nbsp;1408495 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Astronics Corp. <br>(ATRO US)<br>| 21716 | &nbsp;&nbsp;1644987 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Astronics Corp. <br>(ATROB US), <br>Class B<br>| 31687 | &nbsp;&nbsp;$2410430 |
| \* | ATI, Inc. | 225110 | &nbsp;&nbsp;27080733 |
|  | Atkore, Inc. | 60642 | &nbsp;&nbsp;4211587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atmus Filtration <br>Technologies, Inc.<br>| 80549 | &nbsp;&nbsp;4669426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Automatic Data <br>Processing, Inc.<br>| 271074 | &nbsp;&nbsp;66906485 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Avis Budget Group, <br>Inc.<br>| 25639 | &nbsp;&nbsp;2948229 |
| \* | Axon Enterprise, Inc. | 16723 | &nbsp;&nbsp;8086908 |
|  | AZZ, Inc. | 54521 | &nbsp;&nbsp;6776415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barrett Business <br>Services, Inc.<br>| 38574 | &nbsp;&nbsp;1465812 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bloom Energy Corp., <br>Class A<br>| 14134 | &nbsp;&nbsp;2139464 |
| \* | Blue Bird Corp. | 39468 | &nbsp;&nbsp;1985635 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BlueLinx Holdings, <br>Inc.<br>| 10070 | &nbsp;&nbsp;700469 |
| \* | Boeing Co. | 124648 | &nbsp;&nbsp;29132731 |
|  | Boise Cascade Co. | 102308 | &nbsp;&nbsp;8267509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Booz Allen Hamilton <br>Holding Corp.<br>| 123152 | &nbsp;&nbsp;10889100 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bowman Consulting <br>Group Ltd.<br>| 3273 | &nbsp;&nbsp;113999 |
|  | Brady Corp., Class A | 79240 | &nbsp;&nbsp;6851883 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BrightView Holdings, <br>Inc.<br>| 110428 | &nbsp;&nbsp;1475318 |
|  | Brink's Co. | 63353 | &nbsp;&nbsp;8048365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Broadridge Financial <br>Solutions, Inc.<br>| 82640 | &nbsp;&nbsp;16289170 |
| \* | Broadwind, Inc. | 4998 | &nbsp;&nbsp;14994 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Builders FirstSource, <br>Inc.<br>| 176702 | &nbsp;&nbsp;20214709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BWX Technologies, <br>Inc.<br>| 103072 | &nbsp;&nbsp;21174081 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Byrna Technologies, <br>Inc.<br>| 20600 | &nbsp;&nbsp;282426 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CACI International, <br>Inc., Class A<br>| 29061 | &nbsp;&nbsp;18034675 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cadeler AS (CDLR <br>US), ADR<br>| 24435 | &nbsp;&nbsp;583996 |
|  | Cadre Holdings, Inc. | 39634 | &nbsp;&nbsp;1585756 |
| # | Carlisle Cos., Inc. | 51711 | &nbsp;&nbsp;17627763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Carpenter Technology <br>Corp.<br>| 102531 | &nbsp;&nbsp;32587428 |
|  | Carrier Global Corp. | 463560 | &nbsp;&nbsp;27618905 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Casella Waste <br>Systems, Inc., <br>Class A<br>| 57754 | &nbsp;&nbsp;5826224 |
|  | Caterpillar, Inc. | 321812 | &nbsp;&nbsp;211546336 |
| #\* | CBIZ, Inc. | 94087 | &nbsp;&nbsp;3702323 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;CECO Environmental <br>Corp.<br>| 63655 | &nbsp;&nbsp;4292257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CH Robinson <br>Worldwide, Inc.<br>| 134589 | &nbsp;&nbsp;26238126 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Chart Industries, Inc. | 21368 | &nbsp;&nbsp;$4430441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chicago Rivet & <br>Machine Co.<br>| 653 | &nbsp;&nbsp;8587 |
| #\* | Cimpress PLC | 20271 | &nbsp;&nbsp;1603233 |
|  | Cintas Corp. | 120681 | &nbsp;&nbsp;23097137 |
|  | Civeo Corp. | 17090 | &nbsp;&nbsp;432719 |
| #\* | Clarivate PLC | 446940 | &nbsp;&nbsp;1184391 |
| \* | Clean Harbors, Inc. | 96615 | &nbsp;&nbsp;25111205 |
|  | CNH Industrial NV | 1010606 | &nbsp;&nbsp;10874121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Columbus McKinnon <br>Corp.<br>| 38435 | &nbsp;&nbsp;810210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comfort Systems <br>USA, Inc.<br>| 23310 | &nbsp;&nbsp;26622351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CompX International, <br>Inc.<br>| 9138 | &nbsp;&nbsp;212915 |
| # | Concentrix Corp. | 67942 | &nbsp;&nbsp;2537634 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Concrete Pumping <br>Holdings, Inc.<br>| 52436 | &nbsp;&nbsp;303080 |
| \* | Conduent, Inc. | 211629 | &nbsp;&nbsp;294164 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Construction Partners, <br>Inc., Class A<br>| 49707 | &nbsp;&nbsp;5461805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Copa Holdings SA, <br>Class A<br>| 39347 | &nbsp;&nbsp;5366931 |
| \* | Copart, Inc. | 355405 | &nbsp;&nbsp;14422335 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Core & Main, Inc., <br>Class A<br>| 223414 | &nbsp;&nbsp;11921371 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Costamare Bulkers <br>Holdings Ltd.<br>| 47398 | &nbsp;&nbsp;783489 |
|  | Costamare, Inc. | 324279 | &nbsp;&nbsp;5441402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Covenant Logistics <br>Group, Inc.<br>| 51533 | &nbsp;&nbsp;1267712 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp;CPI Aerostructures, <br>Inc.<br>| 27297 | &nbsp;&nbsp;106458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CRA International, <br>Inc.<br>| 18595 | &nbsp;&nbsp;3513339 |
|  | Crane Co. | 73909 | &nbsp;&nbsp;13498740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CSG Systems <br>International, Inc.<br>| 60819 | &nbsp;&nbsp;4850315 |
| # | CSW Industrials, Inc. | 21221 | &nbsp;&nbsp;5729246 |
|  | CSX Corp. | 1859727 | &nbsp;&nbsp;70223292 |
|  | Cummins, Inc. | 121273 | &nbsp;&nbsp;70195238 |
|  | Curtiss-Wright Corp. | 34513 | &nbsp;&nbsp;22664342 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Custom Truck One <br>Source, Inc.<br>| 7745 | &nbsp;&nbsp;48948 |
|  | Deere & Co. | 183569 | &nbsp;&nbsp;96924432 |
|  | Delta Air Lines, Inc. | 873423 | &nbsp;&nbsp;57549841 |
|  | Deluxe Corp. | 56271 | &nbsp;&nbsp;1485554 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Distribution Solutions <br>Group, Inc.<br>| 51365 | &nbsp;&nbsp;1458252 |
| \* | DLH Holdings Corp. | 21039 | &nbsp;&nbsp;120133 |
| \* | DNOW, Inc. | 343907 | &nbsp;&nbsp;5223947 |
|  | Donaldson Co., Inc. | 210910 | &nbsp;&nbsp;21500165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Douglas Dynamics, <br>Inc.<br>| 61435 | &nbsp;&nbsp;2314871 |
|  | Dover Corp. | 140733 | &nbsp;&nbsp;28356292 |
| \* | Ducommun, Inc. | 26890 | &nbsp;&nbsp;3047981 |
| \* | DXP Enterprises, Inc. | 48547 | &nbsp;&nbsp;6313537 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dycom Industries, <br>Inc.<br>| 52170 | &nbsp;&nbsp;$19010226 |
|  | Eastern Co. | 12710 | &nbsp;&nbsp;237677 |
|  | Eaton Corp. PLC | 114490 | &nbsp;&nbsp;40234076 |
|  | EMCOR Group, Inc. | 51539 | &nbsp;&nbsp;37145703 |
|  | Emerson Electric Co. | 183726 | &nbsp;&nbsp;27000373 |
| \* | Energy Recovery, Inc. | 53320 | &nbsp;&nbsp;777939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enerpac Tool Group <br>Corp.<br>| 112699 | &nbsp;&nbsp;4548532 |
|  | EnerSys | 67509 | &nbsp;&nbsp;12164447 |
|  | Ennis, Inc. | 34910 | &nbsp;&nbsp;680396 |
|  | Enpro, Inc. | 38091 | &nbsp;&nbsp;9095369 |
| #\* | Enviri Corp. | 145313 | &nbsp;&nbsp;2749322 |
|  | Equifax, Inc. | 61073 | &nbsp;&nbsp;12300102 |
|  | Esab Corp. | 91443 | &nbsp;&nbsp;11073747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ESCO Technologies, <br>Inc.<br>| 43587 | &nbsp;&nbsp;9945246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Espey Mfg. & <br>Electronics Corp.<br>| 4614 | &nbsp;&nbsp;243942 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Everus Construction <br>Group, Inc.<br>| 81928 | &nbsp;&nbsp;7249809 |
|  | EVI Industries, Inc. | 1292 | &nbsp;&nbsp;33204 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ExlService Holdings, <br>Inc.<br>| 176694 | &nbsp;&nbsp;6917570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Expeditors <br>International of <br>Washington, Inc.<br>| 181697 | &nbsp;&nbsp;29169636 |
|  | Exponent, Inc. | 49995 | &nbsp;&nbsp;3593141 |
|  | Fastenal Co. | 1081576 | &nbsp;&nbsp;46897135 |
|  | Federal Signal Corp. | 91280 | &nbsp;&nbsp;9866455 |
|  | FedEx Corp. | 191916 | &nbsp;&nbsp;61844931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ferguson Enterprises, <br>Inc.<br>| 173092 | &nbsp;&nbsp;43698806 |
| \* | FGI Industries Ltd. | 209 | &nbsp;&nbsp;1344 |
|  | Flowserve Corp. | 185050 | &nbsp;&nbsp;14461657 |
| \* | Fluor Corp. | 178915 | &nbsp;&nbsp;8264084 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Forrester Research, <br>Inc.<br>| 5894 | &nbsp;&nbsp;47800 |
|  | Fortive Corp. | 251778 | &nbsp;&nbsp;13296396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fortune Brands <br>Innovations, Inc.<br>| 191022 | &nbsp;&nbsp;10334290 |
| \* | Forward Air Corp. | 9702 | &nbsp;&nbsp;270492 |
| #\* | Franklin Covey Co. | 34022 | &nbsp;&nbsp;693028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Franklin Electric Co., <br>Inc.<br>| 66794 | &nbsp;&nbsp;6654018 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;FreightCar America, <br>Inc.<br>| 8587 | &nbsp;&nbsp;98836 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Frontier Group <br>Holdings, Inc.<br>| 156425 | &nbsp;&nbsp;725812 |
|  | FTAI Aviation Ltd. | 72070 | &nbsp;&nbsp;19626102 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;FTAI Infrastructure, <br>Inc.<br>| 21022 | &nbsp;&nbsp;122348 |
| \* | FTI Consulting, Inc. | 58304 | &nbsp;&nbsp;10183960 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gates Industrial Corp. <br>PLC<br>| 304601 | &nbsp;&nbsp;7011915 |
|  | GATX Corp. | 84596 | &nbsp;&nbsp;15388858 |
|  | GE Vernova, Inc. | 108306 | &nbsp;&nbsp;78670229 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Genco Shipping & <br>Trading Ltd.<br>| 87700 | &nbsp;&nbsp;$1832930 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gencor Industries, <br>Inc.<br>| 20171 | &nbsp;&nbsp;289252 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Generac Holdings, <br>Inc.<br>| 60272 | &nbsp;&nbsp;10128107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Dynamics <br>Corp.<br>| 129173 | &nbsp;&nbsp;45351349 |
|  | General Electric Co. | 433225 | &nbsp;&nbsp;132909098 |
|  | Genpact Ltd. | 383167 | &nbsp;&nbsp;16897665 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gibraltar Industries, <br>Inc.<br>| 53175 | &nbsp;&nbsp;2725750 |
|  | Global Industrial Co. | 57620 | &nbsp;&nbsp;1760867 |
|  | Gorman-Rupp Co. | 53910 | &nbsp;&nbsp;2937556 |
|  | Graco, Inc. | 133958 | &nbsp;&nbsp;11698552 |
| #\* | Graham Corp. | 23254 | &nbsp;&nbsp;1625920 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Granite Construction, <br>Inc.<br>| 65746 | &nbsp;&nbsp;7938172 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Great Lakes Dredge & <br>Dock Corp.<br>| 142772 | &nbsp;&nbsp;2138725 |
|  | Greenbrier Cos., Inc. | 55647 | &nbsp;&nbsp;2805722 |
|  | Griffon Corp. | 76599 | &nbsp;&nbsp;6238989 |
| \* | GXO Logistics, Inc. | 207107 | &nbsp;&nbsp;11720185 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hayward Holdings, <br>Inc.<br>| 257356 | &nbsp;&nbsp;4153726 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Healthcare Services <br>Group, Inc.<br>| 130115 | &nbsp;&nbsp;2448764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heartland Express, <br>Inc.<br>| 61045 | &nbsp;&nbsp;615944 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;HEICO Corp. (HEI <br>US)<br>| 24006 | &nbsp;&nbsp;7943825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HEICO Corp. (HEIA <br>US), Class A<br>| 39491 | &nbsp;&nbsp;10054014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Helios Technologies, <br>Inc.<br>| 47047 | &nbsp;&nbsp;3047705 |
| # | Herc Holdings, Inc. | 87392 | &nbsp;&nbsp;12526769 |
| # | Hexcel Corp. | 133760 | &nbsp;&nbsp;11076666 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hillman Solutions <br>Corp.<br>| 196818 | &nbsp;&nbsp;1844185 |
|  | HireQuest, Inc. | 871 | &nbsp;&nbsp;9781 |
|  | HNI Corp. | 112542 | &nbsp;&nbsp;5378382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Honeywell <br>International, Inc.<br>| 379317 | &nbsp;&nbsp;86302204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Howmet Aerospace, <br>Inc.<br>| 75221 | &nbsp;&nbsp;15651986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hub Group, Inc., <br>Class A<br>| 109827 | &nbsp;&nbsp;5225569 |
|  | Hubbell, Inc. | 62475 | &nbsp;&nbsp;30484051 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hudson Technologies, <br>Inc.<br>| 26011 | &nbsp;&nbsp;186499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huntington Ingalls <br>Industries, Inc.<br>| 47137 | &nbsp;&nbsp;19821580 |
| \* | Hurco Cos., Inc. | 8054 | &nbsp;&nbsp;133213 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Huron Consulting <br>Group, Inc.<br>| 54092 | &nbsp;&nbsp;9141548 |
|  | Hyster-Yale, Inc. | 19035 | &nbsp;&nbsp;636721 |
| \* | IBEX Holdings Ltd. | 10814 | &nbsp;&nbsp;402281 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | ICF International, Inc. | 33326 | &nbsp;&nbsp;$3107649 |
| \* | Ideal Power, Inc. | 3327 | &nbsp;&nbsp;16751 |
|  | IDEX Corp. | 66146 | &nbsp;&nbsp;13133288 |
| #\* | IES Holdings, Inc. | 36300 | &nbsp;&nbsp;13804527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Illinois Tool Works, <br>Inc.<br>| 211517 | &nbsp;&nbsp;55260931 |
|  | Ingersoll Rand, Inc. | 280410 | &nbsp;&nbsp;24140497 |
| #\* | Innodata, Inc. | 31326 | &nbsp;&nbsp;1736713 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Innovative Solutions & <br>Support, Inc.<br>| 29317 | &nbsp;&nbsp;542071 |
| # | Insperity, Inc. | 56756 | &nbsp;&nbsp;2425184 |
|  | Insteel Industries, Inc. | 35811 | &nbsp;&nbsp;1186777 |
|  | Interface, Inc. | 109677 | &nbsp;&nbsp;3451535 |
|  | ITT, Inc. | 96037 | &nbsp;&nbsp;17507545 |
|  | Jacobs Solutions, Inc. | 110266 | &nbsp;&nbsp;14914579 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Janus International <br>Group, Inc.<br>| 164279 | &nbsp;&nbsp;1126954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JB Hunt Transport <br>Services, Inc.<br>| 127775 | &nbsp;&nbsp;25902548 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;JELD-WEN Holding, <br>Inc.<br>| 35242 | &nbsp;&nbsp;95858 |
| #\* | JetBlue Airways Corp. | 447593 | &nbsp;&nbsp;2179778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Controls <br>International PLC<br>| 318085 | &nbsp;&nbsp;37934817 |
| # | Kadant, Inc. | 17516 | &nbsp;&nbsp;5623337 |
|  | Karat Packaging, Inc. | 2335 | &nbsp;&nbsp;57137 |
|  | KBR, Inc. | 314884 | &nbsp;&nbsp;13480184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kelly Services, Inc., <br>Class A<br>| 43352 | &nbsp;&nbsp;467768 |
| # | Kennametal, Inc. | 127128 | &nbsp;&nbsp;4371932 |
|  | Kforce, Inc. | 57442 | &nbsp;&nbsp;2029426 |
| \* | Kirby Corp. | 138419 | &nbsp;&nbsp;16286380 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Knightscope, Inc., <br>Class A<br>| 1695 | &nbsp;&nbsp;5797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Knight-Swift <br>Transportation <br>Holdings, Inc.<br>| 286465 | &nbsp;&nbsp;15784221 |
|  | Korn Ferry | 94399 | &nbsp;&nbsp;6557899 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kratos Defense & <br>Security Solutions, <br>Inc.<br>| 334045 | &nbsp;&nbsp;34409975 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;L.B. Foster Co., <br>Class A<br>| 25740 | &nbsp;&nbsp;773487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;L3Harris <br>Technologies, Inc.<br>| 97703 | &nbsp;&nbsp;33497474 |
|  | Landstar System, Inc. | 76198 | &nbsp;&nbsp;11380933 |
| \* | Legalzoom.com, Inc. | 209458 | &nbsp;&nbsp;1862082 |
|  | Leidos Holdings, Inc. | 152945 | &nbsp;&nbsp;28796485 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Lennox International, <br>Inc.<br>| 32452 | &nbsp;&nbsp;16066336 |
|  | Leonardo DRS, Inc. | 80220 | &nbsp;&nbsp;3293833 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Limbach Holdings, <br>Inc.<br>| 16441 | &nbsp;&nbsp;1413597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lincoln Electric <br>Holdings, Inc.<br>| 83224 | &nbsp;&nbsp;22083488 |
|  | Lindsay Corp. | 17824 | &nbsp;&nbsp;2232812 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liquidity Services, <br>Inc.<br>| 63186 | &nbsp;&nbsp;2021952 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Loar Holdings, Inc. | 48112 | &nbsp;&nbsp;$3299521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lockheed Martin <br>Corp.<br>| 161715 | &nbsp;&nbsp;102562887 |
|  | LSI Industries, Inc. | 62980 | &nbsp;&nbsp;1392488 |
|  | Luxfer Holdings PLC | 39886 | &nbsp;&nbsp;603874 |
| \* | Lyft, Inc., Class A | 158316 | &nbsp;&nbsp;2670791 |
| \* | Manitowoc Co., Inc. | 73855 | &nbsp;&nbsp;954207 |
|  | ManpowerGroup, Inc. | 55832 | &nbsp;&nbsp;2028377 |
|  | Marten Transport Ltd. | 132417 | &nbsp;&nbsp;1628729 |
|  | Masco Corp. | 159092 | &nbsp;&nbsp;10514390 |
| \* | MasTec, Inc. | 97594 | &nbsp;&nbsp;23469405 |
| \* | Mastech Digital, Inc. | 18872 | &nbsp;&nbsp;130972 |
| #\* | Masterbrand, Inc. | 229405 | &nbsp;&nbsp;2780389 |
| \* | Matrix Service Co. | 60475 | &nbsp;&nbsp;866002 |
|  | Matson, Inc. | 57278 | &nbsp;&nbsp;9181663 |
|  | Maximus, Inc. | 101997 | &nbsp;&nbsp;9632597 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mayville Engineering <br>Co., Inc.<br>| 14589 | &nbsp;&nbsp;285944 |
|  | McGrath RentCorp | 22892 | &nbsp;&nbsp;2556807 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mercury Systems, <br>Inc.<br>| 108146 | &nbsp;&nbsp;10152746 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Microvast Holdings, <br>Inc.<br>| 54438 | &nbsp;&nbsp;142628 |
| \* | Middleby Corp. | 80035 | &nbsp;&nbsp;11778751 |
|  | Miller Industries, Inc. | 17318 | &nbsp;&nbsp;709518 |
|  | MillerKnoll, Inc. | 81684 | &nbsp;&nbsp;1640215 |
| \* | Mistras Group, Inc. | 20847 | &nbsp;&nbsp;294777 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mobile Infrastructure <br>Corp.<br>| 3030 | &nbsp;&nbsp;9666 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Modine Manufacturing <br>Co.<br>| 57381 | &nbsp;&nbsp;10595975 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Montrose <br>Environmental <br>Group, Inc.<br>| 37831 | &nbsp;&nbsp;842875 |
|  | Moog, Inc., Class A | 52156 | &nbsp;&nbsp;15925835 |
|  | MSA Safety, Inc. | 56948 | &nbsp;&nbsp;10088338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MSC Industrial Direct <br>Co., Inc., Class A<br>| 89467 | &nbsp;&nbsp;7545647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mueller Industries, <br>Inc.<br>| 173083 | &nbsp;&nbsp;23563520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mueller Water <br>Products, Inc., <br>Class A<br>| 236332 | &nbsp;&nbsp;6397507 |
| \* | MYR Group, Inc. | 23415 | &nbsp;&nbsp;5854687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Presto <br>Industries, Inc.<br>| 12883 | &nbsp;&nbsp;1641294 |
| \* | Nephros, Inc. | 2725 | &nbsp;&nbsp;11745 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Nextpower, Inc., <br>Class A<br>| 128223 | &nbsp;&nbsp;15013631 |
|  | NL Industries, Inc. | 254088 | &nbsp;&nbsp;1544855 |
|  | Nordson Corp. | 54310 | &nbsp;&nbsp;14909724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Norfolk Southern <br>Corp.<br>| 150224 | &nbsp;&nbsp;43751238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northrop Grumman <br>Corp.<br>| 51348 | &nbsp;&nbsp;35546166 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NPK International, <br>Inc.<br>| 207335 | &nbsp;&nbsp;2863296 |
|  | nVent Electric PLC | 168869 | &nbsp;&nbsp;18957234 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NWPX Infrastructure, <br>Inc.<br>| 21980 | &nbsp;&nbsp;$1482551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Old Dominion Freight <br>Line, Inc.<br>| 114928 | &nbsp;&nbsp;19905530 |
|  | Omega Flex, Inc. | 10491 | &nbsp;&nbsp;346098 |
| \* | OPENLANE, Inc. | 226216 | &nbsp;&nbsp;6795529 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Optex Systems <br>Holdings, Inc.<br>| 1476 | &nbsp;&nbsp;22037 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Orion Group Holdings, <br>Inc.<br>| 79136 | &nbsp;&nbsp;967042 |
|  | Oshkosh Corp. | 132150 | &nbsp;&nbsp;19005813 |
|  | Otis Worldwide Corp. | 256975 | &nbsp;&nbsp;21950804 |
|  | Owens Corning | 171211 | &nbsp;&nbsp;20517926 |
|  | PACCAR, Inc. | 461810 | &nbsp;&nbsp;56761067 |
| #\* | Palladyne AI Corp. | 5149 | &nbsp;&nbsp;33571 |
| \* | PAMT Corp. | 56632 | &nbsp;&nbsp;614457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pangaea Logistics <br>Solutions Ltd.<br>| 86986 | &nbsp;&nbsp;737641 |
|  | Park Aerospace Corp. | 34389 | &nbsp;&nbsp;842187 |
|  | Parker-Hannifin Corp. | 51869 | &nbsp;&nbsp;48541085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Park-Ohio Holdings <br>Corp.<br>| 38449 | &nbsp;&nbsp;867409 |
| #\* | Parsons Corp. | 108029 | &nbsp;&nbsp;7568512 |
|  | Paychex, Inc. | 251506 | &nbsp;&nbsp;25937814 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Paycom Software, <br>Inc.<br>| 58266 | &nbsp;&nbsp;7851343 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Paylocity Holding <br>Corp.<br>| 62892 | &nbsp;&nbsp;8489162 |
|  | Pentair PLC | 224191 | &nbsp;&nbsp;23623006 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Perma-Fix <br>Environmental <br>Services, Inc.<br>| 20738 | &nbsp;&nbsp;316669 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Perma-Pipe <br>International <br>Holdings, Inc.<br>| 14584 | &nbsp;&nbsp;421186 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pioneer Power <br>Solutions, Inc.<br>| 3944 | &nbsp;&nbsp;16841 |
| # | Pitney Bowes, Inc. | 117446 | &nbsp;&nbsp;1224962 |
| #\* | Planet Labs PBC | 225420 | &nbsp;&nbsp;5628737 |
| #\* | Plug Power, Inc. | 128055 | &nbsp;&nbsp;270836 |
| # | Powell Industries, Inc. | 22163 | &nbsp;&nbsp;9831285 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Power Solutions <br>International, Inc.<br>| 19199 | &nbsp;&nbsp;1375800 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Preformed Line <br>Products Co.<br>| 8874 | &nbsp;&nbsp;2226842 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Primoris Services <br>Corp.<br>| 85553 | &nbsp;&nbsp;12683232 |
| \* | Proto Labs, Inc. | 43018 | &nbsp;&nbsp;2264898 |
|  | Quad/Graphics, Inc. | 71371 | &nbsp;&nbsp;436791 |
| # | Quanta Services, Inc. | 72286 | &nbsp;&nbsp;34309104 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Quest Resource <br>Holding Corp.<br>| 19515 | &nbsp;&nbsp;41957 |
| \* | Radiant Logistics, Inc. | 104745 | &nbsp;&nbsp;704934 |
| \* | RBC Bearings, Inc. | 32227 | &nbsp;&nbsp;16102865 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;RCM Technologies, <br>Inc.<br>| 616 | &nbsp;&nbsp;12819 |
| # | Regal Rexnord Corp. | 117764 | &nbsp;&nbsp;19018886 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Republic Services, <br>Inc.<br>| 111289 | &nbsp;&nbsp;$23937151 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Resideo Technologies, <br>Inc.<br>| 242226 | &nbsp;&nbsp;8298663 |
|  | REV Group, Inc. | 115033 | &nbsp;&nbsp;7350609 |
|  | Robert Half, Inc. | 102154 | &nbsp;&nbsp;3535550 |
| \* | Rocket Lab Corp. | 161531 | &nbsp;&nbsp;12933787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rockwell Automation, <br>Inc.<br>| 76321 | &nbsp;&nbsp;32180750 |
|  | Rollins, Inc. | 302574 | &nbsp;&nbsp;19165037 |
|  | RTX Corp. | 685529 | &nbsp;&nbsp;137743342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rush Enterprises, Inc. <br>(RUSHA US), <br>Class A<br>| 141766 | &nbsp;&nbsp;9099960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rush Enterprises, Inc. <br>(RUSHB US), <br>Class B<br>| 13458 | &nbsp;&nbsp;794157 |
| #\* | RXO, Inc. | 232027 | &nbsp;&nbsp;3382954 |
|  | Ryder System, Inc. | 73497 | &nbsp;&nbsp;14058506 |
| #\* | Saia, Inc. | 26299 | &nbsp;&nbsp;8806746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Schneider National, <br>Inc., Class B<br>| 89924 | &nbsp;&nbsp;2413560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Science Applications <br>International Corp.<br>| 82923 | &nbsp;&nbsp;8438244 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sensata Technologies <br>Holding PLC<br>| 143096 | &nbsp;&nbsp;4949691 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shoals Technologies <br>Group, Inc., <br>Class A<br>| 149516 | &nbsp;&nbsp;1411431 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SIFCO Industries, <br>Inc.<br>| 7118 | &nbsp;&nbsp;43847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Simpson <br>Manufacturing Co., <br>Inc.<br>| 63093 | &nbsp;&nbsp;11153581 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SiteOne Landscape <br>Supply, Inc.<br>| 65228 | &nbsp;&nbsp;9362827 |
| \* | SkyWest, Inc. | 72754 | &nbsp;&nbsp;7022216 |
|  | Snap-on, Inc. | 55011 | &nbsp;&nbsp;20140077 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Southland Holdings, <br>Inc.<br>| 2377 | &nbsp;&nbsp;4421 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Southwest Airlines <br>Co.<br>| 743209 | &nbsp;&nbsp;35317292 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SPX Technologies, <br>Inc.<br>| 61906 | &nbsp;&nbsp;12901829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SS&C Technologies <br>Holdings, Inc.<br>| 213369 | &nbsp;&nbsp;17472787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Standex International <br>Corp.<br>| 18209 | &nbsp;&nbsp;4370160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stanley Black & <br>Decker, Inc.<br>| 115728 | &nbsp;&nbsp;9103164 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Star Equity Holdings, <br>Inc.<br>| 16688 | &nbsp;&nbsp;171386 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sterling Infrastructure, <br>Inc.<br>| 39517 | &nbsp;&nbsp;14143529 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sun Country Airlines <br>Holdings, Inc.<br>| 49631 | &nbsp;&nbsp;870528 |
| #\* | Sunrun, Inc. | 273060 | &nbsp;&nbsp;5188140 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Symbotic, Inc. | 7084 | &nbsp;&nbsp;$385157 |
| \* | TaskUS, Inc., Class A | 42105 | &nbsp;&nbsp;454734 |
| \* | Taylor Devices, Inc. | 4486 | &nbsp;&nbsp;326312 |
| \* | Team, Inc. | 204 | &nbsp;&nbsp;2944 |
| \* | TechPrecision Corp. | 2805 | &nbsp;&nbsp;13380 |
| # | Tecnoglass, Inc. | 66710 | &nbsp;&nbsp;3262786 |
|  | Tennant Co. | 35262 | &nbsp;&nbsp;2683086 |
|  | Terex Corp. | 174548 | &nbsp;&nbsp;9949236 |
|  | Tetra Tech, Inc. | 344745 | &nbsp;&nbsp;12983097 |
|  | Textron, Inc. | 181789 | &nbsp;&nbsp;16008339 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Thermon Group <br>Holdings, Inc.<br>| 59577 | &nbsp;&nbsp;2695859 |
| #\* | TIC Solutions, Inc. | 140140 | &nbsp;&nbsp;1415414 |
|  | Timken Co. | 125484 | &nbsp;&nbsp;11693854 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Titan International, <br>Inc.<br>| 124190 | &nbsp;&nbsp;1184773 |
| \* | Titan Machinery, Inc. | 49737 | &nbsp;&nbsp;809221 |
|  | Toro Co. | 161724 | &nbsp;&nbsp;14797746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trane Technologies <br>PLC<br>| 65195 | &nbsp;&nbsp;27419713 |
| \* | Transcat, Inc. | 17121 | &nbsp;&nbsp;1032568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TransDigm Group, <br>Inc.<br>| 9988 | &nbsp;&nbsp;14258270 |
|  | TransUnion | 156828 | &nbsp;&nbsp;12392549 |
| \* | Trex Co., Inc. | 131472 | &nbsp;&nbsp;5445570 |
|  | TriNet Group, Inc. | 81862 | &nbsp;&nbsp;5013229 |
|  | Trinity Industries, Inc. | 145654 | &nbsp;&nbsp;4186096 |
| \* | TrueBlue, Inc. | 48223 | &nbsp;&nbsp;258475 |
| \* | TTEC Holdings, Inc. | 32779 | &nbsp;&nbsp;104565 |
|  | Tutor Perini Corp. | 103591 | &nbsp;&nbsp;8172294 |
|  | Twin Disc, Inc. | 21208 | &nbsp;&nbsp;364566 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Uber Technologies, <br>Inc.<br>| 243695 | &nbsp;&nbsp;19507785 |
|  | UFP Industries, Inc. | 105525 | &nbsp;&nbsp;10898622 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;U-Haul Holding Co. <br>(UHAL US)<br>| 21683 | &nbsp;&nbsp;1226174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;U-Haul Holding Co. <br>(UHAL/B US)<br>| 278687 | &nbsp;&nbsp;14299430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UL Solutions, Inc., <br>Class A<br>| 46509 | &nbsp;&nbsp;3266327 |
| \* | Ultralife Corp. | 41439 | &nbsp;&nbsp;264381 |
|  | UniFirst Corp. | 23201 | &nbsp;&nbsp;4988215 |
|  | Union Pacific Corp. | 417017 | &nbsp;&nbsp;98040697 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;United Airlines <br>Holdings, Inc.<br>| 426603 | &nbsp;&nbsp;43650019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Parcel Service, <br>Inc., Class B<br>| 303335 | &nbsp;&nbsp;32220244 |
|  | United Rentals, Inc. | 72282 | &nbsp;&nbsp;56528861 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Universal Logistics <br>Holdings, Inc.<br>| 57134 | &nbsp;&nbsp;914715 |
| #\* | Upwork, Inc. | 200437 | &nbsp;&nbsp;4014753 |
| \* | V2X, Inc. | 37215 | &nbsp;&nbsp;2561508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valmont Industries, <br>Inc.<br>| 29638 | &nbsp;&nbsp;13205507 |
|  | Veralto Corp. | 112361 | &nbsp;&nbsp;11121492 |
|  | Verisk Analytics, Inc. | 123245 | &nbsp;&nbsp;26800858 |
| \* | Verra Mobility Corp. | 200458 | &nbsp;&nbsp;3868839 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vertiv Holdings Co., <br>Class A<br>| 257239 | &nbsp;&nbsp;$47892757 |
| #\* | Vicor Corp. | 49821 | &nbsp;&nbsp;7855277 |
|  | Virco Mfg. Corp. | 31667 | &nbsp;&nbsp;221352 |
| \* | VirTra, Inc. | 14076 | &nbsp;&nbsp;66016 |
| # | VSE Corp. | 32889 | &nbsp;&nbsp;7188549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wabash National <br>Corp.<br>| 47631 | &nbsp;&nbsp;482502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Waste Management, <br>Inc.<br>| 266340 | &nbsp;&nbsp;59191402 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Watsco, Inc. (WSO <br>US)<br>| 24771 | &nbsp;&nbsp;9572753 |
| » | &nbsp;&nbsp;&nbsp;&nbsp;Watsco, Inc. (WSO/B <br>US), Class B<br>| 4958 | &nbsp;&nbsp;1913689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Watts Water <br>Technologies, Inc., <br>Class A<br>| 41364 | &nbsp;&nbsp;12380659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Werner Enterprises, <br>Inc.<br>| 112563 | &nbsp;&nbsp;3855283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WESCO International, <br>Inc.<br>| 52319 | &nbsp;&nbsp;15142688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westinghouse Air <br>Brake Technologies <br>Corp.<br>| 136162 | &nbsp;&nbsp;31336323 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Wilhelmina <br>International, Inc.<br>| 2000 | &nbsp;&nbsp;7200 |
| \* | Willdan Group, Inc. | 22381 | &nbsp;&nbsp;2824482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Willis Lease Finance <br>Corp.<br>| 9981 | &nbsp;&nbsp;1819337 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;WillScot Holdings <br>Corp.<br>| 494759 | &nbsp;&nbsp;9910023 |
|  | Woodward, Inc. | 74669 | &nbsp;&nbsp;23732795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Worthington <br>Enterprises, Inc.<br>| 89487 | &nbsp;&nbsp;4972793 |
|  | WW Grainger, Inc. | 40749 | &nbsp;&nbsp;44006475 |
| \* | XPO, Inc. | 188361 | &nbsp;&nbsp;27898148 |
|  | Xylem, Inc. | 193441 | &nbsp;&nbsp;26669711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zurn Elkay Water <br>Solutions Corp.<br>| 196755 | &nbsp;&nbsp;9072373 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | &nbsp;&nbsp;5099927093 |
| INFORMATION TECHNOLOGY — (25.5%) | INFORMATION TECHNOLOGY — (25.5%) | INFORMATION TECHNOLOGY — (25.5%) | INFORMATION TECHNOLOGY — (25.5%) |
|  | A10 Networks, Inc. | 90818 | &nbsp;&nbsp;1583866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Accenture PLC, <br>Class A<br>| 305009 | &nbsp;&nbsp;80412573 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ACCESS Newswire, <br>Inc.<br>| 912 | &nbsp;&nbsp;7880 |
| \* | ACI Worldwide, Inc. | 154944 | &nbsp;&nbsp;6718372 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ACM Research, Inc., <br>Class A<br>| 15534 | &nbsp;&nbsp;902836 |
|  | Adeia, Inc. | 201939 | &nbsp;&nbsp;3653076 |
| \* | Adobe, Inc. | 120796 | &nbsp;&nbsp;35423427 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ADTRAN Holdings, <br>Inc.<br>| 88104 | &nbsp;&nbsp;812319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Energy <br>Industries, Inc.<br>| 56799 | &nbsp;&nbsp;14504193 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Micro <br>Devices, Inc.<br>| 338161 | &nbsp;&nbsp;$80052854 |
| #\* | Agilysys, Inc. | 10871 | &nbsp;&nbsp;943059 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Akamai Technologies, <br>Inc.<br>| 159798 | &nbsp;&nbsp;15524376 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alarm.com Holdings, <br>Inc.<br>| 50595 | &nbsp;&nbsp;2468024 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Alithya Group, Inc., <br>Class A<br>| 12242 | &nbsp;&nbsp;15915 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Allegro MicroSystems, <br>Inc.<br>| 146797 | &nbsp;&nbsp;5418277 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alpha & Omega <br>Semiconductor Ltd.<br>| 55134 | &nbsp;&nbsp;1218461 |
| \* | Ambarella, Inc. | 60690 | &nbsp;&nbsp;3886588 |
|  | Amdocs Ltd. | 153000 | &nbsp;&nbsp;12536820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amkor Technology, <br>Inc.<br>| 601391 | &nbsp;&nbsp;29065227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amphenol Corp., <br>Class A<br>| 298318 | &nbsp;&nbsp;42981657 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AmpliTech Group, <br>Inc.<br>| 5343 | &nbsp;&nbsp;16243 |
| \* | Amtech Systems, Inc. | 14266 | &nbsp;&nbsp;239811 |
|  | Analog Devices, Inc. | 153770 | &nbsp;&nbsp;47804018 |
| \* | Appfolio, Inc., Class A | 13797 | &nbsp;&nbsp;2619774 |
|  | Apple, Inc. | 6715261 | &nbsp;&nbsp;1742475924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Applied Materials, <br>Inc.<br>| 220417 | &nbsp;&nbsp;71044807 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Applied <br>Optoelectronics, <br>Inc.<br>| 809 | &nbsp;&nbsp;35280 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AppLovin Corp., <br>Class A<br>| 163535 | &nbsp;&nbsp;77370044 |
| \* | Arista Networks, Inc. | 113506 | &nbsp;&nbsp;16088340 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arrow Electronics, <br>Inc.<br>| 92797 | &nbsp;&nbsp;12294675 |
| \* | ASGN, Inc. | 52044 | &nbsp;&nbsp;2710972 |
| #\* | Astera Labs, Inc. | 17273 | &nbsp;&nbsp;2601659 |
| \* | AstroNova, Inc. | 16656 | &nbsp;&nbsp;151403 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Atlassian Corp., <br>Class A<br>| 15287 | &nbsp;&nbsp;1806618 |
| \* | Atomera, Inc. | 4734 | &nbsp;&nbsp;13871 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Aurora Innovation, <br>Inc.<br>| 681907 | &nbsp;&nbsp;2864009 |
| \* | Autodesk, Inc. | 91523 | &nbsp;&nbsp;23143421 |
| \* | AvePoint, Inc. | 177830 | &nbsp;&nbsp;2068163 |
| \* | Aviat Networks, Inc. | 24776 | &nbsp;&nbsp;540365 |
|  | Avnet, Inc. | 150371 | &nbsp;&nbsp;9381647 |
| \* | Aware, Inc. | 3955 | &nbsp;&nbsp;7159 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Axcelis Technologies, <br>Inc.<br>| 52677 | &nbsp;&nbsp;4639263 |
| \* | AXT, Inc. | 27932 | &nbsp;&nbsp;517859 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Backblaze, Inc., <br>Class A<br>| 2885 | &nbsp;&nbsp;13127 |
|  | Badger Meter, Inc. | 27283 | &nbsp;&nbsp;3999142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bel Fuse, Inc. (BELFA <br>US), Class A<br>| 2432 | &nbsp;&nbsp;446880 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bel Fuse, Inc. (BELFB <br>US), Class B<br>| 17400 | &nbsp;&nbsp;$3500706 |
|  | Belden, Inc. | 59490 | &nbsp;&nbsp;6990670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Benchmark <br>Electronics, Inc.<br>| 75762 | &nbsp;&nbsp;3950231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bentley Systems, Inc., <br>Class B<br>| 96543 | &nbsp;&nbsp;3390590 |
| #\* | Bill Holdings, Inc. | 117718 | &nbsp;&nbsp;5081886 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BK Technologies <br>Corp.<br>| 5926 | &nbsp;&nbsp;452035 |
| \* | Blackbaud, Inc. | 58588 | &nbsp;&nbsp;3146176 |
| #\* | BlackLine, Inc. | 32213 | &nbsp;&nbsp;1496938 |
| \* | Box, Inc., Class A | 104118 | &nbsp;&nbsp;2639391 |
|  | Broadcom, Inc. | 1203275 | &nbsp;&nbsp;398645007 |
| #\* | C3.ai, Inc., Class A | 51799 | &nbsp;&nbsp;570307 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cadence Design <br>Systems, Inc.<br>| 18769 | &nbsp;&nbsp;5562381 |
| \* | Calix, Inc. | 91913 | &nbsp;&nbsp;4105754 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;CCC Intelligent <br>Solutions Holdings, <br>Inc.<br>| 757154 | &nbsp;&nbsp;5739227 |
|  | CDW Corp. | 135628 | &nbsp;&nbsp;17142023 |
| #\* | Cerence, Inc. | 44471 | &nbsp;&nbsp;503856 |
| \* | CEVA, Inc. | 39041 | &nbsp;&nbsp;823375 |
| \* | Ciena Corp. | 217264 | &nbsp;&nbsp;54709248 |
| #\* | Cipher Mining, Inc. | 114374 | &nbsp;&nbsp;1825409 |
| \* | Cirrus Logic, Inc. | 77076 | &nbsp;&nbsp;10046086 |
|  | Cisco Systems, Inc. | 2247906 | &nbsp;&nbsp;176055998 |
| #\* | Cleanspark, Inc. | 193207 | &nbsp;&nbsp;2287571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Clear Secure, Inc., <br>Class A<br>| 93610 | &nbsp;&nbsp;3053558 |
| #\* | Clearfield, Inc. | 26181 | &nbsp;&nbsp;779408 |
| \* | ClearOne, Inc. | 1721 | &nbsp;&nbsp;10687 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Climb Global <br>Solutions, Inc.<br>| 8793 | &nbsp;&nbsp;1042762 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cloudflare, Inc., <br>Class A<br>| 6205 | &nbsp;&nbsp;1100457 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Coda Octopus Group, <br>Inc.<br>| 22446 | &nbsp;&nbsp;239050 |
|  | Cognex Corp. | 164826 | &nbsp;&nbsp;6385359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cognizant Technology <br>Solutions Corp., <br>Class A<br>| 542303 | &nbsp;&nbsp;44501384 |
| \* | Coherent Corp. | 138390 | &nbsp;&nbsp;29363590 |
| #\* | Cohu, Inc. | 86152 | &nbsp;&nbsp;2458778 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Comtech <br>Telecommunications <br>Corp.<br>| 5305 | &nbsp;&nbsp;29496 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Consensus Cloud <br>Solutions, Inc.<br>| 24937 | &nbsp;&nbsp;532654 |
|  | Corning, Inc. | 742499 | &nbsp;&nbsp;76663022 |
| \* | Corsair Gaming, Inc. | 118776 | &nbsp;&nbsp;605758 |
| \* | CPI Card Group, Inc. | 215 | &nbsp;&nbsp;2793 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CPS Technologies <br>Corp.<br>| 3211 | &nbsp;&nbsp;17147 |
| # | Crane NXT Co. | 82914 | &nbsp;&nbsp;4188815 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Credo Technology <br>Group Holding Ltd.<br>| 110212 | &nbsp;&nbsp;13807359 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Crexendo, Inc. | 15880 | &nbsp;&nbsp;$111160 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Crowdstrike Holdings, <br>Inc., Class A<br>| 7753 | &nbsp;&nbsp;3422213 |
| \* | CS Disco, Inc. | 18784 | &nbsp;&nbsp;117400 |
|  | CSP, Inc. | 17490 | &nbsp;&nbsp;199736 |
|  | CTS Corp. | 53112 | &nbsp;&nbsp;2730488 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CVD Equipment <br>Corp.<br>| 2764 | &nbsp;&nbsp;13295 |
| #\* | Daily Journal Corp. | 2539 | &nbsp;&nbsp;1488793 |
| \* | Daktronics, Inc. | 72869 | &nbsp;&nbsp;1686917 |
| \* | Data I/O Corp. | 4203 | &nbsp;&nbsp;13029 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Datadog, Inc., <br>Class A<br>| 44879 | &nbsp;&nbsp;5803752 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dell Technologies, <br>Inc., Class C<br>| 159887 | &nbsp;&nbsp;18297468 |
| \* | Diebold Nixdorf, Inc. | 34004 | &nbsp;&nbsp;2346616 |
| \* | Digi International, Inc. | 64951 | &nbsp;&nbsp;2797440 |
| \* | Digital Turbine, Inc. | 120869 | &nbsp;&nbsp;630936 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;DigitalOcean <br>Holdings, Inc.<br>| 77176 | &nbsp;&nbsp;4263974 |
| \* | Diodes, Inc. | 83681 | &nbsp;&nbsp;4953078 |
| \* | Docusign, Inc. | 78685 | &nbsp;&nbsp;4134110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dolby Laboratories, <br>Inc., Class A<br>| 110837 | &nbsp;&nbsp;7114627 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dropbox, Inc., <br>Class A<br>| 179759 | &nbsp;&nbsp;4580259 |
| \* | DXC Technology Co. | 209934 | &nbsp;&nbsp;3029348 |
| \* | Dynatrace, Inc. | 201480 | &nbsp;&nbsp;7674373 |
| \* | Eastman Kodak Co. | 146849 | &nbsp;&nbsp;1074935 |
| \* | eGain Corp. | 21513 | &nbsp;&nbsp;220939 |
| \* | Electro-Sensors, Inc. | 212 | &nbsp;&nbsp;916 |
| #\* | Enphase Energy, Inc. | 66551 | &nbsp;&nbsp;2461056 |
| # | Entegris, Inc. | 101667 | &nbsp;&nbsp;12003823 |
| \* | EPAM Systems, Inc. | 48973 | &nbsp;&nbsp;10215768 |
|  | ePlus, Inc. | 48593 | &nbsp;&nbsp;4169765 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Everspin <br>Technologies, Inc.<br>| 14120 | &nbsp;&nbsp;183419 |
| \* | F5, Inc. | 70731 | &nbsp;&nbsp;19494171 |
| \* | Fabrinet | 32565 | &nbsp;&nbsp;15938614 |
| \* | Fair Isaac Corp. | 10416 | &nbsp;&nbsp;15240379 |
| #\* | Fastly, Inc., Class A | 268575 | &nbsp;&nbsp;2484319 |
| \* | First Solar, Inc. | 116068 | &nbsp;&nbsp;26175655 |
| \* | Five9, Inc. | 72962 | &nbsp;&nbsp;1288509 |
| \* | Flex Ltd. | 797456 | &nbsp;&nbsp;50271626 |
| \* | FormFactor, Inc. | 115788 | &nbsp;&nbsp;8161896 |
| \* | Fortinet, Inc. | 350801 | &nbsp;&nbsp;28506089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Franklin Wireless <br>Corp.<br>| 8801 | &nbsp;&nbsp;36172 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Frequency <br>Electronics, Inc.<br>| 36985 | &nbsp;&nbsp;1944671 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Freshworks, Inc., <br>Class A<br>| 191800 | &nbsp;&nbsp;2067604 |
| \* | Gartner, Inc. | 60021 | &nbsp;&nbsp;12581002 |
|  | Gen Digital, Inc. | 772203 | &nbsp;&nbsp;18525150 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;GLOBALFOUNDRIES, <br>Inc.<br>| 144319 | &nbsp;&nbsp;6090262 |
| #\* | Globant SA | 37378 | &nbsp;&nbsp;2499841 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GoDaddy, Inc., <br>Class A<br>| 103810 | &nbsp;&nbsp;$10434981 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grid Dynamics <br>Holdings, Inc.<br>| 102312 | &nbsp;&nbsp;846120 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guidewire Software, <br>Inc.<br>| 44081 | &nbsp;&nbsp;6204842 |
|  | Hackett Group, Inc. | 41308 | &nbsp;&nbsp;753871 |
| \* | Harmonic, Inc. | 207923 | &nbsp;&nbsp;2021012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hewlett Packard <br>Enterprise Co.<br>| 1250992 | &nbsp;&nbsp;26921348 |
|  | HP, Inc. | 536451 | &nbsp;&nbsp;10428607 |
| \* | HubSpot, Inc. | 7249 | &nbsp;&nbsp;2029720 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Hut 8 Corp. (HUT <br>US)<br>| 13737 | &nbsp;&nbsp;766937 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;I3 Verticals, Inc., <br>Class A<br>| 47722 | &nbsp;&nbsp;1059906 |
| \* | Ichor Holdings Ltd. | 43379 | &nbsp;&nbsp;1316119 |
| \* | Identiv, Inc. | 33818 | &nbsp;&nbsp;112276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Information Services <br>Group, Inc.<br>| 43033 | &nbsp;&nbsp;239694 |
| #\* | Inseego Corp. | 1482 | &nbsp;&nbsp;16139 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Insight Enterprises, <br>Inc.<br>| 48925 | &nbsp;&nbsp;4110678 |
| \* | Intapp, Inc. | 30590 | &nbsp;&nbsp;1038530 |
| \* | Intel Corp. | 923943 | &nbsp;&nbsp;42935631 |
| \* | Intellicheck, Inc. | 1258 | &nbsp;&nbsp;7145 |
| \* | Intellinetics, Inc. | 207 | &nbsp;&nbsp;1702 |
| # | InterDigital, Inc. | 88259 | &nbsp;&nbsp;28811268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Business <br>Machines Corp.<br>| 547292 | &nbsp;&nbsp;167854456 |
| \* | inTEST Corp. | 25923 | &nbsp;&nbsp;237195 |
|  | Intuit, Inc. | 37984 | &nbsp;&nbsp;18950977 |
| \* | Inuvo, Inc. | 3697 | &nbsp;&nbsp;7690 |
| #\* | IonQ, Inc. | 52014 | &nbsp;&nbsp;2079520 |
| \* | IPG Photonics Corp. | 66701 | &nbsp;&nbsp;6163839 |
| #\* | Itron, Inc. | 102161 | &nbsp;&nbsp;10122112 |
|  | Jabil, Inc. | 142454 | &nbsp;&nbsp;33788664 |
| \*» | Jamf Holding Corp. | 29884 | &nbsp;&nbsp;389986 |
| \* | Key Tronic Corp. | 22454 | &nbsp;&nbsp;63545 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Keysight <br>Technologies, Inc.<br>| 144880 | &nbsp;&nbsp;31341890 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kimball Electronics, <br>Inc.<br>| 45938 | &nbsp;&nbsp;1387787 |
|  | KLA Corp. | 59668 | &nbsp;&nbsp;85202324 |
| \* | Knowles Corp. | 190982 | &nbsp;&nbsp;4629404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kulicke & Soffa <br>Industries, Inc.<br>| 93957 | &nbsp;&nbsp;5386555 |
| \* | KVH Industries, Inc. | 68090 | &nbsp;&nbsp;454841 |
| \* | Kyndryl Holdings, Inc. | 363550 | &nbsp;&nbsp;8361650 |
|  | Lam Research Corp. | 571131 | &nbsp;&nbsp;133336243 |
| \* | Lantronix, Inc. | 70683 | &nbsp;&nbsp;469335 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lattice Semiconductor <br>Corp.<br>| 48403 | &nbsp;&nbsp;3897410 |
| \* | LGL Group, Inc. | 6640 | &nbsp;&nbsp;48007 |
|  | Littelfuse, Inc. | 44736 | &nbsp;&nbsp;14483727 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LiveRamp Holdings, <br>Inc.<br>| 118209 | &nbsp;&nbsp;2878389 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Lumentum Holdings, <br>Inc.<br>| 56299 | &nbsp;&nbsp;$22060200 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MACOM Technology <br>Solutions Holdings, <br>Inc.<br>| 61716 | &nbsp;&nbsp;13519507 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Magnachip <br>Semiconductor <br>Corp.<br>| 8656 | &nbsp;&nbsp;25102 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Manhattan Associates, <br>Inc.<br>| 57025 | &nbsp;&nbsp;8611345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marvell Technology, <br>Inc.<br>| 310533 | &nbsp;&nbsp;24507264 |
| \* | MaxLinear, Inc. | 86339 | &nbsp;&nbsp;1497982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Methode Electronics, <br>Inc.<br>| 49288 | &nbsp;&nbsp;393811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Microchip Technology, <br>Inc.<br>| 200751 | &nbsp;&nbsp;15241016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Micron Technology, <br>Inc.<br>| 335325 | &nbsp;&nbsp;139119636 |
|  | Microsoft Corp. | 3480304 | &nbsp;&nbsp;1497540008 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Mirion Technologies, <br>Inc.<br>| 231728 | &nbsp;&nbsp;5756124 |
| #\* | Mitek Systems, Inc. | 75270 | &nbsp;&nbsp;754205 |
|  | MKS, Inc. | 59654 | &nbsp;&nbsp;14043148 |
| \* | MongoDB, Inc. | 58221 | &nbsp;&nbsp;21619204 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Monolithic Power <br>Systems, Inc.<br>| 16385 | &nbsp;&nbsp;18419198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Motorola Solutions, <br>Inc.<br>| 78325 | &nbsp;&nbsp;31528945 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;M-Tron Industries, <br>Inc.<br>| 3320 | &nbsp;&nbsp;216597 |
| \* | N-able, Inc. | 916 | &nbsp;&nbsp;5560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Napco Security <br>Technologies, Inc.<br>| 38548 | &nbsp;&nbsp;1422036 |
| #\* | nCino, Inc. | 135169 | &nbsp;&nbsp;2885858 |
| \* | NCR Voyix Corp. | 163366 | &nbsp;&nbsp;1620591 |
|  | NetApp, Inc. | 241476 | &nbsp;&nbsp;23266213 |
| \* | NETGEAR, Inc. | 56368 | &nbsp;&nbsp;1178655 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NetScout Systems, <br>Inc.<br>| 123964 | &nbsp;&nbsp;3447439 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NetSol Technologies, <br>Inc.<br>| 4199 | &nbsp;&nbsp;14948 |
| \* | nLight, Inc. | 67433 | &nbsp;&nbsp;3075619 |
| \* | Nortech Systems, Inc. | 446 | &nbsp;&nbsp;3804 |
| #\* | Novanta, Inc. | 31558 | &nbsp;&nbsp;4245813 |
| \* | Nutanix, Inc., Class A | 131659 | &nbsp;&nbsp;5178148 |
| # | NVE Corp. | 5773 | &nbsp;&nbsp;389620 |
|  | NVIDIA Corp. | 11134536 | &nbsp;&nbsp;2128143517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NXP Semiconductors <br>NV<br>| 132904 | &nbsp;&nbsp;30054911 |
| \* | Okta, Inc. | 124863 | &nbsp;&nbsp;10548426 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ON Semiconductor <br>Corp.<br>| 383570 | &nbsp;&nbsp;22972007 |
| \* | ON24, Inc. | 40244 | &nbsp;&nbsp;320745 |
|  | OneSpan, Inc. | 57189 | &nbsp;&nbsp;673686 |
| \* | Onto Innovation, Inc. | 44086 | &nbsp;&nbsp;8907576 |
| \* | Ooma, Inc. | 3797 | &nbsp;&nbsp;44615 |
| \* | Optical Cable Corp. | 4427 | &nbsp;&nbsp;21825 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
|  | Oracle Corp. | 727057 | &nbsp;&nbsp;$119659041 |
| #\* | OSI Systems, Inc. | 25265 | &nbsp;&nbsp;6319787 |
| \* | Ouster, Inc. | 19532 | &nbsp;&nbsp;406852 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Palantir Technologies, <br>Inc., Class A<br>| 413256 | &nbsp;&nbsp;60579197 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Palo Alto Networks, <br>Inc.<br>| 50290 | &nbsp;&nbsp;8899821 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;PAR Technology <br>Corp.<br>| 48883 | &nbsp;&nbsp;1281223 |
|  | PC Connection, Inc. | 54176 | &nbsp;&nbsp;3186091 |
| \* | PDF Solutions, Inc. | 59299 | &nbsp;&nbsp;1888673 |
| # | Pegasystems, Inc. | 206394 | &nbsp;&nbsp;9017354 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Penguin Solutions, <br>Inc.<br>| 140472 | &nbsp;&nbsp;2698467 |
| \* | Photronics, Inc. | 106315 | &nbsp;&nbsp;3675310 |
| \*» | Pivotal Software, Inc. | 73758 | &nbsp;&nbsp;0 |
| \* | Plexus Corp. | 49601 | &nbsp;&nbsp;9886967 |
| #\* | Porch Group, Inc. | 82248 | &nbsp;&nbsp;648937 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Power Integrations, <br>Inc.<br>| 84908 | &nbsp;&nbsp;3900674 |
| \* | Powerfleet, Inc. NJ | 74997 | &nbsp;&nbsp;383235 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Progress Software <br>Corp.<br>| 77312 | &nbsp;&nbsp;3163607 |
| \* | PTC, Inc. | 65268 | &nbsp;&nbsp;10190293 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pure Storage, Inc., <br>Class A<br>| 103915 | &nbsp;&nbsp;7226249 |
| \* | Q2 Holdings, Inc. | 58523 | &nbsp;&nbsp;3584534 |
|  | Qnity Electronics, Inc. | 107268 | &nbsp;&nbsp;10317036 |
| \* | Qorvo, Inc. | 109952 | &nbsp;&nbsp;8588351 |
|  | QUALCOMM, Inc. | 817724 | &nbsp;&nbsp;123958781 |
| \* | Qualys, Inc. | 59223 | &nbsp;&nbsp;7811514 |
|  | Ralliant Corp. | 81985 | &nbsp;&nbsp;4342745 |
| \* | Rambus, Inc. | 162020 | &nbsp;&nbsp;18442737 |
|  | Red Violet, Inc. | 3910 | &nbsp;&nbsp;177827 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Research Solutions, <br>Inc.<br>| 3464 | &nbsp;&nbsp;9872 |
| \* | RF Industries Ltd. | 19118 | &nbsp;&nbsp;186592 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ribbon <br>Communications, <br>Inc.<br>| 224365 | &nbsp;&nbsp;587836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Richardson <br>Electronics Ltd.<br>| 31325 | &nbsp;&nbsp;378719 |
| \* | Rimini Street, Inc. | 6405 | &nbsp;&nbsp;22097 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;RingCentral, Inc., <br>Class A<br>| 54168 | &nbsp;&nbsp;1401868 |
| #\* | Riot Platforms, Inc. | 439792 | &nbsp;&nbsp;6803582 |
| \* | Rogers Corp. | 32939 | &nbsp;&nbsp;3202988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Roper Technologies, <br>Inc.<br>| 43431 | &nbsp;&nbsp;16122890 |
| \* | Rubrik, Inc., Class A | 75459 | &nbsp;&nbsp;4221931 |
|  | Salesforce, Inc. | 170464 | &nbsp;&nbsp;36187803 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Samsara, Inc., <br>Class A<br>| 69922 | &nbsp;&nbsp;1961312 |
| \* | Sandisk Corp. | 64903 | &nbsp;&nbsp;37400354 |
| \* | Sanmina Corp. | 131140 | &nbsp;&nbsp;18579915 |
| \* | ScanSource, Inc. | 74605 | &nbsp;&nbsp;3207269 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Seagate Technology <br>Holdings PLC<br>| 92831 | &nbsp;&nbsp;37846270 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Semtech Corp. | 9261 | &nbsp;&nbsp;$738565 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SentinelOne, Inc., <br>Class A<br>| 328425 | &nbsp;&nbsp;4591381 |
| \* | ServiceNow, Inc. | 68885 | &nbsp;&nbsp;8060234 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Silicon Laboratories, <br>Inc.<br>| 46336 | &nbsp;&nbsp;6600563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Skyworks Solutions, <br>Inc.<br>| 157179 | &nbsp;&nbsp;8764301 |
| \* | Snowflake, Inc. | 20116 | &nbsp;&nbsp;3876353 |
| \* | Sono-Tek Corp. | 489 | &nbsp;&nbsp;2010 |
| \* | SoundThinking, Inc. | 767 | &nbsp;&nbsp;5354 |
| \* | Sprinklr, Inc., Class A | 143162 | &nbsp;&nbsp;913374 |
| » | SRAX, Inc. | 3513 | &nbsp;&nbsp;351 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Super Micro <br>Computer, Inc.<br>| 285955 | &nbsp;&nbsp;8324150 |
| \* | Synaptics, Inc. | 71670 | &nbsp;&nbsp;5913492 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Synchronoss <br>Technologies, Inc.<br>| 1336 | &nbsp;&nbsp;11757 |
| \* | Synopsys, Inc. | 16383 | &nbsp;&nbsp;7619979 |
| \* | Tao Synergies, Inc. | 1977 | &nbsp;&nbsp;8442 |
|  | TD SYNNEX Corp. | 99918 | &nbsp;&nbsp;15853989 |
|  | TE Connectivity PLC | 178263 | &nbsp;&nbsp;39713431 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Teledyne <br>Technologies, Inc.<br>| 29570 | &nbsp;&nbsp;18342271 |
| \* | Telos Corp. | 87205 | &nbsp;&nbsp;476139 |
| \* | Teradata Corp. | 90832 | &nbsp;&nbsp;2590529 |
|  | Teradyne, Inc. | 56895 | &nbsp;&nbsp;13714540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texas Instruments, <br>Inc.<br>| 524903 | &nbsp;&nbsp;113142842 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TransAct <br>Technologies, Inc.<br>| 2989 | &nbsp;&nbsp;11000 |
| #\* | Trimble, Inc. | 227402 | &nbsp;&nbsp;15372375 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Trio-Tech <br>International<br>| 7926 | &nbsp;&nbsp;44623 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TTM Technologies, <br>Inc.<br>| 270648 | &nbsp;&nbsp;26577634 |
| \* | Turtle Beach Corp. | 3982 | &nbsp;&nbsp;47625 |
| \* | Twilio, Inc., Class A | 116608 | &nbsp;&nbsp;14046600 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tyler Technologies, <br>Inc.<br>| 18229 | &nbsp;&nbsp;6733793 |
| #\* | UiPath, Inc., Class A | 537301 | &nbsp;&nbsp;6764620 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ultra Clean Holdings, <br>Inc.<br>| 57744 | &nbsp;&nbsp;2522258 |
| \* | Unity Software, Inc. | 288589 | &nbsp;&nbsp;8397940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Display <br>Corp.<br>| 40337 | &nbsp;&nbsp;4631494 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Veeco Instruments, <br>Inc.<br>| 108137 | &nbsp;&nbsp;3377119 |
|  | VeriSign, Inc. | 41695 | &nbsp;&nbsp;10183170 |
| #\* | Vertex, Inc., Class A | 15218 | &nbsp;&nbsp;282294 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Viant Technology, Inc., <br>Class A<br>| 2633 | &nbsp;&nbsp;31122 |
| \* | Viasat, Inc. | 38432 | &nbsp;&nbsp;1735973 |
| \* | Viavi Solutions, Inc. | 335135 | &nbsp;&nbsp;8197402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vishay <br>Intertechnology, <br>Inc.<br>| 196886 | &nbsp;&nbsp;3967253 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vishay Precision <br>Group, Inc.<br>| 22666 | &nbsp;&nbsp;$1135113 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vistance Networks, <br>Inc.<br>| 236924 | &nbsp;&nbsp;4264632 |
|  | Vontier Corp. | 216576 | &nbsp;&nbsp;8121600 |
|  | Western Digital Corp. | 392580 | &nbsp;&nbsp;98235293 |
| \* | WidePoint Corp. | 562 | &nbsp;&nbsp;3704 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Workday, Inc., <br>Class A<br>| 75755 | &nbsp;&nbsp;13304851 |
| # | Xerox Holdings Corp. | 159100 | &nbsp;&nbsp;348429 |
| \* | Xperi, Inc. | 15983 | &nbsp;&nbsp;90464 |
| \* | Yext, Inc. | 128477 | &nbsp;&nbsp;919895 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zebra Technologies <br>Corp., Class A<br>| 40709 | &nbsp;&nbsp;9565801 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Zeta Global Holdings <br>Corp., Class A<br>| 169039 | &nbsp;&nbsp;3140745 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zoom <br>Communications, <br>Inc.<br>| 234039 | &nbsp;&nbsp;21554992 |
| \* | Zscaler, Inc. | 22058 | &nbsp;&nbsp;4411821 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INFORMATION <br>TECHNOLOGY | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INFORMATION <br>TECHNOLOGY |  | &nbsp;&nbsp;9444026068 |
| MATERIALS — (3.3%) | MATERIALS — (3.3%) | MATERIALS — (3.3%) | MATERIALS — (3.3%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;5E Advanced <br>Materials, Inc.<br>| 5373 | &nbsp;&nbsp;11176 |
|  | AdvanSix, Inc. | 32697 | &nbsp;&nbsp;517920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Air Products & <br>Chemicals, Inc.<br>| 94582 | &nbsp;&nbsp;25773595 |
|  | Albemarle Corp. | 104416 | &nbsp;&nbsp;17816502 |
| # | Alcoa Corp. | 271578 | &nbsp;&nbsp;15428346 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Alpha Metallurgical <br>Resources, Inc.<br>| 15406 | &nbsp;&nbsp;3232179 |
|  | Amcor PLC | 622838 | &nbsp;&nbsp;27560582 |
| \* | American Biltrite, Inc. | 36 | &nbsp;&nbsp;3078 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Vanguard <br>Corp.<br>| 44600 | &nbsp;&nbsp;226568 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ampco-Pittsburgh <br>Corp.<br>| 3911 | &nbsp;&nbsp;21784 |
|  | AptarGroup, Inc. | 107339 | &nbsp;&nbsp;13412008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ardagh Metal <br>Packaging SA<br>| 83947 | &nbsp;&nbsp;368527 |
| \* | Arq, Inc. | 33633 | &nbsp;&nbsp;119733 |
| \* | Ascent Industries Co. | 19088 | &nbsp;&nbsp;309416 |
|  | Ashland, Inc. | 64888 | &nbsp;&nbsp;3968550 |
| \* | Aspen Aerogels, Inc. | 17047 | &nbsp;&nbsp;57448 |
| # | Avery Dennison Corp. | 136814 | &nbsp;&nbsp;25380365 |
|  | Avient Corp. | 143277 | &nbsp;&nbsp;5179464 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Axalta Coating <br>Systems Ltd.<br>| 254691 | &nbsp;&nbsp;8552524 |
|  | Balchem Corp. | 49200 | &nbsp;&nbsp;8372364 |
|  | Ball Corp. | 258962 | &nbsp;&nbsp;14727169 |
|  | Cabot Corp. | 105328 | &nbsp;&nbsp;7603628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Caledonia Mining <br>Corp. PLC<br>| 13298 | &nbsp;&nbsp;364897 |
|  | Celanese Corp. | 106191 | &nbsp;&nbsp;4719128 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Century Aluminum <br>Co.<br>| 140150 | &nbsp;&nbsp;$6353000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CF Industries <br>Holdings, Inc.<br>| 247915 | &nbsp;&nbsp;23113115 |
|  | Chemours Co. | 105962 | &nbsp;&nbsp;1588370 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Clearwater Paper <br>Corp.<br>| 101220 | &nbsp;&nbsp;1702520 |
| \* | Cleveland-Cliffs, Inc. | 711544 | &nbsp;&nbsp;9790845 |
| #\* | Coeur Mining, Inc. | 738660 | &nbsp;&nbsp;15098210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commercial Metals <br>Co.<br>| 201678 | &nbsp;&nbsp;15502988 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Compass Minerals <br>International, Inc.<br>| 48304 | &nbsp;&nbsp;1206634 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Core Molding <br>Technologies, Inc.<br>| 17303 | &nbsp;&nbsp;337755 |
|  | Corteva, Inc. | 458974 | &nbsp;&nbsp;33413307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CRH PLC (CRHCF <br>US)<br>| 226462 | &nbsp;&nbsp;27721213 |
|  | Crown Holdings, Inc. | 272535 | &nbsp;&nbsp;28528964 |
| \* | Dakota Gold Corp. | 18042 | &nbsp;&nbsp;108072 |
|  | Dow, Inc. | 537271 | &nbsp;&nbsp;14801816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DuPont de Nemours, <br>Inc.<br>| 214537 | &nbsp;&nbsp;9422465 |
|  | Eagle Materials, Inc. | 59064 | &nbsp;&nbsp;12037834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eastman Chemical <br>Co.<br>| 132454 | &nbsp;&nbsp;9181711 |
|  | Ecolab, Inc. | 77173 | &nbsp;&nbsp;21762014 |
| \* | Ecovyst, Inc. | 191345 | &nbsp;&nbsp;2030170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Element Solutions, <br>Inc.<br>| 436946 | &nbsp;&nbsp;12715129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Flexible Solutions <br>International, Inc.<br>| 3460 | &nbsp;&nbsp;19964 |
| #\* | Flotek Industries, Inc. | 67074 | &nbsp;&nbsp;1165075 |
|  | FMC Corp. | 34097 | &nbsp;&nbsp;538733 |
|  | Fortitude Gold Corp. | 54214 | &nbsp;&nbsp;298719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Freeport-McMoRan, <br>Inc.<br>| 794665 | &nbsp;&nbsp;47862673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Friedman Industries, <br>Inc.<br>| 15398 | &nbsp;&nbsp;302263 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Graphic Packaging <br>Holding Co.<br>| 617937 | &nbsp;&nbsp;9052777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greif, Inc. (GEF US), <br>Class A<br>| 49438 | &nbsp;&nbsp;3491312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greif, Inc. (GEF/B <br>US), Class B<br>| 21942 | &nbsp;&nbsp;1825136 |
| # | Hawkins, Inc. | 37705 | &nbsp;&nbsp;4911076 |
|  | HB Fuller Co. | 97679 | &nbsp;&nbsp;5870508 |
|  | Hecla Mining Co. | 884682 | &nbsp;&nbsp;19923039 |
|  | Huntsman Corp. | 212152 | &nbsp;&nbsp;2295485 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Idaho Strategic <br>Resources, Inc.<br>| 1131 | &nbsp;&nbsp;40784 |
| \* | Ingevity Corp. | 49610 | &nbsp;&nbsp;3263842 |
|  | Innospec, Inc. | 45180 | &nbsp;&nbsp;3692110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Flavors & <br>Fragrances, Inc.<br>| 176713 | &nbsp;&nbsp;12336335 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;International Paper <br>Co.<br>| 415153 | &nbsp;&nbsp;16738969 |
| \* | Intrepid Potash, Inc. | 19966 | &nbsp;&nbsp;655683 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kaiser Aluminum <br>Corp.<br>| 24759 | &nbsp;&nbsp;$3035949 |
| \* | Knife River Corp. | 92541 | &nbsp;&nbsp;6215979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koppers Holdings, <br>Inc.<br>| 39017 | &nbsp;&nbsp;1149441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kronos Worldwide, <br>Inc.<br>| 88174 | &nbsp;&nbsp;462914 |
|  | Linde PLC | 153719 | &nbsp;&nbsp;70244971 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Louisiana-Pacific <br>Corp.<br>| 104567 | &nbsp;&nbsp;8756441 |
| \* | LSB Industries, Inc. | 95425 | &nbsp;&nbsp;886498 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;LyondellBasell <br>Industries NV, <br>Class A<br>| 184101 | &nbsp;&nbsp;9020949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Martin Marietta <br>Materials, Inc.<br>| 42522 | &nbsp;&nbsp;27722218 |
|  | Materion Corp. | 37346 | &nbsp;&nbsp;5164205 |
|  | Mativ Holdings, Inc. | 80564 | &nbsp;&nbsp;970796 |
| #\* | McEwen, Inc. | 87567 | &nbsp;&nbsp;2114743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mercer International, <br>Inc.<br>| 77095 | &nbsp;&nbsp;156503 |
| \* | Metallus, Inc. | 84681 | &nbsp;&nbsp;1689386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Minerals <br>Technologies, Inc.<br>| 53014 | &nbsp;&nbsp;3486201 |
|  | Mosaic Co. | 374325 | &nbsp;&nbsp;10293938 |
| #\* | MP Materials Corp. | 176978 | &nbsp;&nbsp;10400997 |
|  | Myers Industries, Inc. | 57372 | &nbsp;&nbsp;1185879 |
|  | NewMarket Corp. | 17077 | &nbsp;&nbsp;11455081 |
|  | Newmont Corp. | 753152 | &nbsp;&nbsp;84616627 |
|  | Nexa Resources SA | 21304 | &nbsp;&nbsp;268643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northern Technologies <br>International Corp.<br>| 21837 | &nbsp;&nbsp;197843 |
|  | Nucor Corp. | 215596 | &nbsp;&nbsp;38315721 |
| \* | O-I Glass, Inc. | 247725 | &nbsp;&nbsp;3785238 |
|  | Olin Corp. | 312035 | &nbsp;&nbsp;6493448 |
|  | Olympic Steel, Inc. | 29553 | &nbsp;&nbsp;1421204 |
|  | Orion SA | 6688 | &nbsp;&nbsp;41332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Packaging Corp. of <br>America<br>| 111290 | &nbsp;&nbsp;24767590 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Perimeter Solutions, <br>Inc.<br>| 176925 | &nbsp;&nbsp;4626589 |
|  | PPG Industries, Inc. | 186548 | &nbsp;&nbsp;21570545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Quaker Chemical <br>Corp.<br>| 14312 | &nbsp;&nbsp;2200327 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Ramaco Resources, <br>Inc. (METC US), <br>Class A<br>| 69527 | &nbsp;&nbsp;1356472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ramaco Resources, <br>Inc. (METCB US), <br>Class B<br>| 5509 | &nbsp;&nbsp;72278 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ranpak Holdings <br>Corp.<br>| 27705 | &nbsp;&nbsp;139633 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rayonier Advanced <br>Materials, Inc.<br>| 100559 | &nbsp;&nbsp;780338 |
|  | Reliance, Inc. | 63459 | &nbsp;&nbsp;20909741 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Resolute Forest <br>Products, Inc.<br>| 229171 | &nbsp;&nbsp;61028 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | Royal Gold, Inc. | 98520 | &nbsp;&nbsp;$25941301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RPM International, <br>Inc.<br>| 170372 | &nbsp;&nbsp;18222989 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ryerson Holding <br>Corp.<br>| 58017 | &nbsp;&nbsp;1637240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Scotts Miracle-Gro <br>Co.<br>| 39910 | &nbsp;&nbsp;2563020 |
|  | Sealed Air Corp. | 62914 | &nbsp;&nbsp;2634838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sensient Technologies <br>Corp.<br>| 63764 | &nbsp;&nbsp;6026973 |
|  | Sherwin-Williams Co. | 127504 | &nbsp;&nbsp;45218019 |
| # | Silgan Holdings, Inc. | 250978 | &nbsp;&nbsp;10829701 |
| \* | Smith-Midland Corp. | 778 | &nbsp;&nbsp;27339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Smurfit WestRock <br>PLC<br>| 372730 | &nbsp;&nbsp;15516750 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Solstice Advanced <br>Materials, Inc.<br>| 94829 | &nbsp;&nbsp;5857587 |
|  | Sonoco Products Co. | 165614 | &nbsp;&nbsp;7949472 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Southern Copper <br>Corp.<br>| 59792 | &nbsp;&nbsp;11379613 |
|  | Steel Dynamics, Inc. | 211105 | &nbsp;&nbsp;37908125 |
|  | Stepan Co. | 31751 | &nbsp;&nbsp;1829175 |
|  | SunCoke Energy, Inc. | 97134 | &nbsp;&nbsp;763473 |
|  | Sylvamo Corp. | 48462 | &nbsp;&nbsp;2371730 |
| \* | Tredegar Corp. | 7380 | &nbsp;&nbsp;63099 |
|  | TriMas Corp. | 73229 | &nbsp;&nbsp;2546172 |
|  | Tronox Holdings PLC | 185984 | &nbsp;&nbsp;1127063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;U.S. Lime & Minerals, <br>Inc.<br>| 43003 | &nbsp;&nbsp;5183152 |
|  | Vulcan Materials Co. | 116859 | &nbsp;&nbsp;35120804 |
|  | Warrior Met Coal, Inc. | 94720 | &nbsp;&nbsp;8458496 |
| # | Westlake Corp. | 50760 | &nbsp;&nbsp;4026283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Worthington Steel, <br>Inc.<br>| 95839 | &nbsp;&nbsp;3855603 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | &nbsp;&nbsp;1207523269 |
| REAL ESTATE — (0.4%) | REAL ESTATE — (0.4%) | REAL ESTATE — (0.4%) | REAL ESTATE — (0.4%) |
| \* | AMREP Corp. | 9398 | &nbsp;&nbsp;195290 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CBRE Group, Inc., <br>Class A<br>| 271159 | &nbsp;&nbsp;46186513 |
| \* | CKX Lands, Inc. | 2161 | &nbsp;&nbsp;23663 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Compass, Inc., <br>Class A<br>| 881180 | &nbsp;&nbsp;11032374 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Comstock Holding <br>Cos., Inc.<br>| 4554 | &nbsp;&nbsp;50140 |
| \* | CoStar Group, Inc. | 192567 | &nbsp;&nbsp;11842871 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cushman & Wakefield <br>Ltd.<br>| 355264 | &nbsp;&nbsp;5840540 |
| \* | Douglas Elliman, Inc. | 27019 | &nbsp;&nbsp;72951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;eXp World Holdings, <br>Inc.<br>| 11124 | &nbsp;&nbsp;100561 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Five Point <br>Holdings LLC, <br>Class A<br>| 104641 | &nbsp;&nbsp;555644 |
| \* | Forestar Group, Inc. | 61968 | &nbsp;&nbsp;1612407 |
| \* | FRP Holdings, Inc. | 32599 | &nbsp;&nbsp;779442 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Howard Hughes <br>Holdings, Inc.<br>| 107876 | &nbsp;&nbsp;$8809154 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jones Lang LaSalle, <br>Inc.<br>| 56915 | &nbsp;&nbsp;20370448 |
| \*» | JW Mays, Inc. | 2713 | &nbsp;&nbsp;107326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kennedy-Wilson <br>Holdings, Inc.<br>| 165170 | &nbsp;&nbsp;1626925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marcus & Millichap, <br>Inc.<br>| 48562 | &nbsp;&nbsp;1320886 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Maui Land & <br>Pineapple Co., Inc.<br>| 11427 | &nbsp;&nbsp;195745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Newmark Group, Inc., <br>Class A<br>| 233368 | &nbsp;&nbsp;4160952 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;RE/MAX Holdings, <br>Inc., Class A<br>| 9696 | &nbsp;&nbsp;75435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RMR Group, Inc., <br>Class A<br>| 10168 | &nbsp;&nbsp;154045 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Seaport Entertainment <br>Group, Inc.<br>| 25263 | &nbsp;&nbsp;477218 |
|  | St. Joe Co. | 111886 | &nbsp;&nbsp;7405734 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Stratus Properties, <br>Inc.<br>| 10220 | &nbsp;&nbsp;303227 |
| #\* | Tejon Ranch Co. | 37349 | &nbsp;&nbsp;600945 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zillow Group, Inc. (Z <br>US), Class C<br>| 170206 | &nbsp;&nbsp;10728084 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Zillow Group, Inc. (ZG <br>US), Class A<br>| 58846 | &nbsp;&nbsp;3662575 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | &nbsp;&nbsp;138291095 |
| UTILITIES — (2.0%) | UTILITIES — (2.0%) | UTILITIES — (2.0%) | UTILITIES — (2.0%) |
|  | AES Corp. | 500757 | &nbsp;&nbsp;7336090 |
|  | Alliant Energy Corp. | 189574 | &nbsp;&nbsp;12494822 |
|  | Ameren Corp. | 114460 | &nbsp;&nbsp;11821429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Electric <br>Power Co., Inc.<br>| 221751 | &nbsp;&nbsp;26560226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American States <br>Water Co.<br>| 42984 | &nbsp;&nbsp;3136113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Water <br>Works Co., Inc.<br>| 76643 | &nbsp;&nbsp;9896911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Artesian Resources <br>Corp., Class A<br>| 10522 | &nbsp;&nbsp;351014 |
|  | Atmos Energy Corp. | 92101 | &nbsp;&nbsp;15320080 |
|  | Avista Corp. | 90124 | &nbsp;&nbsp;3721220 |
|  | Black Hills Corp. | 68263 | &nbsp;&nbsp;4981834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;California Water <br>Service Group<br>| 66493 | &nbsp;&nbsp;2972237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CenterPoint Energy, <br>Inc.<br>| 369330 | &nbsp;&nbsp;14658708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chesapeake Utilities <br>Corp.<br>| 26038 | &nbsp;&nbsp;3350570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Clearway Energy, Inc. <br>(CWEN US), <br>Class C<br>| 109210 | &nbsp;&nbsp;3947941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Clearway Energy, Inc. <br>(CWENA US), <br>Class A<br>| 21418 | &nbsp;&nbsp;723286 |
|  | CMS Energy Corp. | 169384 | &nbsp;&nbsp;12109262 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Consolidated Edison, <br>Inc.<br>| 145724 | &nbsp;&nbsp;$15538550 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Consolidated Water <br>Co. Ltd.<br>| 17697 | &nbsp;&nbsp;670362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Constellation Energy <br>Corp.<br>| 77855 | &nbsp;&nbsp;21852341 |
|  | Dominion Energy, Inc. | 243568 | &nbsp;&nbsp;14655487 |
|  | DTE Energy Co. | 105448 | &nbsp;&nbsp;14170102 |
|  | Duke Energy Corp. | 144772 | &nbsp;&nbsp;17568082 |
|  | Edison International | 141396 | &nbsp;&nbsp;8806143 |
|  | Entergy Corp. | 215812 | &nbsp;&nbsp;20694213 |
|  | Essential Utilities, Inc. | 205936 | &nbsp;&nbsp;7988257 |
|  | Evergy, Inc. | 216513 | &nbsp;&nbsp;16613042 |
|  | Eversource Energy | 205472 | &nbsp;&nbsp;14204279 |
|  | Exelon Corp. | 391646 | &nbsp;&nbsp;17537908 |
| # | FirstEnergy Corp. | 308591 | &nbsp;&nbsp;14608698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genie Energy Ltd., <br>Class B<br>| 43776 | &nbsp;&nbsp;602796 |
|  | H2O America | 38156 | &nbsp;&nbsp;1985638 |
| \* | Hallador Energy Co. | 56008 | &nbsp;&nbsp;1035588 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Hawaiian Electric <br>Industries, Inc.<br>| 43059 | &nbsp;&nbsp;659664 |
|  | IDACORP, Inc. | 60037 | &nbsp;&nbsp;7972313 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;MDU Resources <br>Group, Inc.<br>| 369855 | &nbsp;&nbsp;7585726 |
|  | MGE Energy, Inc. | 40603 | &nbsp;&nbsp;3243368 |
|  | Middlesex Water Co. | 20348 | &nbsp;&nbsp;1065828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Fuel Gas <br>Co.<br>| 65958 | &nbsp;&nbsp;5523982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New Jersey <br>Resources Corp.<br>| 165795 | &nbsp;&nbsp;8203537 |
|  | NextEra Energy, Inc. | 402588 | &nbsp;&nbsp;35387485 |
|  | NiSource, Inc. | 320661 | &nbsp;&nbsp;14202076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northwest Natural <br>Holding Co.<br>| 40506 | &nbsp;&nbsp;1885959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northwestern Energy <br>Group, Inc.<br>| 59193 | &nbsp;&nbsp;4016837 |
|  | NRG Energy, Inc. | 251753 | &nbsp;&nbsp;38425060 |
| # | OGE Energy Corp. | 193838 | &nbsp;&nbsp;8466844 |
| #\* | Oklo, Inc. | 36944 | &nbsp;&nbsp;2941481 |
|  | ONE Gas, Inc. | 66666 | &nbsp;&nbsp;5303947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ormat Technologies, <br>Inc.<br>| 112049 | &nbsp;&nbsp;13999402 |
| # | Otter Tail Corp. | 68475 | &nbsp;&nbsp;6105231 |
|  | PG&E Corp. | 585202 | &nbsp;&nbsp;9023815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pinnacle West Capital <br>Corp.<br>| 79620 | &nbsp;&nbsp;7449247 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Portland General <br>Electric Co.<br>| 120220 | &nbsp;&nbsp;$6041055 |
|  | PPL Corp. | 371995 | &nbsp;&nbsp;13484819 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Public Service <br>Enterprise Group, <br>Inc.<br>| 296330 | &nbsp;&nbsp;24405739 |
| \* | Pure Cycle Corp. | 41462 | &nbsp;&nbsp;480130 |
|  | RGC Resources, Inc. | 9760 | &nbsp;&nbsp;211890 |
|  | Sempra | 229898 | &nbsp;&nbsp;20003425 |
|  | Southern Co. | 226157 | &nbsp;&nbsp;20198082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southwest Gas <br>Holdings, Inc.<br>| 74614 | &nbsp;&nbsp;6179531 |
|  | Spire, Inc. | 65584 | &nbsp;&nbsp;5541192 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Spruce Power Holding <br>Corp.<br>| 4220 | &nbsp;&nbsp;23970 |
| #\* | Talen Energy Corp. | 11911 | &nbsp;&nbsp;4149316 |
|  | TXNM Energy, Inc. | 74020 | &nbsp;&nbsp;4361258 |
|  | UGI Corp. | 258497 | &nbsp;&nbsp;10368315 |
|  | Unitil Corp. | 19883 | &nbsp;&nbsp;1012244 |
|  | Vistra Corp. | 491449 | &nbsp;&nbsp;77820949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WEC Energy Group, <br>Inc.<br>| 105596 | &nbsp;&nbsp;11686309 |
|  | Xcel Energy, Inc. | 270396 | &nbsp;&nbsp;20566320 |
|  | York Water Co. | 16024 | &nbsp;&nbsp;538086 |
| TOTAL UTILITIES | TOTAL UTILITIES |  | &nbsp;&nbsp;730447661 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS<br>Cost ($12508094620) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS<br>Cost ($12508094620) |  | &nbsp;&nbsp;36214233245 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| TEMPORARY CASH INVESTMENTS — (0.8%) | TEMPORARY CASH INVESTMENTS — (0.8%) | TEMPORARY CASH INVESTMENTS — (0.8%) | TEMPORARY CASH INVESTMENTS — (0.8%) |
| Ɏ | &nbsp;&nbsp;&nbsp;&nbsp;State Street <br>Institutional <br>U.S. Government <br>Money Market Fund <br>3.720%<br>| 315194916 | &nbsp;&nbsp;315194916 |
| SECURITIES LENDING COLLATERAL — (1.6%) | SECURITIES LENDING COLLATERAL — (1.6%) | SECURITIES LENDING COLLATERAL — (1.6%) | SECURITIES LENDING COLLATERAL — (1.6%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund <br>| 50351739 | &nbsp;&nbsp;582418560 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost <br>$13,405,707,979)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost <br>$13,405,707,979)^^ |  | &nbsp;&nbsp;$37111846721 |

---

------

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

**CONTINUED**

As of January 31, 2026, U.S. Core Equity 2 Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br>**Contracts**<br>| **Expiration**<br>**Date**<br>| **Notional**<br>**Value**<br>| **Market**<br>**Value**<br>| **Unrealized**<br>**Appreciation**<br>**(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp;&nbsp;&nbsp;892 | 03/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;$310424844 | &nbsp;&nbsp;&nbsp;&nbsp;$310672450 | &nbsp;&nbsp;&nbsp;&nbsp;$247606 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp;**$310424844** | &nbsp;&nbsp;**$310672450** | &nbsp;&nbsp;**$247606** |

---

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;$3145177597 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$3145177597 |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Discretionary | &nbsp;&nbsp;&nbsp;3311314878 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3311314878 |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Staples | &nbsp;&nbsp;&nbsp;1899375838 | &nbsp;&nbsp;&nbsp;$271742 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1899647580 |
| &nbsp;&nbsp;&nbsp;&nbsp;Energy | &nbsp;&nbsp;&nbsp;1909263414 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1909263414 |
| &nbsp;&nbsp;&nbsp;&nbsp;Financials | &nbsp;&nbsp;&nbsp;6088068348 | &nbsp;&nbsp;&nbsp;4973 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;6088073321 |
| &nbsp;&nbsp;&nbsp;&nbsp;Health Care | &nbsp;&nbsp;&nbsp;3239512669 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$1028600 | &nbsp;&nbsp;&nbsp;3240541269 |
| &nbsp;&nbsp;&nbsp;&nbsp;Industrials | &nbsp;&nbsp;&nbsp;5097906946 | &nbsp;&nbsp;&nbsp;2020147 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;5099927093 |
| &nbsp;&nbsp;&nbsp;&nbsp;Information Technology | &nbsp;&nbsp;&nbsp;9443635731 | &nbsp;&nbsp;&nbsp;390337 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;9444026068 |
| &nbsp;&nbsp;&nbsp;&nbsp;Materials | &nbsp;&nbsp;&nbsp;1207462241 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;61028 | &nbsp;&nbsp;&nbsp;1207523269 |
| &nbsp;&nbsp;&nbsp;&nbsp;Real Estate | &nbsp;&nbsp;&nbsp;138183769 | &nbsp;&nbsp;&nbsp;107326 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;138291095 |
| &nbsp;&nbsp;&nbsp;&nbsp;Utilities | &nbsp;&nbsp;&nbsp;730447661 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;730447661 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;315194916 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;315194916 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;582418560 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;582418560 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$36525544008 | &nbsp;&nbsp;&nbsp;$585213085 | &nbsp;&nbsp;&nbsp;$1,089,628˂˃ | &nbsp;&nbsp;&nbsp;$37111846721 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts\*\* | &nbsp;&nbsp;&nbsp;247606 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;247606 |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp;$247606 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$247606 |
| &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. Vector Equity Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (97.9%) | COMMON STOCKS — (97.9%) | COMMON STOCKS — (97.9%) | COMMON STOCKS — (97.9%) |
| COMMUNICATION SERVICES — (8.6%) | COMMUNICATION SERVICES — (8.6%) | COMMUNICATION SERVICES — (8.6%) | COMMUNICATION SERVICES — (8.6%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alphabet, Inc. (GOOG <br>US), Class C<br>| 226372 | &nbsp;&nbsp;$76633713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alphabet, Inc. <br>(GOOGL US), <br>Class A<br>| 329804 | &nbsp;&nbsp;111473752 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AMC Networks, Inc., <br>Class A<br>| 12094 | &nbsp;&nbsp;93245 |
| \* | Angi, Inc. | 4120 | &nbsp;&nbsp;53478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Array Digital <br>Infrastructure, Inc.<br>| 46149 | &nbsp;&nbsp;2223920 |
|  | AT&T, Inc. | 437671 | &nbsp;&nbsp;11471357 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Atlanta Braves <br>Holdings, Inc. <br>(2291915D US), <br>Class A<br>| 292 | &nbsp;&nbsp;12854 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Atlanta Braves <br>Holdings, Inc. <br>(2292098D US), <br>Class C<br>| 41 | &nbsp;&nbsp;1637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ATN International, <br>Inc.<br>| 3917 | &nbsp;&nbsp;94752 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bandwidth, Inc., <br>Class A<br>| 16667 | &nbsp;&nbsp;232838 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Boston Omaha Corp., <br>Class A<br>| 9871 | &nbsp;&nbsp;120525 |
| \* | Bumble, Inc., Class A | 13766 | &nbsp;&nbsp;46116 |
|  | Cable One, Inc. | 1090 | &nbsp;&nbsp;88279 |
| \* | Cargurus, Inc. | 19435 | &nbsp;&nbsp;629694 |
| \* | Cars.com, Inc. | 42843 | &nbsp;&nbsp;486697 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Charter <br>Communications, <br>Inc., Class A<br>| 30048 | &nbsp;&nbsp;6193494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cinemark Holdings, <br>Inc.<br>| 69042 | &nbsp;&nbsp;1634915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp., <br>Class A<br>| 262094 | &nbsp;&nbsp;7797297 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Creative Realities, <br>Inc.<br>| 100 | &nbsp;&nbsp;312 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;DoubleVerify Holdings, <br>Inc.<br>| 52725 | &nbsp;&nbsp;570485 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;EchoStar Corp., <br>Class A<br>| 1670 | &nbsp;&nbsp;189077 |
|  | Electronic Arts, Inc. | 23552 | &nbsp;&nbsp;4802724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Entravision <br>Communications <br>Corp., Class A<br>| 72522 | &nbsp;&nbsp;218291 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Eventbrite, Inc., <br>Class A<br>| 6191 | &nbsp;&nbsp;27364 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;EverQuote, Inc., <br>Class A<br>| 8553 | &nbsp;&nbsp;194153 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;EW Scripps Co., <br>Class A<br>| 30529 | &nbsp;&nbsp;$102272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fox Corp. (FOX US), <br>Class B<br>| 1400 | &nbsp;&nbsp;91798 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Fox Corp. (FOXA US), <br>Class A<br>| 93567 | &nbsp;&nbsp;6809806 |
| \* | Gaia, Inc. | 9523 | &nbsp;&nbsp;32283 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GCI Liberty, Inc. <br>(GLBKV US), <br>Class C<br>| 7584 | &nbsp;&nbsp;280532 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GCI Liberty, Inc. <br>(GLIBA US), <br>Class A<br>| 22 | &nbsp;&nbsp;824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gray Media, Inc. GTN <br>US<br>| 52447 | &nbsp;&nbsp;236536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gray Media, Inc. <br>GTNA US, Class A<br>| 2300 | &nbsp;&nbsp;29647 |
|  | IDT Corp., Class B | 15524 | &nbsp;&nbsp;754932 |
| \* | IMAX Corp. | 24673 | &nbsp;&nbsp;861334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Iridium <br>Communications, <br>Inc.<br>| 65223 | &nbsp;&nbsp;1299242 |
| \* | IZEA Worldwide, Inc. | 62 | &nbsp;&nbsp;218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;John Wiley & Sons, <br>Inc. (WLY US), <br>Class A<br>| 27918 | &nbsp;&nbsp;871879 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Broadband <br>Corp. (LBRDA US), <br>Class A<br>| 4653 | &nbsp;&nbsp;223437 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Broadband <br>Corp. (LBRDK US), <br>Class C<br>| 27902 | &nbsp;&nbsp;1342365 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Global Ltd. <br>(LBTYA US), <br>Class A<br>| 69164 | &nbsp;&nbsp;767029 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Global Ltd. <br>(LBTYK US), <br>Class C<br>| 62001 | &nbsp;&nbsp;686971 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Latin America <br>Ltd. (LILA US), <br>Class A<br>| 15593 | &nbsp;&nbsp;120378 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Latin America <br>Ltd. (LILAK US), <br>Class C<br>| 135519 | &nbsp;&nbsp;1054338 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Media <br>Corp.-Liberty <br>Formula One <br>(FWONA US), <br>Class A<br>| 360 | &nbsp;&nbsp;28688 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Media <br>Corp.-Liberty <br>Formula One <br>(FWONK US), <br>Class C<br>| 890 | &nbsp;&nbsp;$77448 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lionsgate Studios <br>Corp.<br>| 60088 | &nbsp;&nbsp;567231 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lumen Technologies, <br>Inc.<br>| 101452 | &nbsp;&nbsp;894807 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Madison Square <br>Garden <br>Entertainment <br>Corp.<br>| 11901 | &nbsp;&nbsp;736315 |
| \* | Magnite, Inc. | 2873 | &nbsp;&nbsp;41572 |
|  | Marcus Corp. | 11224 | &nbsp;&nbsp;169370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meta Platforms, Inc., <br>Class A<br>| 164350 | &nbsp;&nbsp;117756775 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Motorsport Games, <br>Inc., Class A<br>| 923 | &nbsp;&nbsp;3803 |
| \* | Netflix, Inc. | 136130 | &nbsp;&nbsp;11365494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New York Times Co., <br>Class A<br>| 49257 | &nbsp;&nbsp;3611031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;News Corp. (NWSA <br>US), Class A<br>| 126295 | &nbsp;&nbsp;3413754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nexstar Media Group, <br>Inc.<br>| 14997 | &nbsp;&nbsp;3185063 |
|  | Omnicom Group, Inc. | 64698 | &nbsp;&nbsp;4984334 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PubMatic, Inc., <br>Class A<br>| 18248 | &nbsp;&nbsp;132480 |
| \* | QuinStreet, Inc. | 629 | &nbsp;&nbsp;8359 |
| \* | Reservoir Media, Inc. | 7804 | &nbsp;&nbsp;58920 |
| \* | Roku, Inc. | 1931 | &nbsp;&nbsp;183831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saga <br>Communications, <br>Inc., Class A<br>| 2124 | &nbsp;&nbsp;24171 |
|  | Scholastic Corp. | 14255 | &nbsp;&nbsp;498497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenandoah <br>Telecommunications <br>Co.<br>| 32034 | &nbsp;&nbsp;380244 |
|  | Shutterstock, Inc. | 13290 | &nbsp;&nbsp;263807 |
|  | Sinclair, Inc. | 11930 | &nbsp;&nbsp;173104 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Sphere Entertainment <br>Co.<br>| 20800 | &nbsp;&nbsp;1986608 |
|  | Spok Holdings, Inc. | 12013 | &nbsp;&nbsp;165419 |
| \* | Stagwell, Inc. | 52918 | &nbsp;&nbsp;318037 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Starz Entertainment <br>Corp.<br>| 4004 | &nbsp;&nbsp;40000 |
| \* | TechTarget, Inc. | 17658 | &nbsp;&nbsp;92528 |
|  | TEGNA, Inc. | 141558 | &nbsp;&nbsp;2712251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telephone & Data <br>Systems, Inc.<br>| 86144 | &nbsp;&nbsp;3887679 |
|  | T-Mobile U.S., Inc. | 38374 | &nbsp;&nbsp;7567737 |
| \* | TripAdvisor, Inc. | 29886 | &nbsp;&nbsp;397185 |
| \* | USA TODAY Co., Inc. | 35611 | &nbsp;&nbsp;210817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon <br>Communications, <br>Inc.<br>| 418736 | &nbsp;&nbsp;18642127 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Versant Media Group, <br>Inc.<br>| 10483 | &nbsp;&nbsp;$341536 |
|  | Walt Disney Co. | 42293 | &nbsp;&nbsp;4770650 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Warner Bros <br>Discovery, Inc.<br>| 397343 | &nbsp;&nbsp;10942826 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Warner Music Group <br>Corp., Class A<br>| 24562 | &nbsp;&nbsp;736369 |
| \* | Yelp, Inc. | 36885 | &nbsp;&nbsp;1009911 |
|  | Zedge, Inc., Class B | 5669 | &nbsp;&nbsp;17631 |
| \* | Ziff Davis, Inc. | 22849 | &nbsp;&nbsp;873289 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ZoomInfo <br>Technologies, Inc.<br>| 140380 | &nbsp;&nbsp;1130059 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMUNICATION <br>SERVICES | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMUNICATION <br>SERVICES |  | &nbsp;&nbsp;445258547 |
| CONSUMER DISCRETIONARY — (10.2%) | CONSUMER DISCRETIONARY — (10.2%) | CONSUMER DISCRETIONARY — (10.2%) | CONSUMER DISCRETIONARY — (10.2%) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;1-800-Flowers.com, <br>Inc., Class A<br>| 21771 | &nbsp;&nbsp;94051 |
| \* | 1stdibs.com, Inc. | 14223 | &nbsp;&nbsp;77942 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Abercrombie & Fitch <br>Co., Class A<br>| 25312 | &nbsp;&nbsp;2471211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Academy Sports & <br>Outdoors, Inc.<br>| 54079 | &nbsp;&nbsp;2974886 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Accel Entertainment, <br>Inc.<br>| 4871 | &nbsp;&nbsp;55091 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Acushnet Holdings <br>Corp.<br>| 53362 | &nbsp;&nbsp;5172912 |
| \* | Adient PLC | 30408 | &nbsp;&nbsp;632486 |
|  | ADT, Inc. | 340730 | &nbsp;&nbsp;2725840 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Adtalem Global <br>Education, Inc.<br>| 35462 | &nbsp;&nbsp;3672090 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Advance Auto Parts, <br>Inc.<br>| 2599 | &nbsp;&nbsp;124778 |
| \* | Airbnb, Inc., Class A | 16420 | &nbsp;&nbsp;2124255 |
| \* | Amazon.com, Inc. | 394441 | &nbsp;&nbsp;94389731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AMCON Distributing <br>Co.<br>| 438 | &nbsp;&nbsp;47505 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Axle & <br>Manufacturing <br>Holdings, Inc.<br>| 72950 | &nbsp;&nbsp;581411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Eagle <br>Outfitters, Inc.<br>| 133690 | &nbsp;&nbsp;3116314 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Outdoor <br>Brands, Inc.<br>| 10326 | &nbsp;&nbsp;93554 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Public <br>Education, Inc.<br>| 12290 | &nbsp;&nbsp;513476 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;America's Car-Mart, <br>Inc.<br>| 4825 | &nbsp;&nbsp;124099 |
| \* | Aptiv PLC | 51308 | &nbsp;&nbsp;3886581 |
|  | Aramark | 71176 | &nbsp;&nbsp;2739564 |
| \* | Arhaus, Inc. | 24541 | &nbsp;&nbsp;249827 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ark Restaurants <br>Corp.<br>| 2975 | &nbsp;&nbsp;19516 |
|  | Arko Corp. | 33810 | &nbsp;&nbsp;179531 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Asbury Automotive <br>Group, Inc.<br>| 5222 | &nbsp;&nbsp;1224611 |
|  | Autoliv, Inc. | 26841 | &nbsp;&nbsp;3254203 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | AutoNation, Inc. | 17123 | &nbsp;&nbsp;$3509873 |
| \* | AutoZone, Inc. | 263 | &nbsp;&nbsp;974228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bassett Furniture <br>Industries, Inc.<br>| 9023 | &nbsp;&nbsp;142563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bath & Body Works, <br>Inc.<br>| 16472 | &nbsp;&nbsp;359090 |
| \* | Beachbody Co., Inc. | 1976 | &nbsp;&nbsp;22487 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beazer Homes USA, <br>Inc.<br>| 17696 | &nbsp;&nbsp;381703 |
|  | Best Buy Co., Inc. | 57130 | &nbsp;&nbsp;3719163 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Biglari Holdings, Inc. <br>(BH US), Class B<br>| 1079 | &nbsp;&nbsp;404657 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Biglari Holdings, Inc. <br>(BH/A US), Class A<br>| 142 | &nbsp;&nbsp;279572 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Birkenstock Holding <br>PLC<br>| 33320 | &nbsp;&nbsp;1258163 |
| \* | BJ's Restaurants, Inc. | 15067 | &nbsp;&nbsp;630102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Booking Holdings, <br>Inc.<br>| 139 | &nbsp;&nbsp;695256 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Boot Barn Holdings, <br>Inc.<br>| 11482 | &nbsp;&nbsp;2049307 |
|  | BorgWarner, Inc. | 110754 | &nbsp;&nbsp;5250847 |
| \*» | Bowl America, Inc. | 2839 | &nbsp;&nbsp;0 |
|  | Boyd Gaming Corp. | 30753 | &nbsp;&nbsp;2599859 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bright Horizons Family <br>Solutions, Inc.<br>| 7692 | &nbsp;&nbsp;712510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brightstar Lottery <br>PLC<br>| 102105 | &nbsp;&nbsp;1478480 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Brinker International, <br>Inc.<br>| 15974 | &nbsp;&nbsp;2519419 |
|  | Brunswick Corp. | 39658 | &nbsp;&nbsp;3181365 |
|  | Buckle, Inc. | 31954 | &nbsp;&nbsp;1511424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Build-A-Bear <br>Workshop, Inc.<br>| 8997 | &nbsp;&nbsp;536941 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Burlington Stores, <br>Inc.<br>| 11760 | &nbsp;&nbsp;3479314 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Caesars <br>Entertainment, Inc.<br>| 7463 | &nbsp;&nbsp;154484 |
|  | Caleres, Inc. | 19847 | &nbsp;&nbsp;242530 |
| \* | Callaway Golf Co. | 48972 | &nbsp;&nbsp;702748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Camping World <br>Holdings, Inc., <br>Class A<br>| 30208 | &nbsp;&nbsp;398444 |
| \* | CarMax, Inc. | 34616 | &nbsp;&nbsp;1541797 |
| \* | Carnival Corp. | 174856 | &nbsp;&nbsp;5249177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Carriage Services, <br>Inc.<br>| 11707 | &nbsp;&nbsp;502347 |
|  | Carter's, Inc. | 2639 | &nbsp;&nbsp;91336 |
| \* | Carvana Co. | 2266 | &nbsp;&nbsp;908915 |
| \* | Cato Corp., Class A | 2852 | &nbsp;&nbsp;8699 |
| \* | Cavco Industries, Inc. | 1644 | &nbsp;&nbsp;808881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Century Communities, <br>Inc.<br>| 23307 | &nbsp;&nbsp;1467875 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Champion Homes, <br>Inc.<br>| 12944 | &nbsp;&nbsp;1014551 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cheesecake Factory, <br>Inc.<br>| 34456 | &nbsp;&nbsp;1997070 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chipotle Mexican Grill, <br>Inc.<br>| 73326 | &nbsp;&nbsp;$2850182 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Choice Hotels <br>International, Inc.<br>| 5438 | &nbsp;&nbsp;559026 |
|  | Churchill Downs, Inc. | 19350 | &nbsp;&nbsp;1903266 |
| \* | Citi Trends, Inc. | 1604 | &nbsp;&nbsp;69213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Columbia Sportswear <br>Co.<br>| 16926 | &nbsp;&nbsp;935669 |
| \* | Coursera, Inc. | 57937 | &nbsp;&nbsp;351098 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cracker Barrel Old <br>Country Store, Inc.<br>| 1647 | &nbsp;&nbsp;49608 |
|  | Cricut, Inc., Class A | 7800 | &nbsp;&nbsp;34866 |
| \* | Culp, Inc. | 9172 | &nbsp;&nbsp;32285 |
|  | Dana, Inc. | 98173 | &nbsp;&nbsp;2837200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Darden Restaurants, <br>Inc.<br>| 18732 | &nbsp;&nbsp;3734224 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dave & Buster's <br>Entertainment, Inc.<br>| 0 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Deckers Outdoor <br>Corp.<br>| 26765 | &nbsp;&nbsp;3194135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Designer Brands, Inc., <br>Class A<br>| 25450 | &nbsp;&nbsp;161353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dick's Sporting <br>Goods, Inc.<br>| 15881 | &nbsp;&nbsp;3207962 |
| # | Dillard's, Inc., Class A | 4787 | &nbsp;&nbsp;2908390 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dorman Products, <br>Inc.<br>| 13216 | &nbsp;&nbsp;1641427 |
|  | DR Horton, Inc. | 44979 | &nbsp;&nbsp;6694674 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dream Finders <br>Homes, Inc., <br>Class A<br>| 2369 | &nbsp;&nbsp;43566 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Duluth Holdings, Inc., <br>Class B<br>| 3645 | &nbsp;&nbsp;8784 |
|  | eBay, Inc. | 66948 | &nbsp;&nbsp;6106997 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;El Pollo Loco <br>Holdings, Inc.<br>| 21476 | &nbsp;&nbsp;217552 |
|  | Escalade, Inc. | 9636 | &nbsp;&nbsp;140107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ethan Allen Interiors, <br>Inc.<br>| 19319 | &nbsp;&nbsp;442985 |
| \* | Etsy, Inc. | 2977 | &nbsp;&nbsp;157662 |
|  | Expedia Group, Inc. | 21806 | &nbsp;&nbsp;5775101 |
| \* | Figs, Inc., Class A | 60481 | &nbsp;&nbsp;653800 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;First Watch <br>Restaurant Group, <br>Inc.<br>| 22124 | &nbsp;&nbsp;353763 |
| \* | Five Below, Inc. | 10014 | &nbsp;&nbsp;1919083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Flanigan's <br>Enterprises, Inc.<br>| 1001 | &nbsp;&nbsp;32558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Flexsteel Industries, <br>Inc.<br>| 4222 | &nbsp;&nbsp;169007 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Floor & Decor <br>Holdings, Inc., <br>Class A<br>| 15459 | &nbsp;&nbsp;1019676 |
|  | Ford Motor Co. | 809416 | &nbsp;&nbsp;11234694 |
| \* | Fossil Group, Inc. | 4365 | &nbsp;&nbsp;15147 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fox Factory Holding <br>Corp.<br>| 13049 | &nbsp;&nbsp;240102 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | Frontdoor, Inc. | 21383 | &nbsp;&nbsp;$1263949 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GameStop Corp., <br>Class A<br>| 21638 | &nbsp;&nbsp;516715 |
|  | Gap, Inc. | 150044 | &nbsp;&nbsp;4198231 |
|  | Garmin Ltd. | 17698 | &nbsp;&nbsp;3568625 |
|  | General Motors Co. | 281807 | &nbsp;&nbsp;23671788 |
| \* | Genesco, Inc. | 5706 | &nbsp;&nbsp;165075 |
|  | Gentex Corp. | 117490 | &nbsp;&nbsp;2703445 |
| \* | Gentherm, Inc. | 21024 | &nbsp;&nbsp;671927 |
|  | Genuine Parts Co. | 26331 | &nbsp;&nbsp;3659746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;G-III Apparel Group <br>Ltd.<br>| 29494 | &nbsp;&nbsp;865649 |
|  | Gold.com, Inc. | 13367 | &nbsp;&nbsp;693079 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Goodyear Tire & <br>Rubber Co.<br>| 84861 | &nbsp;&nbsp;798542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Graham Holdings Co., <br>Class B<br>| 1322 | &nbsp;&nbsp;1542285 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grand Canyon <br>Education, Inc.<br>| 8898 | &nbsp;&nbsp;1546828 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Green Brick Partners, <br>Inc.<br>| 22902 | &nbsp;&nbsp;1589170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Group 1 Automotive, <br>Inc.<br>| 7186 | &nbsp;&nbsp;2545712 |
|  | H&R Block, Inc. | 7707 | &nbsp;&nbsp;304041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hamilton Beach <br>Brands Holding Co., <br>Class A<br>| 8700 | &nbsp;&nbsp;166083 |
|  | Harley-Davidson, Inc. | 42744 | &nbsp;&nbsp;846331 |
|  | Hasbro, Inc. | 17210 | &nbsp;&nbsp;1537025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haverty Furniture <br>Cos., Inc. (HVT <br>US)<br>| 13505 | &nbsp;&nbsp;341947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haverty Furniture <br>Cos., Inc. (HVT/A <br>US), Class A<br>| 1796 | &nbsp;&nbsp;45627 |
| \* | Helen of Troy Ltd. | 9564 | &nbsp;&nbsp;158380 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hilton Grand <br>Vacations, Inc.<br>| 36827 | &nbsp;&nbsp;1661266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hilton Worldwide <br>Holdings, Inc.<br>| 270 | &nbsp;&nbsp;80598 |
| \* | Holley, Inc. | 14489 | &nbsp;&nbsp;55783 |
|  | Home Depot, Inc. | 50978 | &nbsp;&nbsp;19095849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hooker Furnishings <br>Corp.<br>| 8303 | &nbsp;&nbsp;110181 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hovnanian <br>Enterprises, Inc., <br>Class A<br>| 2664 | &nbsp;&nbsp;300100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyatt Hotels Corp., <br>Class A<br>| 208 | &nbsp;&nbsp;32525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Installed Building <br>Products, Inc.<br>| 9884 | &nbsp;&nbsp;2847976 |
|  | J Jill, Inc. | 2926 | &nbsp;&nbsp;45675 |
|  | JAKKS Pacific, Inc. | 7300 | &nbsp;&nbsp;133371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jerash Holdings U.S., <br>Inc.<br>| 3136 | &nbsp;&nbsp;9596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Outdoors, <br>Inc., Class A<br>| 7633 | &nbsp;&nbsp;346462 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | KB Home | 35902 | &nbsp;&nbsp;$2065801 |
|  | Kohl's Corp. | 9716 | &nbsp;&nbsp;169739 |
|  | Kontoor Brands, Inc. | 26504 | &nbsp;&nbsp;1583084 |
| \* | Koss Corp. | 1731 | &nbsp;&nbsp;7495 |
|  | Krispy Kreme, Inc. | 32822 | &nbsp;&nbsp;103389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lakeland Industries, <br>Inc.<br>| 6573 | &nbsp;&nbsp;61918 |
| \* | Lands' End, Inc. | 24598 | &nbsp;&nbsp;436860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Las Vegas Sands <br>Corp.<br>| 94501 | &nbsp;&nbsp;4983038 |
| \* | Latham Group, Inc. | 23235 | &nbsp;&nbsp;146148 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Laureate Education, <br>Inc.<br>| 98176 | &nbsp;&nbsp;3367437 |
|  | La-Z-Boy, Inc. | 28129 | &nbsp;&nbsp;1024177 |
|  | LCI Industries | 17194 | &nbsp;&nbsp;2522188 |
|  | Lear Corp. | 27336 | &nbsp;&nbsp;3200772 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Legacy Housing <br>Corp.<br>| 3368 | &nbsp;&nbsp;69886 |
|  | Leggett & Platt, Inc. | 29199 | &nbsp;&nbsp;340752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lennar Corp. (LEN <br>US), Class A<br>| 25988 | &nbsp;&nbsp;2841788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lennar Corp. (LENB <br>US), Class B<br>| 23 | &nbsp;&nbsp;2329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Levi Strauss & Co., <br>Class A<br>| 9397 | &nbsp;&nbsp;186812 |
| \* | LGI Homes, Inc. | 13919 | &nbsp;&nbsp;697481 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Live Holdings, <br>Inc., Class A<br>| 3558 | &nbsp;&nbsp;286206 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Live Holdings, <br>Inc., Class C<br>| 13869 | &nbsp;&nbsp;1145302 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Life Time Group <br>Holdings, Inc.<br>| 72997 | &nbsp;&nbsp;2129322 |
|  | Lifetime Brands, Inc. | 17347 | &nbsp;&nbsp;54643 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lincoln Educational <br>Services Corp.<br>| 825 | &nbsp;&nbsp;21994 |
|  | Lithia Motors, Inc. | 7776 | &nbsp;&nbsp;2515069 |
| \* | Live Ventures, Inc. | 1595 | &nbsp;&nbsp;31996 |
|  | LKQ Corp. | 55518 | &nbsp;&nbsp;1823766 |
| \* | Lovesac Co. | 8178 | &nbsp;&nbsp;108931 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lululemon Athletica, <br>Inc.<br>| 18776 | &nbsp;&nbsp;3276412 |
| \* | M/I Homes, Inc. | 18350 | &nbsp;&nbsp;2453395 |
|  | Macy's, Inc. | 159350 | &nbsp;&nbsp;3190187 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Malibu Boats, Inc., <br>Class A<br>| 11206 | &nbsp;&nbsp;364195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marine Products <br>Corp.<br>| 15913 | &nbsp;&nbsp;153720 |
| \* | MarineMax, Inc. | 12539 | &nbsp;&nbsp;338929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marriott Vacations <br>Worldwide Corp.<br>| 23996 | &nbsp;&nbsp;1303223 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MasterCraft Boat <br>Holdings, Inc.<br>| 10240 | &nbsp;&nbsp;220467 |
| \* | Mattel, Inc. | 116396 | &nbsp;&nbsp;2431512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Matthews International <br>Corp., Class A<br>| 14802 | &nbsp;&nbsp;389145 |
|  | McDonald's Corp. | 8554 | &nbsp;&nbsp;2694510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meritage Homes <br>Corp.<br>| 32624 | &nbsp;&nbsp;2267694 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MGM Resorts <br>International<br>| 29407 | &nbsp;&nbsp;$986311 |
| \* | Mister Car Wash, Inc. | 69461 | &nbsp;&nbsp;385509 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mobileye Global, Inc., <br>Class A<br>| 22193 | &nbsp;&nbsp;199293 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mohawk Industries, <br>Inc.<br>| 23235 | &nbsp;&nbsp;2750559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Monarch Casino & <br>Resort, Inc.<br>| 5624 | &nbsp;&nbsp;514765 |
|  | Monro, Inc. | 10989 | &nbsp;&nbsp;205714 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Motorcar Parts of <br>America, Inc.<br>| 7952 | &nbsp;&nbsp;98843 |
|  | Movado Group, Inc. | 8033 | &nbsp;&nbsp;183152 |
|  | Murphy USA, Inc. | 5574 | &nbsp;&nbsp;2355071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nathan's Famous, <br>Inc.<br>| 726 | &nbsp;&nbsp;73413 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National Vision <br>Holdings, Inc.<br>| 31673 | &nbsp;&nbsp;834584 |
|  | Newell Brands, Inc. | 90239 | &nbsp;&nbsp;383516 |
|  | NIKE, Inc., Class B | 5521 | &nbsp;&nbsp;341253 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Norwegian Cruise <br>Line Holdings Ltd.<br>| 122682 | &nbsp;&nbsp;2694097 |
| \* | NVR, Inc. | 647 | &nbsp;&nbsp;4940317 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ollie's Bargain Outlet <br>Holdings, Inc.<br>| 1031 | &nbsp;&nbsp;113730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OneSpaWorld <br>Holdings Ltd.<br>| 2252 | &nbsp;&nbsp;44252 |
|  | Oxford Industries, Inc. | 8945 | &nbsp;&nbsp;329623 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Papa John's <br>International, Inc.<br>| 4340 | &nbsp;&nbsp;152638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Patrick Industries, <br>Inc.<br>| 24942 | &nbsp;&nbsp;3146932 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Penn Entertainment, <br>Inc.<br>| 31008 | &nbsp;&nbsp;398143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Penske Automotive <br>Group, Inc.<br>| 11789 | &nbsp;&nbsp;1848397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Perdoceo Education <br>Corp.<br>| 53163 | &nbsp;&nbsp;1702811 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Petco Health & <br>Wellness Co., Inc.<br>| 65088 | &nbsp;&nbsp;175087 |
| \* | PetMed Express, Inc. | 3847 | &nbsp;&nbsp;12272 |
|  | Phinia, Inc. | 27118 | &nbsp;&nbsp;1929988 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Planet Fitness, Inc., <br>Class A<br>| 5527 | &nbsp;&nbsp;503178 |
|  | Polaris, Inc. | 10900 | &nbsp;&nbsp;695856 |
|  | Pool Corp. | 6153 | &nbsp;&nbsp;1563416 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Portillo's, Inc., <br>Class A<br>| 1920 | &nbsp;&nbsp;10848 |
|  | PulteGroup, Inc. | 43348 | &nbsp;&nbsp;5422401 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pursuit Attractions & <br>Hospitality, Inc.<br>| 14530 | &nbsp;&nbsp;504627 |
|  | PVH Corp. | 26918 | &nbsp;&nbsp;1678606 |
| » | QEP Co., Inc. | 41 | &nbsp;&nbsp;1695 |
|  | Ralph Lauren Corp. | 7763 | &nbsp;&nbsp;2743522 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rave Restaurant <br>Group, Inc.<br>| 572 | &nbsp;&nbsp;1910 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RCI Hospitality <br>Holdings, Inc.<br>| 5138 | &nbsp;&nbsp;$123518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Red Rock Resorts, <br>Inc., Class A<br>| 17245 | &nbsp;&nbsp;1088677 |
| \* | Revolve Group, Inc. | 859 | &nbsp;&nbsp;23751 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rivian Automotive, <br>Inc., Class A<br>| 176145 | &nbsp;&nbsp;2598139 |
|  | Rocky Brands, Inc. | 6339 | &nbsp;&nbsp;204052 |
|  | Ross Stores, Inc. | 54934 | &nbsp;&nbsp;10363299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Royal Caribbean <br>Cruises Ltd.<br>| 43793 | &nbsp;&nbsp;14217397 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sally Beauty Holdings, <br>Inc.<br>| 54590 | &nbsp;&nbsp;830860 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Savers Value Village, <br>Inc.<br>| 56280 | &nbsp;&nbsp;583061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Service Corp. <br>International<br>| 42376 | &nbsp;&nbsp;3408302 |
| #\* | SharkNinja, Inc. | 23964 | &nbsp;&nbsp;2832545 |
|  | Shoe Carnival, Inc. | 15813 | &nbsp;&nbsp;301396 |
| # | Signet Jewelers Ltd. | 25049 | &nbsp;&nbsp;2311271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Smith & Wesson <br>Brands, Inc.<br>| 29259 | &nbsp;&nbsp;319508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Somnigroup <br>International, Inc.<br>| 4000 | &nbsp;&nbsp;351400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sonic Automotive, <br>Inc., Class A<br>| 29694 | &nbsp;&nbsp;1780452 |
| \* | Sonos, Inc. | 2829 | &nbsp;&nbsp;40596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Standard Motor <br>Products, Inc.<br>| 12836 | &nbsp;&nbsp;512541 |
|  | Starbucks Corp. | 4200 | &nbsp;&nbsp;386190 |
|  | Steven Madden Ltd. | 22459 | &nbsp;&nbsp;985501 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Stitch Fix, Inc., <br>Class A<br>| 3541 | &nbsp;&nbsp;16997 |
| \* | Stoneridge, Inc. | 16373 | &nbsp;&nbsp;107734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Strategic Education, <br>Inc.<br>| 14110 | &nbsp;&nbsp;1199632 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Strattec Security <br>Corp.<br>| 2434 | &nbsp;&nbsp;192578 |
| #\* | Stride, Inc. | 22872 | &nbsp;&nbsp;1934971 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sturm Ruger & Co., <br>Inc.<br>| 1048 | &nbsp;&nbsp;38451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Superior Group of <br>Cos., Inc.<br>| 14299 | &nbsp;&nbsp;142418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tandy Leather <br>Factory, Inc.<br>| 2500 | &nbsp;&nbsp;7125 |
|  | Tapestry, Inc. | 69999 | &nbsp;&nbsp;8883573 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Target Hospitality <br>Corp.<br>| 2442 | &nbsp;&nbsp;16825 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Taylor Morrison Home <br>Corp.<br>| 65253 | &nbsp;&nbsp;3977170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texas Roadhouse, <br>Inc.<br>| 14348 | &nbsp;&nbsp;2580631 |
|  | Thor Industries, Inc. | 24164 | &nbsp;&nbsp;2703227 |
|  | TJX Cos., Inc. | 73600 | &nbsp;&nbsp;11026016 |
|  | Toll Brothers, Inc. | 21506 | &nbsp;&nbsp;3107402 |
| \* | TopBuild Corp. | 7297 | &nbsp;&nbsp;3415361 |
|  | Tractor Supply Co. | 58227 | &nbsp;&nbsp;2962590 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Travel & Leisure Co. | 7757 | &nbsp;&nbsp;$539422 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tri Pointe Homes, <br>Inc.<br>| 79644 | &nbsp;&nbsp;2656127 |
| \* | Ulta Beauty, Inc. | 6316 | &nbsp;&nbsp;4088726 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Under Armour, Inc. <br>(UA US), Class C<br>| 148769 | &nbsp;&nbsp;903028 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Under Armour, Inc. <br>(UAA US), Class A<br>| 64249 | &nbsp;&nbsp;396416 |
| \* | Unifi, Inc. | 8259 | &nbsp;&nbsp;31880 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;United Parks & <br>Resorts, Inc.<br>| 9502 | &nbsp;&nbsp;357750 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Universal Technical <br>Institute, Inc.<br>| 35976 | &nbsp;&nbsp;1001212 |
|  | Upbound Group, Inc. | 32310 | &nbsp;&nbsp;610659 |
| \* | Urban Outfitters, Inc. | 57036 | &nbsp;&nbsp;4041001 |
| # | Vail Resorts, Inc. | 9251 | &nbsp;&nbsp;1231031 |
| \* | Valvoline, Inc. | 35668 | &nbsp;&nbsp;1167057 |
|  | VF Corp. | 2851 | &nbsp;&nbsp;55851 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Victoria's Secret & <br>Co.<br>| 49527 | &nbsp;&nbsp;2699717 |
| \* | Vince Holding Corp. | 4315 | &nbsp;&nbsp;11650 |
|  | Visteon Corp. | 16990 | &nbsp;&nbsp;1543711 |
| # | Wendy's Co. | 82519 | &nbsp;&nbsp;642823 |
|  | Weyco Group, Inc. | 8527 | &nbsp;&nbsp;269624 |
| # | Whirlpool Corp. | 21577 | &nbsp;&nbsp;1725944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Williams-Sonoma, <br>Inc.<br>| 23324 | &nbsp;&nbsp;4773257 |
| # | Wingstop, Inc. | 2537 | &nbsp;&nbsp;673396 |
|  | Winmark Corp. | 622 | &nbsp;&nbsp;280329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Winnebago Industries, <br>Inc.<br>| 16365 | &nbsp;&nbsp;751317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wolverine World <br>Wide, Inc.<br>| 38987 | &nbsp;&nbsp;690850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wyndham Hotels & <br>Resorts, Inc.<br>| 22935 | &nbsp;&nbsp;1669439 |
|  | Wynn Resorts Ltd. | 5127 | &nbsp;&nbsp;550896 |
| \* | XPEL, Inc. | 6033 | &nbsp;&nbsp;310760 |
| \* | YETI Holdings, Inc. | 32430 | &nbsp;&nbsp;1482375 |
|  | Yum! Brands, Inc. | 3460 | &nbsp;&nbsp;538030 |
| \* | Zumiez, Inc. | 12387 | &nbsp;&nbsp;304844 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>DISCRETIONARY | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>DISCRETIONARY |  | &nbsp;&nbsp;531657706 |
| CONSUMER STAPLES — (4.9%) | CONSUMER STAPLES — (4.9%) | CONSUMER STAPLES — (4.9%) | CONSUMER STAPLES — (4.9%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Albertsons Cos., Inc., <br>Class A<br>| 189786 | &nbsp;&nbsp;3159937 |
|  | Alico, Inc. | 5885 | &nbsp;&nbsp;243109 |
|  | Andersons, Inc. | 28187 | &nbsp;&nbsp;1747312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Archer-Daniels-Midland <br>Co.<br>| 53940 | &nbsp;&nbsp;3630701 |
|  | B&G Foods, Inc. | 35252 | &nbsp;&nbsp;154051 |
| \* | BellRing Brands, Inc. | 5963 | &nbsp;&nbsp;148300 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BJ's Wholesale Club <br>Holdings, Inc.<br>| 24703 | &nbsp;&nbsp;2283545 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Boston Beer Co., Inc. <br>, Class A<br>| 2128 | &nbsp;&nbsp;454583 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bridgford Foods <br>Corp.<br>| 4114 | &nbsp;&nbsp;$31102 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Brown-Forman Corp. <br>(BFB US), Class B<br>| 28041 | &nbsp;&nbsp;767482 |
|  | Bunge Global SA | 37652 | &nbsp;&nbsp;4287810 |
|  | Calavo Growers, Inc. | 10416 | &nbsp;&nbsp;264983 |
|  | Cal-Maine Foods, Inc. | 6657 | &nbsp;&nbsp;556059 |
| # | Campbell's Co. | 39099 | &nbsp;&nbsp;1093990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Casey's General <br>Stores, Inc.<br>| 7225 | &nbsp;&nbsp;4381963 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Central Garden & Pet <br>Co. (CENT US)<br>| 3303 | &nbsp;&nbsp;111740 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Central Garden & Pet <br>Co. (CENTA US), <br>Class A<br>| 43157 | &nbsp;&nbsp;1323625 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chefs' Warehouse, <br>Inc.<br>| 21117 | &nbsp;&nbsp;1328259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Church & Dwight Co., <br>Inc.<br>| 32857 | &nbsp;&nbsp;3162486 |
|  | Coca-Cola Co. | 253653 | &nbsp;&nbsp;18975781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola <br>Consolidated, Inc.<br>| 18647 | &nbsp;&nbsp;2835463 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Coffee Holding Co., <br>Inc.<br>| 2728 | &nbsp;&nbsp;8702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Colgate-Palmolive <br>Co.<br>| 78716 | &nbsp;&nbsp;7107268 |
|  | Conagra Brands, Inc. | 39192 | &nbsp;&nbsp;725444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Constellation Brands, <br>Inc., Class A<br>| 18911 | &nbsp;&nbsp;2963354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Costco Wholesale <br>Corp.<br>| 4454 | &nbsp;&nbsp;4187874 |
| \* | Coty, Inc., Class A | 142903 | &nbsp;&nbsp;453003 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Darling Ingredients, <br>Inc.<br>| 61571 | &nbsp;&nbsp;2811332 |
|  | Dole PLC | 20878 | &nbsp;&nbsp;332587 |
|  | Dollar General Corp. | 58168 | &nbsp;&nbsp;8343036 |
| #\* | Dollar Tree, Inc. | 40516 | &nbsp;&nbsp;4764276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Edgewell Personal <br>Care Co.<br>| 23819 | &nbsp;&nbsp;463518 |
| \* | elf Beauty, Inc. | 141 | &nbsp;&nbsp;11984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energizer Holdings, <br>Inc.<br>| 23474 | &nbsp;&nbsp;512437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Estee Lauder Cos., <br>Inc., Class A<br>| 43151 | &nbsp;&nbsp;4974447 |
| \* | FitLife Brands, Inc. | 424 | &nbsp;&nbsp;6742 |
|  | Flowers Foods, Inc. | 16195 | &nbsp;&nbsp;185109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fresh Del Monte <br>Produce, Inc.<br>| 38184 | &nbsp;&nbsp;1514377 |
| \*» | Fresh Market, Inc. | 6378 | &nbsp;&nbsp;0 |
|  | General Mills, Inc. | 95040 | &nbsp;&nbsp;4396550 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grocery Outlet <br>Holding Corp.<br>| 13803 | &nbsp;&nbsp;131543 |
|  | Hershey Co. | 22709 | &nbsp;&nbsp;4422578 |
| \* | HF Foods Group, Inc. | 2395 | &nbsp;&nbsp;4574 |
| \* | Honest Co., Inc. | 31236 | &nbsp;&nbsp;77153 |
|  | Hormel Foods Corp. | 92312 | &nbsp;&nbsp;2271798 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ingles Markets, Inc., <br>Class A<br>| 10944 | &nbsp;&nbsp;$819268 |
|  | Ingredion, Inc. | 24840 | &nbsp;&nbsp;2933604 |
|  | Interparfums, Inc. | 13892 | &nbsp;&nbsp;1355442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;J&J Snack Foods <br>Corp.<br>| 11461 | &nbsp;&nbsp;1088795 |
|  | J.M. Smucker Co. | 23191 | &nbsp;&nbsp;2431808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;John B Sanfilippo & <br>Son, Inc.<br>| 6538 | &nbsp;&nbsp;528924 |
|  | Kenvue, Inc. | 171220 | &nbsp;&nbsp;2979228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keurig Dr. Pepper, <br>Inc.<br>| 106782 | &nbsp;&nbsp;2930098 |
|  | Kimberly-Clark Corp. | 43614 | &nbsp;&nbsp;4360964 |
|  | Kraft Heinz Co. | 92198 | &nbsp;&nbsp;2188781 |
|  | Kroger Co. | 149288 | &nbsp;&nbsp;9382751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lamb Weston <br>Holdings, Inc.<br>| 5072 | &nbsp;&nbsp;232957 |
| # | Lifevantage Corp. | 7128 | &nbsp;&nbsp;37778 |
| \* | Lifeway Foods, Inc. | 6493 | &nbsp;&nbsp;143041 |
|  | Limoneira Co. | 10401 | &nbsp;&nbsp;149774 |
| \* | Maplebear, Inc. | 9076 | &nbsp;&nbsp;337264 |
|  | Marzetti Co. | 7532 | &nbsp;&nbsp;1292265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;McCormick & Co., Inc. <br>(MKC US)<br>| 9500 | &nbsp;&nbsp;587385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;McCormick & Co., Inc. <br>(MKC/V US)<br>| 2128 | &nbsp;&nbsp;131234 |
| \* | Medifast, Inc. | 7067 | &nbsp;&nbsp;80846 |
|  | MGP Ingredients, Inc. | 8731 | &nbsp;&nbsp;217489 |
| \* | Mission Produce, Inc. | 21116 | &nbsp;&nbsp;284221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Molson Coors <br>Beverage Co., <br>Class B<br>| 42439 | &nbsp;&nbsp;2038770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mondelez <br>International, Inc., <br>Class A<br>| 48006 | &nbsp;&nbsp;2806911 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Monster Beverage <br>Corp.<br>| 70979 | &nbsp;&nbsp;5732264 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National Beverage <br>Corp.<br>| 28451 | &nbsp;&nbsp;969610 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Natural Alternatives <br>International, Inc.<br>| 8015 | &nbsp;&nbsp;32862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Natural Grocers by <br>Vitamin Cottage, <br>Inc.<br>| 13485 | &nbsp;&nbsp;368410 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nature's Sunshine <br>Products, Inc.<br>| 14712 | &nbsp;&nbsp;371037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nu Skin Enterprises, <br>Inc., Class A<br>| 13782 | &nbsp;&nbsp;146227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oil-Dri Corp. of <br>America<br>| 8196 | &nbsp;&nbsp;496268 |
|  | PepsiCo, Inc. | 97311 | &nbsp;&nbsp;14949889 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Performance Food <br>Group Co.<br>| 48588 | &nbsp;&nbsp;4637725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris <br>International, Inc.<br>| 21104 | &nbsp;&nbsp;3786902 |
|  | Pilgrim's Pride Corp. | 34927 | &nbsp;&nbsp;1514784 |
| \* | Post Holdings, Inc. | 31865 | &nbsp;&nbsp;3260108 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
| # | PriceSmart, Inc. | 20402 | &nbsp;&nbsp;$2901368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Procter & Gamble <br>Co.<br>| 130077 | &nbsp;&nbsp;19741786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reynolds Consumer <br>Products, Inc.<br>| 35334 | &nbsp;&nbsp;818689 |
|  | Seaboard Corp. | 519 | &nbsp;&nbsp;2637703 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Seneca Foods Corp. <br>(SENEA US), <br>Class A<br>| 4703 | &nbsp;&nbsp;561209 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp;Seneca Foods Corp. <br>(SENEB US), <br>Class B<br>| 1251 | &nbsp;&nbsp;147868 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Simply Good Foods <br>Co.<br>| 58989 | &nbsp;&nbsp;1107224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Spectrum Brands <br>Holdings, Inc.<br>| 11788 | &nbsp;&nbsp;751013 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sprouts Farmers <br>Market, Inc.<br>| 11456 | &nbsp;&nbsp;812345 |
|  | Sysco Corp. | 88824 | &nbsp;&nbsp;7447892 |
|  | Target Corp. | 90433 | &nbsp;&nbsp;9537969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tootsie Roll Industries, <br>Inc.<br>| 4199 | &nbsp;&nbsp;159058 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TreeHouse Foods, <br>Inc.<br>| 29051 | &nbsp;&nbsp;715817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Turning Point Brands, <br>Inc.<br>| 9779 | &nbsp;&nbsp;1184726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tyson Foods, Inc., <br>Class A<br>| 48873 | &nbsp;&nbsp;3192873 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;U.S. Foods Holding <br>Corp.<br>| 63954 | &nbsp;&nbsp;5347833 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;United Natural Foods, <br>Inc.<br>| 38533 | &nbsp;&nbsp;1434584 |
|  | United-Guardian, Inc. | 1872 | &nbsp;&nbsp;13497 |
|  | Universal Corp. | 17305 | &nbsp;&nbsp;979290 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;USANA Health <br>Sciences, Inc.<br>| 10875 | &nbsp;&nbsp;235988 |
|  | Utz Brands, Inc. | 21394 | &nbsp;&nbsp;225493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Village Super Market, <br>Inc., Class A<br>| 10038 | &nbsp;&nbsp;357955 |
| \* | Vita Coco Co., Inc. | 7349 | &nbsp;&nbsp;392069 |
| \* | Vital Farms, Inc. | 11619 | &nbsp;&nbsp;330561 |
|  | Walmart, Inc. | 148283 | &nbsp;&nbsp;17666437 |
| # | Weis Markets, Inc. | 20514 | &nbsp;&nbsp;1459571 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Willamette Valley <br>Vineyards, Inc.<br>| 800 | &nbsp;&nbsp;2232 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>STAPLES | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>STAPLES |  | &nbsp;&nbsp;257380701 |
| ENERGY — (6.2%) | ENERGY — (6.2%) | ENERGY — (6.2%) | ENERGY — (6.2%) |
| \* | Amplify Energy Corp. | 28550 | &nbsp;&nbsp;143321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Antero Midstream <br>Corp.<br>| 226690 | &nbsp;&nbsp;4266306 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Antero Resources <br>Corp.<br>| 83908 | &nbsp;&nbsp;3051734 |
|  | APA Corp. | 127981 | &nbsp;&nbsp;3379978 |
|  | Archrock, Inc. | 131633 | &nbsp;&nbsp;3895021 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ardmore Shipping <br>Corp.<br>| 27676 | &nbsp;&nbsp;$357574 |
|  | Baker Hughes Co. | 161508 | &nbsp;&nbsp;9050908 |
| \* | Bristow Group, Inc. | 19604 | &nbsp;&nbsp;861792 |
|  | Cactus, Inc., Class A | 28230 | &nbsp;&nbsp;1587373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;California Resources <br>Corp.<br>| 35977 | &nbsp;&nbsp;1924770 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Centrus Energy Corp., <br>Class A<br>| 1857 | &nbsp;&nbsp;516766 |
|  | Cheniere Energy, Inc. | 40441 | &nbsp;&nbsp;8554080 |
|  | Chevron Corp. | 152488 | &nbsp;&nbsp;26975127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chord Energy Corp. <br>(CHRD US)<br>| 18314 | &nbsp;&nbsp;1835795 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Clean Energy Fuels <br>Corp.<br>| 136359 | &nbsp;&nbsp;299990 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CNX Resources <br>Corp.<br>| 65731 | &nbsp;&nbsp;2550363 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Comstock Resources, <br>Inc.<br>| 162467 | &nbsp;&nbsp;3956071 |
| \* | Comstock, Inc. | 7736 | &nbsp;&nbsp;22821 |
|  | ConocoPhillips | 132801 | &nbsp;&nbsp;13841848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Core Laboratories, <br>Inc.<br>| 21368 | &nbsp;&nbsp;417531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Core Natural <br>Resources, Inc.<br>| 12563 | &nbsp;&nbsp;1198259 |
|  | Coterra Energy, Inc. | 216078 | &nbsp;&nbsp;6233850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crescent Energy Co., <br>Class A<br>| 60548 | &nbsp;&nbsp;591554 |
| \* | CVR Energy, Inc. | 138 | &nbsp;&nbsp;3138 |
|  | Devon Energy Corp. | 149070 | &nbsp;&nbsp;5994105 |
|  | DHT Holdings, Inc. | 109384 | &nbsp;&nbsp;1567473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Diamondback Energy, <br>Inc.<br>| 37216 | &nbsp;&nbsp;6101563 |
| \* | DMC Global, Inc. | 6948 | &nbsp;&nbsp;59753 |
|  | Dorian LPG Ltd. | 29162 | &nbsp;&nbsp;861154 |
| \* | DT Midstream, Inc. | 51541 | &nbsp;&nbsp;6495197 |
| \* | Encore Energy Corp. | 20454 | &nbsp;&nbsp;65044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energy Services of <br>America Corp.<br>| 4053 | &nbsp;&nbsp;36518 |
|  | EOG Resources, Inc. | 104085 | &nbsp;&nbsp;11671051 |
|  | Epsilon Energy Ltd. | 15216 | &nbsp;&nbsp;75928 |
|  | EQT Corp. | 85306 | &nbsp;&nbsp;4924715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Evolution Petroleum <br>Corp.<br>| 16885 | &nbsp;&nbsp;66527 |
|  | Expand Energy Corp. | 40943 | &nbsp;&nbsp;4602403 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Expro Group Holdings <br>NV<br>| 58029 | &nbsp;&nbsp;929044 |
|  | Exxon Mobil Corp. | 246995 | &nbsp;&nbsp;34925093 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Forum Energy <br>Technologies, Inc.<br>| 6070 | &nbsp;&nbsp;274607 |
|  | FutureFuel Corp. | 2994 | &nbsp;&nbsp;9850 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Geospace <br>Technologies Corp.<br>| 6068 | &nbsp;&nbsp;93811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Granite Ridge <br>Resources, Inc.<br>| 7104 | &nbsp;&nbsp;35662 |
| \* | Green Plains, Inc. | 32916 | &nbsp;&nbsp;377217 |
| \* | Gulfport Energy Corp. | 10014 | &nbsp;&nbsp;2044558 |
|  | Halliburton Co. | 168564 | &nbsp;&nbsp;5650265 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Helix Energy Solutions <br>Group, Inc.<br>| 112215 | &nbsp;&nbsp;$890987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Helmerich & Payne, <br>Inc.<br>| 56916 | &nbsp;&nbsp;1928314 |
|  | HF Sinclair Corp. | 73348 | &nbsp;&nbsp;3813363 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Innovex International, <br>Inc.<br>| 7862 | &nbsp;&nbsp;195371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Seaways, <br>Inc.<br>| 33613 | &nbsp;&nbsp;2005015 |
|  | Kinder Morgan, Inc. | 246474 | &nbsp;&nbsp;7514992 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kodiak Gas Services, <br>Inc.<br>| 38482 | &nbsp;&nbsp;1616629 |
|  | Liberty Energy, Inc. | 115321 | &nbsp;&nbsp;2842663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magnolia Oil & Gas <br>Corp., Class A<br>| 108700 | &nbsp;&nbsp;2772937 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mammoth Energy <br>Services, Inc.<br>| 13792 | &nbsp;&nbsp;32273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marathon Petroleum <br>Corp.<br>| 30013 | &nbsp;&nbsp;5287991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Matador Resources <br>Co.<br>| 78797 | &nbsp;&nbsp;3564776 |
|  | Mexco Energy Corp. | 4035 | &nbsp;&nbsp;42408 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;MIND Technology, <br>Inc.<br>| 1623 | &nbsp;&nbsp;14201 |
|  | Murphy Oil Corp. | 95099 | &nbsp;&nbsp;2861529 |
| \* | Nabors Industries Ltd. | 1429 | &nbsp;&nbsp;95514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NACCO Industries, <br>Inc., Class A<br>| 4369 | &nbsp;&nbsp;215086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Natural Gas Services <br>Group, Inc.<br>| 8536 | &nbsp;&nbsp;295687 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NCS Multistage <br>Holdings, Inc.<br>| 1080 | &nbsp;&nbsp;43070 |
|  | Noble Corp. PLC | 44273 | &nbsp;&nbsp;1577004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nordic American <br>Tankers Ltd.<br>| 143773 | &nbsp;&nbsp;598096 |
|  | NOV, Inc. | 138568 | &nbsp;&nbsp;2542723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Occidental Petroleum <br>Corp.<br>| 170170 | &nbsp;&nbsp;7724016 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oceaneering <br>International, Inc.<br>| 62006 | &nbsp;&nbsp;1866381 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oil States <br>International, Inc.<br>| 45410 | &nbsp;&nbsp;384623 |
|  | ONEOK, Inc. | 78263 | &nbsp;&nbsp;6197647 |
|  | Ovintiv, Inc. | 68775 | &nbsp;&nbsp;2989649 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Par Pacific Holdings, <br>Inc.<br>| 43108 | &nbsp;&nbsp;1626896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PBF Energy, Inc., <br>Class A<br>| 84167 | &nbsp;&nbsp;2816228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Peabody Energy <br>Corp.<br>| 90032 | &nbsp;&nbsp;3174528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Permian Resources <br>Corp.<br>| 194219 | &nbsp;&nbsp;3132753 |
|  | Phillips 66 | 38246 | &nbsp;&nbsp;5490596 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PrimeEnergy <br>Resources Corp.<br>| 1349 | &nbsp;&nbsp;246988 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ProPetro Holding <br>Corp.<br>| 60470 | &nbsp;&nbsp;694800 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Range Resources <br>Corp.<br>| 69333 | &nbsp;&nbsp;$2624254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ranger Energy <br>Services, Inc., <br>Class A<br>| 11326 | &nbsp;&nbsp;174647 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;REX American <br>Resources Corp.<br>| 23814 | &nbsp;&nbsp;805151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Riley Exploration <br>Permian, Inc.<br>| 1159 | &nbsp;&nbsp;32510 |
| # | RPC, Inc. | 129572 | &nbsp;&nbsp;861654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SandRidge Energy, <br>Inc.<br>| 26205 | &nbsp;&nbsp;415349 |
|  | Scorpio Tankers, Inc. | 39019 | &nbsp;&nbsp;2482389 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SEACOR Marine <br>Holdings, Inc.<br>| 18638 | &nbsp;&nbsp;124502 |
| \* | Seadrill Ltd. | 11114 | &nbsp;&nbsp;427667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Select Water <br>Solutions, Inc.<br>| 70849 | &nbsp;&nbsp;856564 |
|  | SFL Corp. Ltd. | 95534 | &nbsp;&nbsp;846431 |
|  | SLB Ltd. | 236200 | &nbsp;&nbsp;11427356 |
|  | SM Energy Co. | 72592 | &nbsp;&nbsp;1413366 |
|  | Smart Sand, Inc. | 100 | &nbsp;&nbsp;465 |
| \* | Stabilis Solutions, Inc. | 2037 | &nbsp;&nbsp;11326 |
| \* | Talos Energy, Inc. | 35575 | &nbsp;&nbsp;424054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Targa Resources <br>Corp.<br>| 37895 | &nbsp;&nbsp;7616137 |
|  | TechnipFMC PLC | 90670 | &nbsp;&nbsp;5052132 |
|  | Teekay Corp. Ltd. | 56913 | &nbsp;&nbsp;582220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Teekay Tankers Ltd., <br>Class A<br>| 20272 | &nbsp;&nbsp;1307949 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TETRA Technologies, <br>Inc.<br>| 24685 | &nbsp;&nbsp;281409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texas Pacific Land <br>Corp.<br>| 3939 | &nbsp;&nbsp;1372190 |
| \* | Tidewater, Inc. | 24086 | &nbsp;&nbsp;1505134 |
| \* | Transocean Ltd. | 398741 | &nbsp;&nbsp;1981743 |
| \* | Valaris Ltd. | 25902 | &nbsp;&nbsp;1495323 |
|  | Valero Energy Corp. | 71298 | &nbsp;&nbsp;12935596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Viper Energy, Inc., <br>Class A<br>| 2944 | &nbsp;&nbsp;124649 |
| # | Vitesse Energy, Inc. | 19888 | &nbsp;&nbsp;416853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Weatherford <br>International PLC<br>| 17126 | &nbsp;&nbsp;1611214 |
|  | Williams Cos., Inc. | 49338 | &nbsp;&nbsp;3318474 |
|  | World Kinect Corp. | 39613 | &nbsp;&nbsp;1065986 |
| TOTAL ENERGY | TOTAL ENERGY |  | &nbsp;&nbsp;323067936 |
| FINANCIALS — (18.5%) | FINANCIALS — (18.5%) | FINANCIALS — (18.5%) | FINANCIALS — (18.5%) |
|  | 1st Source Corp. | 19141 | &nbsp;&nbsp;1288764 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Acacia Research <br>Corp.<br>| 34675 | &nbsp;&nbsp;138007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Acadian Asset <br>Management, Inc.<br>| 11540 | &nbsp;&nbsp;639547 |
|  | ACNB Corp. | 6116 | &nbsp;&nbsp;308980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Affiliated Managers <br>Group, Inc.<br>| 12601 | &nbsp;&nbsp;3945247 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Affinity Bancshares, <br>Inc.<br>| 810 | &nbsp;&nbsp;$16338 |
|  | Aflac, Inc. | 77770 | &nbsp;&nbsp;8628581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alerus Financial <br>Corp.<br>| 8324 | &nbsp;&nbsp;204937 |
|  | Allstate Corp. | 32301 | &nbsp;&nbsp;6427576 |
|  | Ally Financial, Inc. | 107632 | &nbsp;&nbsp;4550681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amalgamated <br>Financial Corp.<br>| 20840 | &nbsp;&nbsp;809426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amerant Bancorp, <br>Inc.<br>| 19289 | &nbsp;&nbsp;418571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Coastal <br>Insurance Corp.<br>| 10298 | &nbsp;&nbsp;113793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Express <br>Co.<br>| 36811 | &nbsp;&nbsp;12963730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Financial <br>Group, Inc.<br>| 23012 | &nbsp;&nbsp;2997773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American International <br>Group, Inc.<br>| 116790 | &nbsp;&nbsp;8745235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ameriprise Financial, <br>Inc.<br>| 16133 | &nbsp;&nbsp;8505156 |
|  | Ameris Bancorp | 37850 | &nbsp;&nbsp;3051467 |
|  | AMERISAFE, Inc. | 9888 | &nbsp;&nbsp;371888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AmeriServ Financial, <br>Inc.<br>| 15921 | &nbsp;&nbsp;52539 |
|  | Ames National Corp. | 609 | &nbsp;&nbsp;15895 |
|  | Aon PLC, Class A | 8891 | &nbsp;&nbsp;3108649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apollo Global <br>Management, Inc.<br>| 4375 | &nbsp;&nbsp;588613 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arch Capital Group <br>Ltd.<br>| 60788 | &nbsp;&nbsp;5838080 |
|  | Arrow Financial Corp. | 13541 | &nbsp;&nbsp;457821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arthur J Gallagher & <br>Co.<br>| 1741 | &nbsp;&nbsp;434153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Artisan Partners Asset <br>Management, Inc., <br>Class A<br>| 23964 | &nbsp;&nbsp;1066877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Associated <br>Banc-Corp.<br>| 120140 | &nbsp;&nbsp;3275016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Associated Capital <br>Group, Inc., <br>Class A<br>| 2402 | &nbsp;&nbsp;94759 |
|  | Assurant, Inc. | 14026 | &nbsp;&nbsp;3340011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Assured Guaranty <br>Ltd.<br>| 19111 | &nbsp;&nbsp;1621568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atlantic American <br>Corp.<br>| 5179 | &nbsp;&nbsp;14035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atlantic Union <br>Bankshares Corp.<br>| 101248 | &nbsp;&nbsp;3932472 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Atlanticus Holdings <br>Corp.<br>| 14373 | &nbsp;&nbsp;742078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Auburn National <br>BanCorp, Inc.<br>| 2722 | &nbsp;&nbsp;67669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Axis Capital Holdings <br>Ltd.<br>| 45117 | &nbsp;&nbsp;4655172 |
| \* | Axos Financial, Inc. | 31359 | &nbsp;&nbsp;3104227 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banc of California, <br>Inc.<br>| 3801 | &nbsp;&nbsp;$75944 |
|  | BancFirst Corp. | 16474 | &nbsp;&nbsp;1811316 |
| \* | Bancorp, Inc. | 28791 | &nbsp;&nbsp;1711337 |
|  | Bank First Corp. | 245 | &nbsp;&nbsp;34187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America <br>Corp.<br>| 227596 | &nbsp;&nbsp;12108107 |
|  | Bank of Hawaii Corp. | 25688 | &nbsp;&nbsp;1920949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Marin <br>Bancorp<br>| 2474 | &nbsp;&nbsp;66427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of New York <br>Mellon Corp.<br>| 163385 | &nbsp;&nbsp;19593129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of NT Butterfield <br>& Son Ltd.<br>| 29661 | &nbsp;&nbsp;1536440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of the James <br>Financial Group, <br>Inc.<br>| 1690 | &nbsp;&nbsp;31941 |
|  | Bank OZK | 50976 | &nbsp;&nbsp;2424419 |
|  | Bank7 Corp. | 3863 | &nbsp;&nbsp;171672 |
|  | BankUnited, Inc. | 48295 | &nbsp;&nbsp;2292564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bankwell Financial <br>Group, Inc.<br>| 4829 | &nbsp;&nbsp;232710 |
|  | Banner Corp. | 20193 | &nbsp;&nbsp;1248735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bar Harbor <br>Bankshares<br>| 8947 | &nbsp;&nbsp;303393 |
|  | BayCom Corp. | 7118 | &nbsp;&nbsp;207703 |
|  | BCB Bancorp, Inc. | 12611 | &nbsp;&nbsp;99501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beacon Financial <br>Corp.<br>| 48897 | &nbsp;&nbsp;1386230 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway, <br>Inc., Class B<br>| 59299 | &nbsp;&nbsp;28494948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BGC Group, Inc., <br>Class A<br>| 131054 | &nbsp;&nbsp;1193902 |
|  | Blackrock, Inc. | 277 | &nbsp;&nbsp;309946 |
| \* | Block, Inc. | 44910 | &nbsp;&nbsp;2713911 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Blue Foundry <br>Bancorp<br>| 10815 | &nbsp;&nbsp;142217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Blue Ridge <br>Bankshares, Inc.<br>| 51377 | &nbsp;&nbsp;218352 |
|  | BOK Financial Corp. | 25017 | &nbsp;&nbsp;3250709 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bowhead Specialty <br>Holdings, Inc.<br>| 456 | &nbsp;&nbsp;11199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bread Financial <br>Holdings, Inc.<br>| 33130 | &nbsp;&nbsp;2403250 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bridgewater <br>Bancshares, Inc.<br>| 7535 | &nbsp;&nbsp;144747 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Brighthouse Financial, <br>Inc.<br>| 42836 | &nbsp;&nbsp;2744074 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Broadway Financial <br>Corp.<br>| 213 | &nbsp;&nbsp;1742 |
|  | Brown & Brown, Inc. | 26344 | &nbsp;&nbsp;1899402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Burke & Herbert <br>Financial Services <br>Corp.<br>| 4268 | &nbsp;&nbsp;279469 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Business First <br>Bancshares, Inc.<br>| 16652 | &nbsp;&nbsp;469087 |
| \* | BV Financial, Inc. | 1771 | &nbsp;&nbsp;33862 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Byline Bancorp, Inc. | 14797 | &nbsp;&nbsp;$472468 |
|  | C&F Financial Corp. | 3616 | &nbsp;&nbsp;272285 |
|  | Cadence Bank | 78684 | &nbsp;&nbsp;3313383 |
|  | California BanCorp | 3170 | &nbsp;&nbsp;57028 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp;California First <br>Leasing Corp.<br>| 422 | &nbsp;&nbsp;11723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Camden National <br>Corp.<br>| 11793 | &nbsp;&nbsp;560993 |
|  | Capital Bancorp, Inc. | 3991 | &nbsp;&nbsp;122604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Capital City Bank <br>Group, Inc.<br>| 12679 | &nbsp;&nbsp;529475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Capital One Financial <br>Corp.<br>| 57178 | &nbsp;&nbsp;12517980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Capitol Federal <br>Financial, Inc.<br>| 51853 | &nbsp;&nbsp;377490 |
|  | Carlyle Group, Inc. | 37041 | &nbsp;&nbsp;2177270 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Carter Bankshares, <br>Inc.<br>| 18144 | &nbsp;&nbsp;388463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cass Information <br>Systems, Inc.<br>| 5361 | &nbsp;&nbsp;241031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cathay General <br>Bancorp<br>| 40941 | &nbsp;&nbsp;2095360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CB Financial Services, <br>Inc.<br>| 1467 | &nbsp;&nbsp;52563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cboe Global Markets, <br>Inc.<br>| 17880 | &nbsp;&nbsp;4739273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Pacific <br>Financial Corp.<br>| 21665 | &nbsp;&nbsp;705629 |
|  | CF Bankshares, Inc. | 1903 | &nbsp;&nbsp;55396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charles Schwab <br>Corp.<br>| 59213 | &nbsp;&nbsp;6153415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chemung Financial <br>Corp.<br>| 3839 | &nbsp;&nbsp;233296 |
|  | Chubb Ltd. | 11452 | &nbsp;&nbsp;3545081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cincinnati Financial <br>Corp.<br>| 20928 | &nbsp;&nbsp;3367106 |
|  | Citigroup, Inc. | 62333 | &nbsp;&nbsp;7212551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citizens & Northern <br>Corp.<br>| 4769 | &nbsp;&nbsp;108542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citizens Community <br>Bancorp, Inc.<br>| 7225 | &nbsp;&nbsp;131062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citizens Financial <br>Group, Inc.<br>| 89698 | &nbsp;&nbsp;5649180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citizens Financial <br>Services, Inc.<br>| 293 | &nbsp;&nbsp;18532 |
| #\* | Citizens, Inc. | 19162 | &nbsp;&nbsp;106349 |
|  | City Holding Co. | 10966 | &nbsp;&nbsp;1349805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Civista Bancshares, <br>Inc.<br>| 9062 | &nbsp;&nbsp;218666 |
|  | CME Group, Inc. | 2328 | &nbsp;&nbsp;672932 |
|  | CNB Financial Corp. | 23025 | &nbsp;&nbsp;637793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CNO Financial Group, <br>Inc.<br>| 16341 | &nbsp;&nbsp;687139 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Coastal Financial <br>Corp.<br>| 345 | &nbsp;&nbsp;33044 |
|  | Cohen & Steers, Inc. | 15356 | &nbsp;&nbsp;986777 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Coinbase Global, Inc., <br>Class A<br>| 16714 | &nbsp;&nbsp;$3254884 |
|  | Colony Bankcorp, Inc. | 10942 | &nbsp;&nbsp;212931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Columbia Banking <br>System, Inc.<br>| 111041 | &nbsp;&nbsp;3269047 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Columbia Financial, <br>Inc.<br>| 48769 | &nbsp;&nbsp;793472 |
|  | Comerica, Inc. | 50076 | &nbsp;&nbsp;4440239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commerce <br>Bancshares, Inc.<br>| 40647 | &nbsp;&nbsp;2139658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Community Financial <br>System, Inc.<br>| 30863 | &nbsp;&nbsp;1928938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Community Trust <br>Bancorp, Inc.<br>| 15389 | &nbsp;&nbsp;949501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Community West <br>Bancshares<br>| 11275 | &nbsp;&nbsp;270262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ConnectOne Bancorp, <br>Inc.<br>| 22465 | &nbsp;&nbsp;598018 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Consumer Portfolio <br>Services, Inc.<br>| 43119 | &nbsp;&nbsp;372117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corebridge Financial, <br>Inc.<br>| 147318 | &nbsp;&nbsp;4541814 |
| \* | Corpay, Inc. | 11368 | &nbsp;&nbsp;3576714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crawford & Co. <br>(CRD/A US), <br>Class A<br>| 24877 | &nbsp;&nbsp;269915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crawford & Co. <br>(CRD/B US), <br>Class B<br>| 21302 | &nbsp;&nbsp;219411 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Credit Acceptance <br>Corp.<br>| 2139 | &nbsp;&nbsp;1065735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cullen/Frost Bankers, <br>Inc.<br>| 19368 | &nbsp;&nbsp;2669298 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Customers Bancorp, <br>Inc.<br>| 18446 | &nbsp;&nbsp;1457603 |
|  | CVB Financial Corp. | 80471 | &nbsp;&nbsp;1586083 |
| \* | Dave, Inc. | 2769 | &nbsp;&nbsp;453258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Diamond Hill <br>Investment Group, <br>Inc.<br>| 2174 | &nbsp;&nbsp;372515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DigitalBridge Group, <br>Inc.<br>| 58918 | &nbsp;&nbsp;906748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dime Community <br>Bancshares, Inc.<br>| 22926 | &nbsp;&nbsp;779943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Donegal Group, Inc. <br>(DGICA US), <br>Class A<br>| 23174 | &nbsp;&nbsp;432659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Donegal Group, Inc. <br>(DGICB US), <br>Class B<br>| 3821 | &nbsp;&nbsp;63352 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Donnelley Financial <br>Solutions, Inc.<br>| 17036 | &nbsp;&nbsp;881613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eagle Bancorp <br>Montana, Inc.<br>| 5214 | &nbsp;&nbsp;113196 |
|  | Eagle Bancorp, Inc. | 7850 | &nbsp;&nbsp;210066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eagle Financial <br>Services, Inc.<br>| 284 | &nbsp;&nbsp;10880 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;East West Bancorp, <br>Inc.<br>| 29808 | &nbsp;&nbsp;$3411228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eastern Bankshares, <br>Inc.<br>| 77766 | &nbsp;&nbsp;1593037 |
| \* | eHealth, Inc. | 4344 | &nbsp;&nbsp;12294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Employers Holdings, <br>Inc.<br>| 17871 | &nbsp;&nbsp;779533 |
|  | Enact Holdings, Inc. | 10159 | &nbsp;&nbsp;404023 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Encore Capital Group, <br>Inc.<br>| 13635 | &nbsp;&nbsp;752652 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Enova International, <br>Inc.<br>| 22267 | &nbsp;&nbsp;3677840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Financial <br>Services Corp.<br>| 21567 | &nbsp;&nbsp;1236867 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Equitable Holdings, <br>Inc.<br>| 17199 | &nbsp;&nbsp;798034 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Equity Bancshares, <br>Inc., Class A<br>| 13160 | &nbsp;&nbsp;606939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Erie Indemnity Co., <br>Class A<br>| 1224 | &nbsp;&nbsp;346404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Esquire Financial <br>Holdings, Inc.<br>| 2267 | &nbsp;&nbsp;241730 |
|  | Essent Group Ltd. | 44013 | &nbsp;&nbsp;2769298 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Euronet Worldwide, <br>Inc.<br>| 17770 | &nbsp;&nbsp;1287614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Evercore, Inc., <br>Class A<br>| 9563 | &nbsp;&nbsp;3378321 |
|  | Everest Group Ltd. | 8119 | &nbsp;&nbsp;2689662 |
|  | EVERTEC, Inc. | 24381 | &nbsp;&nbsp;731674 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;EZCORP, Inc., <br>Class A<br>| 41658 | &nbsp;&nbsp;893564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;F&G Annuities & Life, <br>Inc.<br>| 15048 | &nbsp;&nbsp;443766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FactSet Research <br>Systems, Inc.<br>| 6479 | &nbsp;&nbsp;1647998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Farmers & Merchants <br>Bancorp, Inc.<br>| 2373 | &nbsp;&nbsp;63668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Farmers National <br>Banc Corp.<br>| 18464 | &nbsp;&nbsp;239663 |
| \* | FB Bancorp, Inc. | 1556 | &nbsp;&nbsp;20166 |
|  | FB Financial Corp. | 29461 | &nbsp;&nbsp;1694891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Federal Agricultural <br>Mortgage Corp. <br>(AGM US), Class C<br>| 6831 | &nbsp;&nbsp;1156488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Federal Agricultural <br>Mortgage Corp. <br>(AGM/A US), <br>Class A<br>| 987 | &nbsp;&nbsp;127984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Federated Hermes, <br>Inc.<br>| 55446 | &nbsp;&nbsp;2954163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fidelis Insurance <br>Holdings Ltd.<br>| 5877 | &nbsp;&nbsp;111898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fidelity D&D Bancorp, <br>Inc.<br>| 50 | &nbsp;&nbsp;2235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fidelity National <br>Financial, Inc.<br>| 59221 | &nbsp;&nbsp;3221030 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fidelity National <br>Information <br>Services, Inc.<br>| 81525 | &nbsp;&nbsp;$4504256 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fifth District Bancorp, <br>Inc.<br>| 860 | &nbsp;&nbsp;12952 |
|  | Fifth Third Bancorp | 108274 | &nbsp;&nbsp;5437520 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Finance of America <br>Cos., Inc., Class A<br>| 1029 | &nbsp;&nbsp;23965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Financial Institutions, <br>Inc.<br>| 13233 | &nbsp;&nbsp;435895 |
|  | Finward Bancorp | 872 | &nbsp;&nbsp;31954 |
| \* | Finwise Bancorp | 7717 | &nbsp;&nbsp;135125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First American <br>Financial Corp.<br>| 44277 | &nbsp;&nbsp;2797421 |
|  | First BanCorp | 143188 | &nbsp;&nbsp;3167319 |
|  | First Bancorp, Inc. | 9500 | &nbsp;&nbsp;259825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First <br>Bancorp/Southern <br>Pines NC<br>| 27118 | &nbsp;&nbsp;1570946 |
|  | First Bank | 15693 | &nbsp;&nbsp;261759 |
|  | First Busey Corp. | 63875 | &nbsp;&nbsp;1574519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Business <br>Financial Services, <br>Inc.<br>| 5504 | &nbsp;&nbsp;315489 |
|  | First Capital, Inc. | 1959 | &nbsp;&nbsp;115424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Citizens <br>BancShares, Inc., <br>Class A<br>| 1265 | &nbsp;&nbsp;2618006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Commonwealth <br>Financial Corp.<br>| 82340 | &nbsp;&nbsp;1484590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Community <br>Bankshares, Inc.<br>| 14797 | &nbsp;&nbsp;532988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Community <br>Corp.<br>| 2082 | &nbsp;&nbsp;61044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Financial <br>Bancorp<br>| 67526 | &nbsp;&nbsp;1940697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Financial <br>Bankshares, Inc.<br>| 7186 | &nbsp;&nbsp;228659 |
|  | First Financial Corp. | 9553 | &nbsp;&nbsp;622473 |
| \* | First Foundation, Inc. | 5973 | &nbsp;&nbsp;37510 |
|  | First Hawaiian, Inc. | 68232 | &nbsp;&nbsp;1811560 |
|  | First Horizon Corp. | 167325 | &nbsp;&nbsp;4097789 |
|  | First Internet Bancorp | 6231 | &nbsp;&nbsp;135773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Interstate <br>BancSystem, Inc., <br>Class A<br>| 58730 | &nbsp;&nbsp;2083153 |
|  | First Merchants Corp. | 39592 | &nbsp;&nbsp;1574178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Mid Bancshares, <br>Inc.<br>| 14008 | &nbsp;&nbsp;589737 |
|  | First National Corp. | 2096 | &nbsp;&nbsp;55230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Northwest <br>Bancorp<br>| 4192 | &nbsp;&nbsp;43723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Savings Financial <br>Group, Inc.<br>| 4040 | &nbsp;&nbsp;137279 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;First Seacoast <br>Bancorp, Inc.<br>| 822 | &nbsp;&nbsp;10505 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First U.S. Bancshares, <br>Inc.<br>| 1708 | &nbsp;&nbsp;$25022 |
|  | First United Corp. | 5428 | &nbsp;&nbsp;208055 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;First Western <br>Financial, Inc.<br>| 5270 | &nbsp;&nbsp;132541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FirstCash Holdings, <br>Inc.<br>| 20975 | &nbsp;&nbsp;3576237 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Firstsun Capital <br>Bancorp<br>| 1524 | &nbsp;&nbsp;60168 |
| \* | Fiserv, Inc. | 44082 | &nbsp;&nbsp;2809346 |
|  | Five Star Bancorp | 4616 | &nbsp;&nbsp;182886 |
|  | Flagstar Bank NA | 141749 | &nbsp;&nbsp;1873922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Flushing Financial <br>Corp.<br>| 14362 | &nbsp;&nbsp;226776 |
| \* | Flywire Corp. | 13773 | &nbsp;&nbsp;173540 |
|  | FNB Corp. | 188282 | &nbsp;&nbsp;3304349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Franklin Financial <br>Services Corp.<br>| 2057 | &nbsp;&nbsp;104928 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Franklin Resources, <br>Inc.<br>| 84400 | &nbsp;&nbsp;2246728 |
|  | FS Bancorp, Inc. | 7078 | &nbsp;&nbsp;297134 |
|  | Fulton Financial Corp. | 106159 | &nbsp;&nbsp;2192183 |
|  | FVCBankcorp, Inc. | 4362 | &nbsp;&nbsp;66041 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Genworth Financial, <br>Inc.<br>| 261477 | &nbsp;&nbsp;2180718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;German American <br>Bancorp, Inc.<br>| 18699 | &nbsp;&nbsp;786667 |
|  | Glacier Bancorp, Inc. | 50159 | &nbsp;&nbsp;2542058 |
|  | Global Payments, Inc. | 41642 | &nbsp;&nbsp;2987397 |
|  | Globe Life, Inc. | 22619 | &nbsp;&nbsp;3171636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs <br>Group, Inc.<br>| 17667 | &nbsp;&nbsp;16525888 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Goosehead Insurance, <br>Inc., Class A<br>| 4663 | &nbsp;&nbsp;288360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great Southern <br>Bancorp, Inc.<br>| 9271 | &nbsp;&nbsp;569054 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Green Dot Corp., <br>Class A<br>| 27185 | &nbsp;&nbsp;331113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greene County <br>Bancorp, Inc.<br>| 480 | &nbsp;&nbsp;11251 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Greenlight Capital Re <br>Ltd., Class A<br>| 26675 | &nbsp;&nbsp;369982 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hamilton Insurance <br>Group Ltd., <br>Class B<br>| 1137 | &nbsp;&nbsp;31552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hamilton Lane, Inc., <br>Class A<br>| 250 | &nbsp;&nbsp;35310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hancock Whitney <br>Corp.<br>| 46414 | &nbsp;&nbsp;3193283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanmi Financial <br>Corp.<br>| 23150 | &nbsp;&nbsp;615096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanover Bancorp, <br>Inc.<br>| 510 | &nbsp;&nbsp;11781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanover Insurance <br>Group, Inc.<br>| 15474 | &nbsp;&nbsp;2694642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hartford Insurance <br>Group, Inc.<br>| 77709 | &nbsp;&nbsp;10495378 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hawthorn Bancshares, <br>Inc.<br>| 5972 | &nbsp;&nbsp;$211469 |
|  | HBT Financial, Inc. | 2401 | &nbsp;&nbsp;64779 |
|  | HCI Group, Inc. | 7650 | &nbsp;&nbsp;1213826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hennessy Advisors, <br>Inc.<br>| 4456 | &nbsp;&nbsp;45629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heritage Commerce <br>Corp.<br>| 35969 | &nbsp;&nbsp;457885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heritage Financial <br>Corp.<br>| 25538 | &nbsp;&nbsp;659136 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Heritage Insurance <br>Holdings, Inc.<br>| 25331 | &nbsp;&nbsp;660379 |
|  | Hilltop Holdings, Inc. | 37463 | &nbsp;&nbsp;1402989 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hingham Institution <br>For Savings<br>| 1554 | &nbsp;&nbsp;463791 |
| \* | Hippo Holdings, Inc. | 906 | &nbsp;&nbsp;26999 |
|  | Home Bancorp, Inc. | 4556 | &nbsp;&nbsp;271948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home BancShares, <br>Inc.<br>| 76873 | &nbsp;&nbsp;2221630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Federal <br>Bancorp, Inc. of <br>Louisiana<br>| 944 | &nbsp;&nbsp;17209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HomeTrust <br>Bancshares, Inc.<br>| 9675 | &nbsp;&nbsp;417186 |
|  | Hope Bancorp, Inc. | 70919 | &nbsp;&nbsp;849610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Horace Mann <br>Educators Corp.<br>| 31945 | &nbsp;&nbsp;1431455 |
|  | Horizon Bancorp, Inc. | 25751 | &nbsp;&nbsp;453733 |
|  | Houlihan Lokey, Inc. | 7181 | &nbsp;&nbsp;1208706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huntington <br>Bancshares, Inc.<br>| 293587 | &nbsp;&nbsp;5131901 |
|  | IF Bancorp, Inc. | 781 | &nbsp;&nbsp;21181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Independent Bank <br>Corp. (IBCP US)<br>| 14117 | &nbsp;&nbsp;496213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Independent Bank <br>Corp. (INDB US)<br>| 29063 | &nbsp;&nbsp;2347709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intercontinental <br>Exchange, Inc.<br>| 20778 | &nbsp;&nbsp;3610801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International <br>Bancshares Corp.<br>| 58707 | &nbsp;&nbsp;4088355 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;International Money <br>Express, Inc.<br>| 13608 | &nbsp;&nbsp;210380 |
|  | Invesco Ltd. | 175559 | &nbsp;&nbsp;4791005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Investar Holding <br>Corp.<br>| 2788 | &nbsp;&nbsp;79319 |
|  | Investors Title Co. | 1402 | &nbsp;&nbsp;363707 |
|  | Isabella Bank Corp. | 387 | &nbsp;&nbsp;18646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jack Henry & <br>Associates, Inc.<br>| 12721 | &nbsp;&nbsp;2279730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jackson Financial, <br>Inc., Class A<br>| 39300 | &nbsp;&nbsp;4673556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Janus Henderson <br>Group PLC<br>| 72448 | &nbsp;&nbsp;3486922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jefferies Financial <br>Group, Inc.<br>| 55414 | &nbsp;&nbsp;3390229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & <br>Co.<br>| 126222 | &nbsp;&nbsp;38610048 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kearny Financial <br>Corp.<br>| 36022 | &nbsp;&nbsp;$280611 |
|  | Kemper Corp. | 31977 | &nbsp;&nbsp;1260214 |
|  | KeyCorp | 226830 | &nbsp;&nbsp;4881382 |
|  | Kingstone Cos., Inc. | 2088 | &nbsp;&nbsp;32260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinsale Capital Group, <br>Inc.<br>| 878 | &nbsp;&nbsp;347583 |
|  | KKR & Co., Inc. | 4016 | &nbsp;&nbsp;458868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lake Shore Bancorp, <br>Inc.<br>| 3399 | &nbsp;&nbsp;52039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lakeland Financial <br>Corp.<br>| 14924 | &nbsp;&nbsp;889470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Landmark Bancorp, <br>Inc.<br>| 5575 | &nbsp;&nbsp;150469 |
|  | Lazard, Inc. | 26679 | &nbsp;&nbsp;1433196 |
|  | LCNB Corp. | 2100 | &nbsp;&nbsp;35931 |
| \* | LendingClub Corp. | 66687 | &nbsp;&nbsp;1127677 |
| \* | LendingTree, Inc. | 273 | &nbsp;&nbsp;15468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lincoln National <br>Corp.<br>| 91869 | &nbsp;&nbsp;3822669 |
|  | LINKBANCORP, Inc. | 3041 | &nbsp;&nbsp;26609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Live Oak Bancshares, <br>Inc.<br>| 29324 | &nbsp;&nbsp;1171787 |
|  | Loews Corp. | 40817 | &nbsp;&nbsp;4309051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LPL Financial <br>Holdings, Inc.<br>| 15168 | &nbsp;&nbsp;5528736 |
|  | M&T Bank Corp. | 19140 | &nbsp;&nbsp;4240850 |
|  | Magyar Bancorp, Inc. | 2911 | &nbsp;&nbsp;51292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MainStreet <br>Bancshares, Inc.<br>| 828 | &nbsp;&nbsp;17727 |
| \* | Markel Group, Inc. | 2023 | &nbsp;&nbsp;4128215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MarketAxess <br>Holdings, Inc.<br>| 5754 | &nbsp;&nbsp;973749 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Marqeta, Inc., <br>Class A<br>| 233404 | &nbsp;&nbsp;963959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marsh & McLennan <br>Cos., Inc.<br>| 24981 | &nbsp;&nbsp;4701174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mastercard, Inc., <br>Class A<br>| 48332 | &nbsp;&nbsp;26040798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mechanics Bancorp, <br>Class A<br>| 8405 | &nbsp;&nbsp;125991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mercantile Bank <br>Corp.<br>| 9481 | &nbsp;&nbsp;492822 |
|  | Merchants Bancorp | 12406 | &nbsp;&nbsp;514353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mercury General <br>Corp.<br>| 41329 | &nbsp;&nbsp;3620007 |
|  | Meridian Corp. | 2646 | &nbsp;&nbsp;50089 |
|  | MetLife, Inc. | 135799 | &nbsp;&nbsp;10711825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Metrocity Bankshares, <br>Inc.<br>| 4305 | &nbsp;&nbsp;121272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Bank <br>Holding Corp.<br>| 1437 | &nbsp;&nbsp;133066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MGIC Investment <br>Corp.<br>| 105335 | &nbsp;&nbsp;2835618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mid Penn Bancorp, <br>Inc.<br>| 13502 | &nbsp;&nbsp;445431 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Middlefield Banc <br>Corp.<br>| 5425 | &nbsp;&nbsp;$181955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Midland States <br>Bancorp, Inc.<br>| 12319 | &nbsp;&nbsp;281489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MidWestOne Financial <br>Group, Inc.<br>| 9112 | &nbsp;&nbsp;422068 |
|  | Moelis & Co., Class A | 5146 | &nbsp;&nbsp;368814 |
|  | Moody's Corp. | 5429 | &nbsp;&nbsp;2798975 |
|  | Morgan Stanley | 54649 | &nbsp;&nbsp;9989837 |
|  | Morningstar, Inc. | 7108 | &nbsp;&nbsp;1436456 |
|  | MSCI, Inc. | 2282 | &nbsp;&nbsp;1390240 |
|  | MVB Financial Corp. | 8542 | &nbsp;&nbsp;241226 |
|  | Nasdaq, Inc. | 49471 | &nbsp;&nbsp;4793245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Bank <br>Holdings Corp., <br>Class A<br>| 30752 | &nbsp;&nbsp;1235615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Bankshares, <br>Inc.<br>| 1092 | &nbsp;&nbsp;39760 |
|  | Navient Corp. | 110952 | &nbsp;&nbsp;1088439 |
|  | NB Bancorp, Inc. | 3431 | &nbsp;&nbsp;74521 |
|  | NBT Bancorp, Inc. | 39786 | &nbsp;&nbsp;1767692 |
| \* | NCR Atleos Corp. | 41262 | &nbsp;&nbsp;1539073 |
|  | Nelnet, Inc., Class A | 12658 | &nbsp;&nbsp;1669590 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NerdWallet, Inc., <br>Class A<br>| 5644 | &nbsp;&nbsp;68067 |
| \* | NI Holdings, Inc. | 14940 | &nbsp;&nbsp;203483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nicolet Bankshares, <br>Inc.<br>| 10636 | &nbsp;&nbsp;1552643 |
| \* | NMI Holdings, Inc. | 53223 | &nbsp;&nbsp;2060795 |
|  | Northeast Bank | 7135 | &nbsp;&nbsp;822166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northeast Community <br>Bancorp, Inc.<br>| 3544 | &nbsp;&nbsp;83638 |
|  | Northern Trust Corp. | 44543 | &nbsp;&nbsp;6656060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northfield Bancorp, <br>Inc.<br>| 33611 | &nbsp;&nbsp;414088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northrim BanCorp, <br>Inc.<br>| 17844 | &nbsp;&nbsp;420405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northwest <br>Bancshares, Inc.<br>| 95831 | &nbsp;&nbsp;1234303 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Norwood Financial <br>Corp.<br>| 4505 | &nbsp;&nbsp;137087 |
|  | Oak Valley Bancorp | 5477 | &nbsp;&nbsp;174990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OceanFirst Financial <br>Corp.<br>| 32639 | &nbsp;&nbsp;611981 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Octave Specialty <br>Group, Inc.<br>| 30419 | &nbsp;&nbsp;172476 |
|  | OFG Bancorp | 39154 | &nbsp;&nbsp;1577906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ohio Valley Banc <br>Corp.<br>| 3044 | &nbsp;&nbsp;125261 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Old Market Capital <br>Corp.<br>| 6412 | &nbsp;&nbsp;22843 |
|  | Old National Bancorp | 137387 | &nbsp;&nbsp;3356364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Old Republic <br>International Corp.<br>| 83900 | &nbsp;&nbsp;3286363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Old Second Bancorp, <br>Inc.<br>| 26311 | &nbsp;&nbsp;522010 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OneMain Holdings, <br>Inc.<br>| 60730 | &nbsp;&nbsp;$3980244 |
| \* | Onity Group, Inc. | 4084 | &nbsp;&nbsp;184678 |
|  | OP Bancorp | 9341 | &nbsp;&nbsp;130587 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oportun Financial <br>Corp.<br>| 12558 | &nbsp;&nbsp;68064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oppenheimer <br>Holdings, Inc., <br>Class A<br>| 8277 | &nbsp;&nbsp;695516 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;OptimumBank <br>Holdings, Inc.<br>| 2148 | &nbsp;&nbsp;10117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orange County <br>Bancorp, Inc.<br>| 788 | &nbsp;&nbsp;24286 |
|  | Origin Bancorp, Inc. | 15384 | &nbsp;&nbsp;658897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orrstown Financial <br>Services, Inc.<br>| 14902 | &nbsp;&nbsp;536770 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oscar Health, Inc., <br>Class A<br>| 35636 | &nbsp;&nbsp;511377 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Palomar Holdings, <br>Inc.<br>| 15383 | &nbsp;&nbsp;1901185 |
|  | Park National Corp. | 9573 | &nbsp;&nbsp;1559825 |
|  | Parke Bancorp, Inc. | 8765 | &nbsp;&nbsp;239372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pathfinder Bancorp, <br>Inc.<br>| 1554 | &nbsp;&nbsp;21259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pathward Financial, <br>Inc.<br>| 22764 | &nbsp;&nbsp;2055362 |
| \* | Payoneer Global, Inc. | 111121 | &nbsp;&nbsp;710063 |
|  | PayPal Holdings, Inc. | 90480 | &nbsp;&nbsp;4767391 |
| \* | Paysafe Ltd. | 29945 | &nbsp;&nbsp;205423 |
| \* | Paysign, Inc. | 22491 | &nbsp;&nbsp;93787 |
|  | PCB Bancorp | 6587 | &nbsp;&nbsp;147812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Peapack-Gladstone <br>Financial Corp.<br>| 11532 | &nbsp;&nbsp;365795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PennyMac Financial <br>Services, Inc.<br>| 26765 | &nbsp;&nbsp;2674359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Peoples Bancorp of <br>North Carolina, Inc.<br>| 3887 | &nbsp;&nbsp;142381 |
|  | Peoples Bancorp, Inc. | 28749 | &nbsp;&nbsp;934917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Peoples Financial <br>Services Corp.<br>| 3825 | &nbsp;&nbsp;199283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pinnacle Financial <br>Partners, Inc.<br>| 66215 | &nbsp;&nbsp;6296384 |
| \* | Pioneer Bancorp, Inc. | 10487 | &nbsp;&nbsp;148391 |
|  | Piper Sandler Cos. | 160 | &nbsp;&nbsp;55416 |
|  | Plumas Bancorp | 4445 | &nbsp;&nbsp;222739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PNC Financial <br>Services Group, <br>Inc.<br>| 14695 | &nbsp;&nbsp;3281393 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ponce Financial <br>Group, Inc.<br>| 7460 | &nbsp;&nbsp;125179 |
|  | Popular, Inc. | 26671 | &nbsp;&nbsp;3561379 |
| \* | PRA Group, Inc. | 23159 | &nbsp;&nbsp;296204 |
|  | Preferred Bank | 12480 | &nbsp;&nbsp;1070410 |
|  | Primerica, Inc. | 10343 | &nbsp;&nbsp;2720623 |
|  | Primis Financial Corp. | 14364 | &nbsp;&nbsp;193627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Princeton Bancorp, <br>Inc.<br>| 1413 | &nbsp;&nbsp;51193 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Principal Financial <br>Group, Inc.<br>| 48487 | &nbsp;&nbsp;$4592689 |
| \* | ProAssurance Corp. | 9699 | &nbsp;&nbsp;234910 |
|  | PROG Holdings, Inc. | 27362 | &nbsp;&nbsp;887623 |
|  | Progressive Corp. | 25483 | &nbsp;&nbsp;5300464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prosperity <br>Bancshares, Inc.<br>| 37094 | &nbsp;&nbsp;2559857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Provident Financial <br>Holdings, Inc.<br>| 7891 | &nbsp;&nbsp;127519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Provident Financial <br>Services, Inc.<br>| 76300 | &nbsp;&nbsp;1689282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prudential Financial, <br>Inc.<br>| 29457 | &nbsp;&nbsp;3272967 |
|  | QCR Holdings, Inc. | 13677 | &nbsp;&nbsp;1234486 |
|  | Radian Group, Inc. | 52296 | &nbsp;&nbsp;1720538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raymond James <br>Financial, Inc.<br>| 28571 | &nbsp;&nbsp;4738786 |
|  | RBB Bancorp | 11112 | &nbsp;&nbsp;230463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Red River <br>Bancshares, Inc.<br>| 3292 | &nbsp;&nbsp;273434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Regional Management <br>Corp.<br>| 11883 | &nbsp;&nbsp;440265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Regions Financial <br>Corp.<br>| 218037 | &nbsp;&nbsp;6214054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reinsurance Group of <br>America, Inc., <br>Class A<br>| 12090 | &nbsp;&nbsp;2451247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RenaissanceRe <br>Holdings Ltd.<br>| 13679 | &nbsp;&nbsp;3853374 |
|  | Renasant Corp. | 65689 | &nbsp;&nbsp;2477132 |
| \* | Repay Holdings Corp. | 48566 | &nbsp;&nbsp;169495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Republic Bancorp, <br>Inc., Class A<br>| 14023 | &nbsp;&nbsp;1018210 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rhinebeck Bancorp, <br>Inc.<br>| 2179 | &nbsp;&nbsp;25364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Richmond Mutual <br>BanCorp, Inc.<br>| 6077 | &nbsp;&nbsp;85260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Riverview Bancorp, <br>Inc.<br>| 17378 | &nbsp;&nbsp;89844 |
|  | RLI Corp. | 24888 | &nbsp;&nbsp;1454206 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Robinhood Markets, <br>Inc., Class A<br>| 1663 | &nbsp;&nbsp;165435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rocket Cos., Inc., <br>Class A<br>| 474848 | &nbsp;&nbsp;8514025 |
| \* | Root, Inc., Class A | 3177 | &nbsp;&nbsp;197387 |
|  | S&P Global, Inc. | 2305 | &nbsp;&nbsp;1216556 |
|  | S&T Bancorp, Inc. | 30437 | &nbsp;&nbsp;1297834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Safety Insurance <br>Group, Inc.<br>| 10322 | &nbsp;&nbsp;812341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SB Financial Group, <br>Inc.<br>| 4223 | &nbsp;&nbsp;96411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seacoast Banking <br>Corp. of Florida<br>| 43820 | &nbsp;&nbsp;1465341 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Security National <br>Financial Corp., <br>Class A<br>| 14351 | &nbsp;&nbsp;126576 |
|  | SEI Investments Co. | 27340 | &nbsp;&nbsp;2401819 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Selective Insurance <br>Group, Inc.<br>| 23659 | &nbsp;&nbsp;$1989249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ServisFirst <br>Bancshares, Inc.<br>| 4262 | &nbsp;&nbsp;348845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shore Bancshares, <br>Inc.<br>| 14775 | &nbsp;&nbsp;280282 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Siebert Financial <br>Corp.<br>| 7125 | &nbsp;&nbsp;21161 |
|  | Sierra Bancorp | 8412 | &nbsp;&nbsp;297869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Silvercrest Asset <br>Management <br>Group, Inc., <br>Class A<br>| 3536 | &nbsp;&nbsp;52121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Simmons First <br>National Corp., <br>Class A<br>| 73551 | &nbsp;&nbsp;1495292 |
| \* | SiriusPoint Ltd. | 68082 | &nbsp;&nbsp;1389554 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Skyward Specialty <br>Insurance Group, <br>Inc.<br>| 7990 | &nbsp;&nbsp;356514 |
|  | SLM Corp. | 86236 | &nbsp;&nbsp;2341307 |
|  | SmartFinancial, Inc. | 8761 | &nbsp;&nbsp;349739 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;SoFi Technologies, <br>Inc.<br>| 217889 | &nbsp;&nbsp;4970048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sound Financial <br>Bancorp, Inc.<br>| 1802 | &nbsp;&nbsp;79108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;South Plains <br>Financial, Inc.<br>| 7869 | &nbsp;&nbsp;327823 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Southern First <br>Bancshares, Inc.<br>| 4205 | &nbsp;&nbsp;231023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Missouri <br>Bancorp, Inc.<br>| 5092 | &nbsp;&nbsp;318606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southside <br>Bancshares, Inc.<br>| 24519 | &nbsp;&nbsp;789267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southstate Bank <br>Corp.<br>| 54910 | &nbsp;&nbsp;5618940 |
|  | State Street Corp. | 33137 | &nbsp;&nbsp;4336308 |
|  | Stellar Bancorp, Inc. | 41136 | &nbsp;&nbsp;1527791 |
| \*†† | Sterling Bancorp, Inc. | 34677 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stewart Information <br>Services Corp.<br>| 16927 | &nbsp;&nbsp;1141388 |
|  | Stifel Financial Corp. | 30051 | &nbsp;&nbsp;3705288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stock Yards Bancorp, <br>Inc.<br>| 21906 | &nbsp;&nbsp;1482817 |
| \* | StoneX Group, Inc. | 27882 | &nbsp;&nbsp;3130033 |
| \* | Summit State Bank | 4662 | &nbsp;&nbsp;63776 |
|  | SWK Holdings Corp. | 459 | &nbsp;&nbsp;8033 |
|  | Synchrony Financial | 91517 | &nbsp;&nbsp;6646880 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;T. Rowe Price Group, <br>Inc.<br>| 37042 | &nbsp;&nbsp;3914599 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Texas Capital <br>Bancshares, Inc.<br>| 26805 | &nbsp;&nbsp;2711862 |
| # | TFS Financial Corp. | 78762 | &nbsp;&nbsp;1108575 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Third Coast <br>Bancshares, Inc.<br>| 1356 | &nbsp;&nbsp;54999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Timberland Bancorp, <br>Inc.<br>| 6498 | &nbsp;&nbsp;253032 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Tiptree, Inc. | 32911 | &nbsp;&nbsp;$588449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tompkins Financial <br>Corp.<br>| 11644 | &nbsp;&nbsp;932917 |
|  | Towne Bank | 45945 | &nbsp;&nbsp;1608075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tradeweb Markets, <br>Inc., Class A<br>| 343 | &nbsp;&nbsp;35353 |
|  | Travelers Cos., Inc. | 65097 | &nbsp;&nbsp;18520747 |
|  | TriCo Bancshares | 26463 | &nbsp;&nbsp;1318387 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Triumph Financial, <br>Inc.<br>| 9182 | &nbsp;&nbsp;579292 |
|  | Truist Financial Corp. | 117845 | &nbsp;&nbsp;6059590 |
|  | TrustCo Bank Corp. | 13355 | &nbsp;&nbsp;579607 |
|  | Trustmark Corp. | 48138 | &nbsp;&nbsp;2046828 |
|  | U.S. Bancorp | 88150 | &nbsp;&nbsp;4946096 |
|  | UMB Financial Corp. | 44745 | &nbsp;&nbsp;5688879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Bankshares, <br>Inc.<br>| 2000 | &nbsp;&nbsp;49780 |
|  | United Bancorp, Inc. | 2256 | &nbsp;&nbsp;31358 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Bancshares, <br>Inc.<br>| 1640 | &nbsp;&nbsp;66026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Bankshares, <br>Inc.<br>| 61684 | &nbsp;&nbsp;2611084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Community <br>Banks, Inc.<br>| 70949 | &nbsp;&nbsp;2442774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Fire Group, <br>Inc.<br>| 13386 | &nbsp;&nbsp;481093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Security <br>Bancshares<br>| 6792 | &nbsp;&nbsp;72946 |
|  | Unity Bancorp, Inc. | 6942 | &nbsp;&nbsp;374590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Insurance <br>Holdings, Inc.<br>| 23589 | &nbsp;&nbsp;718285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Univest Financial <br>Corp.<br>| 22073 | &nbsp;&nbsp;731499 |
|  | Unum Group | 47021 | &nbsp;&nbsp;3572185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;USCB Financial <br>Holdings, Inc.<br>| 7405 | &nbsp;&nbsp;139584 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Valley National <br>Bancorp<br>| 213899 | &nbsp;&nbsp;2665182 |
|  | Value Line, Inc. | 867 | &nbsp;&nbsp;32495 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Velocity Financial, <br>Inc.<br>| 20216 | &nbsp;&nbsp;410183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Victory Capital <br>Holdings, Inc., <br>Class A<br>| 24756 | &nbsp;&nbsp;1746041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Virginia National <br>Bankshares Corp.<br>| 3246 | &nbsp;&nbsp;132826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Virtu Financial, Inc., <br>Class A<br>| 48932 | &nbsp;&nbsp;2031167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Virtus Investment <br>Partners, Inc.<br>| 6624 | &nbsp;&nbsp;1081368 |
|  | Visa, Inc., Class A | 97851 | &nbsp;&nbsp;31491387 |
|  | Voya Financial, Inc. | 76641 | &nbsp;&nbsp;5875299 |
|  | W.R. Berkley Corp. | 34870 | &nbsp;&nbsp;2391385 |
|  | WaFd, Inc. | 46155 | &nbsp;&nbsp;1505576 |
|  | Walker & Dunlop, Inc. | 23151 | &nbsp;&nbsp;1455966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Washington Trust <br>Bancorp, Inc.<br>| 11265 | &nbsp;&nbsp;387178 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Waterstone Financial, <br>Inc.<br>| 15709 | &nbsp;&nbsp;$287318 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Webster Financial <br>Corp.<br>| 39223 | &nbsp;&nbsp;2579697 |
|  | Wells Fargo & Co. | 209492 | &nbsp;&nbsp;18956931 |
|  | WesBanco, Inc. | 71007 | &nbsp;&nbsp;2505837 |
|  | West BanCorp, Inc. | 12250 | &nbsp;&nbsp;290693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westamerica <br>BanCorp<br>| 23825 | &nbsp;&nbsp;1205069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Western Alliance <br>Bancorp<br>| 23787 | &nbsp;&nbsp;2120611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Western New England <br>Bancorp, Inc.<br>| 18176 | &nbsp;&nbsp;244104 |
| # | Western Union Co. | 197529 | &nbsp;&nbsp;1850847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westwood Holdings <br>Group, Inc.<br>| 10863 | &nbsp;&nbsp;198902 |
| \* | WEX, Inc. | 8860 | &nbsp;&nbsp;1363554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;White Mountains <br>Insurance Group <br>Ltd.<br>| 1002 | &nbsp;&nbsp;2049020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Willis Towers Watson <br>PLC<br>| 17149 | &nbsp;&nbsp;5444293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wintrust Financial <br>Corp.<br>| 20915 | &nbsp;&nbsp;3084753 |
| # | WisdomTree, Inc. | 84447 | &nbsp;&nbsp;1368041 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;World Acceptance <br>Corp.<br>| 4605 | &nbsp;&nbsp;558356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WSFS Financial <br>Corp.<br>| 44868 | &nbsp;&nbsp;2904306 |
|  | WVS Financial Corp. | 1537 | &nbsp;&nbsp;20734 |
|  | Zions Bancorp NA | 55919 | &nbsp;&nbsp;3350107 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | &nbsp;&nbsp;959965259 |
| HEALTH CARE — (8.3%) | HEALTH CARE — (8.3%) | HEALTH CARE — (8.3%) | HEALTH CARE — (8.3%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;10X Genomics, Inc., <br>Class A<br>| 1663 | &nbsp;&nbsp;33593 |
| †† | 89bio, Inc. | 27608 | &nbsp;&nbsp;9387 |
|  | Abbott Laboratories | 60206 | &nbsp;&nbsp;6580516 |
|  | AbbVie, Inc. | 101695 | &nbsp;&nbsp;22679002 |
| †† | Abiomed, Inc. | 2059 | &nbsp;&nbsp;32141 |
| \* | AC Immune SA | 15821 | &nbsp;&nbsp;50469 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ACADIA <br>Pharmaceuticals, <br>Inc.<br>| 68447 | &nbsp;&nbsp;1720073 |
| \* | Accendra Health, Inc. | 15221 | &nbsp;&nbsp;33638 |
|  | Acme United Corp. | 1921 | &nbsp;&nbsp;80279 |
| \* | AdaptHealth Corp. | 51705 | &nbsp;&nbsp;519635 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Addus HomeCare <br>Corp.<br>| 7524 | &nbsp;&nbsp;778584 |
| \* | ADMA Biologics, Inc. | 70658 | &nbsp;&nbsp;1222383 |
| #†† | Aduro Biotech, Inc. | 740 | &nbsp;&nbsp;281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Agilent Technologies, <br>Inc.<br>| 24977 | &nbsp;&nbsp;3343171 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Agios <br>Pharmaceuticals, <br>Inc.<br>| 6233 | &nbsp;&nbsp;171034 |
| †† | Albireo Pharma, Inc. | 7009 | &nbsp;&nbsp;44717 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Align Technology, Inc. | 1403 | &nbsp;&nbsp;$228731 |
| #\* | Alkermes PLC | 48887 | &nbsp;&nbsp;1656780 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Shared <br>Hospital Services<br>| 3867 | &nbsp;&nbsp;8198 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Well Corp., <br>Class A<br>| 8426 | &nbsp;&nbsp;38338 |
|  | Amgen, Inc. | 36147 | &nbsp;&nbsp;12357936 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AMN Healthcare <br>Services, Inc.<br>| 18812 | &nbsp;&nbsp;400696 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amneal <br>Pharmaceuticals, <br>Inc.<br>| 55141 | &nbsp;&nbsp;754329 |
| \* | AngioDynamics, Inc. | 19026 | &nbsp;&nbsp;197109 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ANI Pharmaceuticals, <br>Inc.<br>| 432 | &nbsp;&nbsp;35359 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Anika Therapeutics, <br>Inc.<br>| 11894 | &nbsp;&nbsp;109782 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arcturus Therapeutics <br>Holdings, Inc.<br>| 1421 | &nbsp;&nbsp;10615 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arcus Biosciences, <br>Inc.<br>| 22803 | &nbsp;&nbsp;479775 |
| \* | Artivion, Inc. | 476 | &nbsp;&nbsp;19407 |
| \* | Astrana Health, Inc. | 2286 | &nbsp;&nbsp;51984 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Atea Pharmaceuticals, <br>Inc.<br>| 5068 | &nbsp;&nbsp;21488 |
| \* | AtriCure, Inc. | 982 | &nbsp;&nbsp;36265 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aura Biosciences, <br>Inc.<br>| 6105 | &nbsp;&nbsp;34188 |
| \* | Avantor, Inc. | 108737 | &nbsp;&nbsp;1187408 |
| \* | Aytu BioPharma, Inc. | 5481 | &nbsp;&nbsp;14251 |
| \* | Azenta, Inc. | 21776 | &nbsp;&nbsp;846651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baxter International, <br>Inc.<br>| 81691 | &nbsp;&nbsp;1639538 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Beam Therapeutics, <br>Inc.<br>| 21171 | &nbsp;&nbsp;584743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Becton Dickinson & <br>Co.<br>| 28275 | &nbsp;&nbsp;5753397 |
| \* | Biogen, Inc. | 10477 | &nbsp;&nbsp;1884708 |
| \* | BioLife Solutions, Inc. | 2374 | &nbsp;&nbsp;51753 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BioMarin <br>Pharmaceutical, <br>Inc.<br>| 24265 | &nbsp;&nbsp;1371943 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bio-Rad Laboratories, <br>Inc., Class A<br>| 5035 | &nbsp;&nbsp;1478780 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Boston Scientific <br>Corp.<br>| 12600 | &nbsp;&nbsp;1178478 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BrightSpring Health <br>Services, Inc.<br>| 62406 | &nbsp;&nbsp;2450684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bristol-Myers Squibb <br>Co.<br>| 293601 | &nbsp;&nbsp;16162735 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Brookdale Senior <br>Living, Inc.<br>| 150568 | &nbsp;&nbsp;2258520 |
|  | Bruker Corp. | 9383 | &nbsp;&nbsp;415573 |
|  | Cardinal Health, Inc. | 3668 | &nbsp;&nbsp;788180 |
| \* | CareDx, Inc. | 2372 | &nbsp;&nbsp;48745 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Castle Biosciences, <br>Inc.<br>| 12898 | &nbsp;&nbsp;508052 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Catalyst <br>Pharmaceuticals, <br>Inc.<br>| 59172 | &nbsp;&nbsp;$1437880 |
|  | Cencora, Inc. | 26708 | &nbsp;&nbsp;9594048 |
| \* | Centene Corp. | 42325 | &nbsp;&nbsp;1833519 |
| \* | Certara, Inc. | 93107 | &nbsp;&nbsp;818411 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Champions Oncology, <br>Inc.<br>| 409 | &nbsp;&nbsp;2990 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Charles River <br>Laboratories <br>International, Inc.<br>| 21061 | &nbsp;&nbsp;4432919 |
|  | Chemed Corp. | 3785 | &nbsp;&nbsp;1616725 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Chinook Therapeutics, <br>Inc.<br>| 45796 | &nbsp;&nbsp;0 |
|  | Cigna Group | 17922 | &nbsp;&nbsp;4912599 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Collegium <br>Pharmaceutical, <br>Inc.<br>| 24143 | &nbsp;&nbsp;1108647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Concentra Group <br>Holdings Parent, <br>Inc.<br>| 62939 | &nbsp;&nbsp;1395987 |
|  | CONMED Corp. | 15145 | &nbsp;&nbsp;581417 |
| \* | Cooper Cos., Inc. | 34513 | &nbsp;&nbsp;2808668 |
| \* | CorVel Corp. | 9435 | &nbsp;&nbsp;656959 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CRISPR Therapeutics <br>AG<br>| 20016 | &nbsp;&nbsp;999999 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cross Country <br>Healthcare, Inc.<br>| 19466 | &nbsp;&nbsp;181423 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cullinan Therapeutics, <br>Inc.<br>| 16673 | &nbsp;&nbsp;199409 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cumberland <br>Pharmaceuticals, <br>Inc.<br>| 2517 | &nbsp;&nbsp;9439 |
|  | CVS Health Corp. | 82604 | &nbsp;&nbsp;6155650 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cytek Biosciences, <br>Inc.<br>| 73418 | &nbsp;&nbsp;367090 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CytomX Therapeutics, <br>Inc.<br>| 51009 | &nbsp;&nbsp;290241 |
|  | Danaher Corp. | 2439 | &nbsp;&nbsp;533873 |
| \* | DaVita, Inc. | 4428 | &nbsp;&nbsp;484158 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Day One <br>Biopharmaceuticals, <br>Inc.<br>| 22934 | &nbsp;&nbsp;255943 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Definitive Healthcare <br>Corp.<br>| 27331 | &nbsp;&nbsp;63408 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Denali Therapeutics, <br>Inc.<br>| 25826 | &nbsp;&nbsp;561457 |
|  | Dentsply Sirona, Inc. | 25373 | &nbsp;&nbsp;316401 |
| \* | Dexcom, Inc. | 14170 | &nbsp;&nbsp;1034977 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dynavax Technologies <br>Corp.<br>| 46870 | &nbsp;&nbsp;725782 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Edwards Lifesciences <br>Corp.<br>| 37121 | &nbsp;&nbsp;3020165 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Elanco Animal Health, <br>Inc.<br>| 194814 | &nbsp;&nbsp;4691121 |
| \* | Electromed, Inc. | 2174 | &nbsp;&nbsp;64937 |
|  | Elevance Health, Inc. | 10448 | &nbsp;&nbsp;3612292 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
|  | Eli Lilly & Co. | 40581 | &nbsp;&nbsp;$42088584 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Emergent <br>BioSolutions, Inc.<br>| 25554 | &nbsp;&nbsp;289782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Encompass Health <br>Corp.<br>| 24098 | &nbsp;&nbsp;2277984 |
| \* | Enhabit, Inc. | 26573 | &nbsp;&nbsp;282471 |
| \* | Enovis Corp. | 32298 | &nbsp;&nbsp;711848 |
|  | Ensign Group, Inc. | 15475 | &nbsp;&nbsp;2656439 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Envista Holdings <br>Corp.<br>| 62723 | &nbsp;&nbsp;1472109 |
| \* | Exelixis, Inc. | 77009 | &nbsp;&nbsp;3185092 |
| \* | FONAR Corp. | 1310 | &nbsp;&nbsp;24418 |
| \* | Fortrea Holdings, Inc. | 19933 | &nbsp;&nbsp;335074 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fulcrum Therapeutics, <br>Inc.<br>| 37043 | &nbsp;&nbsp;397471 |
| \* | Fulgent Genetics, Inc. | 18623 | &nbsp;&nbsp;487923 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GE HealthCare <br>Technologies, Inc.<br>| 40223 | &nbsp;&nbsp;3176410 |
|  | Gilead Sciences, Inc. | 115264 | &nbsp;&nbsp;16361725 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Globus Medical, Inc., <br>Class A<br>| 17551 | &nbsp;&nbsp;1591525 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GoodRx Holdings, <br>Inc., Class A<br>| 61000 | &nbsp;&nbsp;138470 |
| \* | GRAIL, Inc. | 3621 | &nbsp;&nbsp;354206 |
| \* | Haemonetics Corp. | 22473 | &nbsp;&nbsp;1498050 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Halozyme <br>Therapeutics, Inc.<br>| 35066 | &nbsp;&nbsp;2514583 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Harmony Biosciences <br>Holdings, Inc.<br>| 25798 | &nbsp;&nbsp;942143 |
| \* | HealthEquity, Inc. | 1516 | &nbsp;&nbsp;129876 |
|  | HealthStream, Inc. | 11265 | &nbsp;&nbsp;251097 |
| \* | Henry Schein, Inc. | 27863 | &nbsp;&nbsp;2103099 |
| \* | Hologic, Inc. | 23024 | &nbsp;&nbsp;1725188 |
|  | Humana, Inc. | 9554 | &nbsp;&nbsp;1864941 |
| \* | ICON PLC | 12949 | &nbsp;&nbsp;2334057 |
| \* | ICU Medical, Inc. | 6621 | &nbsp;&nbsp;992488 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ideaya Biosciences, <br>Inc.<br>| 955 | &nbsp;&nbsp;30741 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IDEXX Laboratories, <br>Inc.<br>| 2349 | &nbsp;&nbsp;1574911 |
| \* | ImmuCell Corp. | 2993 | &nbsp;&nbsp;18018 |
| \* | Incyte Corp. | 17876 | &nbsp;&nbsp;1788851 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;InfuSystem Holdings, <br>Inc.<br>| 10768 | &nbsp;&nbsp;88944 |
| \* | Innoviva, Inc. | 61298 | &nbsp;&nbsp;1225960 |
| \* | Inogen, Inc. | 10041 | &nbsp;&nbsp;59242 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Integer Holdings <br>Corp.<br>| 11738 | &nbsp;&nbsp;1019563 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Integra LifeSciences <br>Holdings Corp.<br>| 16836 | &nbsp;&nbsp;187553 |
| \* | IQVIA Holdings, Inc. | 28066 | &nbsp;&nbsp;6459390 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;iTeos Therapeutics, <br>Inc.<br>| 11469 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jazz Pharmaceuticals <br>PLC<br>| 28666 | &nbsp;&nbsp;4715270 |
|  | Johnson & Johnson | 207914 | &nbsp;&nbsp;47248456 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kewaunee Scientific <br>Corp.<br>| 2037 | &nbsp;&nbsp;80543 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Kinnate Biopharma, <br>Inc.<br>| 9473 | &nbsp;&nbsp;$824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Labcorp Holdings, <br>Inc.<br>| 13055 | &nbsp;&nbsp;3544694 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lantheus Holdings, <br>Inc.<br>| 26892 | &nbsp;&nbsp;1799613 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lexeo Therapeutics, <br>Inc.<br>| 1770 | &nbsp;&nbsp;13116 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LifeStance Health <br>Group, Inc.<br>| 108691 | &nbsp;&nbsp;768445 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ligand <br>Pharmaceuticals, <br>Inc.<br>| 375 | &nbsp;&nbsp;72038 |
| \* | Lipocine, Inc. | 2156 | &nbsp;&nbsp;19404 |
| \* | LivaNova PLC | 32159 | &nbsp;&nbsp;2113168 |
| \* | MannKind Corp. | 2327 | &nbsp;&nbsp;13450 |
|  | McKesson Corp. | 488 | &nbsp;&nbsp;405630 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Medpace Holdings, <br>Inc.<br>| 6686 | &nbsp;&nbsp;3894461 |
|  | Medtronic PLC | 57439 | &nbsp;&nbsp;5913919 |
|  | Merck & Co., Inc. | 151696 | &nbsp;&nbsp;16727518 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Merrimack <br>Pharmaceuticals, <br>Inc.<br>| 9794 | &nbsp;&nbsp;0 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mesa Laboratories, <br>Inc.<br>| 2200 | &nbsp;&nbsp;173272 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mettler-Toledo <br>International, Inc.<br>| 36 | &nbsp;&nbsp;49437 |
| \* | MiMedx Group, Inc. | 44871 | &nbsp;&nbsp;229291 |
| #\* | Moderna, Inc. | 58328 | &nbsp;&nbsp;2570515 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Molina Healthcare, <br>Inc.<br>| 10273 | &nbsp;&nbsp;1844928 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Monte Rosa <br>Therapeutics, Inc.<br>| 1460 | &nbsp;&nbsp;29959 |
| \* | Myriad Genetics, Inc. | 11043 | &nbsp;&nbsp;62062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National HealthCare <br>Corp.<br>| 9338 | &nbsp;&nbsp;1336361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Research <br>Corp.<br>| 14876 | &nbsp;&nbsp;302578 |
| \* | Neogen Corp. | 28105 | &nbsp;&nbsp;287233 |
| \* | NeoGenomics, Inc. | 64083 | &nbsp;&nbsp;772841 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Neurocrine <br>Biosciences, Inc.<br>| 9440 | &nbsp;&nbsp;1284406 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp;OmniAb, Inc. <br>(2200963D US)<br>| 6492 | &nbsp;&nbsp;0 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp;OmniAb, Inc. <br>(2200964D US)<br>| 6492 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;OmniAb, Inc. (OABI <br>UQ)<br>| 31532 | &nbsp;&nbsp;57388 |
| \* | Omnicell, Inc. | 16584 | &nbsp;&nbsp;804324 |
| \* | OptimizeRx Corp. | 3933 | &nbsp;&nbsp;42319 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Option Care Health, <br>Inc.<br>| 63292 | &nbsp;&nbsp;2151928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oramed <br>Pharmaceuticals, <br>Inc.<br>| 10581 | &nbsp;&nbsp;35658 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;OraSure <br>Technologies, Inc.<br>| 13192 | &nbsp;&nbsp;$36806 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Organogenesis <br>Holdings, Inc.<br>| 46415 | &nbsp;&nbsp;185660 |
|  | Organon & Co. | 67309 | &nbsp;&nbsp;574819 |
| \* | Orthofix Medical, Inc. | 4555 | &nbsp;&nbsp;60263 |
| \* | OrthoPediatrics Corp. | 8457 | &nbsp;&nbsp;147659 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pacira BioSciences, <br>Inc.<br>| 25156 | &nbsp;&nbsp;516704 |
| #\*†† | PDL BioPharma, Inc. | 418608 | &nbsp;&nbsp;175815 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pediatrix Medical <br>Group, Inc.<br>| 43390 | &nbsp;&nbsp;927678 |
| \* | Pennant Group, Inc. | 160 | &nbsp;&nbsp;4419 |
|  | Perrigo Co. PLC | 23906 | &nbsp;&nbsp;339704 |
| \* | Personalis, Inc. | 1794 | &nbsp;&nbsp;16810 |
|  | Pfizer, Inc. | 315076 | &nbsp;&nbsp;8330609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Phibro Animal Health <br>Corp., Class A<br>| 9829 | &nbsp;&nbsp;394634 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Prestige Consumer <br>Healthcare, Inc.<br>| 18190 | &nbsp;&nbsp;1172709 |
| \* | Pro-Dex, Inc. | 810 | &nbsp;&nbsp;31776 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Protara Therapeutics, <br>Inc.<br>| 7858 | &nbsp;&nbsp;55635 |
| \* | Prothena Corp. PLC | 21969 | &nbsp;&nbsp;193547 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Puma Biotechnology, <br>Inc.<br>| 15611 | &nbsp;&nbsp;101159 |
| \* | Quanterix Corp. | 2083 | &nbsp;&nbsp;13206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Quest Diagnostics, <br>Inc.<br>| 22010 | &nbsp;&nbsp;4116530 |
| \* | QuidelOrtho Corp. | 17051 | &nbsp;&nbsp;463276 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rafael Holdings, Inc., <br>Class B<br>| 20549 | &nbsp;&nbsp;23837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Regeneron <br>Pharmaceuticals, <br>Inc.<br>| 377 | &nbsp;&nbsp;279527 |
| \* | REGENXBIO, Inc. | 9500 | &nbsp;&nbsp;106020 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Relay Therapeutics, <br>Inc.<br>| 9155 | &nbsp;&nbsp;70127 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Replimune Group, <br>Inc.<br>| 2200 | &nbsp;&nbsp;15466 |
|  | ResMed, Inc. | 15950 | &nbsp;&nbsp;4120045 |
|  | Revvity, Inc. | 20599 | &nbsp;&nbsp;2241171 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rigel <br>Pharmaceuticals, <br>Inc.<br>| 2723 | &nbsp;&nbsp;94924 |
| \* | Roivant Sciences Ltd. | 146355 | &nbsp;&nbsp;3164195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Royalty Pharma PLC, <br>Class A<br>| 26746 | &nbsp;&nbsp;1114773 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Sage Therapeutics, <br>Inc.<br>| 4149 | &nbsp;&nbsp;747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Select Medical <br>Holdings Corp.<br>| 75060 | &nbsp;&nbsp;1129653 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sensus Healthcare, <br>Inc.<br>| 3395 | &nbsp;&nbsp;17416 |
| \* | SI-BONE, Inc. | 922 | &nbsp;&nbsp;15287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SIGA Technologies, <br>Inc.<br>| 53306 | &nbsp;&nbsp;357150 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Simulations Plus, Inc. | 467 | &nbsp;&nbsp;$7888 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Solid Biosciences, <br>Inc.<br>| 7667 | &nbsp;&nbsp;49529 |
| \* | Sotera Health Co. | 118004 | &nbsp;&nbsp;2138232 |
|  | STERIS PLC | 13271 | &nbsp;&nbsp;3484965 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Strata Critical Medical, <br>Inc.<br>| 13888 | &nbsp;&nbsp;67773 |
|  | Stryker Corp. | 1643 | &nbsp;&nbsp;607187 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Supernus <br>Pharmaceuticals, <br>Inc.<br>| 36060 | &nbsp;&nbsp;1736650 |
| \* | Surgery Partners, Inc. | 13928 | &nbsp;&nbsp;206970 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tactile Systems <br>Technology, Inc.<br>| 3399 | &nbsp;&nbsp;98095 |
| \* | Teladoc Health, Inc. | 64563 | &nbsp;&nbsp;351868 |
|  | Teleflex, Inc. | 4563 | &nbsp;&nbsp;476240 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tenet Healthcare <br>Corp.<br>| 20089 | &nbsp;&nbsp;3802446 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Theravance <br>Biopharma, Inc.<br>| 2401 | &nbsp;&nbsp;45475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thermo Fisher <br>Scientific, Inc.<br>| 8666 | &nbsp;&nbsp;5014234 |
| \* | TruBridge, Inc. | 7905 | &nbsp;&nbsp;152962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;U.S. Physical <br>Therapy, Inc.<br>| 4078 | &nbsp;&nbsp;342022 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;UFP Technologies, <br>Inc.<br>| 2999 | &nbsp;&nbsp;753169 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;United Therapeutics <br>Corp.<br>| 12749 | &nbsp;&nbsp;5985528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group, <br>Inc.<br>| 23567 | &nbsp;&nbsp;6762079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Health <br>Services, Inc., <br>Class B<br>| 17306 | &nbsp;&nbsp;3483006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Utah Medical <br>Products, Inc.<br>| 2964 | &nbsp;&nbsp;180982 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vanda <br>Pharmaceuticals, <br>Inc.<br>| 29767 | &nbsp;&nbsp;224443 |
| \* | Varex Imaging Corp. | 22895 | &nbsp;&nbsp;319156 |
| \* | Veracyte, Inc. | 33691 | &nbsp;&nbsp;1282953 |
|  | Viatris, Inc. | 258485 | &nbsp;&nbsp;3383569 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vir Biotechnology, <br>Inc.<br>| 8153 | &nbsp;&nbsp;60658 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Voyager Therapeutics, <br>Inc.<br>| 4915 | &nbsp;&nbsp;19169 |
| \* | Waters Corp. | 10122 | &nbsp;&nbsp;3752428 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Waystar Holding <br>Corp.<br>| 1299 | &nbsp;&nbsp;34501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;West Pharmaceutical <br>Services, Inc.<br>| 6390 | &nbsp;&nbsp;1476857 |
| \* | Xencor, Inc. | 4196 | &nbsp;&nbsp;50730 |
| \* | XOMA Royalty Corp. | 579 | &nbsp;&nbsp;14857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zimmer Biomet <br>Holdings, Inc.<br>| 29265 | &nbsp;&nbsp;2548104 |
|  | Zoetis, Inc. | 40548 | &nbsp;&nbsp;5061201 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Zymeworks, Inc. | 6828 | &nbsp;&nbsp;$153835 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | &nbsp;&nbsp;433877348 |
| INDUSTRIALS — (14.4%) | INDUSTRIALS — (14.4%) | INDUSTRIALS — (14.4%) | INDUSTRIALS — (14.4%) |
| #\* | 3D Systems Corp. | 35998 | &nbsp;&nbsp;80636 |
|  | 3M Co. | 44651 | &nbsp;&nbsp;6838747 |
|  | A.O. Smith Corp. | 32801 | &nbsp;&nbsp;2410545 |
| # | AAON, Inc. | 3483 | &nbsp;&nbsp;317162 |
| \* | AAR Corp. | 26666 | &nbsp;&nbsp;2824196 |
|  | ABM Industries, Inc. | 48132 | &nbsp;&nbsp;2215997 |
|  | ACCO Brands Corp. | 55779 | &nbsp;&nbsp;218096 |
|  | Acuity, Inc. | 8677 | &nbsp;&nbsp;2683275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Drainage <br>Systems, Inc.<br>| 19953 | &nbsp;&nbsp;3033654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aebi Schmidt Holding <br>AG<br>| 25693 | &nbsp;&nbsp;376146 |
|  | AECOM | 22405 | &nbsp;&nbsp;2160514 |
|  | AGCO Corp. | 33676 | &nbsp;&nbsp;3819195 |
| \* | Air Industries Group | 317 | &nbsp;&nbsp;1049 |
|  | Air Lease Corp. | 54039 | &nbsp;&nbsp;3492541 |
|  | Alamo Group, Inc. | 7961 | &nbsp;&nbsp;1554863 |
| \* | Alaska Air Group, Inc. | 48600 | &nbsp;&nbsp;2470338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Albany International <br>Corp., Class A<br>| 20574 | &nbsp;&nbsp;1141651 |
| \* | Allegiant Travel Co. | 12056 | &nbsp;&nbsp;1068523 |
|  | Allegion PLC | 16325 | &nbsp;&nbsp;2699992 |
|  | Allient, Inc. | 11706 | &nbsp;&nbsp;714183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Allison Transmission <br>Holdings, Inc.<br>| 26602 | &nbsp;&nbsp;2891637 |
| \* | Alpha Pro Tech Ltd. | 2600 | &nbsp;&nbsp;13104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alta Equipment <br>Group, Inc.<br>| 17064 | &nbsp;&nbsp;115353 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ameresco, Inc., <br>Class A<br>| 20207 | &nbsp;&nbsp;633287 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Airlines <br>Group, Inc.<br>| 29844 | &nbsp;&nbsp;396925 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Woodmark <br>Corp.<br>| 12707 | &nbsp;&nbsp;754669 |
|  | AMETEK, Inc. | 21222 | &nbsp;&nbsp;4753304 |
| \* | API Group Corp. | 42325 | &nbsp;&nbsp;1759450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apogee Enterprises, <br>Inc.<br>| 18738 | &nbsp;&nbsp;695742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Applied Industrial <br>Technologies, Inc.<br>| 8265 | &nbsp;&nbsp;2152289 |
|  | ArcBest Corp. | 14878 | &nbsp;&nbsp;1342293 |
|  | Arcosa, Inc. | 22913 | &nbsp;&nbsp;2622851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Armstrong World <br>Industries, Inc.<br>| 15967 | &nbsp;&nbsp;2933777 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Art's-Way <br>Manufacturing Co., <br>Inc.<br>| 4404 | &nbsp;&nbsp;11274 |
|  | Astec Industries, Inc. | 11264 | &nbsp;&nbsp;548782 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Astronics Corp. <br>(ATROB US), <br>Class B<br>| 13063 | &nbsp;&nbsp;993702 |
| \* | Asure Software, Inc. | 13809 | &nbsp;&nbsp;132843 |
| \* | ATI, Inc. | 39295 | &nbsp;&nbsp;4727188 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Atkore, Inc. | 25109 | &nbsp;&nbsp;$1743820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atmus Filtration <br>Technologies, Inc.<br>| 20804 | &nbsp;&nbsp;1206008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Automatic Data <br>Processing, Inc.<br>| 21374 | &nbsp;&nbsp;5275531 |
|  | AZZ, Inc. | 19652 | &nbsp;&nbsp;2442547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barrett Business <br>Services, Inc.<br>| 16271 | &nbsp;&nbsp;618298 |
| \* | Blue Bird Corp. | 17257 | &nbsp;&nbsp;868200 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BlueLinx Holdings, <br>Inc.<br>| 4047 | &nbsp;&nbsp;281509 |
| \* | Boeing Co. | 2183 | &nbsp;&nbsp;510211 |
|  | Boise Cascade Co. | 23497 | &nbsp;&nbsp;1898793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Booz Allen Hamilton <br>Holding Corp.<br>| 24088 | &nbsp;&nbsp;2129861 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bowman Consulting <br>Group Ltd.<br>| 1186 | &nbsp;&nbsp;41308 |
|  | Brady Corp., Class A | 25407 | &nbsp;&nbsp;2196943 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BrightView Holdings, <br>Inc.<br>| 40628 | &nbsp;&nbsp;542790 |
|  | Brink's Co. | 18815 | &nbsp;&nbsp;2390258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Broadridge Financial <br>Solutions, Inc.<br>| 13941 | &nbsp;&nbsp;2747911 |
| \* | Broadwind, Inc. | 344 | &nbsp;&nbsp;1032 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Builders FirstSource, <br>Inc.<br>| 23902 | &nbsp;&nbsp;2734389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BWX Technologies, <br>Inc.<br>| 1350 | &nbsp;&nbsp;277331 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CACI International, <br>Inc., Class A<br>| 5244 | &nbsp;&nbsp;3254322 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cadeler AS (CDLR <br>US), ADR<br>| 2080 | &nbsp;&nbsp;49712 |
|  | Cadre Holdings, Inc. | 12186 | &nbsp;&nbsp;487562 |
|  | Carlisle Cos., Inc. | 8538 | &nbsp;&nbsp;2910519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Carpenter Technology <br>Corp.<br>| 1217 | &nbsp;&nbsp;386799 |
|  | Carrier Global Corp. | 42014 | &nbsp;&nbsp;2503194 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Casella Waste <br>Systems, Inc., <br>Class A<br>| 1050 | &nbsp;&nbsp;105924 |
|  | Caterpillar, Inc. | 31919 | &nbsp;&nbsp;20982274 |
| \* | CBIZ, Inc. | 1436 | &nbsp;&nbsp;56507 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CECO Environmental <br>Corp.<br>| 14200 | &nbsp;&nbsp;957506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CH Robinson <br>Worldwide, Inc.<br>| 19990 | &nbsp;&nbsp;3897050 |
| \* | Chart Industries, Inc. | 19392 | &nbsp;&nbsp;4020737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chicago Rivet & <br>Machine Co.<br>| 855 | &nbsp;&nbsp;11243 |
| \* | Cimpress PLC | 6314 | &nbsp;&nbsp;499374 |
|  | Cintas Corp. | 17224 | &nbsp;&nbsp;3296501 |
|  | Civeo Corp. | 2250 | &nbsp;&nbsp;56970 |
| #\* | Clarivate PLC | 255672 | &nbsp;&nbsp;677531 |
| \* | Clean Harbors, Inc. | 11588 | &nbsp;&nbsp;3011837 |
|  | CNH Industrial NV | 254728 | &nbsp;&nbsp;2740873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Columbus McKinnon <br>Corp.<br>| 12673 | &nbsp;&nbsp;267147 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comfort Systems <br>USA, Inc.<br>| 3497 | &nbsp;&nbsp;$3993924 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Commercial Vehicle <br>Group, Inc.<br>| 18934 | &nbsp;&nbsp;28401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CompX International, <br>Inc.<br>| 3722 | &nbsp;&nbsp;86723 |
| # | Concentrix Corp. | 40401 | &nbsp;&nbsp;1508977 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Concrete Pumping <br>Holdings, Inc.<br>| 22380 | &nbsp;&nbsp;129356 |
| \* | Conduent, Inc. | 116673 | &nbsp;&nbsp;162175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Copa Holdings SA, <br>Class A<br>| 15148 | &nbsp;&nbsp;2066187 |
| \* | Copart, Inc. | 47417 | &nbsp;&nbsp;1924182 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Core & Main, Inc., <br>Class A<br>| 31999 | &nbsp;&nbsp;1707467 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Costamare Bulkers <br>Holdings Ltd.<br>| 18748 | &nbsp;&nbsp;309904 |
|  | Costamare, Inc. | 93741 | &nbsp;&nbsp;1572974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Covenant Logistics <br>Group, Inc.<br>| 14890 | &nbsp;&nbsp;366294 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp;CPI Aerostructures, <br>Inc.<br>| 318 | &nbsp;&nbsp;1240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CRA International, <br>Inc.<br>| 4087 | &nbsp;&nbsp;772198 |
|  | Crane Co. | 3007 | &nbsp;&nbsp;549198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CSG Systems <br>International, Inc.<br>| 15981 | &nbsp;&nbsp;1274485 |
|  | CSW Industrials, Inc. | 3417 | &nbsp;&nbsp;922522 |
|  | CSX Corp. | 385729 | &nbsp;&nbsp;14565127 |
|  | Cummins, Inc. | 17773 | &nbsp;&nbsp;10287368 |
|  | Curtiss-Wright Corp. | 520 | &nbsp;&nbsp;341479 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Custom Truck One <br>Source, Inc.<br>| 17338 | &nbsp;&nbsp;109576 |
|  | Deere & Co. | 12809 | &nbsp;&nbsp;6763152 |
|  | Delta Air Lines, Inc. | 190718 | &nbsp;&nbsp;12566409 |
|  | Deluxe Corp. | 33492 | &nbsp;&nbsp;884189 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Distribution Solutions <br>Group, Inc.<br>| 18675 | &nbsp;&nbsp;530183 |
| \* | DLH Holdings Corp. | 4597 | &nbsp;&nbsp;26249 |
| \* | DNOW, Inc. | 120361 | &nbsp;&nbsp;1828284 |
|  | Donaldson Co., Inc. | 31586 | &nbsp;&nbsp;3219877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Douglas Dynamics, <br>Inc.<br>| 21663 | &nbsp;&nbsp;816262 |
|  | Dover Corp. | 15002 | &nbsp;&nbsp;3022753 |
| \* | Ducommun, Inc. | 11183 | &nbsp;&nbsp;1267593 |
| \* | DXP Enterprises, Inc. | 10411 | &nbsp;&nbsp;1353951 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dycom Industries, <br>Inc.<br>| 11826 | &nbsp;&nbsp;4309276 |
|  | Eastern Co. | 5309 | &nbsp;&nbsp;99278 |
|  | EMCOR Group, Inc. | 7829 | &nbsp;&nbsp;5642595 |
|  | Emerson Electric Co. | 18174 | &nbsp;&nbsp;2670851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enerpac Tool Group <br>Corp.<br>| 25442 | &nbsp;&nbsp;1026839 |
|  | EnerSys | 26862 | &nbsp;&nbsp;4840264 |
|  | Ennis, Inc. | 21751 | &nbsp;&nbsp;423927 |
|  | Enpro, Inc. | 3048 | &nbsp;&nbsp;727801 |
| \* | Enviri Corp. | 4687 | &nbsp;&nbsp;88678 |
|  | Equifax, Inc. | 10934 | &nbsp;&nbsp;2202108 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Esab Corp. | 27066 | &nbsp;&nbsp;$3277693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ESCO Technologies, <br>Inc.<br>| 457 | &nbsp;&nbsp;104274 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Espey Mfg. & <br>Electronics Corp.<br>| 1254 | &nbsp;&nbsp;66299 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Everus Construction <br>Group, Inc.<br>| 28967 | &nbsp;&nbsp;2563290 |
|  | EVI Industries, Inc. | 3830 | &nbsp;&nbsp;98431 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ExlService Holdings, <br>Inc.<br>| 8712 | &nbsp;&nbsp;341075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Expeditors <br>International of <br>Washington, Inc.<br>| 28690 | &nbsp;&nbsp;4605893 |
|  | Fastenal Co. | 82240 | &nbsp;&nbsp;3565926 |
|  | Federal Signal Corp. | 21098 | &nbsp;&nbsp;2280483 |
|  | FedEx Corp. | 43538 | &nbsp;&nbsp;14030120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ferguson Enterprises, <br>Inc.<br>| 39977 | &nbsp;&nbsp;10092593 |
|  | Flowserve Corp. | 51412 | &nbsp;&nbsp;4017848 |
| \* | Fluor Corp. | 50083 | &nbsp;&nbsp;2313334 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Forrester Research, <br>Inc.<br>| 4217 | &nbsp;&nbsp;34200 |
|  | Fortive Corp. | 31231 | &nbsp;&nbsp;1649309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fortune Brands <br>Innovations, Inc.<br>| 25464 | &nbsp;&nbsp;1377602 |
| \* | Franklin Covey Co. | 7028 | &nbsp;&nbsp;143160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Franklin Electric Co., <br>Inc.<br>| 17503 | &nbsp;&nbsp;1743649 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Frontier Group <br>Holdings, Inc.<br>| 7784 | &nbsp;&nbsp;36118 |
|  | FTAI Aviation Ltd. | 20080 | &nbsp;&nbsp;5468186 |
| \* | FTI Consulting, Inc. | 12063 | &nbsp;&nbsp;2107044 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gates Industrial Corp. <br>PLC<br>| 98140 | &nbsp;&nbsp;2259183 |
|  | GATX Corp. | 20640 | &nbsp;&nbsp;3754622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genco Shipping & <br>Trading Ltd.<br>| 25725 | &nbsp;&nbsp;537652 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gencor Industries, <br>Inc.<br>| 8113 | &nbsp;&nbsp;116340 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Generac Holdings, <br>Inc.<br>| 13965 | &nbsp;&nbsp;2346679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Dynamics <br>Corp.<br>| 10050 | &nbsp;&nbsp;3528454 |
|  | Genpact Ltd. | 53084 | &nbsp;&nbsp;2341004 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gibraltar Industries, <br>Inc.<br>| 17221 | &nbsp;&nbsp;882748 |
|  | Global Industrial Co. | 29224 | &nbsp;&nbsp;893085 |
|  | Gorman-Rupp Co. | 18860 | &nbsp;&nbsp;1027681 |
|  | Graco, Inc. | 28538 | &nbsp;&nbsp;2492224 |
| \* | Graham Corp. | 289 | &nbsp;&nbsp;20207 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Granite Construction, <br>Inc.<br>| 22127 | &nbsp;&nbsp;2671614 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Great Lakes Dredge & <br>Dock Corp.<br>| 66820 | &nbsp;&nbsp;1000964 |
|  | Greenbrier Cos., Inc. | 20482 | &nbsp;&nbsp;1032702 |
|  | Griffon Corp. | 22162 | &nbsp;&nbsp;1805095 |
| \* | GXO Logistics, Inc. | 42980 | &nbsp;&nbsp;2432238 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hayward Holdings, <br>Inc.<br>| 106723 | &nbsp;&nbsp;$1722509 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Healthcare Services <br>Group, Inc.<br>| 29880 | &nbsp;&nbsp;562342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heartland Express, <br>Inc.<br>| 35324 | &nbsp;&nbsp;356419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Helios Technologies, <br>Inc.<br>| 19343 | &nbsp;&nbsp;1253040 |
|  | Herc Holdings, Inc. | 24038 | &nbsp;&nbsp;3445607 |
|  | Hexcel Corp. | 11087 | &nbsp;&nbsp;918114 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hillman Solutions <br>Corp.<br>| 15462 | &nbsp;&nbsp;144879 |
|  | HNI Corp. | 48610 | &nbsp;&nbsp;2323072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Honeywell <br>International, Inc.<br>| 38114 | &nbsp;&nbsp;8671697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Howmet Aerospace, <br>Inc.<br>| 3763 | &nbsp;&nbsp;783005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hub Group, Inc., <br>Class A<br>| 41333 | &nbsp;&nbsp;1966624 |
|  | Hubbell, Inc. | 9113 | &nbsp;&nbsp;4446597 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hudson Technologies, <br>Inc.<br>| 29676 | &nbsp;&nbsp;212777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huntington Ingalls <br>Industries, Inc.<br>| 7012 | &nbsp;&nbsp;2948616 |
| \* | Hurco Cos., Inc. | 3620 | &nbsp;&nbsp;59875 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Huron Consulting <br>Group, Inc.<br>| 14619 | &nbsp;&nbsp;2470611 |
|  | Hyster-Yale, Inc. | 9238 | &nbsp;&nbsp;309011 |
| \* | IBEX Holdings Ltd. | 5950 | &nbsp;&nbsp;221340 |
|  | IDEX Corp. | 6614 | &nbsp;&nbsp;1313210 |
| \* | IES Holdings, Inc. | 8926 | &nbsp;&nbsp;3394469 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Illinois Tool Works, <br>Inc.<br>| 29474 | &nbsp;&nbsp;7700377 |
|  | Ingersoll Rand, Inc. | 21200 | &nbsp;&nbsp;1825108 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Innovative Solutions & <br>Support, Inc.<br>| 4876 | &nbsp;&nbsp;90157 |
|  | Insperity, Inc. | 11632 | &nbsp;&nbsp;497035 |
|  | Insteel Industries, Inc. | 15736 | &nbsp;&nbsp;521491 |
|  | Interface, Inc. | 39930 | &nbsp;&nbsp;1256597 |
|  | ITT, Inc. | 15319 | &nbsp;&nbsp;2792654 |
|  | Jacobs Solutions, Inc. | 20510 | &nbsp;&nbsp;2774183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JB Hunt Transport <br>Services, Inc.<br>| 18556 | &nbsp;&nbsp;3761672 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;JELD-WEN Holding, <br>Inc.<br>| 28592 | &nbsp;&nbsp;77770 |
| \* | JetBlue Airways Corp. | 182401 | &nbsp;&nbsp;888293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Controls <br>International PLC<br>| 4367 | &nbsp;&nbsp;520808 |
|  | Kadant, Inc. | 5840 | &nbsp;&nbsp;1874874 |
|  | Karat Packaging, Inc. | 6996 | &nbsp;&nbsp;171192 |
|  | KBR, Inc. | 51889 | &nbsp;&nbsp;2221368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kelly Services, Inc., <br>Class A<br>| 21895 | &nbsp;&nbsp;236247 |
|  | Kennametal, Inc. | 49783 | &nbsp;&nbsp;1712037 |
|  | Kforce, Inc. | 16899 | &nbsp;&nbsp;597042 |
| \* | Kirby Corp. | 27028 | &nbsp;&nbsp;3180114 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Knight-Swift <br>Transportation <br>Holdings, Inc.<br>| 55340 | &nbsp;&nbsp;$3049234 |
|  | Korn Ferry | 35185 | &nbsp;&nbsp;2444302 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kratos Defense & <br>Security Solutions, <br>Inc.<br>| 2714 | &nbsp;&nbsp;279569 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;L.B. Foster Co., <br>Class A<br>| 4677 | &nbsp;&nbsp;140544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;L3Harris <br>Technologies, Inc.<br>| 16820 | &nbsp;&nbsp;5766737 |
|  | Landstar System, Inc. | 10347 | &nbsp;&nbsp;1545428 |
| \* | Legalzoom.com, Inc. | 39859 | &nbsp;&nbsp;354347 |
|  | Leidos Holdings, Inc. | 24421 | &nbsp;&nbsp;4597986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lennox International, <br>Inc.<br>| 4619 | &nbsp;&nbsp;2286775 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Limbach Holdings, <br>Inc.<br>| 3975 | &nbsp;&nbsp;341771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lincoln Electric <br>Holdings, Inc.<br>| 9790 | &nbsp;&nbsp;2597776 |
|  | Lindsay Corp. | 5640 | &nbsp;&nbsp;706523 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liquidity Services, <br>Inc.<br>| 21955 | &nbsp;&nbsp;702560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lockheed Martin <br>Corp.<br>| 16692 | &nbsp;&nbsp;10586400 |
|  | LSI Industries, Inc. | 3231 | &nbsp;&nbsp;71437 |
|  | Luxfer Holdings PLC | 18526 | &nbsp;&nbsp;280484 |
| \* | Manitowoc Co., Inc. | 20697 | &nbsp;&nbsp;267405 |
|  | ManpowerGroup, Inc. | 11221 | &nbsp;&nbsp;407659 |
|  | Marten Transport Ltd. | 80831 | &nbsp;&nbsp;994221 |
| \* | MasTec, Inc. | 15358 | &nbsp;&nbsp;3693292 |
| \* | Mastech Digital, Inc. | 1982 | &nbsp;&nbsp;13755 |
| \* | Masterbrand, Inc. | 46008 | &nbsp;&nbsp;557617 |
| \* | Matrix Service Co. | 23483 | &nbsp;&nbsp;336277 |
|  | Matson, Inc. | 20896 | &nbsp;&nbsp;3349629 |
|  | Maximus, Inc. | 24977 | &nbsp;&nbsp;2358828 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mayville Engineering <br>Co., Inc.<br>| 7256 | &nbsp;&nbsp;142218 |
|  | McGrath RentCorp | 2847 | &nbsp;&nbsp;317981 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mercury Systems, <br>Inc.<br>| 2649 | &nbsp;&nbsp;248688 |
| \* | Middleby Corp. | 18680 | &nbsp;&nbsp;2749136 |
|  | Miller Industries, Inc. | 10059 | &nbsp;&nbsp;412117 |
|  | MillerKnoll, Inc. | 32857 | &nbsp;&nbsp;659769 |
| \* | Mistras Group, Inc. | 23374 | &nbsp;&nbsp;330508 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Modine Manufacturing <br>Co.<br>| 921 | &nbsp;&nbsp;170072 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Montrose <br>Environmental <br>Group, Inc.<br>| 9000 | &nbsp;&nbsp;200520 |
|  | Moog, Inc., Class A | 10854 | &nbsp;&nbsp;3314269 |
|  | MSA Safety, Inc. | 8487 | &nbsp;&nbsp;1503472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MSC Industrial Direct <br>Co., Inc., Class A<br>| 21386 | &nbsp;&nbsp;1803695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mueller Industries, <br>Inc.<br>| 29274 | &nbsp;&nbsp;3985362 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mueller Water <br>Products, Inc., <br>Class A<br>| 74803 | &nbsp;&nbsp;$2024917 |
| \* | MYR Group, Inc. | 4425 | &nbsp;&nbsp;1106427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Presto <br>Industries, Inc.<br>| 4174 | &nbsp;&nbsp;531768 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nextpower, Inc., <br>Class A<br>| 26197 | &nbsp;&nbsp;3067407 |
|  | NL Industries, Inc. | 17836 | &nbsp;&nbsp;108443 |
| \* | NN, Inc. | 11763 | &nbsp;&nbsp;17527 |
|  | Nordson Corp. | 4924 | &nbsp;&nbsp;1351786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Norfolk Southern <br>Corp.<br>| 34915 | &nbsp;&nbsp;10168645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northrop Grumman <br>Corp.<br>| 5811 | &nbsp;&nbsp;4022723 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NPK International, <br>Inc.<br>| 88701 | &nbsp;&nbsp;1224961 |
|  | nVent Electric PLC | 2416 | &nbsp;&nbsp;271220 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NWPX Infrastructure, <br>Inc.<br>| 7519 | &nbsp;&nbsp;507157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Old Dominion Freight <br>Line, Inc.<br>| 20878 | &nbsp;&nbsp;3616070 |
|  | Omega Flex, Inc. | 5545 | &nbsp;&nbsp;182930 |
| \* | OPENLANE, Inc. | 73158 | &nbsp;&nbsp;2197666 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Orion Group Holdings, <br>Inc.<br>| 10969 | &nbsp;&nbsp;134041 |
|  | Oshkosh Corp. | 29237 | &nbsp;&nbsp;4204865 |
|  | Owens Corning | 23226 | &nbsp;&nbsp;2783404 |
|  | PACCAR, Inc. | 35360 | &nbsp;&nbsp;4346098 |
| \* | PAMT Corp. | 19250 | &nbsp;&nbsp;208863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pangaea Logistics <br>Solutions Ltd.<br>| 36161 | &nbsp;&nbsp;306645 |
|  | Park Aerospace Corp. | 2643 | &nbsp;&nbsp;64727 |
|  | Parker-Hannifin Corp. | 789 | &nbsp;&nbsp;738378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Park-Ohio Holdings <br>Corp.<br>| 13746 | &nbsp;&nbsp;310110 |
| \* | Parsons Corp. | 385 | &nbsp;&nbsp;26973 |
|  | Paychex, Inc. | 44607 | &nbsp;&nbsp;4600320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paycom Software, <br>Inc.<br>| 6460 | &nbsp;&nbsp;870485 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Paylocity Holding <br>Corp.<br>| 812 | &nbsp;&nbsp;109604 |
|  | Pentair PLC | 44556 | &nbsp;&nbsp;4694866 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Perma-Fix <br>Environmental <br>Services, Inc.<br>| 215 | &nbsp;&nbsp;3283 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Perma-Pipe <br>International <br>Holdings, Inc.<br>| 5730 | &nbsp;&nbsp;165482 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pioneer Power <br>Solutions, Inc.<br>| 2960 | &nbsp;&nbsp;12639 |
| \* | Planet Labs PBC | 64541 | &nbsp;&nbsp;1611589 |
|  | Powell Industries, Inc. | 6942 | &nbsp;&nbsp;3079402 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Power Solutions <br>International, Inc.<br>| 1210 | &nbsp;&nbsp;86709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Preformed Line <br>Products Co.<br>| 3672 | &nbsp;&nbsp;921452 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Primoris Services <br>Corp.<br>| 25932 | &nbsp;&nbsp;$3844419 |
| \* | Proto Labs, Inc. | 13290 | &nbsp;&nbsp;699718 |
|  | Quad/Graphics, Inc. | 36794 | &nbsp;&nbsp;225179 |
|  | Quanta Services, Inc. | 7632 | &nbsp;&nbsp;3622376 |
| \* | Radiant Logistics, Inc. | 39808 | &nbsp;&nbsp;267908 |
| \* | RBC Bearings, Inc. | 65 | &nbsp;&nbsp;32479 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;RCM Technologies, <br>Inc.<br>| 3727 | &nbsp;&nbsp;77559 |
|  | Regal Rexnord Corp. | 17859 | &nbsp;&nbsp;2884228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Republic Services, <br>Inc.<br>| 9534 | &nbsp;&nbsp;2050668 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Resideo Technologies, <br>Inc.<br>| 110163 | &nbsp;&nbsp;3774184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Resources <br>Connection, Inc.<br>| 17688 | &nbsp;&nbsp;80127 |
|  | REV Group, Inc. | 20989 | &nbsp;&nbsp;1341197 |
|  | Robert Half, Inc. | 28346 | &nbsp;&nbsp;981055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rockwell Automation, <br>Inc.<br>| 13003 | &nbsp;&nbsp;5482715 |
|  | Rollins, Inc. | 49692 | &nbsp;&nbsp;3147491 |
|  | RTX Corp. | 69599 | &nbsp;&nbsp;13984527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rush Enterprises, Inc. <br>(RUSHA US), <br>Class A<br>| 37535 | &nbsp;&nbsp;2409372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rush Enterprises, Inc. <br>(RUSHB US), <br>Class B<br>| 7757 | &nbsp;&nbsp;457741 |
|  | Ryder System, Inc. | 20564 | &nbsp;&nbsp;3933482 |
| \* | Saia, Inc. | 3376 | &nbsp;&nbsp;1130521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Schneider National, <br>Inc., Class B<br>| 60940 | &nbsp;&nbsp;1635630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Science Applications <br>International Corp.<br>| 21986 | &nbsp;&nbsp;2237295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sensata Technologies <br>Holding PLC<br>| 52970 | &nbsp;&nbsp;1832232 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shoals Technologies <br>Group, Inc., <br>Class A<br>| 5800 | &nbsp;&nbsp;54752 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SIFCO Industries, <br>Inc.<br>| 4888 | &nbsp;&nbsp;30110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Simpson <br>Manufacturing Co., <br>Inc.<br>| 14474 | &nbsp;&nbsp;2558714 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SiteOne Landscape <br>Supply, Inc.<br>| 809 | &nbsp;&nbsp;116124 |
| \* | SkyWest, Inc. | 22136 | &nbsp;&nbsp;2136567 |
|  | Snap-on, Inc. | 7030 | &nbsp;&nbsp;2573753 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Southland Holdings, <br>Inc.<br>| 2770 | &nbsp;&nbsp;5152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southwest Airlines <br>Co.<br>| 157011 | &nbsp;&nbsp;7461163 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SPX Technologies, <br>Inc.<br>| 16163 | &nbsp;&nbsp;3368531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SS&C Technologies <br>Holdings, Inc.<br>| 71637 | &nbsp;&nbsp;5866354 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Standex International <br>Corp.<br>| 258 | &nbsp;&nbsp;$61920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stanley Black & <br>Decker, Inc.<br>| 29284 | &nbsp;&nbsp;2303479 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Star Equity Holdings, <br>Inc.<br>| 4041 | &nbsp;&nbsp;41501 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sterling Infrastructure, <br>Inc.<br>| 9141 | &nbsp;&nbsp;3271655 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sun Country Airlines <br>Holdings, Inc.<br>| 16388 | &nbsp;&nbsp;287446 |
| \* | Sunrun, Inc. | 119935 | &nbsp;&nbsp;2278765 |
| \* | TaskUS, Inc., Class A | 16400 | &nbsp;&nbsp;177120 |
| \* | Taylor Devices, Inc. | 432 | &nbsp;&nbsp;31424 |
|  | Tecnoglass, Inc. | 21226 | &nbsp;&nbsp;1038164 |
|  | Tennant Co. | 13471 | &nbsp;&nbsp;1025008 |
|  | Terex Corp. | 44692 | &nbsp;&nbsp;2547444 |
|  | Tetra Tech, Inc. | 45010 | &nbsp;&nbsp;1695077 |
|  | Textron, Inc. | 39046 | &nbsp;&nbsp;3438391 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Thermon Group <br>Holdings, Inc.<br>| 26250 | &nbsp;&nbsp;1187812 |
| \* | TIC Solutions, Inc. | 43971 | &nbsp;&nbsp;444107 |
|  | Timken Co. | 35176 | &nbsp;&nbsp;3278051 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Titan International, <br>Inc.<br>| 37200 | &nbsp;&nbsp;354888 |
| \* | Titan Machinery, Inc. | 13481 | &nbsp;&nbsp;219336 |
|  | Toro Co. | 32509 | &nbsp;&nbsp;2974573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trane Technologies <br>PLC<br>| 11148 | &nbsp;&nbsp;4688626 |
| \* | Transcat, Inc. | 103 | &nbsp;&nbsp;6212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TransDigm Group, <br>Inc.<br>| 112 | &nbsp;&nbsp;159884 |
|  | TransUnion | 17540 | &nbsp;&nbsp;1386011 |
| \* | Trex Co., Inc. | 16675 | &nbsp;&nbsp;690678 |
|  | TriNet Group, Inc. | 12797 | &nbsp;&nbsp;783688 |
|  | Trinity Industries, Inc. | 60896 | &nbsp;&nbsp;1750151 |
| \* | TrueBlue, Inc. | 18191 | &nbsp;&nbsp;97504 |
|  | Tutor Perini Corp. | 39272 | &nbsp;&nbsp;3098168 |
|  | Twin Disc, Inc. | 12774 | &nbsp;&nbsp;219585 |
|  | UFP Industries, Inc. | 21917 | &nbsp;&nbsp;2263588 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;U-Haul Holding Co. <br>(UHAL US)<br>| 7228 | &nbsp;&nbsp;408743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;U-Haul Holding Co. <br>(UHAL/B US)<br>| 61504 | &nbsp;&nbsp;3155770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UL Solutions, Inc., <br>Class A<br>| 12348 | &nbsp;&nbsp;867200 |
| \* | Ultralife Corp. | 13766 | &nbsp;&nbsp;87827 |
|  | UniFirst Corp. | 8763 | &nbsp;&nbsp;1884045 |
|  | Union Pacific Corp. | 42840 | &nbsp;&nbsp;10071684 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;United Airlines <br>Holdings, Inc.<br>| 95638 | &nbsp;&nbsp;9785680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Parcel Service, <br>Inc., Class B<br>| 62221 | &nbsp;&nbsp;6609115 |
|  | United Rentals, Inc. | 14462 | &nbsp;&nbsp;11310152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Logistics <br>Holdings, Inc.<br>| 15307 | &nbsp;&nbsp;245065 |
| #\* | Upwork, Inc. | 39922 | &nbsp;&nbsp;799638 |
| \* | V2X, Inc. | 17366 | &nbsp;&nbsp;1195302 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valmont Industries, <br>Inc.<br>| 8248 | &nbsp;&nbsp;$3674979 |
|  | Veralto Corp. | 23385 | &nbsp;&nbsp;2314647 |
|  | Verisk Analytics, Inc. | 16886 | &nbsp;&nbsp;3672030 |
| \* | Verra Mobility Corp. | 71811 | &nbsp;&nbsp;1385952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vertiv Holdings Co., <br>Class A<br>| 45282 | &nbsp;&nbsp;8430603 |
|  | Vestis Corp. | 59067 | &nbsp;&nbsp;385708 |
|  | Virco Mfg. Corp. | 17465 | &nbsp;&nbsp;122080 |
| \* | VirTra, Inc. | 2086 | &nbsp;&nbsp;9783 |
|  | VSE Corp. | 393 | &nbsp;&nbsp;85898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wabash National <br>Corp.<br>| 23463 | &nbsp;&nbsp;237680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Waste Management, <br>Inc.<br>| 29343 | &nbsp;&nbsp;6521188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Watsco, Inc. (WSO <br>US)<br>| 60 | &nbsp;&nbsp;23187 |
| » | &nbsp;&nbsp;&nbsp;&nbsp;Watsco, Inc. (WSO/B <br>US), Class B<br>| 1205 | &nbsp;&nbsp;465106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Watts Water <br>Technologies, Inc., <br>Class A<br>| 9489 | &nbsp;&nbsp;2840153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Werner Enterprises, <br>Inc.<br>| 45808 | &nbsp;&nbsp;1568924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WESCO International, <br>Inc.<br>| 17147 | &nbsp;&nbsp;4962856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westinghouse Air <br>Brake Technologies <br>Corp.<br>| 15062 | &nbsp;&nbsp;3466369 |
| \* | Willdan Group, Inc. | 182 | &nbsp;&nbsp;22968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Willis Lease Finance <br>Corp.<br>| 6272 | &nbsp;&nbsp;1143260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WillScot Holdings <br>Corp.<br>| 68847 | &nbsp;&nbsp;1379005 |
|  | Woodward, Inc. | 916 | &nbsp;&nbsp;291141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Worthington <br>Enterprises, Inc.<br>| 974 | &nbsp;&nbsp;54125 |
|  | WW Grainger, Inc. | 5684 | &nbsp;&nbsp;6138379 |
| \* | XPO, Inc. | 23874 | &nbsp;&nbsp;3535978 |
|  | Xylem, Inc. | 1758 | &nbsp;&nbsp;242375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zurn Elkay Water <br>Solutions Corp.<br>| 14032 | &nbsp;&nbsp;647016 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | &nbsp;&nbsp;747345358 |
| INFORMATION TECHNOLOGY — (21.6%) | INFORMATION TECHNOLOGY — (21.6%) | INFORMATION TECHNOLOGY — (21.6%) | INFORMATION TECHNOLOGY — (21.6%) |
|  | A10 Networks, Inc. | 15434 | &nbsp;&nbsp;269169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Accenture PLC, <br>Class A<br>| 24327 | &nbsp;&nbsp;6413570 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ACCESS Newswire, <br>Inc.<br>| 411 | &nbsp;&nbsp;3551 |
| \* | ACI Worldwide, Inc. | 50283 | &nbsp;&nbsp;2180271 |
|  | Adeia, Inc. | 66896 | &nbsp;&nbsp;1210149 |
| \* | Adobe, Inc. | 19798 | &nbsp;&nbsp;5805764 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Akamai Technologies, <br>Inc.<br>| 27351 | &nbsp;&nbsp;2657150 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alarm.com Holdings, <br>Inc.<br>| 1911 | &nbsp;&nbsp;93219 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alithya Group, Inc., <br>Class A<br>| 7489 | &nbsp;&nbsp;$9736 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alpha & Omega <br>Semiconductor Ltd.<br>| 17378 | &nbsp;&nbsp;384054 |
| \* | Ambarella, Inc. | 892 | &nbsp;&nbsp;57124 |
|  | Amdocs Ltd. | 24155 | &nbsp;&nbsp;1979261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amkor Technology, <br>Inc.<br>| 112209 | &nbsp;&nbsp;5423061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amphenol Corp., <br>Class A<br>| 12124 | &nbsp;&nbsp;1746826 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AmpliTech Group, <br>Inc.<br>| 2708 | &nbsp;&nbsp;8232 |
| \* | Amtech Systems, Inc. | 7816 | &nbsp;&nbsp;131387 |
|  | Apple, Inc. | 838642 | &nbsp;&nbsp;217610826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Applied Materials, <br>Inc.<br>| 33017 | &nbsp;&nbsp;10642039 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Applied <br>Optoelectronics, <br>Inc.<br>| 327 | &nbsp;&nbsp;14260 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AppLovin Corp., <br>Class A<br>| 47377 | &nbsp;&nbsp;22414532 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arrow Electronics, <br>Inc.<br>| 20195 | &nbsp;&nbsp;2675636 |
| \* | ASGN, Inc. | 28304 | &nbsp;&nbsp;1474355 |
| \* | AstroNova, Inc. | 7311 | &nbsp;&nbsp;66457 |
| \* | Autodesk, Inc. | 14075 | &nbsp;&nbsp;3559145 |
| \* | Aviat Networks, Inc. | 8195 | &nbsp;&nbsp;178733 |
|  | Avnet, Inc. | 43989 | &nbsp;&nbsp;2744474 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Axcelis Technologies, <br>Inc.<br>| 17674 | &nbsp;&nbsp;1556549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bel Fuse, Inc. (BELFA <br>US), Class A<br>| 53 | &nbsp;&nbsp;9739 |
|  | Belden, Inc. | 20613 | &nbsp;&nbsp;2422234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Benchmark <br>Electronics, Inc.<br>| 23086 | &nbsp;&nbsp;1203704 |
| \* | Bill Holdings, Inc. | 37921 | &nbsp;&nbsp;1637050 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BK Technologies <br>Corp.<br>| 1780 | &nbsp;&nbsp;135778 |
| \* | Blackbaud, Inc. | 18533 | &nbsp;&nbsp;995222 |
| \* | Box, Inc., Class A | 19290 | &nbsp;&nbsp;489002 |
| \* | C3.ai, Inc., Class A | 40774 | &nbsp;&nbsp;448922 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CCC Intelligent <br>Solutions Holdings, <br>Inc.<br>| 114278 | &nbsp;&nbsp;866227 |
|  | CDW Corp. | 21649 | &nbsp;&nbsp;2736217 |
| \* | Cerence, Inc. | 22454 | &nbsp;&nbsp;254404 |
| \* | CEVA, Inc. | 11017 | &nbsp;&nbsp;232349 |
| #\* | Cipher Mining, Inc. | 79073 | &nbsp;&nbsp;1262005 |
| \* | Cirrus Logic, Inc. | 18390 | &nbsp;&nbsp;2396953 |
|  | Cisco Systems, Inc. | 155279 | &nbsp;&nbsp;12161451 |
| #\* | Cleanspark, Inc. | 99075 | &nbsp;&nbsp;1173048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Clear Secure, Inc., <br>Class A<br>| 32508 | &nbsp;&nbsp;1060411 |
| \* | Clearfield, Inc. | 6868 | &nbsp;&nbsp;204460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Climb Global <br>Solutions, Inc.<br>| 1039 | &nbsp;&nbsp;123215 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Coda Octopus Group, <br>Inc.<br>| 4669 | &nbsp;&nbsp;49725 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cognizant Technology <br>Solutions Corp., <br>Class A<br>| 101945 | &nbsp;&nbsp;$8365607 |
| \* | Coherent Corp. | 1638 | &nbsp;&nbsp;347551 |
| \* | Cohu, Inc. | 27155 | &nbsp;&nbsp;775004 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Comtech <br>Telecommunications <br>Corp.<br>| 14120 | &nbsp;&nbsp;78507 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Consensus Cloud <br>Solutions, Inc.<br>| 3598 | &nbsp;&nbsp;76853 |
|  | Corning, Inc. | 109028 | &nbsp;&nbsp;11257141 |
| \* | Corsair Gaming, Inc. | 18331 | &nbsp;&nbsp;93488 |
|  | Crane NXT Co. | 29777 | &nbsp;&nbsp;1504334 |
| \* | Crexendo, Inc. | 696 | &nbsp;&nbsp;4872 |
| \* | CS Disco, Inc. | 10253 | &nbsp;&nbsp;64081 |
|  | CSP, Inc. | 248 | &nbsp;&nbsp;2832 |
|  | CTS Corp. | 10517 | &nbsp;&nbsp;540679 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CVD Equipment <br>Corp.<br>| 5741 | &nbsp;&nbsp;27614 |
| \* | Daily Journal Corp. | 417 | &nbsp;&nbsp;244516 |
| \* | Daktronics, Inc. | 1015 | &nbsp;&nbsp;23497 |
| \* | Data I/O Corp. | 1500 | &nbsp;&nbsp;4650 |
| \* | Diebold Nixdorf, Inc. | 14813 | &nbsp;&nbsp;1022245 |
| #\* | Digi International, Inc. | 28395 | &nbsp;&nbsp;1222973 |
| \* | Diodes, Inc. | 27096 | &nbsp;&nbsp;1603812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dolby Laboratories, <br>Inc., Class A<br>| 9369 | &nbsp;&nbsp;601396 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dropbox, Inc., <br>Class A<br>| 20775 | &nbsp;&nbsp;529347 |
| \* | DXC Technology Co. | 123923 | &nbsp;&nbsp;1788209 |
| \* | Eastman Kodak Co. | 22768 | &nbsp;&nbsp;166662 |
| \* | Electro-Sensors, Inc. | 1426 | &nbsp;&nbsp;6160 |
| \* | EPAM Systems, Inc. | 8681 | &nbsp;&nbsp;1810857 |
|  | ePlus, Inc. | 6936 | &nbsp;&nbsp;595178 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Everspin <br>Technologies, Inc.<br>| 11400 | &nbsp;&nbsp;148086 |
| \* | F5, Inc. | 11981 | &nbsp;&nbsp;3302083 |
| \* | Fabrinet | 553 | &nbsp;&nbsp;270660 |
| \* | Fastly, Inc., Class A | 54540 | &nbsp;&nbsp;504495 |
| \* | First Solar, Inc. | 21224 | &nbsp;&nbsp;4786437 |
| \* | Five9, Inc. | 25472 | &nbsp;&nbsp;449836 |
| \* | Flex Ltd. | 74571 | &nbsp;&nbsp;4700956 |
| \* | Fortinet, Inc. | 60967 | &nbsp;&nbsp;4954178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Franklin Wireless <br>Corp.<br>| 6922 | &nbsp;&nbsp;28449 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Frequency <br>Electronics, Inc.<br>| 189 | &nbsp;&nbsp;9938 |
| \* | Gartner, Inc. | 8805 | &nbsp;&nbsp;1845616 |
|  | Gen Digital, Inc. | 83340 | &nbsp;&nbsp;1999327 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GLOBALFOUNDRIES, <br>Inc.<br>| 527 | &nbsp;&nbsp;22239 |
| \* | Globant SA | 1182 | &nbsp;&nbsp;79052 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GoDaddy, Inc., <br>Class A<br>| 17571 | &nbsp;&nbsp;1766237 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grid Dynamics <br>Holdings, Inc.<br>| 24160 | &nbsp;&nbsp;199803 |
|  | Hackett Group, Inc. | 15814 | &nbsp;&nbsp;288606 |
| \* | Harmonic, Inc. | 18271 | &nbsp;&nbsp;177594 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hewlett Packard <br>Enterprise Co.<br>| 284630 | &nbsp;&nbsp;$6125238 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;I3 Verticals, Inc., <br>Class A<br>| 7584 | &nbsp;&nbsp;168441 |
| \* | Ichor Holdings Ltd. | 19091 | &nbsp;&nbsp;579221 |
| \* | Identiv, Inc. | 1852 | &nbsp;&nbsp;6149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Information Services <br>Group, Inc.<br>| 7246 | &nbsp;&nbsp;40360 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Insight Enterprises, <br>Inc.<br>| 12166 | &nbsp;&nbsp;1022187 |
| \* | Intel Corp. | 142832 | &nbsp;&nbsp;6637403 |
| # | InterDigital, Inc. | 15946 | &nbsp;&nbsp;5205412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Business <br>Machines Corp.<br>| 75433 | &nbsp;&nbsp;23135301 |
| \* | inTEST Corp. | 11005 | &nbsp;&nbsp;100696 |
| \* | IPG Photonics Corp. | 16293 | &nbsp;&nbsp;1505636 |
| \* | Itron, Inc. | 13838 | &nbsp;&nbsp;1371069 |
|  | Jabil, Inc. | 23216 | &nbsp;&nbsp;5506603 |
| \*» | Jamf Holding Corp. | 6415 | &nbsp;&nbsp;83716 |
| \* | Key Tronic Corp. | 10062 | &nbsp;&nbsp;28475 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Keysight <br>Technologies, Inc.<br>| 1776 | &nbsp;&nbsp;384202 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kimball Electronics, <br>Inc.<br>| 17579 | &nbsp;&nbsp;531062 |
|  | KLA Corp. | 10803 | &nbsp;&nbsp;15426036 |
| \* | Knowles Corp. | 59564 | &nbsp;&nbsp;1443831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kulicke & Soffa <br>Industries, Inc.<br>| 7431 | &nbsp;&nbsp;426019 |
| \* | KVH Industries, Inc. | 9686 | &nbsp;&nbsp;64702 |
| \* | Kyndryl Holdings, Inc. | 77532 | &nbsp;&nbsp;1783236 |
|  | Lam Research Corp. | 64767 | &nbsp;&nbsp;15120504 |
| \* | Lantronix, Inc. | 8601 | &nbsp;&nbsp;57111 |
| \* | LGL Group, Inc. | 2275 | &nbsp;&nbsp;16448 |
|  | Littelfuse, Inc. | 4575 | &nbsp;&nbsp;1481202 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LiveRamp Holdings, <br>Inc.<br>| 38401 | &nbsp;&nbsp;935064 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Magnachip <br>Semiconductor <br>Corp.<br>| 363 | &nbsp;&nbsp;1053 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Manhattan Associates, <br>Inc.<br>| 4325 | &nbsp;&nbsp;653118 |
| \* | MaxLinear, Inc. | 21600 | &nbsp;&nbsp;374760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Methode Electronics, <br>Inc.<br>| 17071 | &nbsp;&nbsp;136397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Micron Technology, <br>Inc.<br>| 47387 | &nbsp;&nbsp;19659919 |
|  | Microsoft Corp. | 473014 | &nbsp;&nbsp;203533194 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mirion Technologies, <br>Inc.<br>| 6773 | &nbsp;&nbsp;168241 |
| \* | Mitek Systems, Inc. | 25235 | &nbsp;&nbsp;252855 |
|  | MKS, Inc. | 9726 | &nbsp;&nbsp;2289598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Motorola Solutions, <br>Inc.<br>| 13086 | &nbsp;&nbsp;5267638 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;M-Tron Industries, <br>Inc.<br>| 92 | &nbsp;&nbsp;6002 |
| \* | N-able, Inc. | 620 | &nbsp;&nbsp;3763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Napco Security <br>Technologies, Inc.<br>| 382 | &nbsp;&nbsp;14092 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | nCino, Inc. | 33787 | &nbsp;&nbsp;$721352 |
| \* | NCR Voyix Corp. | 48601 | &nbsp;&nbsp;482122 |
|  | NetApp, Inc. | 39465 | &nbsp;&nbsp;3802453 |
| \* | NETGEAR, Inc. | 23274 | &nbsp;&nbsp;486659 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NetScout Systems, <br>Inc.<br>| 34985 | &nbsp;&nbsp;972933 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NetSol Technologies, <br>Inc.<br>| 2729 | &nbsp;&nbsp;9715 |
| \* | nLight, Inc. | 1048 | &nbsp;&nbsp;47799 |
| \* | Nutanix, Inc., Class A | 1759 | &nbsp;&nbsp;69181 |
|  | NVE Corp. | 2511 | &nbsp;&nbsp;169467 |
|  | NVIDIA Corp. | 1467246 | &nbsp;&nbsp;280434728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NXP Semiconductors <br>NV<br>| 42199 | &nbsp;&nbsp;9542882 |
| \* | Okta, Inc. | 4601 | &nbsp;&nbsp;388692 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ON Semiconductor <br>Corp.<br>| 9415 | &nbsp;&nbsp;563864 |
| \* | ON24, Inc. | 1900 | &nbsp;&nbsp;15143 |
|  | OneSpan, Inc. | 6338 | &nbsp;&nbsp;74662 |
| \* | Optical Cable Corp. | 6626 | &nbsp;&nbsp;32666 |
|  | Oracle Corp. | 93362 | &nbsp;&nbsp;15365518 |
| \* | OSI Systems, Inc. | 10679 | &nbsp;&nbsp;2671245 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PAR Technology <br>Corp.<br>| 22282 | &nbsp;&nbsp;584011 |
|  | PC Connection, Inc. | 18438 | &nbsp;&nbsp;1084339 |
| \* | PDF Solutions, Inc. | 980 | &nbsp;&nbsp;31213 |
|  | Pegasystems, Inc. | 2510 | &nbsp;&nbsp;109662 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Penguin Solutions, <br>Inc.<br>| 31666 | &nbsp;&nbsp;608304 |
| \* | Photronics, Inc. | 43303 | &nbsp;&nbsp;1496985 |
| \* | Plexus Corp. | 12195 | &nbsp;&nbsp;2430829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Power Integrations, <br>Inc.<br>| 321 | &nbsp;&nbsp;14747 |
| #\* | Powerfleet, Inc. NJ | 40162 | &nbsp;&nbsp;205228 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Progress Software <br>Corp.<br>| 20240 | &nbsp;&nbsp;828221 |
| \* | PTC, Inc. | 2655 | &nbsp;&nbsp;414525 |
|  | Qnity Electronics, Inc. | 19103 | &nbsp;&nbsp;1837327 |
| \* | Qorvo, Inc. | 15996 | &nbsp;&nbsp;1249448 |
|  | QUALCOMM, Inc. | 75784 | &nbsp;&nbsp;11488097 |
| \* | Qualys, Inc. | 9993 | &nbsp;&nbsp;1318077 |
|  | Ralliant Corp. | 10410 | &nbsp;&nbsp;551418 |
| \* | Rambus, Inc. | 9396 | &nbsp;&nbsp;1069547 |
|  | Red Violet, Inc. | 491 | &nbsp;&nbsp;22331 |
| \* | RF Industries Ltd. | 7730 | &nbsp;&nbsp;75445 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ribbon <br>Communications, <br>Inc.<br>| 49873 | &nbsp;&nbsp;130667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Richardson <br>Electronics Ltd.<br>| 10614 | &nbsp;&nbsp;128323 |
| #\* | Riot Platforms, Inc. | 43869 | &nbsp;&nbsp;678653 |
| \* | Rogers Corp. | 10818 | &nbsp;&nbsp;1051942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Roper Technologies, <br>Inc.<br>| 1240 | &nbsp;&nbsp;460325 |
|  | Salesforce, Inc. | 19183 | &nbsp;&nbsp;4072359 |
| \* | Sandisk Corp. | 13293 | &nbsp;&nbsp;7660091 |
| \* | Sanmina Corp. | 26343 | &nbsp;&nbsp;3732276 |
| \* | ScanSource, Inc. | 19268 | &nbsp;&nbsp;828331 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seagate Technology <br>Holdings PLC<br>| 396 | &nbsp;&nbsp;$161445 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Silicon Laboratories, <br>Inc.<br>| 177 | &nbsp;&nbsp;25214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Skyworks Solutions, <br>Inc.<br>| 21099 | &nbsp;&nbsp;1176480 |
| \* | SoundThinking, Inc. | 7473 | &nbsp;&nbsp;52162 |
| \* | Synaptics, Inc. | 18436 | &nbsp;&nbsp;1521154 |
| \* | Tao Synergies, Inc. | 1132 | &nbsp;&nbsp;4834 |
|  | TD SYNNEX Corp. | 16335 | &nbsp;&nbsp;2591874 |
|  | TE Connectivity PLC | 21510 | &nbsp;&nbsp;4791998 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Teledyne <br>Technologies, Inc.<br>| 5049 | &nbsp;&nbsp;3131895 |
| \* | Telos Corp. | 5593 | &nbsp;&nbsp;30538 |
| \* | Teradata Corp. | 37761 | &nbsp;&nbsp;1076944 |
|  | Teradyne, Inc. | 6505 | &nbsp;&nbsp;1568030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texas Instruments, <br>Inc.<br>| 31024 | &nbsp;&nbsp;6687223 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TransAct <br>Technologies, Inc.<br>| 5061 | &nbsp;&nbsp;18624 |
| \* | Trimble, Inc. | 3483 | &nbsp;&nbsp;235451 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Trio-Tech <br>International<br>| 1316 | &nbsp;&nbsp;7409 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TTM Technologies, <br>Inc.<br>| 82128 | &nbsp;&nbsp;8064970 |
| \* | Turtle Beach Corp. | 602 | &nbsp;&nbsp;7200 |
| \* | Twilio, Inc., Class A | 36089 | &nbsp;&nbsp;4347281 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ultra Clean Holdings, <br>Inc.<br>| 26365 | &nbsp;&nbsp;1151623 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Veeco Instruments, <br>Inc.<br>| 34040 | &nbsp;&nbsp;1063069 |
|  | VeriSign, Inc. | 400 | &nbsp;&nbsp;97692 |
| \* | Viasat, Inc. | 39763 | &nbsp;&nbsp;1796095 |
| \* | Viavi Solutions, Inc. | 4792 | &nbsp;&nbsp;117212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vishay <br>Intertechnology, <br>Inc.<br>| 72093 | &nbsp;&nbsp;1452674 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vishay Precision <br>Group, Inc.<br>| 7144 | &nbsp;&nbsp;357772 |
|  | Vontier Corp. | 59654 | &nbsp;&nbsp;2237025 |
|  | Western Digital Corp. | 43594 | &nbsp;&nbsp;10908527 |
| \* | WidePoint Corp. | 1177 | &nbsp;&nbsp;7756 |
| # | Xerox Holdings Corp. | 82219 | &nbsp;&nbsp;180060 |
| \* | Xperi, Inc. | 14409 | &nbsp;&nbsp;81555 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zebra Technologies <br>Corp., Class A<br>| 7934 | &nbsp;&nbsp;1864331 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zoom <br>Communications, <br>Inc.<br>| 36812 | &nbsp;&nbsp;3390385 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INFORMATION <br>TECHNOLOGY | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INFORMATION <br>TECHNOLOGY |  | &nbsp;&nbsp;1121229561 |
| MATERIALS — (4.3%) | MATERIALS — (4.3%) | MATERIALS — (4.3%) | MATERIALS — (4.3%) |
|  | AdvanSix, Inc. | 16414 | &nbsp;&nbsp;259998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Air Products & <br>Chemicals, Inc.<br>| 14134 | &nbsp;&nbsp;3851515 |
|  | Albemarle Corp. | 20682 | &nbsp;&nbsp;3528970 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | Alcoa Corp. | 64969 | &nbsp;&nbsp;$3690889 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alpha Metallurgical <br>Resources, Inc.<br>| 8636 | &nbsp;&nbsp;1811833 |
|  | Amcor PLC | 117449 | &nbsp;&nbsp;5197118 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Vanguard <br>Corp.<br>| 16730 | &nbsp;&nbsp;84988 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ampco-Pittsburgh <br>Corp.<br>| 3898 | &nbsp;&nbsp;21712 |
|  | AptarGroup, Inc. | 14320 | &nbsp;&nbsp;1789284 |
| \* | Arq, Inc. | 3973 | &nbsp;&nbsp;14144 |
| \* | Ascent Industries Co. | 9589 | &nbsp;&nbsp;155438 |
|  | Ashland, Inc. | 24097 | &nbsp;&nbsp;1473772 |
| \* | Aspen Aerogels, Inc. | 9245 | &nbsp;&nbsp;31156 |
|  | Avery Dennison Corp. | 14302 | &nbsp;&nbsp;2653164 |
|  | Avient Corp. | 48655 | &nbsp;&nbsp;1758878 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Axalta Coating <br>Systems Ltd.<br>| 85860 | &nbsp;&nbsp;2883179 |
|  | Balchem Corp. | 89 | &nbsp;&nbsp;15145 |
|  | Ball Corp. | 50241 | &nbsp;&nbsp;2857206 |
|  | Cabot Corp. | 27246 | &nbsp;&nbsp;1966889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Caledonia Mining <br>Corp. PLC<br>| 1210 | &nbsp;&nbsp;33202 |
|  | Celanese Corp. | 17857 | &nbsp;&nbsp;793565 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Century Aluminum <br>Co.<br>| 33056 | &nbsp;&nbsp;1498428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CF Industries <br>Holdings, Inc.<br>| 47029 | &nbsp;&nbsp;4384514 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Clearwater Paper <br>Corp.<br>| 12278 | &nbsp;&nbsp;206516 |
| \* | Cleveland-Cliffs, Inc. | 114992 | &nbsp;&nbsp;1582290 |
| \* | Coeur Mining, Inc. | 4491 | &nbsp;&nbsp;91796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commercial Metals <br>Co.<br>| 43991 | &nbsp;&nbsp;3381588 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Core Molding <br>Technologies, Inc.<br>| 8981 | &nbsp;&nbsp;175309 |
|  | Corteva, Inc. | 75155 | &nbsp;&nbsp;5471284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CRH PLC (CRHCF <br>US)<br>| 40463 | &nbsp;&nbsp;4953076 |
|  | Crown Holdings, Inc. | 21143 | &nbsp;&nbsp;2213249 |
| \* | Dakota Gold Corp. | 4688 | &nbsp;&nbsp;28081 |
|  | Dow, Inc. | 86734 | &nbsp;&nbsp;2389522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DuPont de Nemours, <br>Inc.<br>| 38207 | &nbsp;&nbsp;1678051 |
|  | Eagle Materials, Inc. | 13262 | &nbsp;&nbsp;2702928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eastman Chemical <br>Co.<br>| 46197 | &nbsp;&nbsp;3202376 |
|  | Ecolab, Inc. | 9840 | &nbsp;&nbsp;2774782 |
| \* | Ecovyst, Inc. | 53511 | &nbsp;&nbsp;567752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Element Solutions, <br>Inc.<br>| 67200 | &nbsp;&nbsp;1955520 |
| \* | Flotek Industries, Inc. | 22931 | &nbsp;&nbsp;398311 |
|  | FMC Corp. | 4284 | &nbsp;&nbsp;67687 |
|  | Fortitude Gold Corp. | 17074 | &nbsp;&nbsp;94078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Freeport-McMoRan, <br>Inc.<br>| 195140 | &nbsp;&nbsp;11753282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Friedman Industries, <br>Inc.<br>| 9833 | &nbsp;&nbsp;193022 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Graphic Packaging <br>Holding Co.<br>| 117046 | &nbsp;&nbsp;$1714724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greif, Inc. (GEF US), <br>Class A<br>| 22936 | &nbsp;&nbsp;1619740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greif, Inc. (GEF/B <br>US), Class B<br>| 8178 | &nbsp;&nbsp;680246 |
|  | Hawkins, Inc. | 9252 | &nbsp;&nbsp;1205073 |
|  | HB Fuller Co. | 36920 | &nbsp;&nbsp;2218892 |
|  | Hecla Mining Co. | 11988 | &nbsp;&nbsp;269970 |
|  | Huntsman Corp. | 93640 | &nbsp;&nbsp;1013185 |
| \* | Ingevity Corp. | 15733 | &nbsp;&nbsp;1035074 |
|  | Innospec, Inc. | 17005 | &nbsp;&nbsp;1389649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Flavors & <br>Fragrances, Inc.<br>| 27263 | &nbsp;&nbsp;1903230 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;International Paper <br>Co.<br>| 146200 | &nbsp;&nbsp;5894784 |
| \* | Intrepid Potash, Inc. | 8190 | &nbsp;&nbsp;268960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kaiser Aluminum <br>Corp.<br>| 11837 | &nbsp;&nbsp;1451453 |
| \* | Knife River Corp. | 22604 | &nbsp;&nbsp;1518311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koppers Holdings, <br>Inc.<br>| 13632 | &nbsp;&nbsp;401599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kronos Worldwide, <br>Inc.<br>| 17014 | &nbsp;&nbsp;89323 |
|  | Linde PLC | 28353 | &nbsp;&nbsp;12956470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Louisiana-Pacific <br>Corp.<br>| 28596 | &nbsp;&nbsp;2394629 |
| \* | LSB Industries, Inc. | 8343 | &nbsp;&nbsp;77506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LyondellBasell <br>Industries NV, <br>Class A<br>| 22793 | &nbsp;&nbsp;1116857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Martin Marietta <br>Materials, Inc.<br>| 5541 | &nbsp;&nbsp;3612455 |
|  | Materion Corp. | 8011 | &nbsp;&nbsp;1107761 |
|  | Mativ Holdings, Inc. | 36512 | &nbsp;&nbsp;439970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mercer International, <br>Inc.<br>| 33440 | &nbsp;&nbsp;67883 |
| \* | Metallus, Inc. | 24539 | &nbsp;&nbsp;489553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Minerals <br>Technologies, Inc.<br>| 17374 | &nbsp;&nbsp;1142514 |
|  | Mosaic Co. | 56128 | &nbsp;&nbsp;1543520 |
|  | Myers Industries, Inc. | 26133 | &nbsp;&nbsp;540169 |
|  | NewMarket Corp. | 3889 | &nbsp;&nbsp;2608702 |
|  | Newmont Corp. | 204681 | &nbsp;&nbsp;22995910 |
|  | Nexa Resources SA | 6124 | &nbsp;&nbsp;77224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northern Technologies <br>International Corp.<br>| 7510 | &nbsp;&nbsp;68041 |
|  | Nucor Corp. | 37429 | &nbsp;&nbsp;6651882 |
| \* | O-I Glass, Inc. | 62845 | &nbsp;&nbsp;960272 |
|  | Olin Corp. | 74255 | &nbsp;&nbsp;1545246 |
|  | Olympic Steel, Inc. | 8241 | &nbsp;&nbsp;396310 |
|  | Orion SA | 13586 | &nbsp;&nbsp;83961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Packaging Corp. of <br>America<br>| 17420 | &nbsp;&nbsp;3876821 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Perimeter Solutions, <br>Inc.<br>| 69028 | &nbsp;&nbsp;1805082 |
|  | PPG Industries, Inc. | 36952 | &nbsp;&nbsp;4272760 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Quaker Chemical <br>Corp.<br>| 4811 | &nbsp;&nbsp;$739643 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ramaco Resources, <br>Inc. (METC US), <br>Class A<br>| 25100 | &nbsp;&nbsp;489701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ramaco Resources, <br>Inc. (METCB US), <br>Class B<br>| 1 | &nbsp;&nbsp;13 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ranpak Holdings <br>Corp.<br>| 24217 | &nbsp;&nbsp;122054 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rayonier Advanced <br>Materials, Inc.<br>| 41212 | &nbsp;&nbsp;319805 |
|  | Reliance, Inc. | 11374 | &nbsp;&nbsp;3747733 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Resolute Forest <br>Products, Inc.<br>| 66341 | &nbsp;&nbsp;17667 |
|  | Royal Gold, Inc. | 4062 | &nbsp;&nbsp;1069565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RPM International, <br>Inc.<br>| 15482 | &nbsp;&nbsp;1655955 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ryerson Holding <br>Corp.<br>| 18801 | &nbsp;&nbsp;530564 |
|  | Sealed Air Corp. | 28581 | &nbsp;&nbsp;1196972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sensient Technologies <br>Corp.<br>| 19279 | &nbsp;&nbsp;1822251 |
|  | Sherwin-Williams Co. | 12345 | &nbsp;&nbsp;4378031 |
|  | Silgan Holdings, Inc. | 37024 | &nbsp;&nbsp;1597586 |
| \* | Smith-Midland Corp. | 225 | &nbsp;&nbsp;7906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Smurfit WestRock <br>PLC<br>| 51659 | &nbsp;&nbsp;2150564 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Solstice Advanced <br>Materials, Inc.<br>| 9278 | &nbsp;&nbsp;573102 |
|  | Sonoco Products Co. | 49403 | &nbsp;&nbsp;2371344 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Southern Copper <br>Corp.<br>| 8081 | &nbsp;&nbsp;1537976 |
|  | Steel Dynamics, Inc. | 32107 | &nbsp;&nbsp;5765454 |
|  | Stepan Co. | 11783 | &nbsp;&nbsp;678819 |
|  | SunCoke Energy, Inc. | 54395 | &nbsp;&nbsp;427545 |
|  | Sylvamo Corp. | 22362 | &nbsp;&nbsp;1094396 |
| \* | Tredegar Corp. | 3100 | &nbsp;&nbsp;26505 |
|  | TriMas Corp. | 28073 | &nbsp;&nbsp;976098 |
|  | Tronox Holdings PLC | 78633 | &nbsp;&nbsp;476516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;U.S. Lime & Minerals, <br>Inc.<br>| 16311 | &nbsp;&nbsp;1965965 |
|  | Vulcan Materials Co. | 12143 | &nbsp;&nbsp;3649457 |
|  | Warrior Met Coal, Inc. | 35807 | &nbsp;&nbsp;3197565 |
|  | Westlake Corp. | 16252 | &nbsp;&nbsp;1289109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Worthington Steel, <br>Inc.<br>| 36170 | &nbsp;&nbsp;1455119 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | &nbsp;&nbsp;225472178 |
| REAL ESTATE — (0.4%) | REAL ESTATE — (0.4%) | REAL ESTATE — (0.4%) | REAL ESTATE — (0.4%) |
| \* | Alset, Inc. | 4039 | &nbsp;&nbsp;12400 |
| \* | AMREP Corp. | 1288 | &nbsp;&nbsp;26765 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CBRE Group, Inc., <br>Class A<br>| 27401 | &nbsp;&nbsp;4667212 |
| \* | CKX Lands, Inc. | 465 | &nbsp;&nbsp;5092 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Compass, Inc., <br>Class A<br>| 75807 | &nbsp;&nbsp;949104 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Comstock Holding <br>Cos., Inc.<br>| 1210 | &nbsp;&nbsp;$13322 |
| \* | CoStar Group, Inc. | 400 | &nbsp;&nbsp;24600 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cushman & Wakefield <br>Ltd.<br>| 107290 | &nbsp;&nbsp;1763847 |
| \* | Douglas Elliman, Inc. | 5157 | &nbsp;&nbsp;13924 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Five Point <br>Holdings LLC, <br>Class A<br>| 37942 | &nbsp;&nbsp;201472 |
| \* | Forestar Group, Inc. | 18009 | &nbsp;&nbsp;468594 |
| \* | FRP Holdings, Inc. | 15010 | &nbsp;&nbsp;358889 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Howard Hughes <br>Holdings, Inc.<br>| 34396 | &nbsp;&nbsp;2808777 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jones Lang LaSalle, <br>Inc.<br>| 12794 | &nbsp;&nbsp;4579100 |
| \*» | JW Mays, Inc. | 300 | &nbsp;&nbsp;11868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kennedy-Wilson <br>Holdings, Inc.<br>| 36049 | &nbsp;&nbsp;355083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marcus & Millichap, <br>Inc.<br>| 24934 | &nbsp;&nbsp;678205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Newmark Group, Inc., <br>Class A<br>| 69788 | &nbsp;&nbsp;1244320 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Seaport Entertainment <br>Group, Inc.<br>| 6765 | &nbsp;&nbsp;127791 |
|  | St. Joe Co. | 660 | &nbsp;&nbsp;43685 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Stratus Properties, <br>Inc.<br>| 5422 | &nbsp;&nbsp;160871 |
| \* | Tejon Ranch Co. | 15607 | &nbsp;&nbsp;251117 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zillow Group, Inc. (Z <br>US), Class C<br>| 2877 | &nbsp;&nbsp;181337 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | &nbsp;&nbsp;18947375 |
| UTILITIES — (0.5%) | UTILITIES — (0.5%) | UTILITIES — (0.5%) | UTILITIES — (0.5%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genie Energy Ltd., <br>Class B<br>| 9207 | &nbsp;&nbsp;126780 |
| \* | Hallador Energy Co. | 26044 | &nbsp;&nbsp;481553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MDU Resources <br>Group, Inc.<br>| 115868 | &nbsp;&nbsp;2376453 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New Jersey <br>Resources Corp.<br>| 50395 | &nbsp;&nbsp;$2493545 |
|  | NRG Energy, Inc. | 38056 | &nbsp;&nbsp;5808487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ormat Technologies, <br>Inc.<br>| 23616 | &nbsp;&nbsp;2950583 |
|  | TXNM Energy, Inc. | 10880 | &nbsp;&nbsp;641050 |
|  | Vistra Corp. | 66051 | &nbsp;&nbsp;10459176 |
| TOTAL UTILITIES | TOTAL UTILITIES |  | &nbsp;&nbsp;25337627 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS |  | &nbsp;&nbsp;5089539596 |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| CONSUMER DISCRETIONARY — (0.0%) | CONSUMER DISCRETIONARY — (0.0%) | CONSUMER DISCRETIONARY — (0.0%) | CONSUMER DISCRETIONARY — (0.0%) |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp;GameStop Corp. <br>Warrants <br>10/30/2026<br>| 2163 | &nbsp;&nbsp;8436 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL <br>RIGHTS/WARRANTS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL <br>RIGHTS/WARRANTS |  | &nbsp;&nbsp;8436 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $2,976,558,731) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $2,976,558,731) |  | &nbsp;&nbsp;5089548032 |

---

&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>| 47346996 | &nbsp;&nbsp;47346996 |
| SECURITIES LENDING COLLATERAL — (1.2%) | SECURITIES LENDING COLLATERAL — (1.2%) | SECURITIES LENDING COLLATERAL — (1.2%) | SECURITIES LENDING COLLATERAL — (1.2%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund <br>| 5436568 | &nbsp;&nbsp;62884780 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $3,086,790,504)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $3,086,790,504)^^ |  | &nbsp;&nbsp;$5199779808 |

---

As of January 31, 2026, U.S. Vector Equity Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br>**Contracts**<br>| **Expiration**<br>**Date**<br>| **Notional**<br>**Value**<br>| **Market**<br>**Value**<br>| **Unrealized**<br>**Appreciation**<br>**(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp;&nbsp;&nbsp;116 | 03/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;$40421352 | &nbsp;&nbsp;&nbsp;&nbsp;$40401350 | &nbsp;&nbsp;&nbsp;&nbsp;$(20002)<br>|
| **Total Futures Contracts** |  |  | &nbsp;&nbsp;**$40421352** | &nbsp;&nbsp;**$40401350** | &nbsp;&nbsp;**$(20002)**<br>|

---

------

**U.S. Vector Equity 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** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Communication Services | &nbsp;&nbsp;&nbsp;$445258547 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$445258547 |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Discretionary | &nbsp;&nbsp;&nbsp;531656011 | &nbsp;&nbsp;&nbsp;$1695 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;531657706 |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Staples | &nbsp;&nbsp;&nbsp;257232833 | &nbsp;&nbsp;&nbsp;147868 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;257380701 |
| &nbsp;&nbsp;&nbsp;&nbsp;Energy | &nbsp;&nbsp;&nbsp;323067936 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;323067936 |
| &nbsp;&nbsp;&nbsp;&nbsp;Financials | &nbsp;&nbsp;&nbsp;959953536 | &nbsp;&nbsp;&nbsp;11723 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;959965259 |
| &nbsp;&nbsp;&nbsp;&nbsp;Health Care | &nbsp;&nbsp;&nbsp;433613436 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$263912 | &nbsp;&nbsp;&nbsp;433877348 |
| &nbsp;&nbsp;&nbsp;&nbsp;Industrials | &nbsp;&nbsp;&nbsp;746879012 | &nbsp;&nbsp;&nbsp;466346 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;747345358 |
| &nbsp;&nbsp;&nbsp;&nbsp;Information Technology | &nbsp;&nbsp;&nbsp;1121145845 | &nbsp;&nbsp;&nbsp;83716 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1121229561 |
| &nbsp;&nbsp;&nbsp;&nbsp;Materials | &nbsp;&nbsp;&nbsp;225454511 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;17667 | &nbsp;&nbsp;&nbsp;225472178 |
| &nbsp;&nbsp;&nbsp;&nbsp;Real Estate | &nbsp;&nbsp;&nbsp;18935507 | &nbsp;&nbsp;&nbsp;11868 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;18947375 |
| &nbsp;&nbsp;&nbsp;&nbsp;Utilities | &nbsp;&nbsp;&nbsp;25337627 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;25337627 |
| Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Discretionary | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8436 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8436 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;47346996 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;47346996 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;62884780 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;62884780 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$5135881797 | &nbsp;&nbsp;&nbsp;$63616432 | &nbsp;&nbsp;&nbsp;$281,579˂˃ | &nbsp;&nbsp;&nbsp;$5199779808 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts\*\* | &nbsp;&nbsp;&nbsp;(20002) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(20002) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp;$(20002) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$(20002) |
| &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. Small Cap Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (91.4%) | COMMON STOCKS — (91.4%) | COMMON STOCKS — (91.4%) | COMMON STOCKS — (91.4%) |
| COMMUNICATION SERVICES — (2.1%) | COMMUNICATION SERVICES — (2.1%) | COMMUNICATION SERVICES — (2.1%) | COMMUNICATION SERVICES — (2.1%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Advantage Solutions, <br>Inc.<br>| 2842 | &nbsp;&nbsp;$3069 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AMC Networks, Inc., <br>Class A<br>| 137668 | &nbsp;&nbsp;1061420 |
| \* | Angi, Inc. | 68456 | &nbsp;&nbsp;888559 |
| \* | Anterix, Inc. | 74716 | &nbsp;&nbsp;1962416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Array Digital <br>Infrastructure, Inc.<br>| 108580 | &nbsp;&nbsp;5232470 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Atlanta Braves <br>Holdings, Inc. <br>(2291915D US), <br>Class A<br>| 54554 | &nbsp;&nbsp;2401467 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Atlanta Braves <br>Holdings, Inc. <br>(2292098D US), <br>Class C<br>| 154893 | &nbsp;&nbsp;6184877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ATN International, <br>Inc.<br>| 65661 | &nbsp;&nbsp;1588340 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bandwidth, Inc., <br>Class A<br>| 121737 | &nbsp;&nbsp;1700666 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Boston Omaha Corp., <br>Class A<br>| 134267 | &nbsp;&nbsp;1639400 |
| \* | Bumble, Inc., Class A | 96434 | &nbsp;&nbsp;323054 |
|  | Cable One, Inc. | 10417 | &nbsp;&nbsp;843673 |
| \* | Cardlytics, Inc. | 8237 | &nbsp;&nbsp;7978 |
| \* | Cargurus, Inc. | 382981 | &nbsp;&nbsp;12408584 |
| \* | Cars.com, Inc. | 280595 | &nbsp;&nbsp;3187559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cinemark Holdings, <br>Inc.<br>| 553663 | &nbsp;&nbsp;13110740 |
| \* | Cineverse Corp. | 30815 | &nbsp;&nbsp;61630 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Clear Channel <br>Outdoor Holdings, <br>Inc.<br>| 187910 | &nbsp;&nbsp;392732 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Creative Realities, <br>Inc.<br>| 3139 | &nbsp;&nbsp;9794 |
|  | CuriosityStream, Inc. | 42657 | &nbsp;&nbsp;158684 |
| \* | DHI Group, Inc. | 166145 | &nbsp;&nbsp;289092 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;DoubleVerify Holdings, <br>Inc.<br>| 200432 | &nbsp;&nbsp;2168674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Entravision <br>Communications <br>Corp., Class A<br>| 215783 | &nbsp;&nbsp;649507 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;EverQuote, Inc., <br>Class A<br>| 103614 | &nbsp;&nbsp;2352038 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;EW Scripps Co., <br>Class A<br>| 160904 | &nbsp;&nbsp;539028 |
| \* | fuboTV, Inc., Class A | 1392165 | &nbsp;&nbsp;3104528 |
| \* | Gaia, Inc. | 11477 | &nbsp;&nbsp;38907 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gambling.com Group <br>Ltd.<br>| 87886 | &nbsp;&nbsp;419216 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GCI Liberty, Inc. <br>(GLBKV US), <br>Class C<br>| 105304 | &nbsp;&nbsp;$3895195 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GCI Liberty, Inc. <br>(GLIBA US), <br>Class A<br>| 11950 | &nbsp;&nbsp;447766 |
| \* | Globalstar, Inc. | 17432 | &nbsp;&nbsp;1074160 |
| \* | Gogo, Inc. | 214461 | &nbsp;&nbsp;984376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gray Media, Inc. GTN <br>US<br>| 322309 | &nbsp;&nbsp;1453614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gray Media, Inc. <br>GTNA US, Class A<br>| 3603 | &nbsp;&nbsp;46443 |
| \* | Grindr, Inc. | 309916 | &nbsp;&nbsp;3508249 |
| \* | Harte Hanks, Inc. | 6069 | &nbsp;&nbsp;18389 |
|  | IDT Corp., Class B | 165635 | &nbsp;&nbsp;8054830 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;iHeartMedia, Inc., <br>Class A<br>| 5050 | &nbsp;&nbsp;16362 |
| \* | IMAX Corp. | 237915 | &nbsp;&nbsp;8305613 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Intelligent Protection <br>Management Corp.<br>| 3698 | &nbsp;&nbsp;6435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Iridium <br>Communications, <br>Inc.<br>| 441029 | &nbsp;&nbsp;8785298 |
| \* | IZEA Worldwide, Inc. | 3078 | &nbsp;&nbsp;10835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;John Wiley & Sons, <br>Inc. (WLY US), <br>Class A<br>| 158237 | &nbsp;&nbsp;4941741 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Broadband <br>Corp. (LBRDA US), <br>Class A<br>| 44930 | &nbsp;&nbsp;2157539 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Broadband <br>Corp. (LBRDK US), <br>Class C<br>| 327218 | &nbsp;&nbsp;15742458 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Global Ltd. <br>(LBTYA US), <br>Class A<br>| 579261 | &nbsp;&nbsp;6424004 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Global Ltd. <br>(LBTYK US), <br>Class C<br>| 523982 | &nbsp;&nbsp;5805721 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Latin America <br>Ltd. (LILA US), <br>Class A<br>| 122362 | &nbsp;&nbsp;944635 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Latin America <br>Ltd. (LILAK US), <br>Class C<br>| 711467 | &nbsp;&nbsp;5535213 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lionsgate Studios <br>Corp.<br>| 163373 | &nbsp;&nbsp;1542241 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lumen Technologies, <br>Inc.<br>| 3354004 | &nbsp;&nbsp;29582315 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Madison Square <br>Garden <br>Entertainment <br>Corp.<br>| 169316 | &nbsp;&nbsp;$10475581 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Madison Square <br>Garden Sports <br>Corp.<br>| 41111 | &nbsp;&nbsp;11657024 |
| \* | Magnite, Inc. | 591960 | &nbsp;&nbsp;8565661 |
|  | Marcus Corp. | 105256 | &nbsp;&nbsp;1588313 |
|  | Match Group, Inc. | 780769 | &nbsp;&nbsp;24320954 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MediaAlpha, Inc., <br>Class A<br>| 128333 | &nbsp;&nbsp;1312847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National CineMedia, <br>Inc.<br>| 187198 | &nbsp;&nbsp;675785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New York Times Co., <br>Class A<br>| 558181 | &nbsp;&nbsp;40920249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nexstar Media Group, <br>Inc.<br>| 122031 | &nbsp;&nbsp;25916944 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nextdoor Holdings, <br>Inc.<br>| 380958 | &nbsp;&nbsp;746678 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Optimum <br>Communications, <br>Inc., Class A<br>| 745499 | &nbsp;&nbsp;1140613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paramount Skydance <br>Corp., Class B<br>| 152424 | &nbsp;&nbsp;1708673 |
|  | Pegasus Cos., Inc. | 24 | &nbsp;&nbsp;1608 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PubMatic, Inc., <br>Class A<br>| 49575 | &nbsp;&nbsp;359914 |
| \* | QuinStreet, Inc. | 253838 | &nbsp;&nbsp;3373507 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp;Reading International, <br>Inc. (RDIB US), <br>Class B<br>| 2710 | &nbsp;&nbsp;30948 |
| \* | Reservoir Media, Inc. | 33016 | &nbsp;&nbsp;249271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saga <br>Communications, <br>Inc., Class A<br>| 23770 | &nbsp;&nbsp;270503 |
|  | Scholastic Corp. | 115804 | &nbsp;&nbsp;4049666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenandoah <br>Telecommunications <br>Co.<br>| 242470 | &nbsp;&nbsp;2878119 |
|  | Shutterstock, Inc. | 146622 | &nbsp;&nbsp;2910447 |
|  | Sinclair, Inc. | 198408 | &nbsp;&nbsp;2878900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sirius XM Holdings, <br>Inc.<br>| 77727 | &nbsp;&nbsp;1581744 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sphere Entertainment <br>Co.<br>| 125822 | &nbsp;&nbsp;12017259 |
|  | Spok Holdings, Inc. | 90441 | &nbsp;&nbsp;1245373 |
| \* | Stagwell, Inc. | 749523 | &nbsp;&nbsp;4504633 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Starz Entertainment <br>Corp.<br>| 10891 | &nbsp;&nbsp;108801 |
| \* | TechTarget, Inc. | 193190 | &nbsp;&nbsp;1012316 |
|  | TEGNA, Inc. | 770956 | &nbsp;&nbsp;14771517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telephone & Data <br>Systems, Inc.<br>| 461679 | &nbsp;&nbsp;20835573 |
| \* | Thryv Holdings, Inc. | 59666 | &nbsp;&nbsp;286993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Townsquare Media, <br>Inc., Class A<br>| 19420 | &nbsp;&nbsp;127589 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | Travelzoo | 23527 | &nbsp;&nbsp;$137633 |
| \* | TripAdvisor, Inc. | 511658 | &nbsp;&nbsp;6799935 |
| \* | Uniti Group, Inc. | 552166 | &nbsp;&nbsp;4594021 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Urban One, Inc. <br>UONE US<br>| 3819 | &nbsp;&nbsp;52015 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Urban One, Inc. <br>UONEK US<br>| 4807 | &nbsp;&nbsp;43263 |
| \* | USA TODAY Co., Inc. | 597509 | &nbsp;&nbsp;3537253 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vivid Seats, Inc., <br>Class A<br>| 9500 | &nbsp;&nbsp;69255 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Webtoon <br>Entertainment, Inc.<br>| 3712 | &nbsp;&nbsp;44878 |
| \* | Yelp, Inc. | 303242 | &nbsp;&nbsp;8302766 |
|  | Zedge, Inc., Class B | 9282 | &nbsp;&nbsp;28867 |
| \* | Ziff Davis, Inc. | 170044 | &nbsp;&nbsp;6499082 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ZoomInfo <br>Technologies, Inc.<br>| 1157100 | &nbsp;&nbsp;9314655 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMUNICATION <br>SERVICES | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMUNICATION <br>SERVICES |  | &nbsp;&nbsp;413959160 |
| CONSUMER DISCRETIONARY — (12.2%) | CONSUMER DISCRETIONARY — (12.2%) | CONSUMER DISCRETIONARY — (12.2%) | CONSUMER DISCRETIONARY — (12.2%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;1-800-Flowers.com, <br>Inc., Class A<br>| 150469 | &nbsp;&nbsp;650026 |
| \* | 1stdibs.com, Inc. | 34371 | &nbsp;&nbsp;188353 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Abercrombie & Fitch <br>Co., Class A<br>| 211875 | &nbsp;&nbsp;20685356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Academy Sports & <br>Outdoors, Inc.<br>| 332056 | &nbsp;&nbsp;18266401 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Accel Entertainment, <br>Inc.<br>| 121562 | &nbsp;&nbsp;1374866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Acushnet Holdings <br>Corp.<br>| 279755 | &nbsp;&nbsp;27119450 |
| \* | Adient PLC | 333778 | &nbsp;&nbsp;6942582 |
|  | ADT, Inc. | 2728117 | &nbsp;&nbsp;21824936 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Adtalem Global <br>Education, Inc.<br>| 259438 | &nbsp;&nbsp;26864805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advance Auto Parts, <br>Inc.<br>| 257210 | &nbsp;&nbsp;12348652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AMCON Distributing <br>Co.<br>| 3090 | &nbsp;&nbsp;335141 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Axle & <br>Manufacturing <br>Holdings, Inc.<br>| 655360 | &nbsp;&nbsp;5223219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Eagle <br>Outfitters, Inc.<br>| 835317 | &nbsp;&nbsp;19471239 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Outdoor <br>Brands, Inc.<br>| 82864 | &nbsp;&nbsp;750748 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Public <br>Education, Inc.<br>| 71613 | &nbsp;&nbsp;2991991 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;America's Car-Mart, <br>Inc.<br>| 37163 | &nbsp;&nbsp;955832 |
|  | Aramark | 694633 | &nbsp;&nbsp;26736424 |
| \* | Arhaus, Inc. | 214636 | &nbsp;&nbsp;2184995 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ark Restaurants <br>Corp.<br>| 16816 | &nbsp;&nbsp;110313 |
|  | Arko Corp. | 239024 | &nbsp;&nbsp;1269217 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Asbury Automotive <br>Group, Inc.<br>| 82861 | &nbsp;&nbsp;$19431733 |
|  | Autoliv, Inc. | 234126 | &nbsp;&nbsp;28385436 |
| \* | AutoNation, Inc. | 167662 | &nbsp;&nbsp;34367357 |
| \* | Bally's Corp. | 2399 | &nbsp;&nbsp;36657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bassett Furniture <br>Industries, Inc.<br>| 106151 | &nbsp;&nbsp;1677186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bath & Body Works, <br>Inc.<br>| 377012 | &nbsp;&nbsp;8218862 |
| \* | Beachbody Co., Inc. | 1105 | &nbsp;&nbsp;12575 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beazer Homes USA, <br>Inc.<br>| 94454 | &nbsp;&nbsp;2037373 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bed Bath & Beyond, <br>Inc.<br>| 157168 | &nbsp;&nbsp;928863 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Biglari Holdings, Inc. <br>(BH US), Class B<br>| 11213 | &nbsp;&nbsp;4205211 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Biglari Holdings, Inc. <br>(BH/A US), Class A<br>| 221 | &nbsp;&nbsp;435109 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Birkenstock Holding <br>PLC<br>| 328253 | &nbsp;&nbsp;12394833 |
| \* | BJ's Restaurants, Inc. | 98352 | &nbsp;&nbsp;4113081 |
|  | Bloomin' Brands, Inc. | 32628 | &nbsp;&nbsp;195768 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Boot Barn Holdings, <br>Inc.<br>| 136055 | &nbsp;&nbsp;24283096 |
|  | BorgWarner, Inc. | 745764 | &nbsp;&nbsp;35356671 |
| \*» | Bowl America, Inc. | 9505 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bright Horizons Family <br>Solutions, Inc.<br>| 212536 | &nbsp;&nbsp;19687210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brightstar Lottery <br>PLC<br>| 328022 | &nbsp;&nbsp;4749759 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Brinker International, <br>Inc.<br>| 235900 | &nbsp;&nbsp;37206148 |
|  | Brunswick Corp. | 272140 | &nbsp;&nbsp;21831071 |
|  | Buckle, Inc. | 224930 | &nbsp;&nbsp;10639189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Build-A-Bear <br>Workshop, Inc.<br>| 58729 | &nbsp;&nbsp;3504947 |
|  | Caleres, Inc. | 136543 | &nbsp;&nbsp;1668555 |
| \* | Callaway Golf Co. | 743514 | &nbsp;&nbsp;10669426 |
| \* | Capri Holdings Ltd. | 402264 | &nbsp;&nbsp;9079099 |
| \* | CarMax, Inc. | 294363 | &nbsp;&nbsp;13110928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Carriage Services, <br>Inc.<br>| 70021 | &nbsp;&nbsp;3004601 |
|  | Carter's, Inc. | 53559 | &nbsp;&nbsp;1853677 |
| \* | Cato Corp., Class A | 67214 | &nbsp;&nbsp;205003 |
| \* | Cava Group, Inc. | 268301 | &nbsp;&nbsp;16264407 |
| \* | Cavco Industries, Inc. | 42219 | &nbsp;&nbsp;20772592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Century Communities, <br>Inc.<br>| 155825 | &nbsp;&nbsp;9813859 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Champion Homes, <br>Inc.<br>| 254742 | &nbsp;&nbsp;19966678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cheesecake Factory, <br>Inc.<br>| 225175 | &nbsp;&nbsp;13051143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Choice Hotels <br>International, Inc.<br>| 157839 | &nbsp;&nbsp;16225849 |
|  | Churchill Downs, Inc. | 7419 | &nbsp;&nbsp;729733 |
| \* | Citi Trends, Inc. | 36984 | &nbsp;&nbsp;1595860 |
|  | Clarus Corp. | 149970 | &nbsp;&nbsp;574385 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Columbia Sportswear <br>Co.<br>| 225164 | &nbsp;&nbsp;$12447066 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cooper-Standard <br>Holdings, Inc.<br>| 78247 | &nbsp;&nbsp;2454608 |
| \* | Coursera, Inc. | 296372 | &nbsp;&nbsp;1796014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cracker Barrel Old <br>Country Store, Inc.<br>| 42553 | &nbsp;&nbsp;1281696 |
|  | Cricut, Inc., Class A | 174694 | &nbsp;&nbsp;780882 |
| \* | Crocs, Inc. | 97115 | &nbsp;&nbsp;8149891 |
| \* | Culp, Inc. | 31633 | &nbsp;&nbsp;111348 |
|  | Dana, Inc. | 597399 | &nbsp;&nbsp;17264831 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dave & Buster's <br>Entertainment, Inc.<br>| 43984 | &nbsp;&nbsp;825580 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Deckers Outdoor <br>Corp.<br>| 103467 | &nbsp;&nbsp;12347752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Designer Brands, Inc., <br>Class A<br>| 8889 | &nbsp;&nbsp;56356 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Destination XL Group, <br>Inc.<br>| 211265 | &nbsp;&nbsp;144294 |
|  | Dillard's, Inc., Class A | 46633 | &nbsp;&nbsp;28332346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dine Brands Global, <br>Inc.<br>| 35159 | &nbsp;&nbsp;1209118 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dorman Products, <br>Inc.<br>| 135687 | &nbsp;&nbsp;16852325 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dream Finders <br>Homes, Inc., <br>Class A<br>| 65473 | &nbsp;&nbsp;1204048 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Driven Brands <br>Holdings, Inc.<br>| 398015 | &nbsp;&nbsp;6189133 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Duluth Holdings, Inc., <br>Class B<br>| 122280 | &nbsp;&nbsp;294695 |
| \* | Duolingo, Inc. | 40624 | &nbsp;&nbsp;5446053 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dutch Bros, Inc., <br>Class A<br>| 228039 | &nbsp;&nbsp;12403041 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;El Pollo Loco <br>Holdings, Inc.<br>| 136303 | &nbsp;&nbsp;1380749 |
| \* | Envela Corp. | 19113 | &nbsp;&nbsp;260701 |
|  | Escalade, Inc. | 56160 | &nbsp;&nbsp;816566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ethan Allen Interiors, <br>Inc.<br>| 113467 | &nbsp;&nbsp;2601798 |
| \* | Etsy, Inc. | 336416 | &nbsp;&nbsp;17816591 |
| \* | Figs, Inc., Class A | 554131 | &nbsp;&nbsp;5990156 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;First Watch <br>Restaurant Group, <br>Inc.<br>| 244241 | &nbsp;&nbsp;3905414 |
| \* | Five Below, Inc. | 131388 | &nbsp;&nbsp;25179196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Flanigan's <br>Enterprises, Inc.<br>| 9481 | &nbsp;&nbsp;308370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Flexsteel Industries, <br>Inc.<br>| 26039 | &nbsp;&nbsp;1042341 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Floor & Decor <br>Holdings, Inc., <br>Class A<br>| 288262 | &nbsp;&nbsp;19013762 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fox Factory Holding <br>Corp.<br>| 186118 | &nbsp;&nbsp;3424571 |
| \* | Frontdoor, Inc. | 259862 | &nbsp;&nbsp;15360443 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Full House Resorts, <br>Inc.<br>| 17234 | &nbsp;&nbsp;$39983 |
| \* | Funko, Inc., Class A | 107028 | &nbsp;&nbsp;434534 |
|  | Gap, Inc. | 1382363 | &nbsp;&nbsp;38678517 |
|  | Garrett Motion, Inc. | 796949 | &nbsp;&nbsp;14376960 |
| \* | Genesco, Inc. | 48314 | &nbsp;&nbsp;1397724 |
|  | Gentex Corp. | 718542 | &nbsp;&nbsp;16533651 |
| \* | Gentherm, Inc. | 134801 | &nbsp;&nbsp;4308240 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GigaCloud <br>Technology, Inc., <br>Class A<br>| 48417 | &nbsp;&nbsp;1933291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;G-III Apparel Group <br>Ltd.<br>| 197264 | &nbsp;&nbsp;5789698 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Global Business <br>Travel Group I<br>| 212358 | &nbsp;&nbsp;1454652 |
|  | Gold.com, Inc. | 103476 | &nbsp;&nbsp;5365231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Golden Entertainment, <br>Inc.<br>| 29776 | &nbsp;&nbsp;801570 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Goodyear Tire & <br>Rubber Co.<br>| 1179776 | &nbsp;&nbsp;11101692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Graham Holdings Co., <br>Class B<br>| 25437 | &nbsp;&nbsp;29675567 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grand Canyon <br>Education, Inc.<br>| 128404 | &nbsp;&nbsp;22321751 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Green Brick Partners, <br>Inc.<br>| 128392 | &nbsp;&nbsp;8909121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Group 1 Automotive, <br>Inc.<br>| 54518 | &nbsp;&nbsp;19313547 |
| \* | Groupon, Inc. | 97419 | &nbsp;&nbsp;1378479 |
|  | H&R Block, Inc. | 595381 | &nbsp;&nbsp;23487780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hamilton Beach <br>Brands Holding Co., <br>Class A<br>| 44464 | &nbsp;&nbsp;848818 |
|  | Harley-Davidson, Inc. | 203423 | &nbsp;&nbsp;4027775 |
|  | Hasbro, Inc. | 455044 | &nbsp;&nbsp;40639980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haverty Furniture <br>Cos., Inc. (HVT <br>US)<br>| 66937 | &nbsp;&nbsp;1694845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haverty Furniture <br>Cos., Inc. (HVT/A <br>US), Class A<br>| 3785 | &nbsp;&nbsp;96158 |
| \* | Helen of Troy Ltd. | 44576 | &nbsp;&nbsp;738179 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hilton Grand <br>Vacations, Inc.<br>| 349730 | &nbsp;&nbsp;15776320 |
| \* | Holley, Inc. | 264977 | &nbsp;&nbsp;1020161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hooker Furnishings <br>Corp.<br>| 48234 | &nbsp;&nbsp;640065 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hovnanian <br>Enterprises, Inc., <br>Class A<br>| 20869 | &nbsp;&nbsp;2350893 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Inspired <br>Entertainment, Inc.<br>| 58719 | &nbsp;&nbsp;524361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Installed Building <br>Products, Inc.<br>| 122810 | &nbsp;&nbsp;35386473 |
|  | J Jill, Inc. | 43158 | &nbsp;&nbsp;673696 |
|  | JAKKS Pacific, Inc. | 41664 | &nbsp;&nbsp;761201 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jerash Holdings U.S., <br>Inc.<br>| 8187 | &nbsp;&nbsp;$25052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Outdoors, <br>Inc., Class A<br>| 40294 | &nbsp;&nbsp;1828945 |
|  | KB Home | 321169 | &nbsp;&nbsp;18480064 |
|  | Kohl's Corp. | 437362 | &nbsp;&nbsp;7640714 |
|  | Kontoor Brands, Inc. | 242048 | &nbsp;&nbsp;14457527 |
|  | Krispy Kreme, Inc. | 65022 | &nbsp;&nbsp;204819 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kura Sushi USA, Inc., <br>Class A<br>| 43021 | &nbsp;&nbsp;2874233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lakeland Industries, <br>Inc.<br>| 42798 | &nbsp;&nbsp;403157 |
| \* | Lands' End, Inc. | 130901 | &nbsp;&nbsp;2324802 |
| \* | Latham Group, Inc. | 188938 | &nbsp;&nbsp;1188420 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Laureate Education, <br>Inc.<br>| 697477 | &nbsp;&nbsp;23923461 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Lazare Kaplan <br>International, Inc.<br>| 9600 | &nbsp;&nbsp;0 |
|  | La-Z-Boy, Inc. | 182407 | &nbsp;&nbsp;6641439 |
|  | LCI Industries | 112609 | &nbsp;&nbsp;16518614 |
|  | Lear Corp. | 180267 | &nbsp;&nbsp;21107463 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Legacy Education, <br>Inc.<br>| 7064 | &nbsp;&nbsp;71205 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Legacy Housing <br>Corp.<br>| 67733 | &nbsp;&nbsp;1405460 |
|  | Leggett & Platt, Inc. | 478352 | &nbsp;&nbsp;5582368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Levi Strauss & Co., <br>Class A<br>| 341483 | &nbsp;&nbsp;6788682 |
| \* | LGI Homes, Inc. | 56137 | &nbsp;&nbsp;2813025 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Life Time Group <br>Holdings, Inc.<br>| 654478 | &nbsp;&nbsp;19091123 |
|  | Lifetime Brands, Inc. | 66993 | &nbsp;&nbsp;211028 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lincoln Educational <br>Services Corp.<br>| 132049 | &nbsp;&nbsp;3520426 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lindblad Expeditions <br>Holdings, Inc.<br>| 144090 | &nbsp;&nbsp;2401980 |
|  | Lithia Motors, Inc. | 77537 | &nbsp;&nbsp;25078567 |
| \* | Live Ventures, Inc. | 5483 | &nbsp;&nbsp;109989 |
|  | LKQ Corp. | 531993 | &nbsp;&nbsp;17475970 |
| \* | Lovesac Co. | 34281 | &nbsp;&nbsp;456623 |
| \* | Lucid Group, Inc. | 141438 | &nbsp;&nbsp;1565719 |
| \* | M/I Homes, Inc. | 119111 | &nbsp;&nbsp;15925141 |
|  | Macy's, Inc. | 1108954 | &nbsp;&nbsp;22201259 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Malibu Boats, Inc., <br>Class A<br>| 85629 | &nbsp;&nbsp;2782943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marine Products <br>Corp.<br>| 104268 | &nbsp;&nbsp;1007229 |
| \* | MarineMax, Inc. | 95620 | &nbsp;&nbsp;2584609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marriott Vacations <br>Worldwide Corp.<br>| 166593 | &nbsp;&nbsp;9047666 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MasterCraft Boat <br>Holdings, Inc.<br>| 68195 | &nbsp;&nbsp;1468238 |
| \* | Mattel, Inc. | 1113384 | &nbsp;&nbsp;23258592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Matthews International <br>Corp., Class A<br>| 95935 | &nbsp;&nbsp;2522131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meritage Homes <br>Corp.<br>| 319437 | &nbsp;&nbsp;22204066 |
| \* | Mister Car Wash, Inc. | 844968 | &nbsp;&nbsp;4689572 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mobileye Global, Inc., <br>Class A<br>| 132542 | &nbsp;&nbsp;$1190227 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mohawk Industries, <br>Inc.<br>| 216030 | &nbsp;&nbsp;25573631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Monarch Casino & <br>Resort, Inc.<br>| 25331 | &nbsp;&nbsp;2318546 |
|  | Monro, Inc. | 123758 | &nbsp;&nbsp;2316750 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Motorcar Parts of <br>America, Inc.<br>| 82746 | &nbsp;&nbsp;1028533 |
|  | Movado Group, Inc. | 68612 | &nbsp;&nbsp;1564354 |
|  | Murphy USA, Inc. | 53860 | &nbsp;&nbsp;22756389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nathan's Famous, <br>Inc.<br>| 49064 | &nbsp;&nbsp;4961352 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National Vision <br>Holdings, Inc.<br>| 331535 | &nbsp;&nbsp;8735947 |
|  | Newell Brands, Inc. | 815088 | &nbsp;&nbsp;3464124 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Norwegian Cruise <br>Line Holdings Ltd.<br>| 1222037 | &nbsp;&nbsp;26835933 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ollie's Bargain Outlet <br>Holdings, Inc.<br>| 275451 | &nbsp;&nbsp;30385000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OneSpaWorld <br>Holdings Ltd.<br>| 453771 | &nbsp;&nbsp;8916600 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;OneWater Marine, <br>Inc., Class A<br>| 18845 | &nbsp;&nbsp;250262 |
|  | Oxford Industries, Inc. | 50485 | &nbsp;&nbsp;1860372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Papa John's <br>International, Inc.<br>| 145592 | &nbsp;&nbsp;5120471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Patrick Industries, <br>Inc.<br>| 146986 | &nbsp;&nbsp;18545224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Penske Automotive <br>Group, Inc.<br>| 19099 | &nbsp;&nbsp;2994532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Perdoceo Education <br>Corp.<br>| 304617 | &nbsp;&nbsp;9756883 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Petco Health & <br>Wellness Co., Inc.<br>| 941659 | &nbsp;&nbsp;2533063 |
| \* | PetMed Express, Inc. | 8897 | &nbsp;&nbsp;28381 |
|  | Phinia, Inc. | 152092 | &nbsp;&nbsp;10824388 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Planet Fitness, Inc., <br>Class A<br>| 292372 | &nbsp;&nbsp;26617547 |
|  | Polaris, Inc. | 140342 | &nbsp;&nbsp;8959433 |
|  | Pool Corp. | 47283 | &nbsp;&nbsp;12014137 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Portillo's, Inc., <br>Class A<br>| 14306 | &nbsp;&nbsp;80829 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pursuit Attractions & <br>Hospitality, Inc.<br>| 116188 | &nbsp;&nbsp;4035209 |
|  | PVH Corp. | 238349 | &nbsp;&nbsp;14863444 |
| \* | QuantumScape Corp. | 537326 | &nbsp;&nbsp;4755335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RCI Hospitality <br>Holdings, Inc.<br>| 36427 | &nbsp;&nbsp;875705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Red Rock Resorts, <br>Inc., Class A<br>| 65674 | &nbsp;&nbsp;4146000 |
| \* | Revolve Group, Inc. | 171689 | &nbsp;&nbsp;4747201 |
| \* | RH | 23579 | &nbsp;&nbsp;4688213 |
| \* | RideNow Group, Inc. | 1094 | &nbsp;&nbsp;5372 |
|  | Rocky Brands, Inc. | 50369 | &nbsp;&nbsp;1621378 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rush Street <br>Interactive, Inc.<br>| 175151 | &nbsp;&nbsp;3094918 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | Sabre Corp. | 844369 | &nbsp;&nbsp;$1097680 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sally Beauty Holdings, <br>Inc.<br>| 437597 | &nbsp;&nbsp;6660226 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Savers Value Village, <br>Inc.<br>| 267914 | &nbsp;&nbsp;2775589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Service Corp. <br>International<br>| 223180 | &nbsp;&nbsp;17950367 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shake Shack, Inc., <br>Class A<br>| 180177 | &nbsp;&nbsp;15958277 |
|  | Shoe Carnival, Inc. | 121970 | &nbsp;&nbsp;2324748 |
|  | Signet Jewelers Ltd. | 183000 | &nbsp;&nbsp;16885410 |
| \* | Sleep Number Corp. | 12897 | &nbsp;&nbsp;150121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Smith & Wesson <br>Brands, Inc.<br>| 195849 | &nbsp;&nbsp;2138671 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Smith Douglas Homes <br>Corp.<br>| 6299 | &nbsp;&nbsp;113634 |
| \* | Solid Power, Inc. | 519441 | &nbsp;&nbsp;2327096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Somnigroup <br>International, Inc.<br>| 62542 | &nbsp;&nbsp;5494315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sonic Automotive, <br>Inc., Class A<br>| 144746 | &nbsp;&nbsp;8678970 |
| \* | Sonos, Inc. | 496924 | &nbsp;&nbsp;7130859 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sportsman's <br>Warehouse <br>Holdings, Inc.<br>| 156922 | &nbsp;&nbsp;214983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Standard Motor <br>Products, Inc.<br>| 97162 | &nbsp;&nbsp;3879679 |
|  | Steven Madden Ltd. | 322983 | &nbsp;&nbsp;14172494 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Stitch Fix, Inc., <br>Class A<br>| 471012 | &nbsp;&nbsp;2260858 |
| \* | Stoneridge, Inc. | 58041 | &nbsp;&nbsp;381910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Strategic Education, <br>Inc.<br>| 109347 | &nbsp;&nbsp;9296682 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Strattec Security <br>Corp.<br>| 14534 | &nbsp;&nbsp;1149930 |
| \* | Stride, Inc. | 285074 | &nbsp;&nbsp;24117260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sturm Ruger & Co., <br>Inc.<br>| 63349 | &nbsp;&nbsp;2324275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Superior Group of <br>Cos., Inc.<br>| 51179 | &nbsp;&nbsp;509743 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sweetgreen, Inc., <br>Class A<br>| 160661 | &nbsp;&nbsp;986459 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Target Hospitality <br>Corp.<br>| 104717 | &nbsp;&nbsp;721500 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Taylor Morrison Home <br>Corp.<br>| 581617 | &nbsp;&nbsp;35449556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texas Roadhouse, <br>Inc.<br>| 108162 | &nbsp;&nbsp;19454017 |
|  | Thor Industries, Inc. | 201917 | &nbsp;&nbsp;22588455 |
| \* | Tilly's, Inc., Class A | 72596 | &nbsp;&nbsp;106716 |
|  | Toll Brothers, Inc. | 90262 | &nbsp;&nbsp;13041956 |
| \* | TopBuild Corp. | 68204 | &nbsp;&nbsp;31922882 |
|  | Travel & Leisure Co. | 311945 | &nbsp;&nbsp;21692655 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tri Pointe Homes, <br>Inc.<br>| 524120 | &nbsp;&nbsp;17479402 |
| \* | Udemy, Inc. | 298783 | &nbsp;&nbsp;1437146 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Under Armour, Inc. <br>(UA US), Class C<br>| 838345 | &nbsp;&nbsp;$5088754 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Under Armour, Inc. <br>(UAA US), Class A<br>| 428919 | &nbsp;&nbsp;2646430 |
| \* | Unifi, Inc. | 80913 | &nbsp;&nbsp;312324 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;United Parks & <br>Resorts, Inc.<br>| 234146 | &nbsp;&nbsp;8815597 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Universal Electronics, <br>Inc.<br>| 34049 | &nbsp;&nbsp;134494 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Universal Technical <br>Institute, Inc.<br>| 235454 | &nbsp;&nbsp;6552685 |
|  | Upbound Group, Inc. | 177798 | &nbsp;&nbsp;3360382 |
| \* | Urban Outfitters, Inc. | 580115 | &nbsp;&nbsp;41101148 |
|  | Vail Resorts, Inc. | 122043 | &nbsp;&nbsp;16240262 |
| \* | Valvoline, Inc. | 836626 | &nbsp;&nbsp;27374403 |
| \* | Vera Bradley, Inc. | 86541 | &nbsp;&nbsp;207698 |
|  | VF Corp. | 1104733 | &nbsp;&nbsp;21641719 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Victoria's Secret & <br>Co.<br>| 300850 | &nbsp;&nbsp;16399334 |
| \* | Vince Holding Corp. | 11282 | &nbsp;&nbsp;30461 |
|  | Visteon Corp. | 130526 | &nbsp;&nbsp;11859592 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Warby Parker, Inc., <br>Class A<br>| 405368 | &nbsp;&nbsp;10340938 |
| \* | Wayfair, Inc., Class A | 128130 | &nbsp;&nbsp;13260174 |
|  | Wendy's Co. | 901219 | &nbsp;&nbsp;7020496 |
|  | Weyco Group, Inc. | 56235 | &nbsp;&nbsp;1778151 |
|  | Whirlpool Corp. | 169877 | &nbsp;&nbsp;13588461 |
|  | Wingstop, Inc. | 65934 | &nbsp;&nbsp;17500862 |
|  | Winmark Corp. | 15984 | &nbsp;&nbsp;7203829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Winnebago Industries, <br>Inc.<br>| 125071 | &nbsp;&nbsp;5742010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wolverine World <br>Wide, Inc.<br>| 272111 | &nbsp;&nbsp;4821807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wyndham Hotels & <br>Resorts, Inc.<br>| 273680 | &nbsp;&nbsp;19921167 |
|  | Wynn Resorts Ltd. | 231690 | &nbsp;&nbsp;24895091 |
| \* | XPEL, Inc. | 94274 | &nbsp;&nbsp;4856054 |
| \* | YETI Holdings, Inc. | 350715 | &nbsp;&nbsp;16031183 |
| \* | Zumiez, Inc. | 75765 | &nbsp;&nbsp;1864577 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>DISCRETIONARY | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>DISCRETIONARY |  | &nbsp;&nbsp;2365563732 |
| CONSUMER STAPLES — (3.6%) | CONSUMER STAPLES — (3.6%) | CONSUMER STAPLES — (3.6%) | CONSUMER STAPLES — (3.6%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Albertsons Cos., Inc., <br>Class A<br>| 1129322 | &nbsp;&nbsp;18803211 |
|  | Alico, Inc. | 33310 | &nbsp;&nbsp;1376036 |
|  | Andersons, Inc. | 165038 | &nbsp;&nbsp;10230706 |
|  | B&G Foods, Inc. | 349100 | &nbsp;&nbsp;1525567 |
| \* | BellRing Brands, Inc. | 411849 | &nbsp;&nbsp;10242685 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BJ's Wholesale Club <br>Holdings, Inc.<br>| 178002 | &nbsp;&nbsp;16454505 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Boston Beer Co., Inc. <br>, Class A<br>| 23409 | &nbsp;&nbsp;5000631 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bridgford Foods <br>Corp.<br>| 27242 | &nbsp;&nbsp;205950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brown-Forman Corp. <br>(BFB US), Class B<br>| 35856 | &nbsp;&nbsp;981379 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | Calavo Growers, Inc. | 73122 | &nbsp;&nbsp;$1860224 |
|  | Cal-Maine Foods, Inc. | 215862 | &nbsp;&nbsp;18030953 |
|  | Campbell's Co. | 863879 | &nbsp;&nbsp;24171334 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Central Garden & Pet <br>Co. (CENT US)<br>| 60154 | &nbsp;&nbsp;2035010 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Central Garden & Pet <br>Co. (CENTA US), <br>Class A<br>| 213565 | &nbsp;&nbsp;6550039 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chefs' Warehouse, <br>Inc.<br>| 181013 | &nbsp;&nbsp;11385718 |
|  | Clorox Co. | 177767 | &nbsp;&nbsp;20050340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola <br>Consolidated, Inc.<br>| 127465 | &nbsp;&nbsp;19382328 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Coffee Holding Co., <br>Inc.<br>| 700 | &nbsp;&nbsp;2233 |
|  | Conagra Brands, Inc. | 805417 | &nbsp;&nbsp;14908269 |
| \* | Coty, Inc., Class A | 1635668 | &nbsp;&nbsp;5185068 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Darling Ingredients, <br>Inc.<br>| 484903 | &nbsp;&nbsp;22140671 |
|  | Dole PLC | 361992 | &nbsp;&nbsp;5766533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Edgewell Personal <br>Care Co.<br>| 201325 | &nbsp;&nbsp;3917785 |
| \* | elf Beauty, Inc. | 101588 | &nbsp;&nbsp;8633964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energizer Holdings, <br>Inc.<br>| 203871 | &nbsp;&nbsp;4450504 |
| \* | Farmer Bros Co. | 5498 | &nbsp;&nbsp;9072 |
|  | Flowers Foods, Inc. | 527019 | &nbsp;&nbsp;6023827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fresh Del Monte <br>Produce, Inc.<br>| 233374 | &nbsp;&nbsp;9255613 |
| \*» | Fresh Market, Inc. | 285242 | &nbsp;&nbsp;0 |
| \* | Freshpet, Inc. | 261188 | &nbsp;&nbsp;18204804 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grocery Outlet <br>Holding Corp.<br>| 418331 | &nbsp;&nbsp;3986694 |
| \* | Herbalife Ltd. | 369615 | &nbsp;&nbsp;6372163 |
| \* | HF Foods Group, Inc. | 55874 | &nbsp;&nbsp;106719 |
| \* | Honest Co., Inc. | 88201 | &nbsp;&nbsp;217856 |
|  | Hormel Foods Corp. | 192509 | &nbsp;&nbsp;4737646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ingles Markets, Inc., <br>Class A<br>| 64138 | &nbsp;&nbsp;4801371 |
|  | Ingredion, Inc. | 262510 | &nbsp;&nbsp;31002431 |
|  | Interparfums, Inc. | 142859 | &nbsp;&nbsp;13938753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;J&J Snack Foods <br>Corp.<br>| 86521 | &nbsp;&nbsp;8219495 |
|  | J.M. Smucker Co. | 130204 | &nbsp;&nbsp;13653191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;John B Sanfilippo & <br>Son, Inc.<br>| 39954 | &nbsp;&nbsp;3232279 |
| \* | Laird Superfood, Inc. | 12003 | &nbsp;&nbsp;37329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lamb Weston <br>Holdings, Inc.<br>| 452481 | &nbsp;&nbsp;20782452 |
|  | Lifevantage Corp. | 72727 | &nbsp;&nbsp;385453 |
| \* | Lifeway Foods, Inc. | 31401 | &nbsp;&nbsp;691764 |
|  | Limoneira Co. | 71350 | &nbsp;&nbsp;1027440 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mama's Creations, <br>Inc.<br>| 115741 | &nbsp;&nbsp;1747689 |
| \* | Maplebear, Inc. | 508247 | &nbsp;&nbsp;18886459 |
|  | Marzetti Co. | 122603 | &nbsp;&nbsp;21034997 |
| \* | Medifast, Inc. | 24136 | &nbsp;&nbsp;276116 |
|  | MGP Ingredients, Inc. | 94046 | &nbsp;&nbsp;2342686 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
| \* | Mission Produce, Inc. | 180186 | &nbsp;&nbsp;$2425304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Molson Coors <br>Beverage Co., <br>Class B<br>| 402958 | &nbsp;&nbsp;19358102 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National Beverage <br>Corp.<br>| 294705 | &nbsp;&nbsp;10043546 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Natural Alternatives <br>International, Inc.<br>| 25533 | &nbsp;&nbsp;104685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Natural Grocers by <br>Vitamin Cottage, <br>Inc.<br>| 109432 | &nbsp;&nbsp;2989682 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nature's Sunshine <br>Products, Inc.<br>| 74912 | &nbsp;&nbsp;1889281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nu Skin Enterprises, <br>Inc., Class A<br>| 104440 | &nbsp;&nbsp;1108108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oil-Dri Corp. of <br>America<br>| 56224 | &nbsp;&nbsp;3404363 |
|  | Pilgrim's Pride Corp. | 278598 | &nbsp;&nbsp;12082795 |
| \* | Post Holdings, Inc. | 246681 | &nbsp;&nbsp;25237933 |
|  | PriceSmart, Inc. | 136768 | &nbsp;&nbsp;19449777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reynolds Consumer <br>Products, Inc.<br>| 515585 | &nbsp;&nbsp;11946104 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rocky Mountain <br>Chocolate Factory, <br>Inc.<br>| 13940 | &nbsp;&nbsp;32201 |
|  | Seaboard Corp. | 3468 | &nbsp;&nbsp;17625347 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Seneca Foods Corp. <br>(SENEA US), <br>Class A<br>| 46180 | &nbsp;&nbsp;5510659 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp;Seneca Foods Corp. <br>(SENEB US), <br>Class B<br>| 2796 | &nbsp;&nbsp;330487 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Simply Good Foods <br>Co.<br>| 237433 | &nbsp;&nbsp;4456617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Spectrum Brands <br>Holdings, Inc.<br>| 127532 | &nbsp;&nbsp;8125064 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sprouts Farmers <br>Market, Inc.<br>| 453242 | &nbsp;&nbsp;32139390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tootsie Roll Industries, <br>Inc.<br>| 178261 | &nbsp;&nbsp;6752527 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TreeHouse Foods, <br>Inc.<br>| 180400 | &nbsp;&nbsp;4445056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Turning Point Brands, <br>Inc.<br>| 100591 | &nbsp;&nbsp;12186600 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;United Natural Foods, <br>Inc.<br>| 270596 | &nbsp;&nbsp;10074289 |
|  | United-Guardian, Inc. | 8416 | &nbsp;&nbsp;60679 |
|  | Universal Corp. | 135059 | &nbsp;&nbsp;7642989 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;USANA Health <br>Sciences, Inc.<br>| 81939 | &nbsp;&nbsp;1778076 |
|  | Utz Brands, Inc. | 128511 | &nbsp;&nbsp;1354506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Village Super Market, <br>Inc., Class A<br>| 61564 | &nbsp;&nbsp;2195372 |
| \* | Vita Coco Co., Inc. | 223151 | &nbsp;&nbsp;11905106 |
| \* | Vital Farms, Inc. | 185890 | &nbsp;&nbsp;5288570 |
|  | WD-40 Co. | 60239 | &nbsp;&nbsp;13929064 |
|  | Weis Markets, Inc. | 154154 | &nbsp;&nbsp;10968057 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
| \* | Zevia PBC, Class A | 105319 | &nbsp;&nbsp;$194840 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>STAPLES | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>STAPLES |  | &nbsp;&nbsp;691301118 |
| ENERGY — (4.8%) | ENERGY — (4.8%) | ENERGY — (4.8%) | ENERGY — (4.8%) |
| \* | Amplify Energy Corp. | 174278 | &nbsp;&nbsp;874876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Antero Midstream <br>Corp.<br>| 2072690 | &nbsp;&nbsp;39008026 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Antero Resources <br>Corp.<br>| 558554 | &nbsp;&nbsp;20314609 |
|  | APA Corp. | 934519 | &nbsp;&nbsp;24680647 |
|  | Archrock, Inc. | 731037 | &nbsp;&nbsp;21631385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ardmore Shipping <br>Corp.<br>| 181261 | &nbsp;&nbsp;2341892 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Barnwell Industries, <br>Inc.<br>| 49095 | &nbsp;&nbsp;54004 |
| \* | BKV Corp. | 122939 | &nbsp;&nbsp;3657435 |
|  | Borr Drilling Ltd. | 671888 | &nbsp;&nbsp;3144436 |
| \* | Bristow Group, Inc. | 124564 | &nbsp;&nbsp;5475833 |
|  | Cactus, Inc., Class A | 300852 | &nbsp;&nbsp;16916908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;California Resources <br>Corp.<br>| 324730 | &nbsp;&nbsp;17373055 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Centrus Energy Corp., <br>Class A<br>| 65989 | &nbsp;&nbsp;18363419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chord Energy Corp. <br>(CHRD US)<br>| 23442 | &nbsp;&nbsp;2349826 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Clean Energy Fuels <br>Corp.<br>| 955048 | &nbsp;&nbsp;2101106 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CNX Resources <br>Corp.<br>| 654920 | &nbsp;&nbsp;25410896 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Comstock Resources, <br>Inc.<br>| 1063533 | &nbsp;&nbsp;25897029 |
| \* | Comstock, Inc. | 74511 | &nbsp;&nbsp;219807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Core Laboratories, <br>Inc.<br>| 134369 | &nbsp;&nbsp;2625570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Core Natural <br>Resources, Inc.<br>| 139483 | &nbsp;&nbsp;13303889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crescent Energy Co., <br>Class A<br>| 918013 | &nbsp;&nbsp;8968987 |
| \* | CVR Energy, Inc. | 361079 | &nbsp;&nbsp;8210936 |
|  | DHT Holdings, Inc. | 721739 | &nbsp;&nbsp;10342520 |
| \* | DMC Global, Inc. | 43571 | &nbsp;&nbsp;374711 |
|  | Dorian LPG Ltd. | 188367 | &nbsp;&nbsp;5562477 |
| \* | DT Midstream, Inc. | 274171 | &nbsp;&nbsp;34551029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energy Services of <br>America Corp.<br>| 51528 | &nbsp;&nbsp;464267 |
|  | Epsilon Energy Ltd. | 85687 | &nbsp;&nbsp;427578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Evolution Petroleum <br>Corp.<br>| 86689 | &nbsp;&nbsp;341555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Excelerate Energy, <br>Inc., Class A<br>| 112297 | &nbsp;&nbsp;4194293 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Expro Group Holdings <br>NV<br>| 377626 | &nbsp;&nbsp;6045792 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Forum Energy <br>Technologies, Inc.<br>| 50357 | &nbsp;&nbsp;2278151 |
|  | FutureFuel Corp. | 132390 | &nbsp;&nbsp;435563 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Geospace <br>Technologies Corp.<br>| 54932 | &nbsp;&nbsp;$849249 |
| \* | Gevo, Inc. | 40698 | &nbsp;&nbsp;79768 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gran Tierra Energy, <br>Inc. (GTE US)<br>| 35986 | &nbsp;&nbsp;195404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Granite Ridge <br>Resources, Inc.<br>| 184412 | &nbsp;&nbsp;925748 |
| \* | Green Plains, Inc. | 248300 | &nbsp;&nbsp;2845518 |
| \* | Gulfport Energy Corp. | 51451 | &nbsp;&nbsp;10504751 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Helix Energy Solutions <br>Group, Inc.<br>| 640881 | &nbsp;&nbsp;5088595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Helmerich & Payne, <br>Inc.<br>| 389345 | &nbsp;&nbsp;13191009 |
|  | HF Sinclair Corp. | 523273 | &nbsp;&nbsp;27204963 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Innovex International, <br>Inc.<br>| 190214 | &nbsp;&nbsp;4726818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Seaways, <br>Inc.<br>| 220143 | &nbsp;&nbsp;13131530 |
|  | Kinetik Holdings, Inc. | 208140 | &nbsp;&nbsp;8515007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kodiak Gas Services, <br>Inc.<br>| 348263 | &nbsp;&nbsp;14630529 |
| \* | Kosmos Energy Ltd. | 224897 | &nbsp;&nbsp;355337 |
|  | Liberty Energy, Inc. | 731958 | &nbsp;&nbsp;18042765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magnolia Oil & Gas <br>Corp., Class A<br>| 741092 | &nbsp;&nbsp;18905257 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mammoth Energy <br>Services, Inc.<br>| 103965 | &nbsp;&nbsp;243278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Matador Resources <br>Co.<br>| 417276 | &nbsp;&nbsp;18877566 |
|  | Mexco Energy Corp. | 11067 | &nbsp;&nbsp;116314 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MIND Technology, <br>Inc.<br>| 2455 | &nbsp;&nbsp;21481 |
|  | Murphy Oil Corp. | 566042 | &nbsp;&nbsp;17032204 |
| \* | Nabors Industries Ltd. | 22426 | &nbsp;&nbsp;1498954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NACCO Industries, <br>Inc., Class A<br>| 38337 | &nbsp;&nbsp;1887330 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National Energy <br>Services Reunited <br>Corp.<br>| 132272 | &nbsp;&nbsp;2603113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Natural Gas Services <br>Group, Inc.<br>| 56219 | &nbsp;&nbsp;1947426 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NCS Multistage <br>Holdings, Inc.<br>| 3224 | &nbsp;&nbsp;128573 |
|  | Noble Corp. PLC | 498964 | &nbsp;&nbsp;17773098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nordic American <br>Tankers Ltd.<br>| 965623 | &nbsp;&nbsp;4016992 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northern Oil & Gas, <br>Inc.<br>| 152860 | &nbsp;&nbsp;3821500 |
|  | NOV, Inc. | 1275770 | &nbsp;&nbsp;23410379 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oceaneering <br>International, Inc.<br>| 436858 | &nbsp;&nbsp;13149426 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oil States <br>International, Inc.<br>| 267793 | &nbsp;&nbsp;2268207 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;OPAL Fuels, Inc., <br>Class A<br>| 14890 | &nbsp;&nbsp;34396 |
|  | Ovintiv, Inc. | 560615 | &nbsp;&nbsp;24369934 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Par Pacific Holdings, <br>Inc.<br>| 233412 | &nbsp;&nbsp;$8808969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Patterson-UTI Energy, <br>Inc.<br>| 1528906 | &nbsp;&nbsp;11512662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PBF Energy, Inc., <br>Class A<br>| 420374 | &nbsp;&nbsp;14065714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Peabody Energy <br>Corp.<br>| 514765 | &nbsp;&nbsp;18150614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Permian Resources <br>Corp.<br>| 1211147 | &nbsp;&nbsp;19535801 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PrimeEnergy <br>Resources Corp.<br>| 6627 | &nbsp;&nbsp;1213337 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ProPetro Holding <br>Corp.<br>| 419372 | &nbsp;&nbsp;4818584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Range Resources <br>Corp.<br>| 837868 | &nbsp;&nbsp;31713304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ranger Energy <br>Services, Inc., <br>Class A<br>| 95433 | &nbsp;&nbsp;1471577 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;REX American <br>Resources Corp.<br>| 158667 | &nbsp;&nbsp;5364531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Riley Exploration <br>Permian, Inc.<br>| 49901 | &nbsp;&nbsp;1399723 |
|  | RPC, Inc. | 882927 | &nbsp;&nbsp;5871465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SandRidge Energy, <br>Inc.<br>| 163695 | &nbsp;&nbsp;2594566 |
|  | Scorpio Tankers, Inc. | 224385 | &nbsp;&nbsp;14275374 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SEACOR Marine <br>Holdings, Inc.<br>| 104626 | &nbsp;&nbsp;698902 |
| \* | Seadrill Ltd. | 255536 | &nbsp;&nbsp;9833025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Select Water <br>Solutions, Inc.<br>| 465548 | &nbsp;&nbsp;5628475 |
|  | SFL Corp. Ltd. | 607516 | &nbsp;&nbsp;5382592 |
|  | SM Energy Co. | 986973 | &nbsp;&nbsp;19216364 |
|  | Smart Sand, Inc. | 22757 | &nbsp;&nbsp;105820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Solaris Energy <br>Infrastructure, Inc.<br>| 174470 | &nbsp;&nbsp;9628999 |
| \* | Talos Energy, Inc. | 713372 | &nbsp;&nbsp;8503394 |
|  | Teekay Corp. Ltd. | 372841 | &nbsp;&nbsp;3814163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Teekay Tankers Ltd., <br>Class A<br>| 132815 | &nbsp;&nbsp;8569224 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TETRA Technologies, <br>Inc.<br>| 538979 | &nbsp;&nbsp;6144361 |
| \* | Tidewater, Inc. | 220759 | &nbsp;&nbsp;13795230 |
| \* | Transocean Ltd. | 3366312 | &nbsp;&nbsp;16730606 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Uranium Energy <br>Corp.<br>| 1619299 | &nbsp;&nbsp;27916715 |
|  | VAALCO Energy, Inc. | 251268 | &nbsp;&nbsp;1291518 |
| \* | Valaris Ltd. | 266559 | &nbsp;&nbsp;15388451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Viper Energy, Inc., <br>Class A<br>| 106865 | &nbsp;&nbsp;4524664 |
|  | Vitesse Energy, Inc. | 112439 | &nbsp;&nbsp;2356721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Weatherford <br>International PLC<br>| 197815 | &nbsp;&nbsp;18610435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Western Midstream <br>Partners LP<br>| 8117 | &nbsp;&nbsp;336531 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
|  | World Kinect Corp. | 262278 | &nbsp;&nbsp;$7057901 |
| TOTAL ENERGY | TOTAL ENERGY |  | &nbsp;&nbsp;926665238 |
| FINANCIALS — (19.3%) | FINANCIALS — (19.3%) | FINANCIALS — (19.3%) | FINANCIALS — (19.3%) |
|  | 1st Source Corp. | 164414 | &nbsp;&nbsp;11069995 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Acacia Research <br>Corp.<br>| 352612 | &nbsp;&nbsp;1403396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Acadian Asset <br>Management, Inc.<br>| 202867 | &nbsp;&nbsp;11242889 |
|  | ACNB Corp. | 35762 | &nbsp;&nbsp;1806696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Affiliated Managers <br>Group, Inc.<br>| 133025 | &nbsp;&nbsp;41648797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alerus Financial <br>Corp.<br>| 100317 | &nbsp;&nbsp;2469805 |
|  | Ally Financial, Inc. | 29003 | &nbsp;&nbsp;1226247 |
| \* | AlTi Global, Inc. | 7712 | &nbsp;&nbsp;36169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amalgamated <br>Financial Corp.<br>| 129927 | &nbsp;&nbsp;5046365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amerant Bancorp, <br>Inc.<br>| 177195 | &nbsp;&nbsp;3845132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Coastal <br>Insurance Corp.<br>| 118237 | &nbsp;&nbsp;1306519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Financial <br>Group, Inc.<br>| 71591 | &nbsp;&nbsp;9326160 |
|  | Ameris Bancorp | 321999 | &nbsp;&nbsp;25959559 |
|  | AMERISAFE, Inc. | 86769 | &nbsp;&nbsp;3263382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AmeriServ Financial, <br>Inc.<br>| 196617 | &nbsp;&nbsp;648836 |
|  | Ames National Corp. | 37768 | &nbsp;&nbsp;985745 |
|  | Arrow Financial Corp. | 75117 | &nbsp;&nbsp;2539706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Artisan Partners Asset <br>Management, Inc., <br>Class A<br>| 299902 | &nbsp;&nbsp;13351637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Associated <br>Banc-Corp.<br>| 744580 | &nbsp;&nbsp;20297251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Associated Capital <br>Group, Inc., <br>Class A<br>| 8441 | &nbsp;&nbsp;332997 |
|  | Assurant, Inc. | 80858 | &nbsp;&nbsp;19254716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Assured Guaranty <br>Ltd.<br>| 229446 | &nbsp;&nbsp;19468493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atlantic American <br>Corp.<br>| 13763 | &nbsp;&nbsp;37298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atlantic Union <br>Bankshares Corp.<br>| 630325 | &nbsp;&nbsp;24481823 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Atlanticus Holdings <br>Corp.<br>| 66806 | &nbsp;&nbsp;3449194 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Auburn National <br>BanCorp, Inc.<br>| 3016 | &nbsp;&nbsp;74978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Axis Capital Holdings <br>Ltd.<br>| 322506 | &nbsp;&nbsp;33276169 |
| \* | Axos Financial, Inc. | 250698 | &nbsp;&nbsp;24816595 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Baldwin Insurance <br>Group, Inc.<br>| 268557 | &nbsp;&nbsp;5886769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banc of California, <br>Inc.<br>| 642702 | &nbsp;&nbsp;12841186 |
|  | BancFirst Corp. | 148327 | &nbsp;&nbsp;16308554 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | Bancorp, Inc. | 208415 | &nbsp;&nbsp;$12388188 |
|  | Bank First Corp. | 25957 | &nbsp;&nbsp;3622040 |
|  | Bank of Hawaii Corp. | 187777 | &nbsp;&nbsp;14041964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Marin <br>Bancorp<br>| 68378 | &nbsp;&nbsp;1835949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of NT Butterfield <br>& Son Ltd.<br>| 192299 | &nbsp;&nbsp;9961088 |
|  | Bank OZK | 600276 | &nbsp;&nbsp;28549127 |
|  | Bank7 Corp. | 15044 | &nbsp;&nbsp;668555 |
|  | BankUnited, Inc. | 552022 | &nbsp;&nbsp;26204484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bankwell Financial <br>Group, Inc.<br>| 33659 | &nbsp;&nbsp;1622027 |
|  | Banner Corp. | 230073 | &nbsp;&nbsp;14227714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bar Harbor <br>Bankshares<br>| 71135 | &nbsp;&nbsp;2412188 |
|  | BayCom Corp. | 49879 | &nbsp;&nbsp;1455469 |
|  | BCB Bancorp, Inc. | 75830 | &nbsp;&nbsp;598299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beacon Financial <br>Corp.<br>| 348087 | &nbsp;&nbsp;9868266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BGC Group, Inc., <br>Class A<br>| 1571141 | &nbsp;&nbsp;14313095 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Blue Foundry <br>Bancorp<br>| 93437 | &nbsp;&nbsp;1228697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Blue Ridge <br>Bankshares, Inc.<br>| 208427 | &nbsp;&nbsp;885815 |
|  | BOK Financial Corp. | 233914 | &nbsp;&nbsp;30394785 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bowhead Specialty <br>Holdings, Inc.<br>| 53519 | &nbsp;&nbsp;1314427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bread Financial <br>Holdings, Inc.<br>| 216997 | &nbsp;&nbsp;15740962 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bridgewater <br>Bancshares, Inc.<br>| 103453 | &nbsp;&nbsp;1987332 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Brighthouse Financial, <br>Inc.<br>| 259795 | &nbsp;&nbsp;16642468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Burke & Herbert <br>Financial Services <br>Corp.<br>| 43314 | &nbsp;&nbsp;2836201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Business First <br>Bancshares, Inc.<br>| 115989 | &nbsp;&nbsp;3267410 |
| \* | BV Financial, Inc. | 1545 | &nbsp;&nbsp;29540 |
|  | Byline Bancorp, Inc. | 195036 | &nbsp;&nbsp;6227499 |
|  | C&F Financial Corp. | 14393 | &nbsp;&nbsp;1083793 |
|  | Cadence Bank | 830516 | &nbsp;&nbsp;34973029 |
|  | California BanCorp | 60210 | &nbsp;&nbsp;1083178 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp;California First <br>Leasing Corp.<br>| 1063 | &nbsp;&nbsp;29530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Camden National <br>Corp.<br>| 80616 | &nbsp;&nbsp;3834903 |
| \* | Cantaloupe, Inc. | 68330 | &nbsp;&nbsp;733864 |
|  | Capital Bancorp, Inc. | 55880 | &nbsp;&nbsp;1716634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Capital City Bank <br>Group, Inc.<br>| 96361 | &nbsp;&nbsp;4024035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Capitol Federal <br>Financial, Inc.<br>| 568042 | &nbsp;&nbsp;4135346 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Carter Bankshares, <br>Inc.<br>| 95311 | &nbsp;&nbsp;2040609 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cass Information <br>Systems, Inc.<br>| 78425 | &nbsp;&nbsp;$3525988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cathay General <br>Bancorp<br>| 312827 | &nbsp;&nbsp;16010486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CB Financial Services, <br>Inc.<br>| 6359 | &nbsp;&nbsp;227843 |
| \* | CCUR Holdings, Inc. | 16 | &nbsp;&nbsp;36083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Pacific <br>Financial Corp.<br>| 117749 | &nbsp;&nbsp;3835085 |
|  | CF Bankshares, Inc. | 8881 | &nbsp;&nbsp;258526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chemung Financial <br>Corp.<br>| 20165 | &nbsp;&nbsp;1225427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ChoiceOne Financial <br>Services, Inc.<br>| 55379 | &nbsp;&nbsp;1588824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citizens & Northern <br>Corp.<br>| 72345 | &nbsp;&nbsp;1646572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citizens Community <br>Bancorp, Inc.<br>| 13143 | &nbsp;&nbsp;238414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citizens Financial <br>Services, Inc.<br>| 1185 | &nbsp;&nbsp;74951 |
|  | City Holding Co. | 87786 | &nbsp;&nbsp;10805579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Civista Bancshares, <br>Inc.<br>| 89427 | &nbsp;&nbsp;2157874 |
|  | CNB Financial Corp. | 125318 | &nbsp;&nbsp;3471309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CNO Financial Group, <br>Inc.<br>| 440893 | &nbsp;&nbsp;18539551 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Coastal Financial <br>Corp.<br>| 60290 | &nbsp;&nbsp;5774576 |
|  | Cohen & Co., Inc. | 1391 | &nbsp;&nbsp;25998 |
|  | Cohen & Steers, Inc. | 266931 | &nbsp;&nbsp;17152986 |
|  | Colony Bankcorp, Inc. | 61832 | &nbsp;&nbsp;1203251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Columbia Banking <br>System, Inc.<br>| 980212 | &nbsp;&nbsp;28857441 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Columbia Financial, <br>Inc.<br>| 402319 | &nbsp;&nbsp;6545730 |
|  | Comerica, Inc. | 419337 | &nbsp;&nbsp;37182612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commerce <br>Bancshares, Inc.<br>| 455373 | &nbsp;&nbsp;23970835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Community Financial <br>System, Inc.<br>| 233459 | &nbsp;&nbsp;14591188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Community Trust <br>Bancorp, Inc.<br>| 141741 | &nbsp;&nbsp;8745420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Community West <br>Bancshares<br>| 82670 | &nbsp;&nbsp;1981600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ConnectOne Bancorp, <br>Inc.<br>| 217338 | &nbsp;&nbsp;5785538 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Consumer Portfolio <br>Services, Inc.<br>| 145523 | &nbsp;&nbsp;1255863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crawford & Co. <br>(CRD/A US), <br>Class A<br>| 179113 | &nbsp;&nbsp;1943376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crawford & Co. <br>(CRD/B US), <br>Class B<br>| 147712 | &nbsp;&nbsp;1521434 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Credit Acceptance <br>Corp.<br>| 38262 | &nbsp;&nbsp;19063659 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cullen/Frost Bankers, <br>Inc.<br>| 187593 | &nbsp;&nbsp;$25854067 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Customers Bancorp, <br>Inc.<br>| 145408 | &nbsp;&nbsp;11490140 |
|  | CVB Financial Corp. | 608712 | &nbsp;&nbsp;11997714 |
| \* | Dave, Inc. | 45531 | &nbsp;&nbsp;7452969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Diamond Hill <br>Investment Group, <br>Inc.<br>| 20666 | &nbsp;&nbsp;3541119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DigitalBridge Group, <br>Inc.<br>| 474519 | &nbsp;&nbsp;7302847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dime Community <br>Bancshares, Inc.<br>| 187463 | &nbsp;&nbsp;6377491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Donegal Group, Inc. <br>(DGICA US), <br>Class A<br>| 173893 | &nbsp;&nbsp;3246582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Donegal Group, Inc. <br>(DGICB US), <br>Class B<br>| 5267 | &nbsp;&nbsp;87327 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Donnelley Financial <br>Solutions, Inc.<br>| 121439 | &nbsp;&nbsp;6284468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eagle Bancorp <br>Montana, Inc.<br>| 20209 | &nbsp;&nbsp;438737 |
|  | Eagle Bancorp, Inc. | 132440 | &nbsp;&nbsp;3544094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eagle Financial <br>Services, Inc.<br>| 5235 | &nbsp;&nbsp;200553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eastern Bankshares, <br>Inc.<br>| 966172 | &nbsp;&nbsp;19792033 |
| \* | eHealth, Inc. | 131427 | &nbsp;&nbsp;371938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Employers Holdings, <br>Inc.<br>| 194709 | &nbsp;&nbsp;8493207 |
|  | Enact Holdings, Inc. | 170812 | &nbsp;&nbsp;6793193 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Encore Capital Group, <br>Inc.<br>| 144232 | &nbsp;&nbsp;7961606 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Enova International, <br>Inc.<br>| 141929 | &nbsp;&nbsp;23442413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Financial <br>Services Corp.<br>| 163369 | &nbsp;&nbsp;9369212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Equity Bancshares, <br>Inc., Class A<br>| 108926 | &nbsp;&nbsp;5023667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Esquire Financial <br>Holdings, Inc.<br>| 35896 | &nbsp;&nbsp;3827590 |
|  | Essent Group Ltd. | 480224 | &nbsp;&nbsp;30215694 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Euronet Worldwide, <br>Inc.<br>| 185295 | &nbsp;&nbsp;13426476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Evercore, Inc., <br>Class A<br>| 71748 | &nbsp;&nbsp;25346416 |
|  | EVERTEC, Inc. | 301927 | &nbsp;&nbsp;9060829 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;EZCORP, Inc., <br>Class A<br>| 277112 | &nbsp;&nbsp;5944052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;F&G Annuities & Life, <br>Inc.<br>| 68233 | &nbsp;&nbsp;2012191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FactSet Research <br>Systems, Inc.<br>| 51834 | &nbsp;&nbsp;13184496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Farmers & Merchants <br>Bancorp, Inc.<br>| 31081 | &nbsp;&nbsp;833903 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Farmers National <br>Banc Corp.<br>| 162813 | &nbsp;&nbsp;$2113313 |
| \* | FB Bancorp, Inc. | 29797 | &nbsp;&nbsp;386169 |
|  | FB Financial Corp. | 228984 | &nbsp;&nbsp;13173450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Federal Agricultural <br>Mortgage Corp. <br>(AGM US), Class C<br>| 41319 | &nbsp;&nbsp;6995307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Federal Agricultural <br>Mortgage Corp. <br>(AGM/A US), <br>Class A<br>| 2089 | &nbsp;&nbsp;270881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Federated Hermes, <br>Inc.<br>| 443904 | &nbsp;&nbsp;23651205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fidelis Insurance <br>Holdings Ltd.<br>| 427854 | &nbsp;&nbsp;8146340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fidelity D&D Bancorp, <br>Inc.<br>| 1359 | &nbsp;&nbsp;60747 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Finance of America <br>Cos., Inc., Class A<br>| 15632 | &nbsp;&nbsp;364069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Financial Institutions, <br>Inc.<br>| 84949 | &nbsp;&nbsp;2798220 |
|  | Finward Bancorp | 837 | &nbsp;&nbsp;30672 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First American <br>Financial Corp.<br>| 368608 | &nbsp;&nbsp;23288653 |
|  | First BanCorp | 1005986 | &nbsp;&nbsp;22252410 |
|  | First Bancorp, Inc. | 54707 | &nbsp;&nbsp;1496236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First <br>Bancorp/Southern <br>Pines NC<br>| 190551 | &nbsp;&nbsp;11038619 |
|  | First Bank | 105239 | &nbsp;&nbsp;1755387 |
|  | First Busey Corp. | 377782 | &nbsp;&nbsp;9312326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Business <br>Financial Services, <br>Inc.<br>| 47250 | &nbsp;&nbsp;2708370 |
|  | First Capital, Inc. | 1242 | &nbsp;&nbsp;73179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Commonwealth <br>Financial Corp.<br>| 499661 | &nbsp;&nbsp;9008888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Community <br>Bankshares, Inc.<br>| 142138 | &nbsp;&nbsp;5119811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Community <br>Corp.<br>| 24883 | &nbsp;&nbsp;729570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Financial <br>Bancorp<br>| 595311 | &nbsp;&nbsp;17109238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Financial <br>Bankshares, Inc.<br>| 625120 | &nbsp;&nbsp;19891318 |
|  | First Financial Corp. | 52666 | &nbsp;&nbsp;3431717 |
| \* | First Foundation, Inc. | 357625 | &nbsp;&nbsp;2245885 |
|  | First Hawaiian, Inc. | 530632 | &nbsp;&nbsp;14088280 |
|  | First Horizon Corp. | 1224205 | &nbsp;&nbsp;29980780 |
|  | First Internet Bancorp | 43189 | &nbsp;&nbsp;941088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Interstate <br>BancSystem, Inc., <br>Class A<br>| 448978 | &nbsp;&nbsp;15925250 |
|  | First Merchants Corp. | 260161 | &nbsp;&nbsp;10344001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Mid Bancshares, <br>Inc.<br>| 85052 | &nbsp;&nbsp;3580689 |
|  | First National Corp. | 2504 | &nbsp;&nbsp;65980 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Northwest <br>Bancorp<br>| 26188 | &nbsp;&nbsp;$273141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Savings Financial <br>Group, Inc.<br>| 11998 | &nbsp;&nbsp;407692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First U.S. Bancshares, <br>Inc.<br>| 2966 | &nbsp;&nbsp;43452 |
|  | First United Corp. | 35254 | &nbsp;&nbsp;1351286 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;First Western <br>Financial, Inc.<br>| 28830 | &nbsp;&nbsp;725075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FirstCash Holdings, <br>Inc.<br>| 197294 | &nbsp;&nbsp;33638627 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Firstsun Capital <br>Bancorp<br>| 37673 | &nbsp;&nbsp;1487330 |
|  | Five Star Bancorp | 47266 | &nbsp;&nbsp;1872679 |
|  | Flagstar Bank NA | 1091368 | &nbsp;&nbsp;14427885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Flushing Financial <br>Corp.<br>| 147403 | &nbsp;&nbsp;2327493 |
| \* | Flywire Corp. | 433029 | &nbsp;&nbsp;5456165 |
|  | FNB Corp. | 1616999 | &nbsp;&nbsp;28378332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Franklin Financial <br>Services Corp.<br>| 1411 | &nbsp;&nbsp;71975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Franklin Resources, <br>Inc.<br>| 233094 | &nbsp;&nbsp;6204962 |
|  | FS Bancorp, Inc. | 41201 | &nbsp;&nbsp;1729618 |
|  | Fulton Financial Corp. | 811152 | &nbsp;&nbsp;16750289 |
|  | FVCBankcorp, Inc. | 37914 | &nbsp;&nbsp;574018 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GBank Financial <br>Holdings, Inc.<br>| 853 | &nbsp;&nbsp;27748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GCM Grosvenor, Inc., <br>Class A<br>| 145490 | &nbsp;&nbsp;1646947 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Genworth Financial, <br>Inc.<br>| 2349974 | &nbsp;&nbsp;19598783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;German American <br>Bancorp, Inc.<br>| 159529 | &nbsp;&nbsp;6711385 |
|  | Glacier Bancorp, Inc. | 552863 | &nbsp;&nbsp;28019097 |
|  | Globe Life, Inc. | 182641 | &nbsp;&nbsp;25609921 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GoHealth, Inc., <br>Class A<br>| 18764 | &nbsp;&nbsp;40530 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Goosehead Insurance, <br>Inc., Class A<br>| 96738 | &nbsp;&nbsp;5982278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great Southern <br>Bancorp, Inc.<br>| 82126 | &nbsp;&nbsp;5040894 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Green Dot Corp., <br>Class A<br>| 235395 | &nbsp;&nbsp;2867111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greene County <br>Bancorp, Inc.<br>| 23455 | &nbsp;&nbsp;549785 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Greenlight Capital Re <br>Ltd., Class A<br>| 151202 | &nbsp;&nbsp;2097172 |
| \* | Hagerty, Inc., Class A | 33528 | &nbsp;&nbsp;422788 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hamilton Insurance <br>Group Ltd., <br>Class B<br>| 183683 | &nbsp;&nbsp;5097203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hamilton Lane, Inc., <br>Class A<br>| 156213 | &nbsp;&nbsp;22063524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hancock Whitney <br>Corp.<br>| 394913 | &nbsp;&nbsp;27170014 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanmi Financial <br>Corp.<br>| 133061 | &nbsp;&nbsp;$3535431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanover Bancorp, <br>Inc.<br>| 864 | &nbsp;&nbsp;19958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanover Insurance <br>Group, Inc.<br>| 154898 | &nbsp;&nbsp;26973938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hawthorn Bancshares, <br>Inc.<br>| 8989 | &nbsp;&nbsp;318300 |
|  | HBT Financial, Inc. | 86920 | &nbsp;&nbsp;2345102 |
|  | HCI Group, Inc. | 55242 | &nbsp;&nbsp;8765248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heritage Commerce <br>Corp.<br>| 328041 | &nbsp;&nbsp;4175962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heritage Financial <br>Corp.<br>| 197330 | &nbsp;&nbsp;5093087 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Heritage Insurance <br>Holdings, Inc.<br>| 132248 | &nbsp;&nbsp;3447705 |
|  | Hilltop Holdings, Inc. | 286255 | &nbsp;&nbsp;10720250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hingham Institution <br>For Savings<br>| 9393 | &nbsp;&nbsp;2803341 |
| \* | Hippo Holdings, Inc. | 88674 | &nbsp;&nbsp;2642485 |
|  | Home Bancorp, Inc. | 33468 | &nbsp;&nbsp;1997705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home BancShares, <br>Inc.<br>| 881067 | &nbsp;&nbsp;25462836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HomeTrust <br>Bancshares, Inc.<br>| 73994 | &nbsp;&nbsp;3190621 |
|  | Hope Bancorp, Inc. | 697615 | &nbsp;&nbsp;8357428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Horace Mann <br>Educators Corp.<br>| 181953 | &nbsp;&nbsp;8153314 |
|  | Horizon Bancorp, Inc. | 329848 | &nbsp;&nbsp;5811922 |
|  | Houlihan Lokey, Inc. | 35160 | &nbsp;&nbsp;5918131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Independent Bank <br>Corp. (IBCP US)<br>| 92455 | &nbsp;&nbsp;3249793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Independent Bank <br>Corp. (INDB US)<br>| 221887 | &nbsp;&nbsp;17924032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International <br>Bancshares Corp.<br>| 435130 | &nbsp;&nbsp;30302453 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;International Money <br>Express, Inc.<br>| 96516 | &nbsp;&nbsp;1492137 |
|  | Invesco Ltd. | 1332640 | &nbsp;&nbsp;36367746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Investar Holding <br>Corp.<br>| 41047 | &nbsp;&nbsp;1167787 |
|  | Investors Title Co. | 8626 | &nbsp;&nbsp;2237757 |
|  | Isabella Bank Corp. | 1069 | &nbsp;&nbsp;51504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jack Henry & <br>Associates, Inc.<br>| 28007 | &nbsp;&nbsp;5019134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jackson Financial, <br>Inc., Class A<br>| 274823 | &nbsp;&nbsp;32681951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;James River Group <br>Holdings, Inc.<br>| 163035 | &nbsp;&nbsp;1093965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Janus Henderson <br>Group PLC<br>| 599212 | &nbsp;&nbsp;28840074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jefferies Financial <br>Group, Inc.<br>| 165066 | &nbsp;&nbsp;10098738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kearny Financial <br>Corp.<br>| 279892 | &nbsp;&nbsp;2180359 |
|  | Kemper Corp. | 289599 | &nbsp;&nbsp;11413097 |
| \* | Kestrel Group Ltd. | 27078 | &nbsp;&nbsp;321416 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Kingstone Cos., Inc. | 61243 | &nbsp;&nbsp;$946204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinsale Capital Group, <br>Inc.<br>| 29776 | &nbsp;&nbsp;11787723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lake Shore Bancorp, <br>Inc.<br>| 727 | &nbsp;&nbsp;11130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lakeland Financial <br>Corp.<br>| 115654 | &nbsp;&nbsp;6892978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Landmark Bancorp, <br>Inc.<br>| 18816 | &nbsp;&nbsp;507844 |
|  | Lazard, Inc. | 294565 | &nbsp;&nbsp;15824032 |
|  | LCNB Corp. | 54794 | &nbsp;&nbsp;937525 |
| \* | LendingClub Corp. | 494753 | &nbsp;&nbsp;8366273 |
| \* | LendingTree, Inc. | 48084 | &nbsp;&nbsp;2724439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lincoln National <br>Corp.<br>| 648594 | &nbsp;&nbsp;26987996 |
|  | LINKBANCORP, Inc. | 23198 | &nbsp;&nbsp;202983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Live Oak Bancshares, <br>Inc.<br>| 196607 | &nbsp;&nbsp;7856416 |
|  | Magyar Bancorp, Inc. | 5370 | &nbsp;&nbsp;94619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MainStreet <br>Bancshares, Inc.<br>| 22739 | &nbsp;&nbsp;486842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MarketAxess <br>Holdings, Inc.<br>| 121634 | &nbsp;&nbsp;20584122 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Marqeta, Inc., <br>Class A<br>| 1765127 | &nbsp;&nbsp;7289975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mechanics Bancorp, <br>Class A<br>| 74001 | &nbsp;&nbsp;1109275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mercantile Bank <br>Corp.<br>| 103198 | &nbsp;&nbsp;5364232 |
|  | Merchants Bancorp | 195598 | &nbsp;&nbsp;8109493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mercury General <br>Corp.<br>| 195650 | &nbsp;&nbsp;17136984 |
|  | Meridian Corp. | 49677 | &nbsp;&nbsp;940386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Metrocity Bankshares, <br>Inc.<br>| 82546 | &nbsp;&nbsp;2325321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Bank <br>Holding Corp.<br>| 36137 | &nbsp;&nbsp;3346286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MGIC Investment <br>Corp.<br>| 1074486 | &nbsp;&nbsp;28925163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mid Penn Bancorp, <br>Inc.<br>| 57665 | &nbsp;&nbsp;1902368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Middlefield Banc <br>Corp.<br>| 2694 | &nbsp;&nbsp;90357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Midland States <br>Bancorp, Inc.<br>| 93145 | &nbsp;&nbsp;2128363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MidWestOne Financial <br>Group, Inc.<br>| 89032 | &nbsp;&nbsp;4123962 |
|  | Moelis & Co., Class A | 217007 | &nbsp;&nbsp;15552892 |
|  | Morningstar, Inc. | 63276 | &nbsp;&nbsp;12787447 |
|  | MVB Financial Corp. | 45118 | &nbsp;&nbsp;1274132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Bank <br>Holdings Corp., <br>Class A<br>| 167023 | &nbsp;&nbsp;6710984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Bankshares, <br>Inc.<br>| 25781 | &nbsp;&nbsp;938686 |
|  | Navient Corp. | 731829 | &nbsp;&nbsp;7179243 |
|  | NB Bancorp, Inc. | 69453 | &nbsp;&nbsp;1508519 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | NBT Bancorp, Inc. | 273088 | &nbsp;&nbsp;$12133300 |
| \* | NCR Atleos Corp. | 327748 | &nbsp;&nbsp;12225000 |
|  | Nelnet, Inc., Class A | 218481 | &nbsp;&nbsp;28817644 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NerdWallet, Inc., <br>Class A<br>| 189244 | &nbsp;&nbsp;2282283 |
| \* | NI Holdings, Inc. | 28658 | &nbsp;&nbsp;390322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nicolet Bankshares, <br>Inc.<br>| 64435 | &nbsp;&nbsp;9406221 |
| \* | NMI Holdings, Inc. | 353533 | &nbsp;&nbsp;13688798 |
|  | Northeast Bank | 36510 | &nbsp;&nbsp;4207047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northeast Community <br>Bancorp, Inc.<br>| 53439 | &nbsp;&nbsp;1261160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northfield Bancorp, <br>Inc.<br>| 216305 | &nbsp;&nbsp;2664878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northrim BanCorp, <br>Inc.<br>| 160581 | &nbsp;&nbsp;3783288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northwest <br>Bancshares, Inc.<br>| 645787 | &nbsp;&nbsp;8317737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Norwood Financial <br>Corp.<br>| 26476 | &nbsp;&nbsp;805665 |
|  | Oak Valley Bancorp | 14743 | &nbsp;&nbsp;471039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OceanFirst Financial <br>Corp.<br>| 250614 | &nbsp;&nbsp;4699013 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Octave Specialty <br>Group, Inc.<br>| 197578 | &nbsp;&nbsp;1120267 |
|  | OFG Bancorp | 257556 | &nbsp;&nbsp;10379507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ohio Valley Banc <br>Corp.<br>| 18743 | &nbsp;&nbsp;771274 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Old Market Capital <br>Corp.<br>| 33215 | &nbsp;&nbsp;118328 |
|  | Old National Bancorp | 1392259 | &nbsp;&nbsp;34012887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Old Republic <br>International Corp.<br>| 745022 | &nbsp;&nbsp;29182512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Old Second Bancorp, <br>Inc.<br>| 225419 | &nbsp;&nbsp;4472313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OneMain Holdings, <br>Inc.<br>| 474598 | &nbsp;&nbsp;31105153 |
| \* | Onity Group, Inc. | 34394 | &nbsp;&nbsp;1555297 |
|  | OP Bancorp | 59236 | &nbsp;&nbsp;828119 |
| \* | Open Lending Corp. | 198390 | &nbsp;&nbsp;355118 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oportun Financial <br>Corp.<br>| 190039 | &nbsp;&nbsp;1030011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oppenheimer <br>Holdings, Inc., <br>Class A<br>| 54340 | &nbsp;&nbsp;4566190 |
|  | OppFi, Inc. | 81620 | &nbsp;&nbsp;777022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orange County <br>Bancorp, Inc.<br>| 18891 | &nbsp;&nbsp;582221 |
|  | Origin Bancorp, Inc. | 129192 | &nbsp;&nbsp;5533293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orrstown Financial <br>Services, Inc.<br>| 84139 | &nbsp;&nbsp;3030687 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oscar Health, Inc., <br>Class A<br>| 774634 | &nbsp;&nbsp;11115998 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Palomar Holdings, <br>Inc.<br>| 107299 | &nbsp;&nbsp;13261083 |
|  | Park National Corp. | 73564 | &nbsp;&nbsp;11986518 |
|  | Parke Bancorp, Inc. | 36674 | &nbsp;&nbsp;1001567 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pathward Financial, <br>Inc.<br>| 147042 | &nbsp;&nbsp;$13276422 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Paymentus Holdings, <br>Inc., Class A<br>| 131548 | &nbsp;&nbsp;3516278 |
| \* | Payoneer Global, Inc. | 1337799 | &nbsp;&nbsp;8548536 |
| \* | Paysafe Ltd. | 143845 | &nbsp;&nbsp;986777 |
| \* | Paysign, Inc. | 137505 | &nbsp;&nbsp;573396 |
|  | PCB Bancorp | 44694 | &nbsp;&nbsp;1002933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Peapack-Gladstone <br>Financial Corp.<br>| 86512 | &nbsp;&nbsp;2744161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PennyMac Financial <br>Services, Inc.<br>| 230141 | &nbsp;&nbsp;22995689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Peoples Bancorp of <br>North Carolina, Inc.<br>| 21943 | &nbsp;&nbsp;803772 |
|  | Peoples Bancorp, Inc. | 161310 | &nbsp;&nbsp;5245801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Peoples Financial <br>Services Corp.<br>| 29568 | &nbsp;&nbsp;1540493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Perella Weinberg <br>Partners<br>| 99421 | &nbsp;&nbsp;2218083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pinnacle Financial <br>Partners, Inc.<br>| 537101 | &nbsp;&nbsp;51072934 |
| \* | Pioneer Bancorp, Inc. | 1272 | &nbsp;&nbsp;17999 |
|  | Piper Sandler Cos. | 78967 | &nbsp;&nbsp;27350220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PJT Partners, Inc., <br>Class A<br>| 104729 | &nbsp;&nbsp;18121259 |
|  | Plumas Bancorp | 13670 | &nbsp;&nbsp;685004 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ponce Financial <br>Group, Inc.<br>| 101757 | &nbsp;&nbsp;1707482 |
|  | Popular, Inc. | 284065 | &nbsp;&nbsp;37931199 |
| \* | PRA Group, Inc. | 169260 | &nbsp;&nbsp;2164835 |
|  | Preferred Bank | 74699 | &nbsp;&nbsp;6406933 |
|  | Primerica, Inc. | 99592 | &nbsp;&nbsp;26196680 |
|  | Primis Financial Corp. | 105409 | &nbsp;&nbsp;1420913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Princeton Bancorp, <br>Inc.<br>| 8270 | &nbsp;&nbsp;299622 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Priority Technology <br>Holdings, Inc.<br>| 131659 | &nbsp;&nbsp;778105 |
| \* | ProAssurance Corp. | 189423 | &nbsp;&nbsp;4587825 |
|  | PROG Holdings, Inc. | 200238 | &nbsp;&nbsp;6495721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prosperity <br>Bancshares, Inc.<br>| 306616 | &nbsp;&nbsp;21159570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Provident Financial <br>Holdings, Inc.<br>| 45781 | &nbsp;&nbsp;739821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Provident Financial <br>Services, Inc.<br>| 576939 | &nbsp;&nbsp;12773429 |
|  | QCR Holdings, Inc. | 85024 | &nbsp;&nbsp;7674266 |
|  | Radian Group, Inc. | 228732 | &nbsp;&nbsp;7525283 |
|  | RBB Bancorp | 58535 | &nbsp;&nbsp;1214016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Red River <br>Bancshares, Inc.<br>| 19737 | &nbsp;&nbsp;1639355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Regional Management <br>Corp.<br>| 81404 | &nbsp;&nbsp;3016018 |
| \* | Remitly Global, Inc. | 640359 | &nbsp;&nbsp;8465546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RenaissanceRe <br>Holdings Ltd.<br>| 11449 | &nbsp;&nbsp;3225183 |
|  | Renasant Corp. | 402138 | &nbsp;&nbsp;15164624 |
| \* | Repay Holdings Corp. | 329347 | &nbsp;&nbsp;1149421 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Republic Bancorp, <br>Inc., Class A<br>| 100654 | &nbsp;&nbsp;$7308487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Richmond Mutual <br>BanCorp, Inc.<br>| 13096 | &nbsp;&nbsp;183737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Riverview Bancorp, <br>Inc.<br>| 90918 | &nbsp;&nbsp;470046 |
|  | RLI Corp. | 408124 | &nbsp;&nbsp;23846685 |
| \* | Root, Inc., Class A | 21024 | &nbsp;&nbsp;1306221 |
|  | S&T Bancorp, Inc. | 190713 | &nbsp;&nbsp;8132002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Safety Insurance <br>Group, Inc.<br>| 93165 | &nbsp;&nbsp;7332086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SB Financial Group, <br>Inc.<br>| 16438 | &nbsp;&nbsp;375280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seacoast Banking <br>Corp. of Florida<br>| 417928 | &nbsp;&nbsp;13975512 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Security National <br>Financial Corp., <br>Class A<br>| 67353 | &nbsp;&nbsp;594053 |
|  | SEI Investments Co. | 293752 | &nbsp;&nbsp;25806113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Selective Insurance <br>Group, Inc.<br>| 270271 | &nbsp;&nbsp;22724386 |
| \* | Selectquote, Inc. | 291090 | &nbsp;&nbsp;413348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ServisFirst <br>Bancshares, Inc.<br>| 241247 | &nbsp;&nbsp;19746067 |
| \* | Sezzle, Inc. | 105590 | &nbsp;&nbsp;6677512 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shift4 Payments, Inc., <br>Class A<br>| 218201 | &nbsp;&nbsp;12882587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shore Bancshares, <br>Inc.<br>| 142714 | &nbsp;&nbsp;2707285 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Siebert Financial <br>Corp.<br>| 5817 | &nbsp;&nbsp;17276 |
|  | Sierra Bancorp | 60338 | &nbsp;&nbsp;2136569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Silvercrest Asset <br>Management <br>Group, Inc., <br>Class A<br>| 36401 | &nbsp;&nbsp;536551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Simmons First <br>National Corp., <br>Class A<br>| 631857 | &nbsp;&nbsp;12845653 |
| \* | SiriusPoint Ltd. | 520210 | &nbsp;&nbsp;10617486 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Skyward Specialty <br>Insurance Group, <br>Inc.<br>| 173032 | &nbsp;&nbsp;7720688 |
|  | SLM Corp. | 945893 | &nbsp;&nbsp;25680995 |
|  | SmartFinancial, Inc. | 70703 | &nbsp;&nbsp;2822464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sound Financial <br>Bancorp, Inc.<br>| 100 | &nbsp;&nbsp;4390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;South Plains <br>Financial, Inc.<br>| 51689 | &nbsp;&nbsp;2153364 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Southern First <br>Bancshares, Inc.<br>| 35339 | &nbsp;&nbsp;1941525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Missouri <br>Bancorp, Inc.<br>| 48874 | &nbsp;&nbsp;3058046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southside <br>Bancshares, Inc.<br>| 132858 | &nbsp;&nbsp;4276699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southstate Bank <br>Corp.<br>| 455654 | &nbsp;&nbsp;46627074 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | SR Bancorp, Inc. | 6923 | &nbsp;&nbsp;$115199 |
|  | Stellar Bancorp, Inc. | 218402 | &nbsp;&nbsp;8111450 |
| \*†† | Sterling Bancorp, Inc. | 78172 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stewart Information <br>Services Corp.<br>| 139002 | &nbsp;&nbsp;9372905 |
|  | Stifel Financial Corp. | 229277 | &nbsp;&nbsp;28269854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stock Yards Bancorp, <br>Inc.<br>| 143974 | &nbsp;&nbsp;9745600 |
| \* | StoneX Group, Inc. | 225716 | &nbsp;&nbsp;25338878 |
| \* | Summit State Bank | 1117 | &nbsp;&nbsp;15281 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Texas Capital <br>Bancshares, Inc.<br>| 207340 | &nbsp;&nbsp;20976588 |
|  | TFS Financial Corp. | 495078 | &nbsp;&nbsp;6968223 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Third Coast <br>Bancshares, Inc.<br>| 38254 | &nbsp;&nbsp;1551582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Timberland Bancorp, <br>Inc.<br>| 63178 | &nbsp;&nbsp;2460151 |
|  | Tiptree, Inc. | 266564 | &nbsp;&nbsp;4766164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tompkins Financial <br>Corp.<br>| 60896 | &nbsp;&nbsp;4878988 |
|  | Towne Bank | 340315 | &nbsp;&nbsp;11911025 |
|  | TriCo Bancshares | 177864 | &nbsp;&nbsp;8861184 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Triumph Financial, <br>Inc.<br>| 105644 | &nbsp;&nbsp;6665080 |
| \* | Trupanion, Inc. | 95836 | &nbsp;&nbsp;3065794 |
|  | TrustCo Bank Corp. | 84865 | &nbsp;&nbsp;3683141 |
|  | Trustmark Corp. | 329916 | &nbsp;&nbsp;14028028 |
| \* | TWFG, Inc. | 4741 | &nbsp;&nbsp;118478 |
|  | UMB Financial Corp. | 380602 | &nbsp;&nbsp;48389738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Bankshares, <br>Inc.<br>| 7329 | &nbsp;&nbsp;182419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Bancshares, <br>Inc.<br>| 700 | &nbsp;&nbsp;28182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Bankshares, <br>Inc.<br>| 642869 | &nbsp;&nbsp;27212645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Community <br>Banks, Inc.<br>| 541959 | &nbsp;&nbsp;18659648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Fire Group, <br>Inc.<br>| 109373 | &nbsp;&nbsp;3930866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Security <br>Bancshares<br>| 75494 | &nbsp;&nbsp;810806 |
|  | Unity Bancorp, Inc. | 50244 | &nbsp;&nbsp;2711166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Insurance <br>Holdings, Inc.<br>| 127365 | &nbsp;&nbsp;3878264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Univest Financial <br>Corp.<br>| 123691 | &nbsp;&nbsp;4099120 |
|  | Unum Group | 16514 | &nbsp;&nbsp;1254569 |
| \* | Upstart Holdings, Inc. | 112370 | &nbsp;&nbsp;4410523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;USCB Financial <br>Holdings, Inc.<br>| 23373 | &nbsp;&nbsp;440581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valley National <br>Bancorp<br>| 2523589 | &nbsp;&nbsp;31443919 |
|  | Value Line, Inc. | 18874 | &nbsp;&nbsp;707398 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Velocity Financial, <br>Inc.<br>| 48696 | &nbsp;&nbsp;988042 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Victory Capital <br>Holdings, Inc., <br>Class A<br>| 263472 | &nbsp;&nbsp;$18582680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Virginia National <br>Bankshares Corp.<br>| 3293 | &nbsp;&nbsp;134750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Virtu Financial, Inc., <br>Class A<br>| 389368 | &nbsp;&nbsp;16162666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Virtus Investment <br>Partners, Inc.<br>| 29806 | &nbsp;&nbsp;4865830 |
|  | Voya Financial, Inc. | 292611 | &nbsp;&nbsp;22431559 |
|  | WaFd, Inc. | 357660 | &nbsp;&nbsp;11666869 |
|  | Walker & Dunlop, Inc. | 151623 | &nbsp;&nbsp;9535570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Washington Trust <br>Bancorp, Inc.<br>| 83013 | &nbsp;&nbsp;2853157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Waterstone Financial, <br>Inc.<br>| 177610 | &nbsp;&nbsp;3248487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Webster Financial <br>Corp.<br>| 408493 | &nbsp;&nbsp;26866585 |
|  | WesBanco, Inc. | 426881 | &nbsp;&nbsp;15064631 |
|  | West BanCorp, Inc. | 74056 | &nbsp;&nbsp;1757349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westamerica <br>BanCorp<br>| 162753 | &nbsp;&nbsp;8232047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Western Alliance <br>Bancorp<br>| 335902 | &nbsp;&nbsp;29945663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Western New England <br>Bancorp, Inc.<br>| 116570 | &nbsp;&nbsp;1565535 |
|  | Western Union Co. | 1375203 | &nbsp;&nbsp;12885652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westwood Holdings <br>Group, Inc.<br>| 26316 | &nbsp;&nbsp;481846 |
| \* | WEX, Inc. | 115519 | &nbsp;&nbsp;17778374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;White Mountains <br>Insurance Group <br>Ltd.<br>| 16011 | &nbsp;&nbsp;32741374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wintrust Financial <br>Corp.<br>| 299866 | &nbsp;&nbsp;44227236 |
|  | WisdomTree, Inc. | 656042 | &nbsp;&nbsp;10627880 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;World Acceptance <br>Corp.<br>| 37631 | &nbsp;&nbsp;4562759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WSFS Financial <br>Corp.<br>| 329604 | &nbsp;&nbsp;21335267 |
|  | WVS Financial Corp. | 2772 | &nbsp;&nbsp;37394 |
|  | Zions Bancorp NA | 454565 | &nbsp;&nbsp;27232989 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | &nbsp;&nbsp;3728185938 |
| HEALTH CARE — (10.0%) | HEALTH CARE — (10.0%) | HEALTH CARE — (10.0%) | HEALTH CARE — (10.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;10X Genomics, Inc., <br>Class A<br>| 426105 | &nbsp;&nbsp;8607321 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;4D Molecular <br>Therapeutics, Inc.<br>| 97152 | &nbsp;&nbsp;860767 |
| †† | 89bio, Inc. | 290598 | &nbsp;&nbsp;98803 |
| \* | Absci Corp. | 81215 | &nbsp;&nbsp;242833 |
| \* | AC Immune SA | 36795 | &nbsp;&nbsp;117376 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ACADIA <br>Pharmaceuticals, <br>Inc.<br>| 515504 | &nbsp;&nbsp;12954616 |
| \* | Accendra Health, Inc. | 336753 | &nbsp;&nbsp;744224 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aclaris Therapeutics, <br>Inc.<br>| 63937 | &nbsp;&nbsp;$224419 |
|  | Acme United Corp. | 16929 | &nbsp;&nbsp;707463 |
| \* | AdaptHealth Corp. | 516934 | &nbsp;&nbsp;5195187 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Adaptive <br>Biotechnologies <br>Corp.<br>| 2526 | &nbsp;&nbsp;46731 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Addus HomeCare <br>Corp.<br>| 81691 | &nbsp;&nbsp;8453385 |
| \* | ADMA Biologics, Inc. | 1000995 | &nbsp;&nbsp;17317213 |
| #†† | Aduro Biotech, Inc. | 57164 | &nbsp;&nbsp;21722 |
| » | &nbsp;&nbsp;&nbsp;&nbsp;Adverum <br>Biotechnologies, <br>Inc.<br>| 16951 | &nbsp;&nbsp;13561 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Agios <br>Pharmaceuticals, <br>Inc.<br>| 248230 | &nbsp;&nbsp;6811431 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Akebia Therapeutics, <br>Inc.<br>| 127176 | &nbsp;&nbsp;179318 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Akero Therapeutics, <br>Inc.<br>| 77452 | &nbsp;&nbsp;50344 |
| †† | Albireo Pharma, Inc. | 36732 | &nbsp;&nbsp;234350 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aldeyra Therapeutics, <br>Inc.<br>| 165087 | &nbsp;&nbsp;884866 |
| \* | Align Technology, Inc. | 121133 | &nbsp;&nbsp;19748313 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aligos Therapeutics, <br>Inc.<br>| 3347 | &nbsp;&nbsp;27010 |
| \* | Alkermes PLC | 734856 | &nbsp;&nbsp;24904270 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Allogene <br>Therapeutics, Inc.<br>| 11067 | &nbsp;&nbsp;20363 |
| \* | Altimmune, Inc. | 92177 | &nbsp;&nbsp;516191 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alto Neuroscience, <br>Inc.<br>| 12483 | &nbsp;&nbsp;193237 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Shared <br>Hospital Services<br>| 3446 | &nbsp;&nbsp;7306 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Well Corp., <br>Class A<br>| 15365 | &nbsp;&nbsp;69911 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AMN Healthcare <br>Services, Inc.<br>| 170823 | &nbsp;&nbsp;3638530 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amneal <br>Pharmaceuticals, <br>Inc.<br>| 1193032 | &nbsp;&nbsp;16320678 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amphastar <br>Pharmaceuticals, <br>Inc.<br>| 210331 | &nbsp;&nbsp;5571668 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amylyx <br>Pharmaceuticals, <br>Inc.<br>| 189339 | &nbsp;&nbsp;2705654 |
| \* | AngioDynamics, Inc. | 175370 | &nbsp;&nbsp;1816833 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ANI Pharmaceuticals, <br>Inc.<br>| 92226 | &nbsp;&nbsp;7548698 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Anika Therapeutics, <br>Inc.<br>| 61098 | &nbsp;&nbsp;563935 |
| \* | Annexon, Inc. | 162824 | &nbsp;&nbsp;1016022 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Apellis <br>Pharmaceuticals, <br>Inc.<br>| 138877 | &nbsp;&nbsp;3135843 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arcturus Therapeutics <br>Holdings, Inc.<br>| 39532 | &nbsp;&nbsp;$295304 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arcus Biosciences, <br>Inc.<br>| 291089 | &nbsp;&nbsp;6124513 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ArriVent Biopharma, <br>Inc.<br>| 1290 | &nbsp;&nbsp;29012 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arrowhead <br>Pharmaceuticals, <br>Inc.<br>| 81074 | &nbsp;&nbsp;5620860 |
| \* | Artivion, Inc. | 189567 | &nbsp;&nbsp;7728647 |
| \* | Astrana Health, Inc. | 171922 | &nbsp;&nbsp;3909506 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Atara Biotherapeutics, <br>Inc.<br>| 3173 | &nbsp;&nbsp;16500 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Atea Pharmaceuticals, <br>Inc.<br>| 341076 | &nbsp;&nbsp;1446162 |
| \* | AtriCure, Inc. | 171595 | &nbsp;&nbsp;6337003 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aura Biosciences, <br>Inc.<br>| 121903 | &nbsp;&nbsp;682657 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Avalo Therapeutics, <br>Inc.<br>| 4464 | &nbsp;&nbsp;67451 |
| \* | Avanos Medical, Inc. | 199130 | &nbsp;&nbsp;2652412 |
| \* | Avantor, Inc. | 1115099 | &nbsp;&nbsp;12176881 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aveanna Healthcare <br>Holdings, Inc.<br>| 310892 | &nbsp;&nbsp;2611493 |
| \* | Axogen, Inc. | 133136 | &nbsp;&nbsp;4639790 |
| \* | Azenta, Inc. | 199982 | &nbsp;&nbsp;7775300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baxter International, <br>Inc.<br>| 607521 | &nbsp;&nbsp;12192946 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beam Therapeutics, <br>Inc.<br>| 433339 | &nbsp;&nbsp;11968823 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bicara Therapeutics, <br>Inc.<br>| 21996 | &nbsp;&nbsp;369533 |
| \* | BioAge Labs, Inc. | 15536 | &nbsp;&nbsp;295029 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BioCryst <br>Pharmaceuticals, <br>Inc.<br>| 678134 | &nbsp;&nbsp;4462122 |
| \* | BioLife Solutions, Inc. | 193555 | &nbsp;&nbsp;4219499 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BioMarin <br>Pharmaceutical, <br>Inc.<br>| 360511 | &nbsp;&nbsp;20383292 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bio-Rad Laboratories, <br>Inc., Class A<br>| 62768 | &nbsp;&nbsp;18434962 |
| \* | Biote Corp., Class A | 165086 | &nbsp;&nbsp;345030 |
|  | Bio-Techne Corp. | 366996 | &nbsp;&nbsp;23520774 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bioventus, Inc., <br>Class A<br>| 147199 | &nbsp;&nbsp;1167288 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Black Diamond <br>Therapeutics, Inc.<br>| 168365 | &nbsp;&nbsp;419229 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BrightSpring Health <br>Services, Inc.<br>| 369012 | &nbsp;&nbsp;14491101 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Brookdale Senior <br>Living, Inc.<br>| 966898 | &nbsp;&nbsp;14503470 |
|  | Bruker Corp. | 379321 | &nbsp;&nbsp;16800127 |
| \* | Butterfly Network, Inc. | 497479 | &nbsp;&nbsp;1970017 |
| \* | C4 Therapeutics, Inc. | 48699 | &nbsp;&nbsp;92528 |
| \* | Cabaletta Bio, Inc. | 284542 | &nbsp;&nbsp;731273 |
| \* | Cardiff Oncology, Inc. | 5896 | &nbsp;&nbsp;10318 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | CareCloud, Inc. | 68860 | &nbsp;&nbsp;$186611 |
| \* | CareDx, Inc. | 217883 | &nbsp;&nbsp;4477496 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Caribou Biosciences, <br>Inc.<br>| 170883 | &nbsp;&nbsp;240945 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cassava Sciences, <br>Inc.<br>| 66393 | &nbsp;&nbsp;132122 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Castle Biosciences, <br>Inc.<br>| 127392 | &nbsp;&nbsp;5017971 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Catalyst <br>Pharmaceuticals, <br>Inc.<br>| 516142 | &nbsp;&nbsp;12542251 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Celldex Therapeutics, <br>Inc.<br>| 164799 | &nbsp;&nbsp;4054055 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cellectar Biosciences, <br>Inc.<br>| 6137 | &nbsp;&nbsp;19761 |
| \* | Certara, Inc. | 681537 | &nbsp;&nbsp;5990710 |
| \* | CervoMed, Inc. | 8875 | &nbsp;&nbsp;45706 |
| \* | CG oncology, Inc. | 39043 | &nbsp;&nbsp;2032188 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Charles River <br>Laboratories <br>International, Inc.<br>| 176629 | &nbsp;&nbsp;37176872 |
|  | Chemed Corp. | 42965 | &nbsp;&nbsp;18352070 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Chinook Therapeutics, <br>Inc.<br>| 363217 | &nbsp;&nbsp;0 |
| \* | Claritev Corp. | 7649 | &nbsp;&nbsp;207747 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Clover Health <br>Investments Corp.<br>| 945121 | &nbsp;&nbsp;2117071 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Collegium <br>Pharmaceutical, <br>Inc.<br>| 139139 | &nbsp;&nbsp;6389263 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Community Health <br>Systems, Inc.<br>| 558613 | &nbsp;&nbsp;1793148 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Compass <br>Therapeutics, Inc.<br>| 86021 | &nbsp;&nbsp;550534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Concentra Group <br>Holdings Parent, <br>Inc.<br>| 751798 | &nbsp;&nbsp;16674880 |
|  | CONMED Corp. | 138051 | &nbsp;&nbsp;5299778 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Contineum <br>Therapeutics, Inc., <br>Class A<br>| 3663 | &nbsp;&nbsp;52234 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Corbus <br>Pharmaceuticals <br>Holdings, Inc.<br>| 27653 | &nbsp;&nbsp;228690 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Corcept Therapeutics, <br>Inc.<br>| 550039 | &nbsp;&nbsp;21930055 |
| \* | CorVel Corp. | 332327 | &nbsp;&nbsp;23139929 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Coya Therapeutics, <br>Inc.<br>| 9805 | &nbsp;&nbsp;45593 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Crinetics <br>Pharmaceuticals, <br>Inc.<br>| 105961 | &nbsp;&nbsp;5291692 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CRISPR Therapeutics <br>AG<br>| 248784 | &nbsp;&nbsp;12429249 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cross Country <br>Healthcare, Inc.<br>| 255867 | &nbsp;&nbsp;2384680 |
| \* | CryoPort, Inc. | 189409 | &nbsp;&nbsp;1801280 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cullinan Therapeutics, <br>Inc.<br>| 15456 | &nbsp;&nbsp;$184854 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cumberland <br>Pharmaceuticals, <br>Inc.<br>| 6300 | &nbsp;&nbsp;23625 |
| \* | CVRx, Inc. | 15865 | &nbsp;&nbsp;108675 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cytek Biosciences, <br>Inc.<br>| 558266 | &nbsp;&nbsp;2791330 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CytomX Therapeutics, <br>Inc.<br>| 344490 | &nbsp;&nbsp;1960148 |
| \* | DarioHealth Corp. | 17 | &nbsp;&nbsp;170 |
| \* | DaVita, Inc. | 143021 | &nbsp;&nbsp;15637916 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Day One <br>Biopharmaceuticals, <br>Inc.<br>| 157050 | &nbsp;&nbsp;1752678 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Definitive Healthcare <br>Corp.<br>| 430844 | &nbsp;&nbsp;999558 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Denali Therapeutics, <br>Inc.<br>| 606948 | &nbsp;&nbsp;13195050 |
|  | Dentsply Sirona, Inc. | 638788 | &nbsp;&nbsp;7965686 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Design Therapeutics, <br>Inc.<br>| 85445 | &nbsp;&nbsp;872393 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dianthus <br>Therapeutics, Inc.<br>| 46471 | &nbsp;&nbsp;2481087 |
| \* | Disc Medicine, Inc. | 31496 | &nbsp;&nbsp;2435271 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Doximity, Inc., <br>Class A<br>| 331176 | &nbsp;&nbsp;12409165 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dynavax Technologies <br>Corp.<br>| 592719 | &nbsp;&nbsp;9178254 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dyne Therapeutics, <br>Inc.<br>| 82337 | &nbsp;&nbsp;1473009 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Edgewise <br>Therapeutics, Inc.<br>| 280370 | &nbsp;&nbsp;7892415 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Elanco Animal Health, <br>Inc.<br>| 1788061 | &nbsp;&nbsp;43056509 |
| \* | Electromed, Inc. | 51122 | &nbsp;&nbsp;1527014 |
|  | Embecta Corp. | 165645 | &nbsp;&nbsp;1757493 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Emergent <br>BioSolutions, Inc.<br>| 223280 | &nbsp;&nbsp;2531995 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Enanta <br>Pharmaceuticals, <br>Inc.<br>| 46699 | &nbsp;&nbsp;602417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Encompass Health <br>Corp.<br>| 229799 | &nbsp;&nbsp;21722899 |
| \* | Enhabit, Inc. | 217166 | &nbsp;&nbsp;2308475 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Enliven Therapeutics, <br>Inc.<br>| 150483 | &nbsp;&nbsp;3980275 |
| \* | Enovis Corp. | 116328 | &nbsp;&nbsp;2563869 |
|  | Ensign Group, Inc. | 255675 | &nbsp;&nbsp;43889170 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Entrada Therapeutics, <br>Inc.<br>| 29651 | &nbsp;&nbsp;339207 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Envista Holdings <br>Corp.<br>| 699771 | &nbsp;&nbsp;16423625 |
| \* | Erasca, Inc. | 336298 | &nbsp;&nbsp;3534492 |
| \* | Exelixis, Inc. | 626456 | &nbsp;&nbsp;25910220 |
| \* | EyePoint, Inc. | 82665 | &nbsp;&nbsp;1117631 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fate Therapeutics, <br>Inc.<br>| 136516 | &nbsp;&nbsp;$162454 |
| \* | FONAR Corp. | 27129 | &nbsp;&nbsp;505685 |
| \* | Fortrea Holdings, Inc. | 52402 | &nbsp;&nbsp;880878 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fulcrum Therapeutics, <br>Inc.<br>| 227940 | &nbsp;&nbsp;2445796 |
| \* | Fulgent Genetics, Inc. | 134889 | &nbsp;&nbsp;3534092 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GeneDx Holdings <br>Corp.<br>| 33214 | &nbsp;&nbsp;3197180 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ginkgo Bioworks <br>Holdings, Inc.<br>| 43377 | &nbsp;&nbsp;389092 |
| \* | Glaukos Corp. | 62055 | &nbsp;&nbsp;7408126 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Globus Medical, Inc., <br>Class A<br>| 162609 | &nbsp;&nbsp;14745384 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GoodRx Holdings, <br>Inc., Class A<br>| 109359 | &nbsp;&nbsp;248245 |
| \* | GRAIL, Inc. | 46296 | &nbsp;&nbsp;4528675 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guardian Pharmacy <br>Services, Inc., <br>Class A<br>| 28514 | &nbsp;&nbsp;861123 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gyre Therapeutics, <br>Inc.<br>| 9831 | &nbsp;&nbsp;79533 |
| \* | Haemonetics Corp. | 202247 | &nbsp;&nbsp;13481785 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Halozyme <br>Therapeutics, Inc.<br>| 495079 | &nbsp;&nbsp;35502115 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Harmony Biosciences <br>Holdings, Inc.<br>| 246384 | &nbsp;&nbsp;8997944 |
| \* | Harrow, Inc. | 102795 | &nbsp;&nbsp;4208427 |
| \* | Health Catalyst, Inc. | 145833 | &nbsp;&nbsp;313541 |
| \* | HealthEquity, Inc. | 366127 | &nbsp;&nbsp;31366100 |
|  | HealthStream, Inc. | 157793 | &nbsp;&nbsp;3517206 |
| \* | Henry Schein, Inc. | 479523 | &nbsp;&nbsp;36194396 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hims & Hers Health, <br>Inc.<br>| 705887 | &nbsp;&nbsp;19122479 |
| \* | ICU Medical, Inc. | 87113 | &nbsp;&nbsp;13058239 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ideaya Biosciences, <br>Inc.<br>| 248372 | &nbsp;&nbsp;7995095 |
| \*†† | IMARA, Inc. | 8795 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Immuneering Corp., <br>Class A<br>| 7614 | &nbsp;&nbsp;35253 |
| \* | Immunome, Inc. | 1299 | &nbsp;&nbsp;31981 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Indivior <br>Pharmaceuticals, <br>Inc.<br>| 193943 | &nbsp;&nbsp;6861703 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;InfuSystem Holdings, <br>Inc.<br>| 84637 | &nbsp;&nbsp;699102 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Innovage Holding <br>Corp.<br>| 10334 | &nbsp;&nbsp;57354 |
| \* | Innoviva, Inc. | 322628 | &nbsp;&nbsp;6452560 |
| \* | Inogen, Inc. | 116140 | &nbsp;&nbsp;685226 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Inspire Medical <br>Systems, Inc.<br>| 69376 | &nbsp;&nbsp;5257313 |
| \* | Instil Bio, Inc. | 10258 | &nbsp;&nbsp;72421 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Integer Holdings <br>Corp.<br>| 151117 | &nbsp;&nbsp;13126023 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Integra LifeSciences <br>Holdings Corp.<br>| 316890 | &nbsp;&nbsp;3530155 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Intellia Therapeutics, <br>Inc.<br>| 499804 | &nbsp;&nbsp;$6572423 |
|  | iRadimed Corp. | 56183 | &nbsp;&nbsp;5499192 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ironwood <br>Pharmaceuticals, <br>Inc.<br>| 191919 | &nbsp;&nbsp;938484 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;iTeos Therapeutics, <br>Inc.<br>| 60348 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Janux Therapeutics, <br>Inc.<br>| 16197 | &nbsp;&nbsp;222061 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jazz Pharmaceuticals <br>PLC<br>| 233591 | &nbsp;&nbsp;38423384 |
| \* | Joint Corp. | 12363 | &nbsp;&nbsp;120910 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Keros Therapeutics, <br>Inc.<br>| 16101 | &nbsp;&nbsp;288369 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kewaunee Scientific <br>Corp.<br>| 13074 | &nbsp;&nbsp;516946 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kezar Life Sciences, <br>Inc.<br>| 1272 | &nbsp;&nbsp;7721 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kiniksa <br>Pharmaceuticals <br>International PLC<br>| 141508 | &nbsp;&nbsp;6215031 |
| \* | Kodiak Sciences, Inc. | 133972 | &nbsp;&nbsp;3050542 |
| \* | Krystal Biotech, Inc. | 132591 | &nbsp;&nbsp;37024711 |
| \* | Kura Oncology, Inc. | 172761 | &nbsp;&nbsp;1402819 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kymera Therapeutics, <br>Inc.<br>| 89783 | &nbsp;&nbsp;6526326 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kyverna Therapeutics, <br>Inc.<br>| 31215 | &nbsp;&nbsp;250032 |
| \* | Lantern Pharma, Inc. | 12797 | &nbsp;&nbsp;40311 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lantheus Holdings, <br>Inc.<br>| 308422 | &nbsp;&nbsp;20639600 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Larimar Therapeutics, <br>Inc.<br>| 61412 | &nbsp;&nbsp;217398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LeMaitre Vascular, <br>Inc.<br>| 100480 | &nbsp;&nbsp;8537786 |
| \* | LENSAR, Inc. | 40133 | &nbsp;&nbsp;510893 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LENZ Therapeutics, <br>Inc.<br>| 11875 | &nbsp;&nbsp;187862 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lexeo Therapeutics, <br>Inc.<br>| 191633 | &nbsp;&nbsp;1420001 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LifeStance Health <br>Group, Inc.<br>| 1146789 | &nbsp;&nbsp;8107798 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ligand <br>Pharmaceuticals, <br>Inc.<br>| 81112 | &nbsp;&nbsp;15581615 |
| \* | LivaNova PLC | 231456 | &nbsp;&nbsp;15208974 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lyell Immunopharma, <br>Inc.<br>| 3438 | &nbsp;&nbsp;82512 |
| \* | MannKind Corp. | 1222603 | &nbsp;&nbsp;7066645 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Maravai LifeSciences <br>Holdings, Inc., <br>Class A<br>| 108938 | &nbsp;&nbsp;366032 |
| \* | Masimo Corp. | 6161 | &nbsp;&nbsp;846090 |
| \* | MaxCyte, Inc. | 213881 | &nbsp;&nbsp;193947 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MBX Biosciences, <br>Inc.<br>| 1574 | &nbsp;&nbsp;58002 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Medpace Holdings, <br>Inc.<br>| 61281 | &nbsp;&nbsp;$35694957 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Merit Medical <br>Systems, Inc.<br>| 264473 | &nbsp;&nbsp;21446116 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Merrimack <br>Pharmaceuticals, <br>Inc.<br>| 88364 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mesa Laboratories, <br>Inc.<br>| 14610 | &nbsp;&nbsp;1150684 |
| \* | MiMedx Group, Inc. | 504343 | &nbsp;&nbsp;2577193 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mineralys <br>Therapeutics, Inc.<br>| 37735 | &nbsp;&nbsp;1165634 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Mirati Therapeutics, <br>Inc.<br>| 13386 | &nbsp;&nbsp;39890 |
| \* | Moderna, Inc. | 428737 | &nbsp;&nbsp;18894440 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Molina Healthcare, <br>Inc.<br>| 83929 | &nbsp;&nbsp;15072809 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Monte Rosa <br>Therapeutics, Inc.<br>| 144519 | &nbsp;&nbsp;2965530 |
| \* | Myriad Genetics, Inc. | 75849 | &nbsp;&nbsp;426271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National HealthCare <br>Corp.<br>| 74683 | &nbsp;&nbsp;10687884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Research <br>Corp.<br>| 99670 | &nbsp;&nbsp;2027288 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nautilus <br>Biotechnology, Inc.<br>| 65776 | &nbsp;&nbsp;128263 |
| \* | Neogen Corp. | 451734 | &nbsp;&nbsp;4616721 |
| \* | NeoGenomics, Inc. | 564934 | &nbsp;&nbsp;6813104 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Neumora <br>Therapeutics, Inc.<br>| 8845 | &nbsp;&nbsp;17602 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Neurocrine <br>Biosciences, Inc.<br>| 32170 | &nbsp;&nbsp;4377050 |
| \* | Nexgel, Inc. | 152 | &nbsp;&nbsp;216 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Niagen Bioscience, <br>Inc.<br>| 263185 | &nbsp;&nbsp;1576478 |
| \* | Nkarta, Inc. | 40387 | &nbsp;&nbsp;89659 |
| \* | Novocure Ltd. | 159020 | &nbsp;&nbsp;1971848 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nurix Therapeutics, <br>Inc.<br>| 7017 | &nbsp;&nbsp;115921 |
| \* | Nutex Health, Inc. | 1543 | &nbsp;&nbsp;229583 |
| \* | Nuvation Bio, Inc. | 184907 | &nbsp;&nbsp;968913 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Olema <br>Pharmaceuticals, <br>Inc.<br>| 225783 | &nbsp;&nbsp;5807139 |
| \* | Omeros Corp. | 63935 | &nbsp;&nbsp;747400 |
| #\*» | &nbsp;&nbsp;&nbsp;&nbsp;OmniAb, Inc. <br>(2200963D US)<br>| 30196 | &nbsp;&nbsp;0 |
| #\*» | &nbsp;&nbsp;&nbsp;&nbsp;OmniAb, Inc. <br>(2200964D US)<br>| 30196 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;OmniAb, Inc. (OABI <br>UQ)<br>| 332438 | &nbsp;&nbsp;605037 |
| \* | Omnicell, Inc. | 202883 | &nbsp;&nbsp;9839825 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Opiant <br>Pharmaceuticals, <br>Inc.<br>| 18273 | &nbsp;&nbsp;0 |
| \* | OptimizeRx Corp. | 78725 | &nbsp;&nbsp;847081 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Option Care Health, <br>Inc.<br>| 925945 | &nbsp;&nbsp;$31482130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oramed <br>Pharmaceuticals, <br>Inc.<br>| 12774 | &nbsp;&nbsp;43048 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;OraSure <br>Technologies, Inc.<br>| 315963 | &nbsp;&nbsp;881537 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Organogenesis <br>Holdings, Inc.<br>| 540070 | &nbsp;&nbsp;2160280 |
|  | Organon & Co. | 306698 | &nbsp;&nbsp;2619201 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ORIC <br>Pharmaceuticals, <br>Inc.<br>| 333589 | &nbsp;&nbsp;3422623 |
| \* | Orthofix Medical, Inc. | 172883 | &nbsp;&nbsp;2287242 |
| \* | OrthoPediatrics Corp. | 94460 | &nbsp;&nbsp;1649272 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oruka Therapeutics, <br>Inc.<br>| 3031 | &nbsp;&nbsp;103751 |
| \* | Outset Medical, Inc. | 51388 | &nbsp;&nbsp;257454 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Biosciences of <br>California, Inc.<br>| 66842 | &nbsp;&nbsp;151063 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pacira BioSciences, <br>Inc.<br>| 191266 | &nbsp;&nbsp;3928604 |
| \* | PACS Group, Inc. | 39498 | &nbsp;&nbsp;1333452 |
| #\*†† | PDL BioPharma, Inc. | 1354466 | &nbsp;&nbsp;568876 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pediatrix Medical <br>Group, Inc.<br>| 368884 | &nbsp;&nbsp;7886740 |
| \* | Pennant Group, Inc. | 152654 | &nbsp;&nbsp;4216303 |
| \* | Penumbra, Inc. | 64949 | &nbsp;&nbsp;23262783 |
| \* | PepGen, Inc. | 68655 | &nbsp;&nbsp;352200 |
|  | Perrigo Co. PLC | 138512 | &nbsp;&nbsp;1968256 |
| \* | Personalis, Inc. | 179434 | &nbsp;&nbsp;1681297 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Perspective <br>Therapeutics, Inc.<br>| 46032 | &nbsp;&nbsp;174461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Phibro Animal Health <br>Corp., Class A<br>| 89458 | &nbsp;&nbsp;3591739 |
| \* | Phreesia, Inc. | 156157 | &nbsp;&nbsp;2097189 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Poseida Therapeutics, <br>Inc.<br>| 44685 | &nbsp;&nbsp;22342 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Precision <br>BioSciences, Inc.<br>| 853 | &nbsp;&nbsp;3378 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Prestige Consumer <br>Healthcare, Inc.<br>| 254874 | &nbsp;&nbsp;16431727 |
| \* | Prime Medicine, Inc. | 60519 | &nbsp;&nbsp;230577 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Privia Health Group, <br>Inc.<br>| 494474 | &nbsp;&nbsp;11481686 |
| \* | Pro-Dex, Inc. | 22198 | &nbsp;&nbsp;870828 |
| \* | Progyny, Inc. | 189930 | &nbsp;&nbsp;4533629 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Protagonist <br>Therapeutics, Inc.<br>| 98340 | &nbsp;&nbsp;8044212 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Protalix <br>BioTherapeutics, <br>Inc.<br>| 6926 | &nbsp;&nbsp;16207 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Protara Therapeutics, <br>Inc.<br>| 112974 | &nbsp;&nbsp;799856 |
| \* | Prothena Corp. PLC | 232708 | &nbsp;&nbsp;2050157 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PTC Therapeutics, <br>Inc.<br>| 200439 | &nbsp;&nbsp;15139158 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Pulmonx Corp. | 67556 | &nbsp;&nbsp;$110792 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Puma Biotechnology, <br>Inc.<br>| 211548 | &nbsp;&nbsp;1370831 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Q/C Technologies, <br>Inc.<br>| 13189 | &nbsp;&nbsp;55262 |
| \* | Quanterix Corp. | 55800 | &nbsp;&nbsp;353772 |
| \* | QuidelOrtho Corp. | 201201 | &nbsp;&nbsp;5466631 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Quipt Home Medical <br>Corp.<br>| 30103 | &nbsp;&nbsp;107468 |
| \* | RadNet, Inc. | 334279 | &nbsp;&nbsp;23432958 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rafael Holdings, Inc., <br>Class B<br>| 17033 | &nbsp;&nbsp;19758 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rapport Therapeutics, <br>Inc.<br>| 53818 | &nbsp;&nbsp;1432097 |
| \* | REGENXBIO, Inc. | 209814 | &nbsp;&nbsp;2341524 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Relay Therapeutics, <br>Inc.<br>| 616628 | &nbsp;&nbsp;4723370 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Relmada <br>Therapeutics, Inc.<br>| 2078 | &nbsp;&nbsp;7377 |
| \* | Repligen Corp. | 214830 | &nbsp;&nbsp;32089157 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Replimune Group, <br>Inc.<br>| 261749 | &nbsp;&nbsp;1840095 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Revolution Medicines, <br>Inc.<br>| 146904 | &nbsp;&nbsp;14242343 |
|  | Revvity, Inc. | 46426 | &nbsp;&nbsp;5051149 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Rexahn <br>Pharmaceuticals, <br>Inc.<br>| 246 | &nbsp;&nbsp;0 |
| \* | Rezolute, Inc. | 81526 | &nbsp;&nbsp;272297 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rigel <br>Pharmaceuticals, <br>Inc.<br>| 59489 | &nbsp;&nbsp;2073787 |
| \* | Roivant Sciences Ltd. | 2270543 | &nbsp;&nbsp;49089140 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Sage Therapeutics, <br>Inc.<br>| 81222 | &nbsp;&nbsp;14620 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sagimet Biosciences, <br>Inc., Class A<br>| 55857 | &nbsp;&nbsp;316709 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sana Biotechnology, <br>Inc.<br>| 98990 | &nbsp;&nbsp;438526 |
| \* | Sanara Medtech, Inc. | 1565 | &nbsp;&nbsp;34430 |
| \* | Savara, Inc. | 24085 | &nbsp;&nbsp;130059 |
| \* | Schrodinger, Inc. | 214787 | &nbsp;&nbsp;3000574 |
| \* | Seer, Inc. | 9759 | &nbsp;&nbsp;17761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Select Medical <br>Holdings Corp.<br>| 547634 | &nbsp;&nbsp;8241892 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Senseonics Holdings, <br>Inc.<br>| 7458 | &nbsp;&nbsp;54667 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sensus Healthcare, <br>Inc.<br>| 58695 | &nbsp;&nbsp;301105 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Seres Therapeutics, <br>Inc.<br>| 738 | &nbsp;&nbsp;11011 |
| \* | Shattuck Labs, Inc. | 14261 | &nbsp;&nbsp;55190 |
| \* | SI-BONE, Inc. | 88416 | &nbsp;&nbsp;1465937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SIGA Technologies, <br>Inc.<br>| 305193 | &nbsp;&nbsp;2044793 |
| \* | Sight Sciences, Inc. | 58836 | &nbsp;&nbsp;369490 |
| \* | Simulations Plus, Inc. | 2906 | &nbsp;&nbsp;49082 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SiNtx Technologies, <br>Inc.<br>| 3524 | &nbsp;&nbsp;$11312 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Solid Biosciences, <br>Inc.<br>| 208210 | &nbsp;&nbsp;1345037 |
| \* | Sotera Health Co. | 979281 | &nbsp;&nbsp;17744572 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Spyre Therapeutics, <br>Inc.<br>| 10000 | &nbsp;&nbsp;319800 |
| \* | STAAR Surgical Co. | 120022 | &nbsp;&nbsp;2274417 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Stoke Therapeutics, <br>Inc.<br>| 184152 | &nbsp;&nbsp;5587172 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Strata Critical Medical, <br>Inc.<br>| 349577 | &nbsp;&nbsp;1705936 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Supernus <br>Pharmaceuticals, <br>Inc.<br>| 257781 | &nbsp;&nbsp;12414733 |
| \* | Surgery Partners, Inc. | 282003 | &nbsp;&nbsp;4190565 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tactile Systems <br>Technology, Inc.<br>| 95457 | &nbsp;&nbsp;2754889 |
| \* | Talkspace, Inc. | 493226 | &nbsp;&nbsp;1992633 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tango Therapeutics, <br>Inc.<br>| 171167 | &nbsp;&nbsp;1987249 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Taysha Gene <br>Therapies, Inc.<br>| 68098 | &nbsp;&nbsp;307122 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tectonic Therapeutic, <br>Inc.<br>| 1512 | &nbsp;&nbsp;30225 |
| \* | Teladoc Health, Inc. | 753014 | &nbsp;&nbsp;4103926 |
|  | Teleflex, Inc. | 150312 | &nbsp;&nbsp;15688063 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tenax Therapeutics, <br>Inc.<br>| 5892 | &nbsp;&nbsp;73709 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Terns <br>Pharmaceuticals, <br>Inc.<br>| 353381 | &nbsp;&nbsp;12226983 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Tetraphase <br>Pharmaceuticals, <br>Inc.<br>| 2198 | &nbsp;&nbsp;0 |
| \* | TG Therapeutics, Inc. | 155170 | &nbsp;&nbsp;4566653 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Theravance <br>Biopharma, Inc.<br>| 180044 | &nbsp;&nbsp;3410033 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Third Harmonic Bio, <br>Inc.<br>| 16199 | &nbsp;&nbsp;486 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TransMedics Group, <br>Inc.<br>| 121596 | &nbsp;&nbsp;16290824 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Treace Medical <br>Concepts, Inc.<br>| 23933 | &nbsp;&nbsp;55525 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Trevi Therapeutics, <br>Inc.<br>| 5258 | &nbsp;&nbsp;55051 |
| \* | TruBridge, Inc. | 57315 | &nbsp;&nbsp;1109045 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Twist Bioscience <br>Corp.<br>| 195019 | &nbsp;&nbsp;8009430 |
| \* | Tyra Biosciences, Inc. | 31755 | &nbsp;&nbsp;978689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;U.S. Physical <br>Therapy, Inc.<br>| 67559 | &nbsp;&nbsp;5666173 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;UFP Technologies, <br>Inc.<br>| 34525 | &nbsp;&nbsp;8670608 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Unicycive <br>Therapeutics, Inc.<br>| 6103 | &nbsp;&nbsp;36435 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Health <br>Services, Inc., <br>Class B<br>| 23072 | &nbsp;&nbsp;$4643471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Utah Medical <br>Products, Inc.<br>| 21622 | &nbsp;&nbsp;1320239 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vanda <br>Pharmaceuticals, <br>Inc.<br>| 250528 | &nbsp;&nbsp;1888981 |
| \* | Varex Imaging Corp. | 183031 | &nbsp;&nbsp;2551452 |
| \* | Vaxcyte, Inc. | 63077 | &nbsp;&nbsp;3379035 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vera Therapeutics, <br>Inc.<br>| 78846 | &nbsp;&nbsp;3410878 |
| \* | Veracyte, Inc. | 336124 | &nbsp;&nbsp;12799602 |
| \* | Vericel Corp. | 193653 | &nbsp;&nbsp;6967635 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Verve Therapeutics, <br>Inc.<br>| 71840 | &nbsp;&nbsp;142243 |
|  | Viatris, Inc. | 1583076 | &nbsp;&nbsp;20722465 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Viking Therapeutics, <br>Inc.<br>| 16985 | &nbsp;&nbsp;493244 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vir Biotechnology, <br>Inc.<br>| 607437 | &nbsp;&nbsp;4519331 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Viridian Therapeutics, <br>Inc.<br>| 70162 | &nbsp;&nbsp;2315346 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vistagen <br>Therapeutics, Inc.<br>| 74272 | &nbsp;&nbsp;41459 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Voyager Therapeutics, <br>Inc.<br>| 110242 | &nbsp;&nbsp;429944 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Waystar Holding <br>Corp.<br>| 243938 | &nbsp;&nbsp;6478993 |
| \* | Xencor, Inc. | 273172 | &nbsp;&nbsp;3302649 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Xenon <br>Pharmaceuticals, <br>Inc.<br>| 60384 | &nbsp;&nbsp;2476348 |
| \* | XOMA Royalty Corp. | 10841 | &nbsp;&nbsp;278180 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zentalis <br>Pharmaceuticals, <br>Inc.<br>| 7800 | &nbsp;&nbsp;18954 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zevra Therapeutics, <br>Inc.<br>| 85919 | &nbsp;&nbsp;773271 |
| \* | Zymeworks, Inc. | 249939 | &nbsp;&nbsp;5631126 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | &nbsp;&nbsp;1924431087 |
| INDUSTRIALS — (20.5%) | INDUSTRIALS — (20.5%) | INDUSTRIALS — (20.5%) | INDUSTRIALS — (20.5%) |
| \* | 3D Systems Corp. | 302377 | &nbsp;&nbsp;677324 |
|  | A.O. Smith Corp. | 267149 | &nbsp;&nbsp;19632780 |
|  | AAON, Inc. | 363612 | &nbsp;&nbsp;33110509 |
| \* | AAR Corp. | 182251 | &nbsp;&nbsp;19302203 |
|  | ABM Industries, Inc. | 335612 | &nbsp;&nbsp;15451576 |
|  | ACCO Brands Corp. | 451718 | &nbsp;&nbsp;1766217 |
|  | Acuity, Inc. | 110617 | &nbsp;&nbsp;34207201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Drainage <br>Systems, Inc.<br>| 182616 | &nbsp;&nbsp;27764937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aebi Schmidt Holding <br>AG<br>| 207433 | &nbsp;&nbsp;3036819 |
| \* | AerSale Corp. | 67520 | &nbsp;&nbsp;505725 |
|  | AGCO Corp. | 207773 | &nbsp;&nbsp;23563536 |
|  | Air Lease Corp. | 325217 | &nbsp;&nbsp;21018775 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Alamo Group, Inc. | 53945 | &nbsp;&nbsp;$10535998 |
| \* | Alaska Air Group, Inc. | 378816 | &nbsp;&nbsp;19255217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Albany International <br>Corp., Class A<br>| 138356 | &nbsp;&nbsp;7677374 |
|  | Alight, Inc., Class A | 1393439 | &nbsp;&nbsp;2131962 |
| \* | Allegiant Travel Co. | 74445 | &nbsp;&nbsp;6598060 |
|  | Allient, Inc. | 94314 | &nbsp;&nbsp;5754097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Allison Transmission <br>Holdings, Inc.<br>| 368705 | &nbsp;&nbsp;40078233 |
| \* | Alpha Pro Tech Ltd. | 22068 | &nbsp;&nbsp;111223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alta Equipment <br>Group, Inc.<br>| 50493 | &nbsp;&nbsp;341333 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amentum Holdings, <br>Inc.<br>| 3100 | &nbsp;&nbsp;110918 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ameresco, Inc., <br>Class A<br>| 153838 | &nbsp;&nbsp;4821283 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Airlines <br>Group, Inc.<br>| 1826709 | &nbsp;&nbsp;24295230 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American <br>Superconductor <br>Corp.<br>| 139388 | &nbsp;&nbsp;4170489 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Woodmark <br>Corp.<br>| 71228 | &nbsp;&nbsp;4230231 |
| \* | API Group Corp. | 520026 | &nbsp;&nbsp;21617481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apogee Enterprises, <br>Inc.<br>| 117279 | &nbsp;&nbsp;4354569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Applied Industrial <br>Technologies, Inc.<br>| 169367 | &nbsp;&nbsp;44104860 |
|  | ArcBest Corp. | 102229 | &nbsp;&nbsp;9223100 |
|  | Arcosa, Inc. | 211026 | &nbsp;&nbsp;24156146 |
|  | Argan, Inc. | 92323 | &nbsp;&nbsp;32046237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Armstrong World <br>Industries, Inc.<br>| 193767 | &nbsp;&nbsp;35602749 |
|  | Astec Industries, Inc. | 101034 | &nbsp;&nbsp;4922376 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Astronics Corp. <br>(ATRO US)<br>| 124184 | &nbsp;&nbsp;9406938 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Astronics Corp. <br>(ATROB US), <br>Class B<br>| 39434 | &nbsp;&nbsp;2999744 |
| \* | Asure Software, Inc. | 113836 | &nbsp;&nbsp;1095102 |
| \* | ATI, Inc. | 211617 | &nbsp;&nbsp;25457525 |
|  | Atkore, Inc. | 150151 | &nbsp;&nbsp;10427987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atmus Filtration <br>Technologies, Inc.<br>| 210919 | &nbsp;&nbsp;12226974 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Avalon Holdings <br>Corp., Class A<br>| 27805 | &nbsp;&nbsp;75630 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Avis Budget Group, <br>Inc.<br>| 66254 | &nbsp;&nbsp;7618547 |
|  | AZZ, Inc. | 131230 | &nbsp;&nbsp;16310577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barrett Business <br>Services, Inc.<br>| 134532 | &nbsp;&nbsp;5112216 |
|  | BGSF, Inc. | 6291 | &nbsp;&nbsp;36047 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BlackSky Technology, <br>Inc.<br>| 29097 | &nbsp;&nbsp;642171 |
| \* | Blue Bird Corp. | 127159 | &nbsp;&nbsp;6397369 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BlueLinx Holdings, <br>Inc.<br>| 37980 | &nbsp;&nbsp;2641889 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Boise Cascade Co. | 167901 | &nbsp;&nbsp;$13568080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Booz Allen Hamilton <br>Holding Corp.<br>| 113608 | &nbsp;&nbsp;10045219 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bowman Consulting <br>Group Ltd.<br>| 37147 | &nbsp;&nbsp;1293830 |
|  | Brady Corp., Class A | 211319 | &nbsp;&nbsp;18272754 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BrightView Holdings, <br>Inc.<br>| 353497 | &nbsp;&nbsp;4722720 |
|  | Brink's Co. | 187401 | &nbsp;&nbsp;23807423 |
| \* | Broadwind, Inc. | 44561 | &nbsp;&nbsp;133683 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Builders FirstSource, <br>Inc.<br>| 4360 | &nbsp;&nbsp;498784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BWX Technologies, <br>Inc.<br>| 64914 | &nbsp;&nbsp;13335283 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Byrna Technologies, <br>Inc.<br>| 57080 | &nbsp;&nbsp;782567 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CACI International, <br>Inc., Class A<br>| 57920 | &nbsp;&nbsp;35943994 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cadeler AS (CDLR <br>US), ADR<br>| 13597 | &nbsp;&nbsp;324968 |
|  | Cadre Holdings, Inc. | 131437 | &nbsp;&nbsp;5258794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Carpenter Technology <br>Corp.<br>| 38537 | &nbsp;&nbsp;12248215 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Casella Waste <br>Systems, Inc., <br>Class A<br>| 264585 | &nbsp;&nbsp;26691335 |
| \* | CBIZ, Inc. | 147443 | &nbsp;&nbsp;5801882 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CECO Environmental <br>Corp.<br>| 171509 | &nbsp;&nbsp;11564852 |
| \* | Centuri Holdings, Inc. | 156526 | &nbsp;&nbsp;4320118 |
| \* | Chart Industries, Inc. | 159787 | &nbsp;&nbsp;33130237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chicago Rivet & <br>Machine Co.<br>| 3422 | &nbsp;&nbsp;44999 |
| \* | Cimpress PLC | 108129 | &nbsp;&nbsp;8551923 |
|  | Civeo Corp. | 31446 | &nbsp;&nbsp;796213 |
| \* | Clarivate PLC | 576112 | &nbsp;&nbsp;1526697 |
| \* | Clean Harbors, Inc. | 28259 | &nbsp;&nbsp;7344797 |
|  | CNH Industrial NV | 196596 | &nbsp;&nbsp;2115373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Columbus McKinnon <br>Corp.<br>| 112784 | &nbsp;&nbsp;2377487 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Commercial Vehicle <br>Group, Inc.<br>| 146451 | &nbsp;&nbsp;219677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CompX International, <br>Inc.<br>| 21289 | &nbsp;&nbsp;496034 |
|  | Concentrix Corp. | 116396 | &nbsp;&nbsp;4347391 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Concrete Pumping <br>Holdings, Inc.<br>| 129089 | &nbsp;&nbsp;746134 |
| \* | Conduent, Inc. | 742971 | &nbsp;&nbsp;1032730 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Construction Partners, <br>Inc., Class A<br>| 126637 | &nbsp;&nbsp;13914874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Copa Holdings SA, <br>Class A<br>| 114986 | &nbsp;&nbsp;15684090 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Core & Main, Inc., <br>Class A<br>| 350888 | &nbsp;&nbsp;18723384 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Costamare Bulkers <br>Holdings Ltd.<br>| 106167 | &nbsp;&nbsp;1754941 |
|  | Costamare, Inc. | 530834 | &nbsp;&nbsp;8907395 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Covenant Logistics <br>Group, Inc.<br>| 92120 | &nbsp;&nbsp;$2266152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CRA International, <br>Inc.<br>| 37391 | &nbsp;&nbsp;7064656 |
|  | Crane Co. | 166279 | &nbsp;&nbsp;30369197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CSG Systems <br>International, Inc.<br>| 129293 | &nbsp;&nbsp;10311117 |
|  | CSW Industrials, Inc. | 74746 | &nbsp;&nbsp;20179925 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Custom Truck One <br>Source, Inc.<br>| 328278 | &nbsp;&nbsp;2074717 |
| \* | Dayforce, Inc. | 365191 | &nbsp;&nbsp;25296781 |
|  | Deluxe Corp. | 194612 | &nbsp;&nbsp;5137757 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Distribution Solutions <br>Group, Inc.<br>| 160128 | &nbsp;&nbsp;4546034 |
| \* | DNOW, Inc. | 819239 | &nbsp;&nbsp;12444240 |
|  | Donaldson Co., Inc. | 247423 | &nbsp;&nbsp;25222301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Douglas Dynamics, <br>Inc.<br>| 105032 | &nbsp;&nbsp;3957606 |
| \* | Ducommun, Inc. | 80545 | &nbsp;&nbsp;9129776 |
| \* | DXP Enterprises, Inc. | 117535 | &nbsp;&nbsp;15285427 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dycom Industries, <br>Inc.<br>| 128633 | &nbsp;&nbsp;46872579 |
|  | Eastern Co. | 30684 | &nbsp;&nbsp;573791 |
| \* | Energy Recovery, Inc. | 123476 | &nbsp;&nbsp;1801515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enerpac Tool Group <br>Corp.<br>| 282313 | &nbsp;&nbsp;11394153 |
|  | EnerSys | 172200 | &nbsp;&nbsp;31028718 |
|  | Ennis, Inc. | 157419 | &nbsp;&nbsp;3068096 |
|  | Enpro, Inc. | 110763 | &nbsp;&nbsp;26447989 |
| \* | Enviri Corp. | 318654 | &nbsp;&nbsp;6028934 |
|  | Esab Corp. | 238349 | &nbsp;&nbsp;28864064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ESCO Technologies, <br>Inc.<br>| 153497 | &nbsp;&nbsp;35023410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Espey Mfg. & <br>Electronics Corp.<br>| 8745 | &nbsp;&nbsp;462348 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Everus Construction <br>Group, Inc.<br>| 192265 | &nbsp;&nbsp;17013530 |
|  | EVI Industries, Inc. | 18517 | &nbsp;&nbsp;475887 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ExlService Holdings, <br>Inc.<br>| 723520 | &nbsp;&nbsp;28325808 |
|  | Exponent, Inc. | 225698 | &nbsp;&nbsp;16220915 |
|  | Federal Signal Corp. | 271135 | &nbsp;&nbsp;29306982 |
| \* | First Advantage Corp. | 285209 | &nbsp;&nbsp;3850322 |
|  | Flowserve Corp. | 483028 | &nbsp;&nbsp;37748638 |
| \* | Fluence Energy, Inc. | 3299 | &nbsp;&nbsp;101510 |
| \* | Fluor Corp. | 602229 | &nbsp;&nbsp;27816958 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Forrester Research, <br>Inc.<br>| 38016 | &nbsp;&nbsp;308310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fortune Brands <br>Innovations, Inc.<br>| 347460 | &nbsp;&nbsp;18797586 |
| \* | Forward Air Corp. | 43468 | &nbsp;&nbsp;1211888 |
| \* | Franklin Covey Co. | 59861 | &nbsp;&nbsp;1219369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Franklin Electric Co., <br>Inc.<br>| 201108 | &nbsp;&nbsp;20034379 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;FreightCar America, <br>Inc.<br>| 24728 | &nbsp;&nbsp;284619 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Frontier Group <br>Holdings, Inc.<br>| 372940 | &nbsp;&nbsp;1730442 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | FTAI Aviation Ltd. | 1 | &nbsp;&nbsp;$272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FTAI Infrastructure, <br>Inc.<br>| 138632 | &nbsp;&nbsp;806838 |
| \* | FTI Consulting, Inc. | 153825 | &nbsp;&nbsp;26868613 |
| \* | Fuel Tech, Inc. | 5918 | &nbsp;&nbsp;8048 |
| \* | FuelCell Energy, Inc. | 25497 | &nbsp;&nbsp;208820 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gates Industrial Corp. <br>PLC<br>| 842754 | &nbsp;&nbsp;19400197 |
|  | GATX Corp. | 221432 | &nbsp;&nbsp;40280695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genco Shipping & <br>Trading Ltd.<br>| 191682 | &nbsp;&nbsp;4006154 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gencor Industries, <br>Inc.<br>| 113025 | &nbsp;&nbsp;1620779 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Generac Holdings, <br>Inc.<br>| 179923 | &nbsp;&nbsp;30234261 |
|  | Genpact Ltd. | 580478 | &nbsp;&nbsp;25599080 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gibraltar Industries, <br>Inc.<br>| 130347 | &nbsp;&nbsp;6681587 |
|  | Global Industrial Co. | 169605 | &nbsp;&nbsp;5183129 |
|  | Gorman-Rupp Co. | 232465 | &nbsp;&nbsp;12667018 |
| \* | Graham Corp. | 43763 | &nbsp;&nbsp;3059909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Granite Construction, <br>Inc.<br>| 197929 | &nbsp;&nbsp;23897947 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Great Lakes Dredge & <br>Dock Corp.<br>| 307390 | &nbsp;&nbsp;4604702 |
|  | Greenbrier Cos., Inc. | 137801 | &nbsp;&nbsp;6947926 |
|  | Griffon Corp. | 209826 | &nbsp;&nbsp;17090328 |
| \* | GXO Logistics, Inc. | 407097 | &nbsp;&nbsp;23037619 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hayward Holdings, <br>Inc.<br>| 783300 | &nbsp;&nbsp;12642462 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Healthcare Services <br>Group, Inc.<br>| 301997 | &nbsp;&nbsp;5683584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heartland Express, <br>Inc.<br>| 278299 | &nbsp;&nbsp;2808037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Helios Technologies, <br>Inc.<br>| 146434 | &nbsp;&nbsp;9485995 |
|  | Herc Holdings, Inc. | 152656 | &nbsp;&nbsp;21881711 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hertz Global Holdings, <br>Inc.<br>| 239400 | &nbsp;&nbsp;1173060 |
|  | Hexcel Corp. | 284972 | &nbsp;&nbsp;23598531 |
|  | Hillenbrand, Inc. | 148967 | &nbsp;&nbsp;4753537 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hillman Solutions <br>Corp.<br>| 643592 | &nbsp;&nbsp;6030457 |
|  | HNI Corp. | 297775 | &nbsp;&nbsp;14230667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hub Group, Inc., <br>Class A<br>| 273883 | &nbsp;&nbsp;13031353 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hudson Technologies, <br>Inc.<br>| 194008 | &nbsp;&nbsp;1391037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huntington Ingalls <br>Industries, Inc.<br>| 82216 | &nbsp;&nbsp;34572650 |
| \* | Hurco Cos., Inc. | 27089 | &nbsp;&nbsp;448052 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Huron Consulting <br>Group, Inc.<br>| 129554 | &nbsp;&nbsp;21894626 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hyliion Holdings <br>Corp.<br>| 94681 | &nbsp;&nbsp;194096 |
|  | Hyster-Yale, Inc. | 50057 | &nbsp;&nbsp;1674407 |
| \* | IBEX Holdings Ltd. | 51893 | &nbsp;&nbsp;1930420 |
|  | ICF International, Inc. | 82149 | &nbsp;&nbsp;7660394 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | IES Holdings, Inc. | 177605 | &nbsp;&nbsp;$67541405 |
| \* | Innodata, Inc. | 102625 | &nbsp;&nbsp;5689530 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Innovative Solutions & <br>Support, Inc.<br>| 69460 | &nbsp;&nbsp;1284315 |
|  | Insperity, Inc. | 158512 | &nbsp;&nbsp;6773218 |
|  | Insteel Industries, Inc. | 97907 | &nbsp;&nbsp;3244638 |
|  | Interface, Inc. | 254890 | &nbsp;&nbsp;8021388 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Janus International <br>Group, Inc.<br>| 574215 | &nbsp;&nbsp;3939115 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;JELD-WEN Holding, <br>Inc.<br>| 33033 | &nbsp;&nbsp;89850 |
| \* | JetBlue Airways Corp. | 1553950 | &nbsp;&nbsp;7567737 |
|  | Kadant, Inc. | 52369 | &nbsp;&nbsp;16812544 |
|  | Karat Packaging, Inc. | 32344 | &nbsp;&nbsp;791458 |
|  | KBR, Inc. | 339966 | &nbsp;&nbsp;14553944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kelly Services, Inc., <br>Class A<br>| 124785 | &nbsp;&nbsp;1346430 |
|  | Kennametal, Inc. | 429084 | &nbsp;&nbsp;14756199 |
|  | Kforce, Inc. | 98610 | &nbsp;&nbsp;3483891 |
| \* | Kirby Corp. | 237954 | &nbsp;&nbsp;27997668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Knight-Swift <br>Transportation <br>Holdings, Inc.<br>| 547657 | &nbsp;&nbsp;30175901 |
|  | Korn Ferry | 232158 | &nbsp;&nbsp;16128016 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kratos Defense & <br>Security Solutions, <br>Inc.<br>| 674311 | &nbsp;&nbsp;69460776 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;L.B. Foster Co., <br>Class A<br>| 46837 | &nbsp;&nbsp;1407452 |
|  | Landstar System, Inc. | 113692 | &nbsp;&nbsp;16981037 |
| \* | Legalzoom.com, Inc. | 595792 | &nbsp;&nbsp;5296591 |
|  | Leonardo DRS, Inc. | 329817 | &nbsp;&nbsp;13542286 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Limbach Holdings, <br>Inc.<br>| 51354 | &nbsp;&nbsp;4415417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lincoln Electric <br>Holdings, Inc.<br>| 1000 | &nbsp;&nbsp;265350 |
|  | Lindsay Corp. | 47649 | &nbsp;&nbsp;5968990 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liquidity Services, <br>Inc.<br>| 297145 | &nbsp;&nbsp;9508640 |
| \* | Loar Holdings, Inc. | 126855 | &nbsp;&nbsp;8699716 |
|  | LSI Industries, Inc. | 260499 | &nbsp;&nbsp;5759633 |
|  | Luxfer Holdings PLC | 50000 | &nbsp;&nbsp;757000 |
| \* | Lyft, Inc., Class A | 1601635 | &nbsp;&nbsp;27019582 |
| \* | Manitowoc Co., Inc. | 151076 | &nbsp;&nbsp;1951902 |
|  | ManpowerGroup, Inc. | 80503 | &nbsp;&nbsp;2924674 |
|  | Marten Transport Ltd. | 485438 | &nbsp;&nbsp;5970887 |
| \* | MasTec, Inc. | 20780 | &nbsp;&nbsp;4997174 |
| \* | Mastech Digital, Inc. | 67197 | &nbsp;&nbsp;466347 |
| \* | Masterbrand, Inc. | 386034 | &nbsp;&nbsp;4678732 |
| \* | Matrix Service Co. | 120001 | &nbsp;&nbsp;1718414 |
|  | Matson, Inc. | 145659 | &nbsp;&nbsp;23349138 |
|  | Maximus, Inc. | 222294 | &nbsp;&nbsp;20993445 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mayville Engineering <br>Co., Inc.<br>| 53822 | &nbsp;&nbsp;1054911 |
|  | McGrath RentCorp | 109449 | &nbsp;&nbsp;12224359 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mercury Systems, <br>Inc.<br>| 260896 | &nbsp;&nbsp;24492916 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Microvast Holdings, <br>Inc.<br>| 285727 | &nbsp;&nbsp;$748605 |
| \* | Middleby Corp. | 178075 | &nbsp;&nbsp;26207298 |
|  | Miller Industries, Inc. | 60949 | &nbsp;&nbsp;2497081 |
|  | MillerKnoll, Inc. | 230791 | &nbsp;&nbsp;4634283 |
| \* | Mistras Group, Inc. | 136415 | &nbsp;&nbsp;1928908 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Modine Manufacturing <br>Co.<br>| 232993 | &nbsp;&nbsp;43024487 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Montrose <br>Environmental <br>Group, Inc.<br>| 136065 | &nbsp;&nbsp;3031528 |
|  | Moog, Inc., Class A | 176926 | &nbsp;&nbsp;54024354 |
|  | MSA Safety, Inc. | 174798 | &nbsp;&nbsp;30965466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MSC Industrial Direct <br>Co., Inc., Class A<br>| 173809 | &nbsp;&nbsp;14659051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mueller Industries, <br>Inc.<br>| 492071 | &nbsp;&nbsp;66990546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mueller Water <br>Products, Inc., <br>Class A<br>| 696762 | &nbsp;&nbsp;18861347 |
| \* | MYR Group, Inc. | 69262 | &nbsp;&nbsp;17318270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Presto <br>Industries, Inc.<br>| 30497 | &nbsp;&nbsp;3885318 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nextpower, Inc., <br>Class A<br>| 455128 | &nbsp;&nbsp;53290938 |
|  | NL Industries, Inc. | 115396 | &nbsp;&nbsp;701608 |
| \* | NN, Inc. | 28556 | &nbsp;&nbsp;42548 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NPK International, <br>Inc.<br>| 400351 | &nbsp;&nbsp;5528847 |
|  | nVent Electric PLC | 276386 | &nbsp;&nbsp;31027092 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NWPX Infrastructure, <br>Inc.<br>| 57461 | &nbsp;&nbsp;3875744 |
|  | Omega Flex, Inc. | 24549 | &nbsp;&nbsp;809872 |
| \* | OPENLANE, Inc. | 476291 | &nbsp;&nbsp;14307782 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Optex Systems <br>Holdings, Inc.<br>| 657 | &nbsp;&nbsp;9809 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Orion Group Holdings, <br>Inc.<br>| 163313 | &nbsp;&nbsp;1995685 |
|  | Oshkosh Corp. | 232678 | &nbsp;&nbsp;33463750 |
|  | Owens Corning | 90149 | &nbsp;&nbsp;10803456 |
| \* | PAMT Corp. | 145219 | &nbsp;&nbsp;1575626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pangaea Logistics <br>Solutions Ltd.<br>| 159846 | &nbsp;&nbsp;1355494 |
|  | Park Aerospace Corp. | 85983 | &nbsp;&nbsp;2105724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Park-Ohio Holdings <br>Corp.<br>| 57867 | &nbsp;&nbsp;1305480 |
| \* | Parsons Corp. | 331861 | &nbsp;&nbsp;23250182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paycom Software, <br>Inc.<br>| 25171 | &nbsp;&nbsp;3391792 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Paylocity Holding <br>Corp.<br>| 121352 | &nbsp;&nbsp;16380093 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp;Pegasus Cos., Inc. <br>PEGX US<br>| 6 | &nbsp;&nbsp;402 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Perma-Fix <br>Environmental <br>Services, Inc.<br>| 32897 | &nbsp;&nbsp;502337 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Perma-Pipe <br>International <br>Holdings, Inc.<br>| 34325 | &nbsp;&nbsp;$991306 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pioneer Power <br>Solutions, Inc.<br>| 22466 | &nbsp;&nbsp;95930 |
|  | Pitney Bowes, Inc. | 435495 | &nbsp;&nbsp;4542213 |
| \* | Planet Labs PBC | 502402 | &nbsp;&nbsp;12544978 |
| \* | Plug Power, Inc. | 323395 | &nbsp;&nbsp;683980 |
|  | Powell Industries, Inc. | 89969 | &nbsp;&nbsp;39909349 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Power Solutions <br>International, Inc.<br>| 38642 | &nbsp;&nbsp;2769086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Preformed Line <br>Products Co.<br>| 32244 | &nbsp;&nbsp;8091309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Primoris Services <br>Corp.<br>| 257629 | &nbsp;&nbsp;38193499 |
| \* | Proto Labs, Inc. | 106063 | &nbsp;&nbsp;5584217 |
|  | Quad/Graphics, Inc. | 161068 | &nbsp;&nbsp;985736 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Quanex Building <br>Products Corp.<br>| 140353 | &nbsp;&nbsp;2627408 |
| \* | Radiant Logistics, Inc. | 308425 | &nbsp;&nbsp;2075700 |
| \* | RBC Bearings, Inc. | 51988 | &nbsp;&nbsp;25976844 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;RCM Technologies, <br>Inc.<br>| 34631 | &nbsp;&nbsp;720671 |
|  | Regal Rexnord Corp. | 132940 | &nbsp;&nbsp;21469810 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Resideo Technologies, <br>Inc.<br>| 586922 | &nbsp;&nbsp;20107948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Resources <br>Connection, Inc.<br>| 143211 | &nbsp;&nbsp;648746 |
|  | REV Group, Inc. | 224418 | &nbsp;&nbsp;14340310 |
|  | Robert Half, Inc. | 245705 | &nbsp;&nbsp;8503850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rush Enterprises, Inc. <br>(RUSHA US), <br>Class A<br>| 367756 | &nbsp;&nbsp;23606258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rush Enterprises, Inc. <br>(RUSHB US), <br>Class B<br>| 103231 | &nbsp;&nbsp;6091661 |
| \* | RXO, Inc. | 291176 | &nbsp;&nbsp;4245346 |
|  | Ryder System, Inc. | 63066 | &nbsp;&nbsp;12063264 |
| \* | Saia, Inc. | 56961 | &nbsp;&nbsp;19074530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Schneider National, <br>Inc., Class B<br>| 345736 | &nbsp;&nbsp;9279554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Science Applications <br>International Corp.<br>| 190846 | &nbsp;&nbsp;19420489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sensata Technologies <br>Holding PLC<br>| 441939 | &nbsp;&nbsp;15286670 |
| \* | SES AI Corp. | 142375 | &nbsp;&nbsp;289021 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shoals Technologies <br>Group, Inc., <br>Class A<br>| 485793 | &nbsp;&nbsp;4585886 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SIFCO Industries, <br>Inc.<br>| 12885 | &nbsp;&nbsp;79372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Simpson <br>Manufacturing Co., <br>Inc.<br>| 186014 | &nbsp;&nbsp;32883555 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SiteOne Landscape <br>Supply, Inc.<br>| 129746 | &nbsp;&nbsp;18623741 |
| \* | Skillsoft Corp. | 3244 | &nbsp;&nbsp;29358 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | SkyWest, Inc. | 180562 | &nbsp;&nbsp;$17427844 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SPX Technologies, <br>Inc.<br>| 208498 | &nbsp;&nbsp;43453068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Standex International <br>Corp.<br>| 66322 | &nbsp;&nbsp;15917280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stanley Black & <br>Decker, Inc.<br>| 238820 | &nbsp;&nbsp;18785581 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sterling Infrastructure, <br>Inc.<br>| 128798 | &nbsp;&nbsp;46098092 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sun Country Airlines <br>Holdings, Inc.<br>| 182412 | &nbsp;&nbsp;3199506 |
| \* | Sunrun, Inc. | 756429 | &nbsp;&nbsp;14372151 |
| \* | TaskUS, Inc., Class A | 89274 | &nbsp;&nbsp;964159 |
| \* | Taylor Devices, Inc. | 3544 | &nbsp;&nbsp;257791 |
| \* | Team, Inc. | 5530 | &nbsp;&nbsp;79798 |
|  | Tecnoglass, Inc. | 149230 | &nbsp;&nbsp;7298839 |
|  | Tennant Co. | 81575 | &nbsp;&nbsp;6207042 |
|  | Terex Corp. | 296862 | &nbsp;&nbsp;16921134 |
|  | Tetra Tech, Inc. | 574253 | &nbsp;&nbsp;21626368 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Thermon Group <br>Holdings, Inc.<br>| 145499 | &nbsp;&nbsp;6583830 |
| \* | TIC Solutions, Inc. | 325477 | &nbsp;&nbsp;3287318 |
|  | Timken Co. | 319569 | &nbsp;&nbsp;29780635 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Titan International, <br>Inc.<br>| 284086 | &nbsp;&nbsp;2710180 |
| \* | Titan Machinery, Inc. | 104471 | &nbsp;&nbsp;1699743 |
|  | Toro Co. | 268649 | &nbsp;&nbsp;24581384 |
| \* | Transcat, Inc. | 41134 | &nbsp;&nbsp;2480792 |
| \* | Trex Co., Inc. | 320929 | &nbsp;&nbsp;13292879 |
|  | TriNet Group, Inc. | 185772 | &nbsp;&nbsp;11376677 |
|  | Trinity Industries, Inc. | 377425 | &nbsp;&nbsp;10847195 |
| \* | TrueBlue, Inc. | 94642 | &nbsp;&nbsp;507281 |
|  | Tutor Perini Corp. | 274287 | &nbsp;&nbsp;21638501 |
|  | Twin Disc, Inc. | 43962 | &nbsp;&nbsp;755707 |
|  | UFP Industries, Inc. | 268583 | &nbsp;&nbsp;27739252 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;U-Haul Holding Co. <br>(UHAL US)<br>| 17812 | &nbsp;&nbsp;1007269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;U-Haul Holding Co. <br>(UHAL/B US)<br>| 54788 | &nbsp;&nbsp;2811172 |
| \* | Ultralife Corp. | 77993 | &nbsp;&nbsp;497595 |
|  | UniFirst Corp. | 66958 | &nbsp;&nbsp;14395970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Logistics <br>Holdings, Inc.<br>| 119639 | &nbsp;&nbsp;1915420 |
| \* | Upwork, Inc. | 527984 | &nbsp;&nbsp;10575520 |
| \* | V2X, Inc. | 125115 | &nbsp;&nbsp;8611665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valmont Industries, <br>Inc.<br>| 91386 | &nbsp;&nbsp;40717946 |
| \* | Verra Mobility Corp. | 659949 | &nbsp;&nbsp;12737016 |
|  | Vestis Corp. | 13049 | &nbsp;&nbsp;85210 |
| \* | Vicor Corp. | 132262 | &nbsp;&nbsp;20853750 |
|  | Virco Mfg. Corp. | 10771 | &nbsp;&nbsp;75289 |
| \* | VirTra, Inc. | 11083 | &nbsp;&nbsp;51979 |
|  | VSE Corp. | 86521 | &nbsp;&nbsp;18910895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wabash National <br>Corp.<br>| 291843 | &nbsp;&nbsp;2956370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Watts Water <br>Technologies, Inc., <br>Class A<br>| 121950 | &nbsp;&nbsp;36500854 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Werner Enterprises, <br>Inc.<br>| 328793 | &nbsp;&nbsp;$11261160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WESCO International, <br>Inc.<br>| 153587 | &nbsp;&nbsp;44452685 |
| \* | Willdan Group, Inc. | 44590 | &nbsp;&nbsp;5627258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Willis Lease Finance <br>Corp.<br>| 32048 | &nbsp;&nbsp;5841709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WillScot Holdings <br>Corp.<br>| 514967 | &nbsp;&nbsp;10314789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Worthington <br>Enterprises, Inc.<br>| 224958 | &nbsp;&nbsp;12500916 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Xometry, Inc., <br>Class A<br>| 132736 | &nbsp;&nbsp;7583208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zurn Elkay Water <br>Solutions Corp.<br>| 491655 | &nbsp;&nbsp;22670212 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | &nbsp;&nbsp;3961412683 |
| INFORMATION TECHNOLOGY — (10.4%) | INFORMATION TECHNOLOGY — (10.4%) | INFORMATION TECHNOLOGY — (10.4%) | INFORMATION TECHNOLOGY — (10.4%) |
| \* | 8x8, Inc. | 76679 | &nbsp;&nbsp;127287 |
| \* | 908 Devices, Inc. | 29922 | &nbsp;&nbsp;188808 |
|  | A10 Networks, Inc. | 319888 | &nbsp;&nbsp;5578847 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ACCESS Newswire, <br>Inc.<br>| 11217 | &nbsp;&nbsp;96915 |
| \* | ACI Worldwide, Inc. | 517744 | &nbsp;&nbsp;22449380 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ACM Research, Inc., <br>Class A<br>| 46909 | &nbsp;&nbsp;2726351 |
|  | Adeia, Inc. | 464036 | &nbsp;&nbsp;8394411 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ADTRAN Holdings, <br>Inc.<br>| 184487 | &nbsp;&nbsp;1700970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Energy <br>Industries, Inc.<br>| 167459 | &nbsp;&nbsp;42762330 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aeva Technologies, <br>Inc.<br>| 5325 | &nbsp;&nbsp;68000 |
| \* | Agilysys, Inc. | 78969 | &nbsp;&nbsp;6850561 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Akamai Technologies, <br>Inc.<br>| 55830 | &nbsp;&nbsp;5423885 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alarm.com Holdings, <br>Inc.<br>| 229503 | &nbsp;&nbsp;11195156 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alithya Group, Inc., <br>Class A<br>| 47540 | &nbsp;&nbsp;61802 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alkami Technology, <br>Inc.<br>| 19812 | &nbsp;&nbsp;419816 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Allegro MicroSystems, <br>Inc.<br>| 557637 | &nbsp;&nbsp;20582382 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alpha & Omega <br>Semiconductor Ltd.<br>| 132838 | &nbsp;&nbsp;2935720 |
| \* | Ambarella, Inc. | 131187 | &nbsp;&nbsp;8401215 |
|  | Amdocs Ltd. | 229414 | &nbsp;&nbsp;18798183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amkor Technology, <br>Inc.<br>| 1102345 | &nbsp;&nbsp;53276334 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AmpliTech Group, <br>Inc.<br>| 22745 | &nbsp;&nbsp;69145 |
| \* | Amtech Systems, Inc. | 78288 | &nbsp;&nbsp;1316021 |
| \* | Appfolio, Inc., Class A | 66631 | &nbsp;&nbsp;12651894 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Applied <br>Optoelectronics, <br>Inc.<br>| 125632 | &nbsp;&nbsp;5478812 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arrow Electronics, <br>Inc.<br>| 209685 | &nbsp;&nbsp;$27781166 |
| \* | ASGN, Inc. | 195433 | &nbsp;&nbsp;10180105 |
| \* | AstroNova, Inc. | 37784 | &nbsp;&nbsp;343457 |
| \* | Atomera, Inc. | 1256 | &nbsp;&nbsp;3680 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aurora Innovation, <br>Inc.<br>| 2648947 | &nbsp;&nbsp;11125577 |
| \* | AvePoint, Inc. | 775698 | &nbsp;&nbsp;9021368 |
| \* | Aviat Networks, Inc. | 39674 | &nbsp;&nbsp;865290 |
|  | Avnet, Inc. | 454132 | &nbsp;&nbsp;28333295 |
| \* | Aware, Inc. | 28531 | &nbsp;&nbsp;51641 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Axcelis Technologies, <br>Inc.<br>| 142884 | &nbsp;&nbsp;12583794 |
| \* | AXT, Inc. | 39270 | &nbsp;&nbsp;728066 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Backblaze, Inc., <br>Class A<br>| 86065 | &nbsp;&nbsp;391596 |
|  | Badger Meter, Inc. | 130983 | &nbsp;&nbsp;19199488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bel Fuse, Inc. (BELFA <br>US), Class A<br>| 10147 | &nbsp;&nbsp;1864511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bel Fuse, Inc. (BELFB <br>US), Class B<br>| 46321 | &nbsp;&nbsp;9319322 |
|  | Belden, Inc. | 227715 | &nbsp;&nbsp;26758790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Benchmark <br>Electronics, Inc.<br>| 158610 | &nbsp;&nbsp;8269925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bentley Systems, Inc., <br>Class B<br>| 6621 | &nbsp;&nbsp;232530 |
| \* | Bill Holdings, Inc. | 352282 | &nbsp;&nbsp;15208014 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BK Technologies <br>Corp.<br>| 17076 | &nbsp;&nbsp;1302557 |
| \* | Blackbaud, Inc. | 216483 | &nbsp;&nbsp;11625137 |
| \* | BlackLine, Inc. | 207611 | &nbsp;&nbsp;9647683 |
| \* | Box, Inc., Class A | 691511 | &nbsp;&nbsp;17529804 |
| \* | Braze, Inc., Class A | 43222 | &nbsp;&nbsp;899882 |
| \* | C3.ai, Inc., Class A | 183976 | &nbsp;&nbsp;2025576 |
| \* | Calix, Inc. | 186572 | &nbsp;&nbsp;8334171 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CCC Intelligent <br>Solutions Holdings, <br>Inc.<br>| 2350755 | &nbsp;&nbsp;17818723 |
| \* | Cerence, Inc. | 192057 | &nbsp;&nbsp;2176006 |
| \* | CEVA, Inc. | 107983 | &nbsp;&nbsp;2277361 |
| \* | Cipher Mining, Inc. | 1068091 | &nbsp;&nbsp;17046732 |
| \* | Cirrus Logic, Inc. | 228130 | &nbsp;&nbsp;29734464 |
| \* | Cleanspark, Inc. | 927218 | &nbsp;&nbsp;10978261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Clear Secure, Inc., <br>Class A<br>| 328293 | &nbsp;&nbsp;10708918 |
| \* | Clearfield, Inc. | 49744 | &nbsp;&nbsp;1480879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Climb Global <br>Solutions, Inc.<br>| 20394 | &nbsp;&nbsp;2418524 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Coda Octopus Group, <br>Inc.<br>| 8061 | &nbsp;&nbsp;85850 |
|  | Cognex Corp. | 510516 | &nbsp;&nbsp;19777390 |
| \* | Cohu, Inc. | 210441 | &nbsp;&nbsp;6005986 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Commvault Systems, <br>Inc.<br>| 178856 | &nbsp;&nbsp;15327959 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Comtech <br>Telecommunications <br>Corp.<br>| 53419 | &nbsp;&nbsp;297010 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Consensus Cloud <br>Solutions, Inc.<br>| 77296 | &nbsp;&nbsp;$1651043 |
| \* | Core Scientific, Inc. | 128114 | &nbsp;&nbsp;2304771 |
| \* | Corsair Gaming, Inc. | 98032 | &nbsp;&nbsp;499963 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CPS Technologies <br>Corp.<br>| 21768 | &nbsp;&nbsp;116241 |
|  | Crane NXT Co. | 227926 | &nbsp;&nbsp;11514822 |
| \* | Crexendo, Inc. | 29261 | &nbsp;&nbsp;204827 |
| \* | CS Disco, Inc. | 163913 | &nbsp;&nbsp;1024456 |
|  | CSP, Inc. | 50132 | &nbsp;&nbsp;572507 |
|  | CTS Corp. | 140018 | &nbsp;&nbsp;7198325 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CVD Equipment <br>Corp.<br>| 8212 | &nbsp;&nbsp;39500 |
| \* | Daily Journal Corp. | 5941 | &nbsp;&nbsp;3483624 |
| \* | Daktronics, Inc. | 219140 | &nbsp;&nbsp;5073091 |
| \* | Data I/O Corp. | 31665 | &nbsp;&nbsp;98162 |
| \* | Diebold Nixdorf, Inc. | 91977 | &nbsp;&nbsp;6347333 |
| \* | Digi International, Inc. | 191295 | &nbsp;&nbsp;8239076 |
| \* | Digi Power X, Inc. | 108415 | &nbsp;&nbsp;281879 |
| \* | Digital Turbine, Inc. | 230128 | &nbsp;&nbsp;1201268 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;DigitalOcean <br>Holdings, Inc.<br>| 349636 | &nbsp;&nbsp;19317389 |
| \* | Diodes, Inc. | 208280 | &nbsp;&nbsp;12328093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dolby Laboratories, <br>Inc., Class A<br>| 182535 | &nbsp;&nbsp;11716922 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dropbox, Inc., <br>Class A<br>| 715261 | &nbsp;&nbsp;18224850 |
| \* | DXC Technology Co. | 876640 | &nbsp;&nbsp;12649915 |
| \* | Eastman Kodak Co. | 328818 | &nbsp;&nbsp;2406948 |
| \* | eGain Corp. | 109529 | &nbsp;&nbsp;1124863 |
| \* | Enphase Energy, Inc. | 251911 | &nbsp;&nbsp;9315669 |
|  | Entegris, Inc. | 12846 | &nbsp;&nbsp;1516727 |
| \* | EPAM Systems, Inc. | 114977 | &nbsp;&nbsp;23984202 |
|  | ePlus, Inc. | 118361 | &nbsp;&nbsp;10156557 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Everspin <br>Technologies, Inc.<br>| 69272 | &nbsp;&nbsp;899843 |
| \* | Fastly, Inc., Class A | 597650 | &nbsp;&nbsp;5528263 |
| \* | Five9, Inc. | 64371 | &nbsp;&nbsp;1136792 |
| \* | FormFactor, Inc. | 342769 | &nbsp;&nbsp;24161787 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Frequency <br>Electronics, Inc.<br>| 43061 | &nbsp;&nbsp;2264147 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Freshworks, Inc., <br>Class A<br>| 228893 | &nbsp;&nbsp;2467467 |
| \* | Globant SA | 52164 | &nbsp;&nbsp;3488728 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grid Dynamics <br>Holdings, Inc.<br>| 272509 | &nbsp;&nbsp;2253649 |
| \* | GSI Technology, Inc. | 26333 | &nbsp;&nbsp;189993 |
|  | Hackett Group, Inc. | 192896 | &nbsp;&nbsp;3520352 |
| \* | Harmonic, Inc. | 504628 | &nbsp;&nbsp;4904984 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;I3 Verticals, Inc., <br>Class A<br>| 97069 | &nbsp;&nbsp;2155903 |
| \* | Ichor Holdings Ltd. | 147611 | &nbsp;&nbsp;4478518 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;indie Semiconductor, <br>Inc., Class A<br>| 115458 | &nbsp;&nbsp;473378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Information Services <br>Group, Inc.<br>| 121729 | &nbsp;&nbsp;678031 |
| \* | Inseego Corp. | 30198 | &nbsp;&nbsp;328856 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Insight Enterprises, <br>Inc.<br>| 142847 | &nbsp;&nbsp;$12002005 |
| \* | Intapp, Inc. | 183123 | &nbsp;&nbsp;6217026 |
| \* | Intellicheck, Inc. | 1833 | &nbsp;&nbsp;10411 |
|  | InterDigital, Inc. | 166317 | &nbsp;&nbsp;54292521 |
| \* | inTEST Corp. | 57279 | &nbsp;&nbsp;524103 |
| \* | IPG Photonics Corp. | 166129 | &nbsp;&nbsp;15351981 |
| \* | Itron, Inc. | 206302 | &nbsp;&nbsp;20440402 |
| \*» | Jamf Holding Corp. | 504326 | &nbsp;&nbsp;6581454 |
| \* | JFrog Ltd. | 164938 | &nbsp;&nbsp;9038602 |
| \* | Key Tronic Corp. | 48645 | &nbsp;&nbsp;137665 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kimball Electronics, <br>Inc.<br>| 107714 | &nbsp;&nbsp;3254040 |
| \* | Klaviyo, Inc., Class A | 27473 | &nbsp;&nbsp;610175 |
| \* | Knowles Corp. | 497617 | &nbsp;&nbsp;12062236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kulicke & Soffa <br>Industries, Inc.<br>| 234671 | &nbsp;&nbsp;13453688 |
| \* | KVH Industries, Inc. | 112689 | &nbsp;&nbsp;752763 |
| \* | Kyndryl Holdings, Inc. | 1022589 | &nbsp;&nbsp;23519547 |
| \* | Lantronix, Inc. | 171793 | &nbsp;&nbsp;1140706 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lattice Semiconductor <br>Corp.<br>| 387234 | &nbsp;&nbsp;31180082 |
| \* | LGL Group, Inc. | 15751 | &nbsp;&nbsp;113880 |
| \* | Life360, Inc. | 31351 | &nbsp;&nbsp;1796099 |
|  | Littelfuse, Inc. | 81530 | &nbsp;&nbsp;26396153 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LiveRamp Holdings, <br>Inc.<br>| 297589 | &nbsp;&nbsp;7246292 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lumentum Holdings, <br>Inc.<br>| 78568 | &nbsp;&nbsp;30786085 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MACOM Technology <br>Solutions Holdings, <br>Inc.<br>| 268093 | &nbsp;&nbsp;58728453 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Magnachip <br>Semiconductor <br>Corp.<br>| 98629 | &nbsp;&nbsp;286024 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Manhattan Associates, <br>Inc.<br>| 44390 | &nbsp;&nbsp;6703334 |
| \* | MaxLinear, Inc. | 343507 | &nbsp;&nbsp;5959846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Methode Electronics, <br>Inc.<br>| 149825 | &nbsp;&nbsp;1197102 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mirion Technologies, <br>Inc.<br>| 807521 | &nbsp;&nbsp;20058822 |
| \* | Mitek Systems, Inc. | 191802 | &nbsp;&nbsp;1921856 |
|  | MKS, Inc. | 184840 | &nbsp;&nbsp;43513184 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;M-Tron Industries, <br>Inc.<br>| 10767 | &nbsp;&nbsp;702439 |
| \* | N-able, Inc. | 550483 | &nbsp;&nbsp;3341432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Napco Security <br>Technologies, Inc.<br>| 157487 | &nbsp;&nbsp;5809695 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Navitas <br>Semiconductor <br>Corp.<br>| 265400 | &nbsp;&nbsp;2277132 |
| \* | nCino, Inc. | 456080 | &nbsp;&nbsp;9737308 |
| \* | NCR Voyix Corp. | 586755 | &nbsp;&nbsp;5820610 |
| \* | NETGEAR, Inc. | 129326 | &nbsp;&nbsp;2704207 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NetScout Systems, <br>Inc.<br>| 324714 | &nbsp;&nbsp;9030296 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Network-1 <br>Technologies, Inc.<br>| 135577 | &nbsp;&nbsp;$177606 |
| \* | nLight, Inc. | 143636 | &nbsp;&nbsp;6551238 |
| \* | Novanta, Inc. | 159966 | &nbsp;&nbsp;21521826 |
| \* | Nutanix, Inc., Class A | 56406 | &nbsp;&nbsp;2218448 |
|  | NVE Corp. | 21366 | &nbsp;&nbsp;1441991 |
| \* | ON24, Inc. | 180607 | &nbsp;&nbsp;1439438 |
|  | OneSpan, Inc. | 165624 | &nbsp;&nbsp;1951051 |
| \* | Onto Innovation, Inc. | 133700 | &nbsp;&nbsp;27014085 |
| \* | Ooma, Inc. | 73833 | &nbsp;&nbsp;867538 |
| \* | Optical Cable Corp. | 24376 | &nbsp;&nbsp;120174 |
| \* | OSI Systems, Inc. | 77783 | &nbsp;&nbsp;19456640 |
| \* | Ouster, Inc. | 124829 | &nbsp;&nbsp;2600188 |
| \* | PagerDuty, Inc. | 252942 | &nbsp;&nbsp;2681185 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PAR Technology <br>Corp.<br>| 145546 | &nbsp;&nbsp;3814761 |
|  | PC Connection, Inc. | 118258 | &nbsp;&nbsp;6954753 |
| \* | PDF Solutions, Inc. | 174058 | &nbsp;&nbsp;5543747 |
|  | Pegasystems, Inc. | 517088 | &nbsp;&nbsp;22591575 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Penguin Solutions, <br>Inc.<br>| 233810 | &nbsp;&nbsp;4491490 |
| \* | Photronics, Inc. | 268386 | &nbsp;&nbsp;9278104 |
| \* | Plexus Corp. | 140129 | &nbsp;&nbsp;27931914 |
| \* | Porch Group, Inc. | 315247 | &nbsp;&nbsp;2487299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Power Integrations, <br>Inc.<br>| 251163 | &nbsp;&nbsp;11538428 |
| \* | Powerfleet, Inc. NJ | 481712 | &nbsp;&nbsp;2461548 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Progress Software <br>Corp.<br>| 194955 | &nbsp;&nbsp;7977559 |
| \* | Q2 Holdings, Inc. | 170441 | &nbsp;&nbsp;10439511 |
| \* | Qorvo, Inc. | 285338 | &nbsp;&nbsp;22287751 |
| \* | Qualys, Inc. | 161547 | &nbsp;&nbsp;21308049 |
| \* | QuickLogic Corp. | 4619 | &nbsp;&nbsp;33996 |
| \* | Rambus, Inc. | 444223 | &nbsp;&nbsp;50565904 |
|  | Red Violet, Inc. | 40075 | &nbsp;&nbsp;1822611 |
|  | ReposiTrak, Inc. | 823 | &nbsp;&nbsp;8740 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Research Solutions, <br>Inc.<br>| 2976 | &nbsp;&nbsp;8482 |
| \* | RF Industries Ltd. | 28392 | &nbsp;&nbsp;277106 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ribbon <br>Communications, <br>Inc.<br>| 685021 | &nbsp;&nbsp;1794755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Richardson <br>Electronics Ltd.<br>| 55605 | &nbsp;&nbsp;672264 |
| \* | Rimini Street, Inc. | 59361 | &nbsp;&nbsp;204795 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;RingCentral, Inc., <br>Class A<br>| 298551 | &nbsp;&nbsp;7726500 |
| \* | Riot Platforms, Inc. | 864798 | &nbsp;&nbsp;13378425 |
| \* | Rogers Corp. | 82657 | &nbsp;&nbsp;8037567 |
| \* | Sanmina Corp. | 297290 | &nbsp;&nbsp;42120047 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp;Sapiens International <br>Corp. NV<br>| 21554 | &nbsp;&nbsp;937599 |
| \* | ScanSource, Inc. | 116160 | &nbsp;&nbsp;4993718 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SEMrush Holdings, <br>Inc., Class A<br>| 231190 | &nbsp;&nbsp;2748849 |
| \* | Semtech Corp. | 110351 | &nbsp;&nbsp;8800492 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SentinelOne, Inc., <br>Class A<br>| 863807 | &nbsp;&nbsp;12076022 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| #\*†† | Silicon Graphics, Inc. | 10199 | &nbsp;&nbsp;$0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Silicon Laboratories, <br>Inc.<br>| 90262 | &nbsp;&nbsp;12857822 |
| \* | Silvaco Group, Inc. | 11684 | &nbsp;&nbsp;52344 |
| \* | SiTime Corp. | 61865 | &nbsp;&nbsp;22463800 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SkyWater Technology, <br>Inc.<br>| 85873 | &nbsp;&nbsp;2718739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Skyworks Solutions, <br>Inc.<br>| 382481 | &nbsp;&nbsp;21327141 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SolarEdge <br>Technologies, Inc.<br>| 58629 | &nbsp;&nbsp;1814568 |
| \* | SoundThinking, Inc. | 27631 | &nbsp;&nbsp;192864 |
| \* | Sprinklr, Inc., Class A | 384806 | &nbsp;&nbsp;2455062 |
| \* | SPS Commerce, Inc. | 84124 | &nbsp;&nbsp;7508908 |
| » | SRAX, Inc. | 70653 | &nbsp;&nbsp;7065 |
| \* | Synaptics, Inc. | 171987 | &nbsp;&nbsp;14190647 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Synchronoss <br>Technologies, Inc.<br>| 23039 | &nbsp;&nbsp;202743 |
| \* | Tao Synergies, Inc. | 4773 | &nbsp;&nbsp;20381 |
|  | TD SYNNEX Corp. | 84828 | &nbsp;&nbsp;13459659 |
| \* | Telos Corp. | 242611 | &nbsp;&nbsp;1324656 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tenable Holdings, <br>Inc.<br>| 106321 | &nbsp;&nbsp;2345441 |
| \* | Teradata Corp. | 359729 | &nbsp;&nbsp;10259471 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TransAct <br>Technologies, Inc.<br>| 18323 | &nbsp;&nbsp;67429 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Trio-Tech <br>International<br>| 25480 | &nbsp;&nbsp;143452 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TTM Technologies, <br>Inc.<br>| 568946 | &nbsp;&nbsp;55870497 |
| \* | Turtle Beach Corp. | 70932 | &nbsp;&nbsp;848347 |
| \* | Twilio, Inc., Class A | 25 | &nbsp;&nbsp;3012 |
| \* | UiPath, Inc., Class A | 1208834 | &nbsp;&nbsp;15219220 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ultra Clean Holdings, <br>Inc.<br>| 201452 | &nbsp;&nbsp;8799423 |
| \* | Unisys Corp. | 290829 | &nbsp;&nbsp;764880 |
| \* | Unity Software, Inc. | 340135 | &nbsp;&nbsp;9897929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Display <br>Corp.<br>| 150680 | &nbsp;&nbsp;17301078 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Veeco Instruments, <br>Inc.<br>| 255221 | &nbsp;&nbsp;7970552 |
| \* | Vertex, Inc., Class A | 176391 | &nbsp;&nbsp;3272053 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Viant Technology, Inc., <br>Class A<br>| 44467 | &nbsp;&nbsp;525600 |
| \* | Viasat, Inc. | 126117 | &nbsp;&nbsp;5696705 |
| \* | Viavi Solutions, Inc. | 1006246 | &nbsp;&nbsp;24612777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vishay <br>Intertechnology, <br>Inc.<br>| 558686 | &nbsp;&nbsp;11257523 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vishay Precision <br>Group, Inc.<br>| 54589 | &nbsp;&nbsp;2733817 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vistance Networks, <br>Inc.<br>| 510060 | &nbsp;&nbsp;9181080 |
|  | Vontier Corp. | 575636 | &nbsp;&nbsp;21586350 |
| \* | WidePoint Corp. | 25315 | &nbsp;&nbsp;166826 |
| \* | Xperi, Inc. | 185337 | &nbsp;&nbsp;1049007 |
| \* | Yext, Inc. | 385047 | &nbsp;&nbsp;2756937 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zebra Technologies <br>Corp., Class A<br>| 15481 | &nbsp;&nbsp;$3637725 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zeta Global Holdings <br>Corp., Class A<br>| 396438 | &nbsp;&nbsp;7365818 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INFORMATION <br>TECHNOLOGY | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INFORMATION <br>TECHNOLOGY |  | &nbsp;&nbsp;2014823200 |
| MATERIALS — (5.0%) | MATERIALS — (5.0%) | MATERIALS — (5.0%) | MATERIALS — (5.0%) |
|  | AdvanSix, Inc. | 85882 | &nbsp;&nbsp;1360371 |
|  | Alcoa Corp. | 654432 | &nbsp;&nbsp;37178282 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alpha Metallurgical <br>Resources, Inc.<br>| 57734 | &nbsp;&nbsp;12112593 |
| \* | Alto Ingredients, Inc. | 88298 | &nbsp;&nbsp;220745 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Battery <br>Technology Co.<br>| 93932 | &nbsp;&nbsp;379485 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Vanguard <br>Corp.<br>| 120002 | &nbsp;&nbsp;609610 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ampco-Pittsburgh <br>Corp.<br>| 4014 | &nbsp;&nbsp;22358 |
|  | AptarGroup, Inc. | 103439 | &nbsp;&nbsp;12924703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ardagh Metal <br>Packaging SA<br>| 888908 | &nbsp;&nbsp;3902306 |
| \* | Arq, Inc. | 40661 | &nbsp;&nbsp;144753 |
| \* | Ascent Industries Co. | 43974 | &nbsp;&nbsp;712819 |
|  | Ashland, Inc. | 169373 | &nbsp;&nbsp;10358853 |
| \* | Aspen Aerogels, Inc. | 141646 | &nbsp;&nbsp;477347 |
|  | Avient Corp. | 407056 | &nbsp;&nbsp;14715074 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Axalta Coating <br>Systems Ltd.<br>| 810821 | &nbsp;&nbsp;27227369 |
|  | Balchem Corp. | 146242 | &nbsp;&nbsp;24886001 |
|  | Cabot Corp. | 265626 | &nbsp;&nbsp;19175541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Caledonia Mining <br>Corp. PLC<br>| 36497 | &nbsp;&nbsp;1001478 |
|  | Celanese Corp. | 160636 | &nbsp;&nbsp;7138664 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Century Aluminum <br>Co.<br>| 414877 | &nbsp;&nbsp;18806374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CF Industries <br>Holdings, Inc.<br>| 115471 | &nbsp;&nbsp;10765361 |
|  | Chemours Co. | 505020 | &nbsp;&nbsp;7570250 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Clearwater Paper <br>Corp.<br>| 88038 | &nbsp;&nbsp;1480799 |
| \* | Cleveland-Cliffs, Inc. | 1323349 | &nbsp;&nbsp;18209282 |
| \* | Coeur Mining, Inc. | 1749691 | &nbsp;&nbsp;35763684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commercial Metals <br>Co.<br>| 507959 | &nbsp;&nbsp;39046808 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Compass Minerals <br>International, Inc.<br>| 153737 | &nbsp;&nbsp;3840350 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Core Molding <br>Technologies, Inc.<br>| 41022 | &nbsp;&nbsp;800749 |
|  | Crown Holdings, Inc. | 164960 | &nbsp;&nbsp;17268013 |
| \* | Dakota Gold Corp. | 237766 | &nbsp;&nbsp;1424218 |
|  | Eagle Materials, Inc. | 109874 | &nbsp;&nbsp;22393420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eastman Chemical <br>Co.<br>| 304102 | &nbsp;&nbsp;21080351 |
| \* | Ecovyst, Inc. | 498528 | &nbsp;&nbsp;5289382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Element Solutions, <br>Inc.<br>| 1410553 | &nbsp;&nbsp;41047092 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | Ferroglobe PLC | 408602 | &nbsp;&nbsp;$1940860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Flexible Solutions <br>International, Inc.<br>| 2757 | &nbsp;&nbsp;15908 |
| \* | Flotek Industries, Inc. | 115954 | &nbsp;&nbsp;2014121 |
|  | Fortitude Gold Corp. | 179751 | &nbsp;&nbsp;990428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Friedman Industries, <br>Inc.<br>| 62791 | &nbsp;&nbsp;1232587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Graphic Packaging <br>Holding Co.<br>| 583606 | &nbsp;&nbsp;8549828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greif, Inc. (GEF US), <br>Class A<br>| 149487 | &nbsp;&nbsp;10556772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greif, Inc. (GEF/B <br>US), Class B<br>| 23507 | &nbsp;&nbsp;1955312 |
|  | Hawkins, Inc. | 97378 | &nbsp;&nbsp;12683485 |
|  | HB Fuller Co. | 240782 | &nbsp;&nbsp;14470998 |
|  | Hecla Mining Co. | 2720675 | &nbsp;&nbsp;61269601 |
|  | Huntsman Corp. | 525864 | &nbsp;&nbsp;5689848 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Idaho Strategic <br>Resources, Inc.<br>| 9533 | &nbsp;&nbsp;343760 |
| \* | Ingevity Corp. | 147599 | &nbsp;&nbsp;9710538 |
|  | Innospec, Inc. | 109683 | &nbsp;&nbsp;8963295 |
| \* | Intrepid Potash, Inc. | 58815 | &nbsp;&nbsp;1931485 |
| \* | Ivanhoe Electric, Inc. | 114134 | &nbsp;&nbsp;1950550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kaiser Aluminum <br>Corp.<br>| 71987 | &nbsp;&nbsp;8827046 |
| \* | Knife River Corp. | 227309 | &nbsp;&nbsp;15268346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koppers Holdings, <br>Inc.<br>| 87080 | &nbsp;&nbsp;2565377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kronos Worldwide, <br>Inc.<br>| 216923 | &nbsp;&nbsp;1138846 |
| \* | Lifezone Metals Ltd. | 7889 | &nbsp;&nbsp;41733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Louisiana-Pacific <br>Corp.<br>| 309471 | &nbsp;&nbsp;25915102 |
| \* | LSB Industries, Inc. | 317727 | &nbsp;&nbsp;2951684 |
|  | Materion Corp. | 96495 | &nbsp;&nbsp;13343329 |
|  | Mativ Holdings, Inc. | 216217 | &nbsp;&nbsp;2605415 |
| \* | McEwen, Inc. | 235572 | &nbsp;&nbsp;5689064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mercer International, <br>Inc.<br>| 134684 | &nbsp;&nbsp;273409 |
| \* | Metallus, Inc. | 237776 | &nbsp;&nbsp;4743631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Minerals <br>Technologies, Inc.<br>| 141586 | &nbsp;&nbsp;9310695 |
|  | Mosaic Co. | 823111 | &nbsp;&nbsp;22635553 |
| \* | MP Materials Corp. | 427179 | &nbsp;&nbsp;25105310 |
|  | Myers Industries, Inc. | 165232 | &nbsp;&nbsp;3415345 |
|  | NewMarket Corp. | 31371 | &nbsp;&nbsp;21043353 |
|  | Nexa Resources SA | 43836 | &nbsp;&nbsp;552772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northern Technologies <br>International Corp.<br>| 35949 | &nbsp;&nbsp;325698 |
| \* | O-I Glass, Inc. | 662086 | &nbsp;&nbsp;10116674 |
|  | Olin Corp. | 51716 | &nbsp;&nbsp;1076210 |
|  | Olympic Steel, Inc. | 65125 | &nbsp;&nbsp;3131861 |
|  | Orion SA | 238978 | &nbsp;&nbsp;1476884 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Perimeter Solutions, <br>Inc.<br>| 336356 | &nbsp;&nbsp;8795709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Quaker Chemical <br>Corp.<br>| 69824 | &nbsp;&nbsp;10734742 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ramaco Resources, <br>Inc. (METC US), <br>Class A<br>| 222137 | &nbsp;&nbsp;$4333893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ramaco Resources, <br>Inc. (METCB US), <br>Class B<br>| 11544 | &nbsp;&nbsp;151457 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ranpak Holdings <br>Corp.<br>| 275171 | &nbsp;&nbsp;1386862 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rayonier Advanced <br>Materials, Inc.<br>| 280269 | &nbsp;&nbsp;2174887 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Resolute Forest <br>Products, Inc.<br>| 595780 | &nbsp;&nbsp;158656 |
|  | Royal Gold, Inc. | 68773 | &nbsp;&nbsp;18108619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ryerson Holding <br>Corp.<br>| 147419 | &nbsp;&nbsp;4160164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Scotts Miracle-Gro <br>Co.<br>| 203221 | &nbsp;&nbsp;13050853 |
|  | Sealed Air Corp. | 475398 | &nbsp;&nbsp;19909668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sensient Technologies <br>Corp.<br>| 188820 | &nbsp;&nbsp;17847266 |
|  | Silgan Holdings, Inc. | 543152 | &nbsp;&nbsp;23437009 |
| \* | Smith-Midland Corp. | 13063 | &nbsp;&nbsp;459034 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Solstice Advanced <br>Materials, Inc.<br>| 1427 | &nbsp;&nbsp;88146 |
|  | Sonoco Products Co. | 332409 | &nbsp;&nbsp;15955632 |
|  | Stepan Co. | 105330 | &nbsp;&nbsp;6068061 |
|  | SunCoke Energy, Inc. | 379762 | &nbsp;&nbsp;2984929 |
|  | Sylvamo Corp. | 170025 | &nbsp;&nbsp;8321024 |
| \* | Tredegar Corp. | 148943 | &nbsp;&nbsp;1273463 |
|  | TriMas Corp. | 181385 | &nbsp;&nbsp;6306756 |
|  | Trinseo PLC | 31205 | &nbsp;&nbsp;14042 |
|  | Tronox Holdings PLC | 367329 | &nbsp;&nbsp;2226014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;U.S. Lime & Minerals, <br>Inc.<br>| 132855 | &nbsp;&nbsp;16013013 |
|  | Warrior Met Coal, Inc. | 176179 | &nbsp;&nbsp;15732785 |
|  | Westlake Corp. | 118272 | &nbsp;&nbsp;9381335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Worthington Steel, <br>Inc.<br>| 226400 | &nbsp;&nbsp;9108072 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | &nbsp;&nbsp;963339289 |
| REAL ESTATE — (0.7%) | REAL ESTATE — (0.7%) | REAL ESTATE — (0.7%) | REAL ESTATE — (0.7%) |
| \* | Alset, Inc. | 8527 | &nbsp;&nbsp;26178 |
| \* | AMREP Corp. | 13793 | &nbsp;&nbsp;286618 |
| \* | CKX Lands, Inc. | 5107 | &nbsp;&nbsp;55922 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Compass, Inc., <br>Class A<br>| 2188722 | &nbsp;&nbsp;27402799 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Comstock Holding <br>Cos., Inc.<br>| 30377 | &nbsp;&nbsp;334451 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cushman & Wakefield <br>Ltd.<br>| 903251 | &nbsp;&nbsp;14849446 |
| \* | Douglas Elliman, Inc. | 225348 | &nbsp;&nbsp;608440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;eXp World Holdings, <br>Inc.<br>| 317240 | &nbsp;&nbsp;2867849 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Five Point <br>Holdings LLC, <br>Class A<br>| 93987 | &nbsp;&nbsp;499071 |
| \* | Forestar Group, Inc. | 209963 | &nbsp;&nbsp;5463237 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) |
| \* | FRP Holdings, Inc. | 161708 | &nbsp;&nbsp;$3866438 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Howard Hughes <br>Holdings, Inc.<br>| 198433 | &nbsp;&nbsp;16204039 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jones Lang LaSalle, <br>Inc.<br>| 5571 | &nbsp;&nbsp;1993917 |
| \*» | JW Mays, Inc. | 200 | &nbsp;&nbsp;7912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kennedy-Wilson <br>Holdings, Inc.<br>| 449972 | &nbsp;&nbsp;4432224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marcus & Millichap, <br>Inc.<br>| 173912 | &nbsp;&nbsp;4730406 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Maui Land & <br>Pineapple Co., Inc.<br>| 74152 | &nbsp;&nbsp;1270224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Newmark Group, Inc., <br>Class A<br>| 629902 | &nbsp;&nbsp;11231153 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Offerpad Solutions, <br>Inc.<br>| 35080 | &nbsp;&nbsp;35782 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Opendoor <br>Technologies, Inc.<br>| 2525154 | &nbsp;&nbsp;13004543 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;RE/MAX Holdings, <br>Inc., Class A<br>| 86403 | &nbsp;&nbsp;672215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RMR Group, Inc., <br>Class A<br>| 21433 | &nbsp;&nbsp;324710 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Seaport Entertainment <br>Group, Inc.<br>| 43708 | &nbsp;&nbsp;825644 |
|  | St. Joe Co. | 259783 | &nbsp;&nbsp;17195037 |
| \* | Star Holdings | 6852 | &nbsp;&nbsp;53583 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Stratus Properties, <br>Inc.<br>| 34606 | &nbsp;&nbsp;1026760 |
| \* | Tejon Ranch Co. | 116607 | &nbsp;&nbsp;1876207 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | &nbsp;&nbsp;131144805 |
| UTILITIES — (2.8%) | UTILITIES — (2.8%) | UTILITIES — (2.8%) | UTILITIES — (2.8%) |
|  | AES Corp. | 1872210 | &nbsp;&nbsp;27427876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American States <br>Water Co.<br>| 171522 | &nbsp;&nbsp;12514245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Artesian Resources <br>Corp., Class A<br>| 61469 | &nbsp;&nbsp;2050606 |
|  | Avista Corp. | 364578 | &nbsp;&nbsp;15053426 |
|  | Black Hills Corp. | 285848 | &nbsp;&nbsp;20861187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;California Water <br>Service Group<br>| 263158 | &nbsp;&nbsp;11763163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chesapeake Utilities <br>Corp.<br>| 103444 | &nbsp;&nbsp;13311174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Clearway Energy, Inc. <br>(CWEN US), <br>Class C<br>| 324044 | &nbsp;&nbsp;11714191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Clearway Energy, Inc. <br>(CWENA US), <br>Class A<br>| 131562 | &nbsp;&nbsp;4442849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Consolidated Water <br>Co. Ltd.<br>| 71408 | &nbsp;&nbsp;2704935 |
|  | Essential Utilities, Inc. | 471218 | &nbsp;&nbsp;18278546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genie Energy Ltd., <br>Class B<br>| 164390 | &nbsp;&nbsp;2263650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Water <br>Resources, Inc.<br>| 36122 | &nbsp;&nbsp;313178 |
|  | H2O America | 150174 | &nbsp;&nbsp;7815055 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) |
| \* | Hallador Energy Co. | 171677 | &nbsp;&nbsp;$3174308 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hawaiian Electric <br>Industries, Inc.<br>| 506548 | &nbsp;&nbsp;7760315 |
|  | IDACORP, Inc. | 177691 | &nbsp;&nbsp;23595588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MDU Resources <br>Group, Inc.<br>| 732183 | &nbsp;&nbsp;15017073 |
|  | MGE Energy, Inc. | 174495 | &nbsp;&nbsp;13938660 |
|  | Middlesex Water Co. | 79577 | &nbsp;&nbsp;4168243 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Montauk Renewables, <br>Inc.<br>| 137950 | &nbsp;&nbsp;240033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Fuel Gas <br>Co.<br>| 296945 | &nbsp;&nbsp;24869144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New Jersey <br>Resources Corp.<br>| 447850 | &nbsp;&nbsp;22159618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northwest Natural <br>Holding Co.<br>| 161736 | &nbsp;&nbsp;7530428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northwestern Energy <br>Group, Inc.<br>| 277717 | &nbsp;&nbsp;18845876 |
|  | OGE Energy Corp. | 632808 | &nbsp;&nbsp;27641053 |
|  | ONE Gas, Inc. | 246971 | &nbsp;&nbsp;19649013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ormat Technologies, <br>Inc.<br>| 263882 | &nbsp;&nbsp;32969417 |
|  | Otter Tail Corp. | 225432 | &nbsp;&nbsp;20099517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pinnacle West Capital <br>Corp.<br>| 284445 | &nbsp;&nbsp;26612674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Portland General <br>Electric Co.<br>| 432668 | &nbsp;&nbsp;21741567 |
| \* | Pure Cycle Corp. | 102327 | &nbsp;&nbsp;1184947 |
|  | RGC Resources, Inc. | 32127 | &nbsp;&nbsp;697477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southwest Gas <br>Holdings, Inc.<br>| 282441 | &nbsp;&nbsp;23391764 |
|  | Spire, Inc. | 262276 | &nbsp;&nbsp;22159699 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Spruce Power Holding <br>Corp.<br>| 12716 | &nbsp;&nbsp;72227 |
|  | TXNM Energy, Inc. | 416521 | &nbsp;&nbsp;24541417 |
|  | UGI Corp. | 658649 | &nbsp;&nbsp;26418411 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) |
|  | Unitil Corp. | 93526 | &nbsp;&nbsp;$4761409 |
|  | York Water Co. | 98765 | &nbsp;&nbsp;3316529 |
| TOTAL UTILITIES | TOTAL UTILITIES |  | &nbsp;&nbsp;547070488 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS |  | &nbsp;&nbsp;17667896738 |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| INDUSTRIALS — (0.0%) | INDUSTRIALS — (0.0%) | INDUSTRIALS — (0.0%) | INDUSTRIALS — (0.0%) |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp;TurnOnGreen, Inc. <br>Warrants <br>06/26/2028<br>| 90960 | &nbsp;&nbsp;278 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL <br>RIGHTS/WARRANTS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL <br>RIGHTS/WARRANTS |  | &nbsp;&nbsp;278 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $10,620,642,793) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $10,620,642,793) |  | &nbsp;&nbsp;17667897016 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| TEMPORARY CASH INVESTMENTS — (1.1%) | TEMPORARY CASH INVESTMENTS — (1.1%) | TEMPORARY CASH INVESTMENTS — (1.1%) | TEMPORARY CASH INVESTMENTS — (1.1%) |
| Ɏ | &nbsp;&nbsp;&nbsp;&nbsp;State Street <br>Institutional <br>U.S. Government <br>Money Market Fund <br>3.720%<br>| 204413918 | &nbsp;&nbsp;204413918 |
| SECURITIES LENDING COLLATERAL — (7.5%) | SECURITIES LENDING COLLATERAL — (7.5%) | SECURITIES LENDING COLLATERAL — (7.5%) | SECURITIES LENDING COLLATERAL — (7.5%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund <br>| 125377730 | &nbsp;&nbsp;1450244206 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost <br>$12,275,300,917)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost <br>$12,275,300,917)^^ |  | &nbsp;&nbsp;$19322555140 |

---

As of January 31, 2026, U.S. Small Cap Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br>**Contracts**<br>| **Expiration**<br>**Date**<br>| **Notional**<br>**Value**<br>| **Market**<br>**Value**<br>| **Unrealized**<br>**Appreciation**<br>**(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp;&nbsp;&nbsp;685 | 03/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;$238720654 | &nbsp;&nbsp;&nbsp;&nbsp;$238576938 | &nbsp;&nbsp;&nbsp;&nbsp;$(143716)<br>|
| **Total Futures Contracts** |  |  | &nbsp;&nbsp;**$238720654** | &nbsp;&nbsp;**$238576938** | &nbsp;&nbsp;**$(143716)**<br>|

---

------

**U.S. Small Cap 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** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Communication Services | &nbsp;&nbsp;&nbsp;$413928212 | &nbsp;&nbsp;&nbsp;$30948 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$413959160 |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Discretionary | &nbsp;&nbsp;&nbsp;2365563732 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2365563732 |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Staples | &nbsp;&nbsp;&nbsp;690970631 | &nbsp;&nbsp;&nbsp;330487 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;691301118 |
| &nbsp;&nbsp;&nbsp;&nbsp;Energy | &nbsp;&nbsp;&nbsp;926665238 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;926665238 |
| &nbsp;&nbsp;&nbsp;&nbsp;Financials | &nbsp;&nbsp;&nbsp;3728156408 | &nbsp;&nbsp;&nbsp;29530 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3728185938 |
| &nbsp;&nbsp;&nbsp;&nbsp;Health Care | &nbsp;&nbsp;&nbsp;1923223850 | &nbsp;&nbsp;&nbsp;13561 | &nbsp;&nbsp;&nbsp;$1193676 | &nbsp;&nbsp;&nbsp;1924431087 |
| &nbsp;&nbsp;&nbsp;&nbsp;Industrials | &nbsp;&nbsp;&nbsp;3961412281 | &nbsp;&nbsp;&nbsp;402 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3961412683 |
| &nbsp;&nbsp;&nbsp;&nbsp;Information Technology | &nbsp;&nbsp;&nbsp;2007297082 | &nbsp;&nbsp;&nbsp;7526118 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2014823200 |
| &nbsp;&nbsp;&nbsp;&nbsp;Materials | &nbsp;&nbsp;&nbsp;963180633 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;158656 | &nbsp;&nbsp;&nbsp;963339289 |
| &nbsp;&nbsp;&nbsp;&nbsp;Real Estate | &nbsp;&nbsp;&nbsp;131136893 | &nbsp;&nbsp;&nbsp;7912 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;131144805 |
| &nbsp;&nbsp;&nbsp;&nbsp;Utilities | &nbsp;&nbsp;&nbsp;547070488 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;547070488 |
| Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Industrials | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;278 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;278 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;204413918 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;204413918 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1450244206 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1450244206 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$17863019366 | &nbsp;&nbsp;&nbsp;$1458183442 | &nbsp;&nbsp;&nbsp;$1,352,332˂˃ | &nbsp;&nbsp;&nbsp;$19322555140 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts\*\* | &nbsp;&nbsp;&nbsp;(143716) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(143716) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp;$(143716) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$(143716) |
| &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. Micro Cap Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (91.8%) | COMMON STOCKS — (91.8%) | COMMON STOCKS — (91.8%) | COMMON STOCKS — (91.8%) |
| COMMUNICATION SERVICES — (2.7%) | COMMUNICATION SERVICES — (2.7%) | COMMUNICATION SERVICES — (2.7%) | COMMUNICATION SERVICES — (2.7%) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Advantage Solutions, <br>Inc.<br>| 303962 | &nbsp;&nbsp;$328279 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AMC Networks, Inc., <br>Class A<br>| 85449 | &nbsp;&nbsp;658812 |
| \* | Angi, Inc. | 114679 | &nbsp;&nbsp;1488533 |
| \* | Anterix, Inc. | 58754 | &nbsp;&nbsp;1543174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Array Digital <br>Infrastructure, Inc.<br>| 54574 | &nbsp;&nbsp;2629921 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Atlanta Braves <br>Holdings, Inc. <br>(2291915D US), <br>Class A<br>| 56406 | &nbsp;&nbsp;2482992 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Atlanta Braves <br>Holdings, Inc. <br>(2292098D US), <br>Class C<br>| 159008 | &nbsp;&nbsp;6349189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ATN International, <br>Inc.<br>| 54961 | &nbsp;&nbsp;1329507 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bandwidth, Inc., <br>Class A<br>| 101504 | &nbsp;&nbsp;1418011 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Boston Omaha Corp., <br>Class A<br>| 91967 | &nbsp;&nbsp;1122917 |
| \* | Bumble, Inc., Class A | 35179 | &nbsp;&nbsp;117850 |
| # | Cable One, Inc. | 15488 | &nbsp;&nbsp;1254373 |
| \* | Cargurus, Inc. | 322909 | &nbsp;&nbsp;10462252 |
| \* | Cars.com, Inc. | 177540 | &nbsp;&nbsp;2016854 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cinemark Holdings, <br>Inc.<br>| 481703 | &nbsp;&nbsp;11406727 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Clear Channel <br>Outdoor Holdings, <br>Inc.<br>| 244741 | &nbsp;&nbsp;511509 |
|  | CuriosityStream, Inc. | 25227 | &nbsp;&nbsp;93844 |
| \* | DHI Group, Inc. | 70842 | &nbsp;&nbsp;123265 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;DoubleVerify Holdings, <br>Inc.<br>| 360690 | &nbsp;&nbsp;3902666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Entravision <br>Communications <br>Corp., Class A<br>| 725530 | &nbsp;&nbsp;2183845 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Eventbrite, Inc., <br>Class A<br>| 181781 | &nbsp;&nbsp;803472 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;EverQuote, Inc., <br>Class A<br>| 85822 | &nbsp;&nbsp;1948159 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;EW Scripps Co., <br>Class A<br>| 243231 | &nbsp;&nbsp;814824 |
| \* | fuboTV, Inc., Class A | 632007 | &nbsp;&nbsp;1409376 |
| \* | Gaia, Inc. | 47027 | &nbsp;&nbsp;159422 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Gambling.com Group <br>Ltd.<br>| 47161 | &nbsp;&nbsp;224958 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GCI Liberty, Inc. <br>(GLBKV US), <br>Class C<br>| 68417 | &nbsp;&nbsp;2530745 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GCI Liberty, Inc. <br>(GLIBA US), <br>Class A<br>| 6384 | &nbsp;&nbsp;$239208 |
| \* | Gogo, Inc. | 91175 | &nbsp;&nbsp;418493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gray Media, Inc. GTN <br>US<br>| 310087 | &nbsp;&nbsp;1398492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gray Media, Inc. <br>GTNA US, Class A<br>| 3666 | &nbsp;&nbsp;47255 |
| #\* | Grindr, Inc. | 278950 | &nbsp;&nbsp;3157714 |
|  | IDT Corp., Class B | 128731 | &nbsp;&nbsp;6260189 |
| #\* | IMAX Corp. | 213810 | &nbsp;&nbsp;7464107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Iridium <br>Communications, <br>Inc.<br>| 267849 | &nbsp;&nbsp;5335552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;John Wiley & Sons, <br>Inc. (WLY US), <br>Class A<br>| 132603 | &nbsp;&nbsp;4141192 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Global Ltd. <br>(LBTYA US), <br>Class A<br>| 337644 | &nbsp;&nbsp;3744472 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Global Ltd. <br>(LBTYK US), <br>Class C<br>| 278378 | &nbsp;&nbsp;3084428 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Latin America <br>Ltd. (LILA US), <br>Class A<br>| 126483 | &nbsp;&nbsp;976449 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Latin America <br>Ltd. (LILAK US), <br>Class C<br>| 665774 | &nbsp;&nbsp;5179722 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lionsgate Studios <br>Corp.<br>| 67497 | &nbsp;&nbsp;637172 |
| \*» | Machten, Inc. | 97 | &nbsp;&nbsp;679 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Madison Square <br>Garden <br>Entertainment <br>Corp.<br>| 127715 | &nbsp;&nbsp;7901727 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Madison Square <br>Garden Sports <br>Corp.<br>| 211 | &nbsp;&nbsp;59829 |
| \* | Magnite, Inc. | 355360 | &nbsp;&nbsp;5142059 |
|  | Marcus Corp. | 92767 | &nbsp;&nbsp;1399854 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MediaAlpha, Inc., <br>Class A<br>| 103975 | &nbsp;&nbsp;1063664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National CineMedia, <br>Inc.<br>| 88930 | &nbsp;&nbsp;321037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nexstar Media Group, <br>Inc.<br>| 22747 | &nbsp;&nbsp;4831008 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Optimum <br>Communications, <br>Inc., Class A<br>| 314771 | &nbsp;&nbsp;481600 |
|  | Pegasus Cos., Inc. | 32 | &nbsp;&nbsp;2145 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PubMatic, Inc., <br>Class A<br>| 53816 | &nbsp;&nbsp;$390704 |
| \* | QuinStreet, Inc. | 197832 | &nbsp;&nbsp;2629187 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Reading International, <br>Inc. (RDI US), <br>Class A<br>| 7783 | &nbsp;&nbsp;8328 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp;Reading International, <br>Inc. (RDIB US), <br>Class B<br>| 11620 | &nbsp;&nbsp;132700 |
| \* | Reservoir Media, Inc. | 66709 | &nbsp;&nbsp;503653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saga <br>Communications, <br>Inc., Class A<br>| 22689 | &nbsp;&nbsp;258201 |
|  | Scholastic Corp. | 78310 | &nbsp;&nbsp;2738501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenandoah <br>Telecommunications <br>Co.<br>| 196782 | &nbsp;&nbsp;2335802 |
|  | Shutterstock, Inc. | 133369 | &nbsp;&nbsp;2647375 |
|  | Sinclair, Inc. | 139528 | &nbsp;&nbsp;2024551 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Sphere Entertainment <br>Co.<br>| 107319 | &nbsp;&nbsp;10250038 |
|  | Spok Holdings, Inc. | 71804 | &nbsp;&nbsp;988741 |
| \* | Stagwell, Inc. | 381947 | &nbsp;&nbsp;2295501 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Starz Entertainment <br>Corp.<br>| 4499 | &nbsp;&nbsp;44945 |
| \* | TechTarget, Inc. | 180160 | &nbsp;&nbsp;944038 |
|  | TEGNA, Inc. | 662007 | &nbsp;&nbsp;12684054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telephone & Data <br>Systems, Inc.<br>| 323776 | &nbsp;&nbsp;14612011 |
| \* | Thryv Holdings, Inc. | 91515 | &nbsp;&nbsp;440187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Townsquare Media, <br>Inc., Class A<br>| 14233 | &nbsp;&nbsp;93511 |
| \* | Travelzoo | 42530 | &nbsp;&nbsp;248801 |
| \* | TripAdvisor, Inc. | 445802 | &nbsp;&nbsp;5924709 |
| #\* | Uniti Group, Inc. | 353150 | &nbsp;&nbsp;2938208 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Urban One, Inc. <br>UONEK US<br>| 4788 | &nbsp;&nbsp;43092 |
| #\* | USA TODAY Co., Inc. | 504015 | &nbsp;&nbsp;2983769 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vivid Seats, Inc., <br>Class A<br>| 1043 | &nbsp;&nbsp;7603 |
| \* | Yelp, Inc. | 136322 | &nbsp;&nbsp;3732496 |
|  | Zedge, Inc., Class B | 24863 | &nbsp;&nbsp;77324 |
| \* | Ziff Davis, Inc. | 125764 | &nbsp;&nbsp;4806700 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ZoomInfo <br>Technologies, Inc.<br>| 658303 | &nbsp;&nbsp;5299339 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMUNICATION <br>SERVICES | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMUNICATION <br>SERVICES |  | &nbsp;&nbsp;204687592 |
| CONSUMER DISCRETIONARY — (11.9%) | CONSUMER DISCRETIONARY — (11.9%) | CONSUMER DISCRETIONARY — (11.9%) | CONSUMER DISCRETIONARY — (11.9%) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;1-800-Flowers.com, <br>Inc., Class A<br>| 122687 | &nbsp;&nbsp;530008 |
| \* | 1stdibs.com, Inc. | 19923 | &nbsp;&nbsp;109178 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Abercrombie & Fitch <br>Co., Class A<br>| 118570 | &nbsp;&nbsp;11575989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Academy Sports & <br>Outdoors, Inc.<br>| 198928 | &nbsp;&nbsp;10943029 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Accel Entertainment, <br>Inc.<br>| 225559 | &nbsp;&nbsp;$2551072 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Acushnet Holdings <br>Corp.<br>| 171900 | &nbsp;&nbsp;16663986 |
| \* | Adient PLC | 238622 | &nbsp;&nbsp;4963338 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Adtalem Global <br>Education, Inc.<br>| 264753 | &nbsp;&nbsp;27415173 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Advance Auto Parts, <br>Inc.<br>| 178016 | &nbsp;&nbsp;8546548 |
| # | Allbirds, Inc., Class A | 0 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AMCON Distributing <br>Co.<br>| 5890 | &nbsp;&nbsp;638829 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;American Axle & <br>Manufacturing <br>Holdings, Inc.<br>| 325776 | &nbsp;&nbsp;2596435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Eagle <br>Outfitters, Inc.<br>| 384100 | &nbsp;&nbsp;8953371 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Outdoor <br>Brands, Inc.<br>| 51578 | &nbsp;&nbsp;467297 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Public <br>Education, Inc.<br>| 63044 | &nbsp;&nbsp;2633978 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;America's Car-Mart, <br>Inc.<br>| 28916 | &nbsp;&nbsp;743720 |
| \* | Arhaus, Inc. | 90985 | &nbsp;&nbsp;926227 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ark Restaurants <br>Corp.<br>| 33977 | &nbsp;&nbsp;222889 |
|  | Arko Corp. | 148964 | &nbsp;&nbsp;790999 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Asbury Automotive <br>Group, Inc.<br>| 35385 | &nbsp;&nbsp;8298136 |
| #\* | Bally's Corp. | 7282 | &nbsp;&nbsp;111269 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Barnes & Noble <br>Education, Inc.<br>| 8555 | &nbsp;&nbsp;76567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bassett Furniture <br>Industries, Inc.<br>| 77182 | &nbsp;&nbsp;1219476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bath & Body Works, <br>Inc.<br>| 325003 | &nbsp;&nbsp;7085065 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beazer Homes USA, <br>Inc.<br>| 82372 | &nbsp;&nbsp;1776764 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bed Bath & Beyond, <br>Inc.<br>| 180770 | &nbsp;&nbsp;1068351 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Biglari Holdings, Inc. <br>(BH US), Class B<br>| 7406 | &nbsp;&nbsp;2777472 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Biglari Holdings, Inc. <br>(BH/A US), Class A<br>| 621 | &nbsp;&nbsp;1222637 |
| \* | BJ's Restaurants, Inc. | 98449 | &nbsp;&nbsp;4117137 |
|  | Bloomin' Brands, Inc. | 67311 | &nbsp;&nbsp;403866 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Boot Barn Holdings, <br>Inc.<br>| 42729 | &nbsp;&nbsp;7626272 |
| \*» | Bowl America, Inc. | 55406 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bright Horizons Family <br>Solutions, Inc.<br>| 12605 | &nbsp;&nbsp;1167601 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Brinker International, <br>Inc.<br>| 12729 | &nbsp;&nbsp;2007618 |
|  | Brunswick Corp. | 115057 | &nbsp;&nbsp;9229873 |
|  | Buckle, Inc. | 198584 | &nbsp;&nbsp;9393023 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Build-A-Bear <br>Workshop, Inc.<br>| 45757 | &nbsp;&nbsp;2730778 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| # | Caleres, Inc. | 166991 | &nbsp;&nbsp;$2040630 |
| \* | Callaway Golf Co. | 529127 | &nbsp;&nbsp;7592972 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Camping World <br>Holdings, Inc., <br>Class A<br>| 85966 | &nbsp;&nbsp;1133892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canterbury Park <br>Holding Corp.<br>| 10905 | &nbsp;&nbsp;169028 |
| \* | Capri Holdings Ltd. | 349038 | &nbsp;&nbsp;7877788 |
| \* | CarMax, Inc. | 120217 | &nbsp;&nbsp;5354465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Carriage Services, <br>Inc.<br>| 131086 | &nbsp;&nbsp;5624900 |
|  | Carter's, Inc. | 115166 | &nbsp;&nbsp;3985895 |
| \* | Cato Corp., Class A | 78422 | &nbsp;&nbsp;239187 |
| \* | Cavco Industries, Inc. | 29042 | &nbsp;&nbsp;14289245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Century Communities, <br>Inc.<br>| 144153 | &nbsp;&nbsp;9078756 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Champion Homes, <br>Inc.<br>| 99824 | &nbsp;&nbsp;7824205 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cheesecake Factory, <br>Inc.<br>| 141078 | &nbsp;&nbsp;8176881 |
| \* | Citi Trends, Inc. | 55368 | &nbsp;&nbsp;2389129 |
|  | Clarus Corp. | 6400 | &nbsp;&nbsp;24512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Columbia Sportswear <br>Co.<br>| 118545 | &nbsp;&nbsp;6553168 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Cooper-Standard <br>Holdings, Inc.<br>| 61482 | &nbsp;&nbsp;1928690 |
| \* | Coursera, Inc. | 405928 | &nbsp;&nbsp;2459924 |
|  | Cricut, Inc., Class A | 63833 | &nbsp;&nbsp;285334 |
| \* | Crocs, Inc. | 94633 | &nbsp;&nbsp;7941601 |
| \* | Culp, Inc. | 149674 | &nbsp;&nbsp;526852 |
|  | Dana, Inc. | 511292 | &nbsp;&nbsp;14776339 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Dave & Buster's <br>Entertainment, Inc.<br>| 17293 | &nbsp;&nbsp;324590 |
| # | Denny's Corp. | 0 | &nbsp;&nbsp;0 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Designer Brands, Inc., <br>Class A<br>| 98833 | &nbsp;&nbsp;626601 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Destination XL Group, <br>Inc.<br>| 110722 | &nbsp;&nbsp;75623 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dine Brands Global, <br>Inc.<br>| 48617 | &nbsp;&nbsp;1671939 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dorman Products, <br>Inc.<br>| 106859 | &nbsp;&nbsp;13271888 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Dream Finders <br>Homes, Inc., <br>Class A<br>| 74992 | &nbsp;&nbsp;1379103 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Driven Brands <br>Holdings, Inc.<br>| 188729 | &nbsp;&nbsp;2934736 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Duluth Holdings, Inc., <br>Class B<br>| 20013 | &nbsp;&nbsp;48231 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Educational <br>Development Corp.<br>| 3317 | &nbsp;&nbsp;4644 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;El Pollo Loco <br>Holdings, Inc.<br>| 159414 | &nbsp;&nbsp;1614864 |
|  | Escalade, Inc. | 57974 | &nbsp;&nbsp;842942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ethan Allen Interiors, <br>Inc.<br>| 181668 | &nbsp;&nbsp;4165647 |
| \* | Etsy, Inc. | 173258 | &nbsp;&nbsp;9175744 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;European Wax <br>Center, Inc., <br>Class A<br>| 93666 | &nbsp;&nbsp;$368107 |
| \* | Figs, Inc., Class A | 521601 | &nbsp;&nbsp;5638507 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;First Watch <br>Restaurant Group, <br>Inc.<br>| 140827 | &nbsp;&nbsp;2251824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Flanigan's <br>Enterprises, Inc.<br>| 21539 | &nbsp;&nbsp;700556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Flexsteel Industries, <br>Inc.<br>| 18617 | &nbsp;&nbsp;745239 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fox Factory Holding <br>Corp.<br>| 41474 | &nbsp;&nbsp;763122 |
| \* | Frontdoor, Inc. | 104362 | &nbsp;&nbsp;6168838 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Full House Resorts, <br>Inc.<br>| 29198 | &nbsp;&nbsp;67739 |
| #\* | Funko, Inc., Class A | 119645 | &nbsp;&nbsp;485759 |
|  | Garrett Motion, Inc. | 585334 | &nbsp;&nbsp;10559425 |
| \* | Genesco, Inc. | 32229 | &nbsp;&nbsp;932385 |
|  | Gentex Corp. | 222562 | &nbsp;&nbsp;5121152 |
| \* | Gentherm, Inc. | 106409 | &nbsp;&nbsp;3400832 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GigaCloud <br>Technology, Inc., <br>Class A<br>| 20505 | &nbsp;&nbsp;818765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;G-III Apparel Group <br>Ltd.<br>| 295525 | &nbsp;&nbsp;8673659 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Global Business <br>Travel Group I<br>| 291050 | &nbsp;&nbsp;1993692 |
|  | Gold.com, Inc. | 85909 | &nbsp;&nbsp;4454382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Golden Entertainment, <br>Inc.<br>| 7760 | &nbsp;&nbsp;208899 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Goodyear Tire & <br>Rubber Co.<br>| 798160 | &nbsp;&nbsp;7510686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Graham Holdings Co., <br>Class B<br>| 12505 | &nbsp;&nbsp;14588708 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grand Canyon <br>Education, Inc.<br>| 43701 | &nbsp;&nbsp;7596982 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Green Brick Partners, <br>Inc.<br>| 151865 | &nbsp;&nbsp;10537912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Group 1 Automotive, <br>Inc.<br>| 6203 | &nbsp;&nbsp;2197475 |
| \* | Groupon, Inc. | 22403 | &nbsp;&nbsp;317002 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GrowGeneration <br>Corp.<br>| 33547 | &nbsp;&nbsp;43947 |
|  | H&R Block, Inc. | 207692 | &nbsp;&nbsp;8193449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hamilton Beach <br>Brands Holding Co., <br>Class A<br>| 43261 | &nbsp;&nbsp;825852 |
| # | Harley-Davidson, Inc. | 256332 | &nbsp;&nbsp;5075374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haverty Furniture <br>Cos., Inc. (HVT <br>US)<br>| 95559 | &nbsp;&nbsp;2419554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haverty Furniture <br>Cos., Inc. (HVT/A <br>US), Class A<br>| 18389 | &nbsp;&nbsp;467173 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hilton Grand <br>Vacations, Inc.<br>| 179691 | &nbsp;&nbsp;8105861 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | Holley, Inc. | 70968 | &nbsp;&nbsp;$273227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hooker Furnishings <br>Corp.<br>| 32737 | &nbsp;&nbsp;434420 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hovnanian <br>Enterprises, Inc., <br>Class A<br>| 18395 | &nbsp;&nbsp;2072197 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Inspired <br>Entertainment, Inc.<br>| 29576 | &nbsp;&nbsp;264114 |
|  | J Jill, Inc. | 17030 | &nbsp;&nbsp;265838 |
|  | JAKKS Pacific, Inc. | 25084 | &nbsp;&nbsp;458285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jerash Holdings U.S., <br>Inc.<br>| 7541 | &nbsp;&nbsp;23075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Outdoors, <br>Inc., Class A<br>| 63311 | &nbsp;&nbsp;2873686 |
|  | Kohl's Corp. | 354178 | &nbsp;&nbsp;6187490 |
|  | Kontoor Brands, Inc. | 205389 | &nbsp;&nbsp;12267885 |
| \* | Koss Corp. | 4843 | &nbsp;&nbsp;20970 |
| # | Krispy Kreme, Inc. | 167432 | &nbsp;&nbsp;527411 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kura Sushi USA, Inc., <br>Class A<br>| 31448 | &nbsp;&nbsp;2101041 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Lakeland Industries, <br>Inc.<br>| 35035 | &nbsp;&nbsp;330030 |
| \* | Lands' End, Inc. | 116131 | &nbsp;&nbsp;2062487 |
| \* | Latham Group, Inc. | 111191 | &nbsp;&nbsp;699391 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Laureate Education, <br>Inc.<br>| 774687 | &nbsp;&nbsp;26571764 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Lazare Kaplan <br>International, Inc.<br>| 81643 | &nbsp;&nbsp;0 |
|  | La-Z-Boy, Inc. | 165186 | &nbsp;&nbsp;6014422 |
|  | LCI Industries | 69682 | &nbsp;&nbsp;10221653 |
|  | Lear Corp. | 46307 | &nbsp;&nbsp;5422087 |
| #\*†† | Lear Corp. | 498411 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Legacy Housing <br>Corp.<br>| 47807 | &nbsp;&nbsp;991995 |
|  | Leggett & Platt, Inc. | 303117 | &nbsp;&nbsp;3537375 |
| \* | LGI Homes, Inc. | 58889 | &nbsp;&nbsp;2950928 |
|  | Lifetime Brands, Inc. | 67974 | &nbsp;&nbsp;214118 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lincoln Educational <br>Services Corp.<br>| 92730 | &nbsp;&nbsp;2472182 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lindblad Expeditions <br>Holdings, Inc.<br>| 70215 | &nbsp;&nbsp;1170484 |
| \* | Live Ventures, Inc. | 5460 | &nbsp;&nbsp;109528 |
| \* | Lovesac Co. | 35913 | &nbsp;&nbsp;478361 |
| \* | M/I Homes, Inc. | 91152 | &nbsp;&nbsp;12187022 |
|  | Macy's, Inc. | 728698 | &nbsp;&nbsp;14588534 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Malibu Boats, Inc., <br>Class A<br>| 68985 | &nbsp;&nbsp;2242012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marine Products <br>Corp.<br>| 149233 | &nbsp;&nbsp;1441591 |
| \* | MarineMax, Inc. | 81932 | &nbsp;&nbsp;2214622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marriott Vacations <br>Worldwide Corp.<br>| 106162 | &nbsp;&nbsp;5765658 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MasterCraft Boat <br>Holdings, Inc.<br>| 46986 | &nbsp;&nbsp;1011609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Matthews International <br>Corp., Class A<br>| 73443 | &nbsp;&nbsp;1930816 |
| \* | Mister Car Wash, Inc. | 476251 | &nbsp;&nbsp;2643193 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Monarch Casino & <br>Resort, Inc.<br>| 27353 | &nbsp;&nbsp;$2503620 |
|  | Monro, Inc. | 82548 | &nbsp;&nbsp;1545299 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Motorcar Parts of <br>America, Inc.<br>| 69827 | &nbsp;&nbsp;867950 |
|  | Movado Group, Inc. | 58101 | &nbsp;&nbsp;1324703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nathan's Famous, <br>Inc.<br>| 28014 | &nbsp;&nbsp;2832776 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;National Vision <br>Holdings, Inc.<br>| 287861 | &nbsp;&nbsp;7585137 |
|  | Newell Brands, Inc. | 1324827 | &nbsp;&nbsp;5630515 |
| » | Nobility Homes, Inc. | 2100 | &nbsp;&nbsp;62160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OneSpaWorld <br>Holdings Ltd.<br>| 363994 | &nbsp;&nbsp;7152482 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;OneWater Marine, <br>Inc., Class A<br>| 15893 | &nbsp;&nbsp;211059 |
| #\* | Outdoor Holding Co. | 20080 | &nbsp;&nbsp;32730 |
| # | Oxford Industries, Inc. | 54773 | &nbsp;&nbsp;2018385 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Papa John's <br>International, Inc.<br>| 80113 | &nbsp;&nbsp;2817574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Patrick Industries, <br>Inc.<br>| 116171 | &nbsp;&nbsp;14657295 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Penn Entertainment, <br>Inc.<br>| 52898 | &nbsp;&nbsp;679210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Perdoceo Education <br>Corp.<br>| 410255 | &nbsp;&nbsp;13140468 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Petco Health & <br>Wellness Co., Inc.<br>| 119113 | &nbsp;&nbsp;320414 |
| \* | PetMed Express, Inc. | 800 | &nbsp;&nbsp;2552 |
|  | Phinia, Inc. | 97356 | &nbsp;&nbsp;6928827 |
| # | Polaris, Inc. | 97408 | &nbsp;&nbsp;6218527 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Portillo's, Inc., <br>Class A<br>| 0 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pursuit Attractions & <br>Hospitality, Inc.<br>| 53195 | &nbsp;&nbsp;1847462 |
|  | PVH Corp. | 123300 | &nbsp;&nbsp;7688988 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rave Restaurant <br>Group, Inc.<br>| 23757 | &nbsp;&nbsp;79348 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;RCI Hospitality <br>Holdings, Inc.<br>| 27891 | &nbsp;&nbsp;670500 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Red Robin Gourmet <br>Burgers, Inc.<br>| 8630 | &nbsp;&nbsp;32190 |
| \* | Revolve Group, Inc. | 121159 | &nbsp;&nbsp;3350046 |
| #\* | RH | 37899 | &nbsp;&nbsp;7535458 |
|  | Rocky Brands, Inc. | 27022 | &nbsp;&nbsp;869838 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rush Street <br>Interactive, Inc.<br>| 150772 | &nbsp;&nbsp;2664141 |
| \* | Sabre Corp. | 611524 | &nbsp;&nbsp;794981 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sally Beauty Holdings, <br>Inc.<br>| 307138 | &nbsp;&nbsp;4674640 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Savers Value Village, <br>Inc.<br>| 131489 | &nbsp;&nbsp;1362226 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shake Shack, Inc., <br>Class A<br>| 69942 | &nbsp;&nbsp;6194763 |
| # | Shoe Carnival, Inc. | 95428 | &nbsp;&nbsp;1818858 |
| # | Signet Jewelers Ltd. | 151527 | &nbsp;&nbsp;13981396 |
| #\* | Sleep Number Corp. | 800 | &nbsp;&nbsp;9312 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Smith & Wesson <br>Brands, Inc.<br>| 155102 | &nbsp;&nbsp;$1693714 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Smith Douglas Homes <br>Corp.<br>| 3116 | &nbsp;&nbsp;56213 |
| \* | Solid Power, Inc. | 296915 | &nbsp;&nbsp;1330179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sonic Automotive, <br>Inc., Class A<br>| 88305 | &nbsp;&nbsp;5294768 |
| \* | Sonos, Inc. | 371407 | &nbsp;&nbsp;5329690 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sportsman's <br>Warehouse <br>Holdings, Inc.<br>| 17747 | &nbsp;&nbsp;24313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Standard Motor <br>Products, Inc.<br>| 88202 | &nbsp;&nbsp;3521906 |
|  | Steven Madden Ltd. | 199694 | &nbsp;&nbsp;8762573 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Stitch Fix, Inc., <br>Class A<br>| 330759 | &nbsp;&nbsp;1587643 |
| \* | Stoneridge, Inc. | 188193 | &nbsp;&nbsp;1238310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Strategic Education, <br>Inc.<br>| 92195 | &nbsp;&nbsp;7838419 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Strattec Security <br>Corp.<br>| 14590 | &nbsp;&nbsp;1154361 |
| \* | Stride, Inc. | 91316 | &nbsp;&nbsp;7725334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sturm Ruger & Co., <br>Inc.<br>| 25327 | &nbsp;&nbsp;929248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Superior Group of <br>Cos., Inc.<br>| 64782 | &nbsp;&nbsp;645229 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Target Hospitality <br>Corp.<br>| 120680 | &nbsp;&nbsp;831485 |
|  | Thor Industries, Inc. | 95589 | &nbsp;&nbsp;10693541 |
| \* | Tilly's, Inc., Class A | 78303 | &nbsp;&nbsp;115105 |
|  | Travel & Leisure Co. | 262595 | &nbsp;&nbsp;18260856 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tri Pointe Homes, <br>Inc.<br>| 528036 | &nbsp;&nbsp;17610001 |
| \* | Udemy, Inc. | 162955 | &nbsp;&nbsp;783814 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Under Armour, Inc. <br>(UA US), Class C<br>| 391499 | &nbsp;&nbsp;2376399 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Under Armour, Inc. <br>(UAA US), Class A<br>| 526459 | &nbsp;&nbsp;3248252 |
| \* | Unifi, Inc. | 56640 | &nbsp;&nbsp;218630 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;United Parks & <br>Resorts, Inc.<br>| 157307 | &nbsp;&nbsp;5922609 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Universal Electronics, <br>Inc.<br>| 38422 | &nbsp;&nbsp;151767 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Universal Technical <br>Institute, Inc.<br>| 189739 | &nbsp;&nbsp;5280436 |
|  | Upbound Group, Inc. | 220634 | &nbsp;&nbsp;4169983 |
| # | Vail Resorts, Inc. | 72192 | &nbsp;&nbsp;9606589 |
| \* | Valvoline, Inc. | 277976 | &nbsp;&nbsp;9095375 |
| \* | Vera Bradley, Inc. | 82160 | &nbsp;&nbsp;197184 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Victoria's Secret & <br>Co.<br>| 242096 | &nbsp;&nbsp;13196653 |
|  | Visteon Corp. | 67711 | &nbsp;&nbsp;6152221 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Warby Parker, Inc., <br>Class A<br>| 268895 | &nbsp;&nbsp;6859511 |
| # | Wendy's Co. | 491932 | &nbsp;&nbsp;3832150 |
|  | Weyco Group, Inc. | 54641 | &nbsp;&nbsp;1727748 |
| # | Whirlpool Corp. | 87052 | &nbsp;&nbsp;6963289 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Winmark Corp. | 16260 | &nbsp;&nbsp;$7328219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Winnebago Industries, <br>Inc.<br>| 79117 | &nbsp;&nbsp;3632261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wolverine World <br>Wide, Inc.<br>| 157403 | &nbsp;&nbsp;2789181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wyndham Hotels & <br>Resorts, Inc.<br>| 18074 | &nbsp;&nbsp;1315606 |
| #\* | XPEL, Inc. | 56762 | &nbsp;&nbsp;2923811 |
| #\* | YETI Holdings, Inc. | 247680 | &nbsp;&nbsp;11321453 |
| \* | Zumiez, Inc. | 59476 | &nbsp;&nbsp;1463704 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>DISCRETIONARY | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>DISCRETIONARY |  | &nbsp;&nbsp;899573837 |
| CONSUMER STAPLES — (3.4%) | CONSUMER STAPLES — (3.4%) | CONSUMER STAPLES — (3.4%) | CONSUMER STAPLES — (3.4%) |
|  | Alico, Inc. | 54009 | &nbsp;&nbsp;2231112 |
|  | Andersons, Inc. | 117961 | &nbsp;&nbsp;7312402 |
|  | B&G Foods, Inc. | 50115 | &nbsp;&nbsp;219003 |
| \* | BellRing Brands, Inc. | 132280 | &nbsp;&nbsp;3289804 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Boston Beer Co., Inc. <br>, Class A<br>| 9333 | &nbsp;&nbsp;1993715 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bridgford Foods <br>Corp.<br>| 72953 | &nbsp;&nbsp;551525 |
|  | Calavo Growers, Inc. | 62236 | &nbsp;&nbsp;1583284 |
|  | Cal-Maine Foods, Inc. | 87954 | &nbsp;&nbsp;7346798 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Central Garden & Pet <br>Co. (CENT US)<br>| 37852 | &nbsp;&nbsp;1280533 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Central Garden & Pet <br>Co. (CENTA US), <br>Class A<br>| 242573 | &nbsp;&nbsp;7439714 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chefs' Warehouse, <br>Inc.<br>| 149808 | &nbsp;&nbsp;9422923 |
| \* | Coty, Inc., Class A | 1349825 | &nbsp;&nbsp;4278945 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Darling Ingredients, <br>Inc.<br>| 132157 | &nbsp;&nbsp;6034289 |
|  | Dole PLC | 99371 | &nbsp;&nbsp;1582980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Edgewell Personal <br>Care Co.<br>| 118158 | &nbsp;&nbsp;2299355 |
| \* | elf Beauty, Inc. | 76310 | &nbsp;&nbsp;6485587 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Energizer Holdings, <br>Inc.<br>| 106167 | &nbsp;&nbsp;2317626 |
| \* | FitLife Brands, Inc. | 1711 | &nbsp;&nbsp;27205 |
|  | Flowers Foods, Inc. | 511223 | &nbsp;&nbsp;5843279 |
| #\* | Forafric Global PLC | 5000 | &nbsp;&nbsp;50100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fresh Del Monte <br>Produce, Inc.<br>| 177968 | &nbsp;&nbsp;7058211 |
| \* | Freshpet, Inc. | 72802 | &nbsp;&nbsp;5074299 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Grocery Outlet <br>Holding Corp.<br>| 66919 | &nbsp;&nbsp;637738 |
| \* | Herbalife Ltd. | 269807 | &nbsp;&nbsp;4651473 |
| #\* | Honest Co., Inc. | 22416 | &nbsp;&nbsp;55367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ingles Markets, Inc., <br>Class A<br>| 50716 | &nbsp;&nbsp;3796600 |
|  | Interparfums, Inc. | 76229 | &nbsp;&nbsp;7437663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;J&J Snack Foods <br>Corp.<br>| 22269 | &nbsp;&nbsp;2115555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;John B Sanfilippo & <br>Son, Inc.<br>| 31537 | &nbsp;&nbsp;2551343 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
| # | Lifevantage Corp. | 42829 | &nbsp;&nbsp;$226994 |
| \* | Lifeway Foods, Inc. | 42294 | &nbsp;&nbsp;931737 |
|  | Limoneira Co. | 54654 | &nbsp;&nbsp;787018 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Mama's Creations, <br>Inc.<br>| 95636 | &nbsp;&nbsp;1444104 |
|  | Marzetti Co. | 40076 | &nbsp;&nbsp;6875839 |
| \* | Medifast, Inc. | 36581 | &nbsp;&nbsp;418487 |
|  | MGP Ingredients, Inc. | 61278 | &nbsp;&nbsp;1526435 |
| \* | Mission Produce, Inc. | 205854 | &nbsp;&nbsp;2770795 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National Beverage <br>Corp.<br>| 192874 | &nbsp;&nbsp;6573146 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Natural Alternatives <br>International, Inc.<br>| 67137 | &nbsp;&nbsp;275262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Natural Grocers by <br>Vitamin Cottage, <br>Inc.<br>| 82234 | &nbsp;&nbsp;2246633 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nature's Sunshine <br>Products, Inc.<br>| 124802 | &nbsp;&nbsp;3147506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nu Skin Enterprises, <br>Inc., Class A<br>| 80184 | &nbsp;&nbsp;850752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oil-Dri Corp. of <br>America<br>| 102820 | &nbsp;&nbsp;6225751 |
| \* | Post Holdings, Inc. | 68826 | &nbsp;&nbsp;7041588 |
|  | PriceSmart, Inc. | 117343 | &nbsp;&nbsp;16687348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reynolds Consumer <br>Products, Inc.<br>| 267708 | &nbsp;&nbsp;6202794 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rocky Mountain <br>Chocolate Factory, <br>Inc.<br>| 50677 | &nbsp;&nbsp;117064 |
|  | Seaboard Corp. | 1615 | &nbsp;&nbsp;8207882 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Seneca Foods Corp. <br>(SENEA US), <br>Class A<br>| 40165 | &nbsp;&nbsp;4792889 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp;Seneca Foods Corp. <br>(SENEB US), <br>Class B<br>| 11120 | &nbsp;&nbsp;1314384 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Simply Good Foods <br>Co.<br>| 247398 | &nbsp;&nbsp;4643660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Spectrum Brands <br>Holdings, Inc.<br>| 10611 | &nbsp;&nbsp;676027 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tootsie Roll Industries, <br>Inc.<br>| 154700 | &nbsp;&nbsp;5860036 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TreeHouse Foods, <br>Inc.<br>| 127838 | &nbsp;&nbsp;3149928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Turning Point Brands, <br>Inc.<br>| 88044 | &nbsp;&nbsp;10666531 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;United Natural Foods, <br>Inc.<br>| 180690 | &nbsp;&nbsp;6727089 |
|  | United-Guardian, Inc. | 32274 | &nbsp;&nbsp;232695 |
|  | Universal Corp. | 106477 | &nbsp;&nbsp;6025533 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;USANA Health <br>Sciences, Inc.<br>| 7723 | &nbsp;&nbsp;167589 |
|  | Utz Brands, Inc. | 99363 | &nbsp;&nbsp;1047286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Village Super Market, <br>Inc., Class A<br>| 60778 | &nbsp;&nbsp;2167343 |
| \* | Vita Coco Co., Inc. | 134954 | &nbsp;&nbsp;7199796 |
| #\* | Vital Farms, Inc. | 168689 | &nbsp;&nbsp;4799202 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | WD-40 Co. | 47334 | &nbsp;&nbsp;$10945041 |
|  | Weis Markets, Inc. | 189601 | &nbsp;&nbsp;13490111 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Willamette Valley <br>Vineyards, Inc.<br>| 3868 | &nbsp;&nbsp;10792 |
| \* | Zevia PBC, Class A | 127456 | &nbsp;&nbsp;235794 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>STAPLES | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>STAPLES |  | &nbsp;&nbsp;261677289 |
| ENERGY — (5.7%) | ENERGY — (5.7%) | ENERGY — (5.7%) | ENERGY — (5.7%) |
| \* | Amplify Energy Corp. | 127913 | &nbsp;&nbsp;642123 |
|  | Archrock, Inc. | 672069 | &nbsp;&nbsp;19886522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ardmore Shipping <br>Corp.<br>| 145300 | &nbsp;&nbsp;1877276 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Atlas Energy <br>Solutions, Inc.<br>| 67691 | &nbsp;&nbsp;789954 |
| \* | BKV Corp. | 85139 | &nbsp;&nbsp;2532885 |
|  | Borr Drilling Ltd. | 293917 | &nbsp;&nbsp;1375532 |
| \* | Bristow Group, Inc. | 103286 | &nbsp;&nbsp;4540453 |
|  | Cactus, Inc., Class A | 129805 | &nbsp;&nbsp;7298935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;California Resources <br>Corp.<br>| 170097 | &nbsp;&nbsp;9100189 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Centrus Energy Corp., <br>Class A<br>| 64228 | &nbsp;&nbsp;17873368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chord Energy Corp. <br>(CHRD US)<br>| 26157 | &nbsp;&nbsp;2621978 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Clean Energy Fuels <br>Corp.<br>| 568880 | &nbsp;&nbsp;1251536 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CNX Resources <br>Corp.<br>| 310935 | &nbsp;&nbsp;12064278 |
| #\* | Comstock, Inc. | 25686 | &nbsp;&nbsp;75774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Core Laboratories, <br>Inc.<br>| 103520 | &nbsp;&nbsp;2022781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Core Natural <br>Resources, Inc.<br>| 64193 | &nbsp;&nbsp;6122728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crescent Energy Co., <br>Class A<br>| 793289 | &nbsp;&nbsp;7750434 |
| \* | CVR Energy, Inc. | 238500 | &nbsp;&nbsp;5423490 |
|  | DHT Holdings, Inc. | 609411 | &nbsp;&nbsp;8732860 |
| \* | DMC Global, Inc. | 36899 | &nbsp;&nbsp;317331 |
|  | Dorian LPG Ltd. | 152873 | &nbsp;&nbsp;4514340 |
| #\* | Encore Energy Corp. | 90770 | &nbsp;&nbsp;288649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energy Services of <br>America Corp.<br>| 48914 | &nbsp;&nbsp;440715 |
|  | Epsilon Energy Ltd. | 35227 | &nbsp;&nbsp;175783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Evolution Petroleum <br>Corp.<br>| 95582 | &nbsp;&nbsp;376593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Excelerate Energy, <br>Inc., Class A<br>| 74396 | &nbsp;&nbsp;2778691 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Expro Group Holdings <br>NV<br>| 335644 | &nbsp;&nbsp;5373660 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Forum Energy <br>Technologies, Inc.<br>| 26618 | &nbsp;&nbsp;1204198 |
|  | FutureFuel Corp. | 118004 | &nbsp;&nbsp;388233 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Geospace <br>Technologies Corp.<br>| 106860 | &nbsp;&nbsp;1652056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Granite Ridge <br>Resources, Inc.<br>| 99995 | &nbsp;&nbsp;501975 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
| \* | Green Plains, Inc. | 195074 | &nbsp;&nbsp;$2235548 |
| \* | Gulfport Energy Corp. | 67786 | &nbsp;&nbsp;13839868 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Helix Energy Solutions <br>Group, Inc.<br>| 609400 | &nbsp;&nbsp;4838636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Helmerich & Payne, <br>Inc.<br>| 278183 | &nbsp;&nbsp;9424840 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Innovex International, <br>Inc.<br>| 217417 | &nbsp;&nbsp;5402812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Seaways, <br>Inc.<br>| 181677 | &nbsp;&nbsp;10837033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kodiak Gas Services, <br>Inc.<br>| 248223 | &nbsp;&nbsp;10427848 |
| #\* | Kosmos Energy Ltd. | 107116 | &nbsp;&nbsp;169243 |
|  | Liberty Energy, Inc. | 432505 | &nbsp;&nbsp;10661248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magnolia Oil & Gas <br>Corp., Class A<br>| 364653 | &nbsp;&nbsp;9302298 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mammoth Energy <br>Services, Inc.<br>| 113681 | &nbsp;&nbsp;266014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Matador Resources <br>Co.<br>| 70400 | &nbsp;&nbsp;3184896 |
|  | Mexco Energy Corp. | 1906 | &nbsp;&nbsp;20032 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;MIND Technology, <br>Inc.<br>| 4943 | &nbsp;&nbsp;43251 |
| # | Murphy Oil Corp. | 316347 | &nbsp;&nbsp;9518881 |
| \* | Nabors Industries Ltd. | 8285 | &nbsp;&nbsp;553769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NACCO Industries, <br>Inc., Class A<br>| 38693 | &nbsp;&nbsp;1904856 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National Energy <br>Services Reunited <br>Corp.<br>| 53333 | &nbsp;&nbsp;1049593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Natural Gas Services <br>Group, Inc.<br>| 68545 | &nbsp;&nbsp;2374399 |
| #\*†† | &nbsp;&nbsp;&nbsp;&nbsp;Next Bridge <br>Hydrocarbons, Inc.<br>| 18077 | &nbsp;&nbsp;0 |
| # | Noble Corp. PLC | 267750 | &nbsp;&nbsp;9537255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nordic American <br>Tankers Ltd.<br>| 576193 | &nbsp;&nbsp;2396963 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Northern Oil & Gas, <br>Inc.<br>| 149152 | &nbsp;&nbsp;3728800 |
|  | NOV, Inc. | 190966 | &nbsp;&nbsp;3504226 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oceaneering <br>International, Inc.<br>| 359199 | &nbsp;&nbsp;10811890 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oil States <br>International, Inc.<br>| 208269 | &nbsp;&nbsp;1764038 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;OPAL Fuels, Inc., <br>Class A<br>| 5118 | &nbsp;&nbsp;11823 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Par Pacific Holdings, <br>Inc.<br>| 227036 | &nbsp;&nbsp;8568339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Patterson-UTI Energy, <br>Inc.<br>| 1013503 | &nbsp;&nbsp;7631678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PBF Energy, Inc., <br>Class A<br>| 250638 | &nbsp;&nbsp;8386347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Peabody Energy <br>Corp.<br>| 370352 | &nbsp;&nbsp;13058612 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PrimeEnergy <br>Resources Corp.<br>| 3307 | &nbsp;&nbsp;605479 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ProFrac Holding <br>Corp., Class A<br>| 35942 | &nbsp;&nbsp;$187258 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ProPetro Holding <br>Corp.<br>| 292642 | &nbsp;&nbsp;3362457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ranger Energy <br>Services, Inc., <br>Class A<br>| 55296 | &nbsp;&nbsp;852664 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;REX American <br>Resources Corp.<br>| 150346 | &nbsp;&nbsp;5083198 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Riley Exploration <br>Permian, Inc.<br>| 37465 | &nbsp;&nbsp;1050893 |
| # | RPC, Inc. | 599236 | &nbsp;&nbsp;3984919 |
| \* | Rubico, Inc. | 79 | &nbsp;&nbsp;59 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SandRidge Energy, <br>Inc.<br>| 51951 | &nbsp;&nbsp;823423 |
|  | Scorpio Tankers, Inc. | 181045 | &nbsp;&nbsp;11518083 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SEACOR Marine <br>Holdings, Inc.<br>| 81598 | &nbsp;&nbsp;545075 |
| \* | Seadrill Ltd. | 162195 | &nbsp;&nbsp;6241264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Select Water <br>Solutions, Inc.<br>| 361875 | &nbsp;&nbsp;4375069 |
|  | SFL Corp. Ltd. | 662419 | &nbsp;&nbsp;5869032 |
|  | SM Energy Co. | 525153 | &nbsp;&nbsp;10224729 |
|  | Smart Sand, Inc. | 94614 | &nbsp;&nbsp;439955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Solaris Energy <br>Infrastructure, Inc.<br>| 110164 | &nbsp;&nbsp;6079951 |
| \* | Talos Energy, Inc. | 552558 | &nbsp;&nbsp;6586491 |
|  | Teekay Corp. Ltd. | 307694 | &nbsp;&nbsp;3147710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Teekay Tankers Ltd., <br>Class A<br>| 109972 | &nbsp;&nbsp;7095393 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TETRA Technologies, <br>Inc.<br>| 462608 | &nbsp;&nbsp;5273731 |
| \* | Tidewater, Inc. | 182186 | &nbsp;&nbsp;11384803 |
| \* | TOP Ships, Inc. | 4756 | &nbsp;&nbsp;24303 |
| \* | Transocean Ltd. | 1366172 | &nbsp;&nbsp;6789875 |
|  | VAALCO Energy, Inc. | 209320 | &nbsp;&nbsp;1075905 |
| \* | Valaris Ltd. | 132266 | &nbsp;&nbsp;7635716 |
| # | Vitesse Energy, Inc. | 70515 | &nbsp;&nbsp;1477994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Weatherford <br>International PLC<br>| 129184 | &nbsp;&nbsp;12153631 |
|  | World Kinect Corp. | 355527 | &nbsp;&nbsp;9567232 |
| TOTAL ENERGY | TOTAL ENERGY |  | &nbsp;&nbsp;428906648 |
| FINANCIALS — (21.0%) | FINANCIALS — (21.0%) | FINANCIALS — (21.0%) | FINANCIALS — (21.0%) |
|  | 1st Source Corp. | 144478 | &nbsp;&nbsp;9727704 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Acacia Research <br>Corp.<br>| 139341 | &nbsp;&nbsp;554577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Acadian Asset <br>Management, Inc.<br>| 146922 | &nbsp;&nbsp;8142417 |
|  | ACNB Corp. | 31959 | &nbsp;&nbsp;1614569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Affinity Bancshares, <br>Inc.<br>| 1853 | &nbsp;&nbsp;37375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alerus Financial <br>Corp.<br>| 86759 | &nbsp;&nbsp;2136007 |
| #\* | AlTi Global, Inc. | 15941 | &nbsp;&nbsp;74763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amalgamated <br>Financial Corp.<br>| 104356 | &nbsp;&nbsp;4053187 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amerant Bancorp, <br>Inc.<br>| 89737 | &nbsp;&nbsp;$1947293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Coastal <br>Insurance Corp.<br>| 63040 | &nbsp;&nbsp;696592 |
|  | Ameris Bancorp | 221925 | &nbsp;&nbsp;17891593 |
|  | AMERISAFE, Inc. | 87062 | &nbsp;&nbsp;3274402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AmeriServ Financial, <br>Inc.<br>| 111291 | &nbsp;&nbsp;367260 |
|  | Ames National Corp. | 30073 | &nbsp;&nbsp;784905 |
|  | Arrow Financial Corp. | 111291 | &nbsp;&nbsp;3762749 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Artisan Partners Asset <br>Management, Inc., <br>Class A<br>| 297594 | &nbsp;&nbsp;13248885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Associated <br>Banc-Corp.<br>| 495112 | &nbsp;&nbsp;13496753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Associated Capital <br>Group, Inc., <br>Class A<br>| 7890 | &nbsp;&nbsp;311261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Assured Guaranty <br>Ltd.<br>| 77143 | &nbsp;&nbsp;6545584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atlantic American <br>Corp.<br>| 7131 | &nbsp;&nbsp;19325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atlantic Union <br>Bankshares Corp.<br>| 527151 | &nbsp;&nbsp;20474545 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Atlanticus Holdings <br>Corp.<br>| 61691 | &nbsp;&nbsp;3185106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Auburn National <br>BanCorp, Inc.<br>| 12735 | &nbsp;&nbsp;316592 |
| \* | Axos Financial, Inc. | 191410 | &nbsp;&nbsp;18947676 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Baldwin Insurance <br>Group, Inc.<br>| 172333 | &nbsp;&nbsp;3777539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banc of California, <br>Inc.<br>| 316286 | &nbsp;&nbsp;6319394 |
|  | BancFirst Corp. | 186286 | &nbsp;&nbsp;20482146 |
| \* | Bancorp, Inc. | 288894 | &nbsp;&nbsp;17171859 |
|  | Bank First Corp. | 12852 | &nbsp;&nbsp;1793368 |
|  | Bank of Hawaii Corp. | 104324 | &nbsp;&nbsp;7801349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Marin <br>Bancorp<br>| 61270 | &nbsp;&nbsp;1645100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of NT Butterfield <br>& Son Ltd.<br>| 185572 | &nbsp;&nbsp;9612630 |
|  | Bank OZK | 80653 | &nbsp;&nbsp;3835857 |
|  | Bank7 Corp. | 13854 | &nbsp;&nbsp;615672 |
|  | BankUnited, Inc. | 258267 | &nbsp;&nbsp;12259934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bankwell Financial <br>Group, Inc.<br>| 27461 | &nbsp;&nbsp;1323346 |
|  | Banner Corp. | 169519 | &nbsp;&nbsp;10483055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bar Harbor <br>Bankshares<br>| 58371 | &nbsp;&nbsp;1979361 |
|  | BayCom Corp. | 48814 | &nbsp;&nbsp;1424393 |
|  | BCB Bancorp, Inc. | 90649 | &nbsp;&nbsp;715221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beacon Financial <br>Corp.<br>| 275269 | &nbsp;&nbsp;7803876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BGC Group, Inc., <br>Class A<br>| 1016280 | &nbsp;&nbsp;9258311 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Blue Foundry <br>Bancorp<br>| 82442 | &nbsp;&nbsp;1084112 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Blue Ridge <br>Bankshares, Inc.<br>| 28719 | &nbsp;&nbsp;$122056 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bowhead Specialty <br>Holdings, Inc.<br>| 7848 | &nbsp;&nbsp;192747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bread Financial <br>Holdings, Inc.<br>| 193285 | &nbsp;&nbsp;14020894 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bridgewater <br>Bancshares, Inc.<br>| 48264 | &nbsp;&nbsp;927151 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Brighthouse Financial, <br>Inc.<br>| 158784 | &nbsp;&nbsp;10171703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Burke & Herbert <br>Financial Services <br>Corp.<br>| 31836 | &nbsp;&nbsp;2084621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Business First <br>Bancshares, Inc.<br>| 77722 | &nbsp;&nbsp;2189429 |
| \* | BV Financial, Inc. | 8858 | &nbsp;&nbsp;169365 |
|  | Byline Bancorp, Inc. | 162610 | &nbsp;&nbsp;5192137 |
|  | C&F Financial Corp. | 13025 | &nbsp;&nbsp;980783 |
|  | California BanCorp | 20180 | &nbsp;&nbsp;363038 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp;California First <br>Leasing Corp.<br>| 5329 | &nbsp;&nbsp;148040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Camden National <br>Corp.<br>| 72704 | &nbsp;&nbsp;3458529 |
| \* | Cantaloupe, Inc. | 70967 | &nbsp;&nbsp;762186 |
|  | Capital Bancorp, Inc. | 27874 | &nbsp;&nbsp;856289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Capital City Bank <br>Group, Inc.<br>| 96546 | &nbsp;&nbsp;4031761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Capitol Federal <br>Financial, Inc.<br>| 465536 | &nbsp;&nbsp;3389102 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Carter Bankshares, <br>Inc.<br>| 76994 | &nbsp;&nbsp;1648442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cass Information <br>Systems, Inc.<br>| 58359 | &nbsp;&nbsp;2623821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cathay General <br>Bancorp<br>| 202660 | &nbsp;&nbsp;10372139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CB Financial Services, <br>Inc.<br>| 2538 | &nbsp;&nbsp;90937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Pacific <br>Financial Corp.<br>| 93519 | &nbsp;&nbsp;3045914 |
|  | CF Bankshares, Inc. | 2073 | &nbsp;&nbsp;60345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chemung Financial <br>Corp.<br>| 12938 | &nbsp;&nbsp;786242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ChoiceOne Financial <br>Services, Inc.<br>| 16640 | &nbsp;&nbsp;477402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citizens & Northern <br>Corp.<br>| 42511 | &nbsp;&nbsp;967550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citizens Community <br>Bancorp, Inc.<br>| 14008 | &nbsp;&nbsp;254105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citizens Financial <br>Services, Inc.<br>| 484 | &nbsp;&nbsp;30613 |
| #\* | Citizens, Inc. | 84504 | &nbsp;&nbsp;468997 |
|  | City Holding Co. | 56960 | &nbsp;&nbsp;7011206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Civista Bancshares, <br>Inc.<br>| 53449 | &nbsp;&nbsp;1289724 |
|  | CNB Financial Corp. | 116736 | &nbsp;&nbsp;3233587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CNO Financial Group, <br>Inc.<br>| 95064 | &nbsp;&nbsp;3997441 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Coastal Financial <br>Corp.<br>| 52712 | &nbsp;&nbsp;$5048755 |
|  | Cohen & Steers, Inc. | 123840 | &nbsp;&nbsp;7957958 |
|  | Colony Bankcorp, Inc. | 32655 | &nbsp;&nbsp;635466 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Columbia Financial, <br>Inc.<br>| 202849 | &nbsp;&nbsp;3300353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Community Financial <br>System, Inc.<br>| 125277 | &nbsp;&nbsp;7829812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Community Trust <br>Bancorp, Inc.<br>| 119716 | &nbsp;&nbsp;7386477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Community West <br>Bancshares<br>| 66785 | &nbsp;&nbsp;1600836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ConnectOne Bancorp, <br>Inc.<br>| 180196 | &nbsp;&nbsp;4796818 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Consumer Portfolio <br>Services, Inc.<br>| 122735 | &nbsp;&nbsp;1059203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crawford & Co. <br>(CRD/A US), <br>Class A<br>| 217894 | &nbsp;&nbsp;2364150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crawford & Co. <br>(CRD/B US), <br>Class B<br>| 25338 | &nbsp;&nbsp;260981 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Credit Acceptance <br>Corp.<br>| 10969 | &nbsp;&nbsp;5465195 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Customers Bancorp, <br>Inc.<br>| 116315 | &nbsp;&nbsp;9191211 |
|  | CVB Financial Corp. | 333530 | &nbsp;&nbsp;6573876 |
| \* | Dave, Inc. | 36120 | &nbsp;&nbsp;5912483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Diamond Hill <br>Investment Group, <br>Inc.<br>| 6555 | &nbsp;&nbsp;1123199 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;DigitalBridge Group, <br>Inc.<br>| 509454 | &nbsp;&nbsp;7840497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dime Community <br>Bancshares, Inc.<br>| 165560 | &nbsp;&nbsp;5632351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Donegal Group, Inc. <br>(DGICA US), <br>Class A<br>| 79432 | &nbsp;&nbsp;1482995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Donegal Group, Inc. <br>(DGICB US), <br>Class B<br>| 34951 | &nbsp;&nbsp;579488 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Donnelley Financial <br>Solutions, Inc.<br>| 92507 | &nbsp;&nbsp;4787237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eagle Bancorp <br>Montana, Inc.<br>| 9030 | &nbsp;&nbsp;196041 |
|  | Eagle Bancorp, Inc. | 96001 | &nbsp;&nbsp;2568987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eastern Bankshares, <br>Inc.<br>| 471862 | &nbsp;&nbsp;9666093 |
| \* | eHealth, Inc. | 39601 | &nbsp;&nbsp;112071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Employers Holdings, <br>Inc.<br>| 142704 | &nbsp;&nbsp;6224748 |
|  | Enact Holdings, Inc. | 5165 | &nbsp;&nbsp;205412 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Encore Capital Group, <br>Inc.<br>| 164637 | &nbsp;&nbsp;9087962 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Enova International, <br>Inc.<br>| 181557 | &nbsp;&nbsp;29987770 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Financial <br>Services Corp.<br>| 135780 | &nbsp;&nbsp;$7786983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Equity Bancshares, <br>Inc., Class A<br>| 64039 | &nbsp;&nbsp;2953479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Esquire Financial <br>Holdings, Inc.<br>| 29823 | &nbsp;&nbsp;3180026 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Euronet Worldwide, <br>Inc.<br>| 79930 | &nbsp;&nbsp;5791728 |
|  | EVERTEC, Inc. | 234245 | &nbsp;&nbsp;7029692 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;EZCORP, Inc., <br>Class A<br>| 199511 | &nbsp;&nbsp;4279511 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;F&G Annuities & Life, <br>Inc.<br>| 19323 | &nbsp;&nbsp;569835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Farmers & Merchants <br>Bancorp, Inc.<br>| 12645 | &nbsp;&nbsp;339265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Farmers National <br>Banc Corp.<br>| 140332 | &nbsp;&nbsp;1821509 |
| \* | FB Bancorp, Inc. | 3646 | &nbsp;&nbsp;47252 |
|  | FB Financial Corp. | 164733 | &nbsp;&nbsp;9477089 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Federal Agricultural <br>Mortgage Corp. <br>(AGM US), Class C<br>| 32281 | &nbsp;&nbsp;5465173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Federal Agricultural <br>Mortgage Corp. <br>(AGM/A US), <br>Class A<br>| 4105 | &nbsp;&nbsp;532295 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Federated Hermes, <br>Inc.<br>| 236300 | &nbsp;&nbsp;12590064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fidelis Insurance <br>Holdings Ltd.<br>| 156068 | &nbsp;&nbsp;2971535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fidelity D&D Bancorp, <br>Inc.<br>| 657 | &nbsp;&nbsp;29368 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Finance of America <br>Cos., Inc., Class A<br>| 3052 | &nbsp;&nbsp;71081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Financial Institutions, <br>Inc.<br>| 70174 | &nbsp;&nbsp;2311532 |
|  | Finward Bancorp | 340 | &nbsp;&nbsp;12459 |
| \* | Finwise Bancorp | 9592 | &nbsp;&nbsp;167956 |
|  | First BanCorp | 1330998 | &nbsp;&nbsp;29441676 |
|  | First Bancorp, Inc. | 66964 | &nbsp;&nbsp;1831465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First <br>Bancorp/Southern <br>Pines NC<br>| 152903 | &nbsp;&nbsp;8857671 |
|  | First Bank | 74565 | &nbsp;&nbsp;1243744 |
|  | First Busey Corp. | 325045 | &nbsp;&nbsp;8012359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Business <br>Financial Services, <br>Inc.<br>| 37597 | &nbsp;&nbsp;2155060 |
|  | First Capital, Inc. | 977 | &nbsp;&nbsp;57565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Commonwealth <br>Financial Corp.<br>| 570127 | &nbsp;&nbsp;10279390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Community <br>Bankshares, Inc.<br>| 98653 | &nbsp;&nbsp;3553481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Community <br>Corp.<br>| 16919 | &nbsp;&nbsp;496065 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;First Financial <br>Bancorp<br>| 450423 | &nbsp;&nbsp;12945157 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Financial <br>Bankshares, Inc.<br>| 63525 | &nbsp;&nbsp;$2021366 |
|  | First Financial Corp. | 74562 | &nbsp;&nbsp;4858460 |
| \* | First Foundation, Inc. | 262758 | &nbsp;&nbsp;1650120 |
|  | First Hawaiian, Inc. | 322004 | &nbsp;&nbsp;8549206 |
|  | First Internet Bancorp | 32248 | &nbsp;&nbsp;702684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Interstate <br>BancSystem, Inc., <br>Class A<br>| 260977 | &nbsp;&nbsp;9256854 |
|  | First Merchants Corp. | 233899 | &nbsp;&nbsp;9299824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Mid Bancshares, <br>Inc.<br>| 76117 | &nbsp;&nbsp;3204526 |
|  | First National Corp. | 2861 | &nbsp;&nbsp;75387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Northwest <br>Bancorp<br>| 21093 | &nbsp;&nbsp;220000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Savings Financial <br>Group, Inc.<br>| 2484 | &nbsp;&nbsp;84406 |
|  | First United Corp. | 24886 | &nbsp;&nbsp;953880 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;First Western <br>Financial, Inc.<br>| 13211 | &nbsp;&nbsp;332257 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Firstsun Capital <br>Bancorp<br>| 17903 | &nbsp;&nbsp;706810 |
|  | Five Star Bancorp | 36233 | &nbsp;&nbsp;1435551 |
|  | Flagstar Bank NA | 646718 | &nbsp;&nbsp;8549612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Flushing Financial <br>Corp.<br>| 128877 | &nbsp;&nbsp;2034968 |
| \* | Flywire Corp. | 232136 | &nbsp;&nbsp;2924914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Franklin Financial <br>Services Corp.<br>| 1419 | &nbsp;&nbsp;72383 |
|  | FS Bancorp, Inc. | 39309 | &nbsp;&nbsp;1650192 |
|  | Fulton Financial Corp. | 677461 | &nbsp;&nbsp;13989570 |
|  | FVCBankcorp, Inc. | 9563 | &nbsp;&nbsp;144784 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GBank Financial <br>Holdings, Inc.<br>| 2958 | &nbsp;&nbsp;96224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GCM Grosvenor, Inc., <br>Class A<br>| 137917 | &nbsp;&nbsp;1561220 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Genworth Financial, <br>Inc.<br>| 1730073 | &nbsp;&nbsp;14428809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;German American <br>Bancorp, Inc.<br>| 132569 | &nbsp;&nbsp;5577178 |
|  | Glacier Bancorp, Inc. | 155643 | &nbsp;&nbsp;7887987 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Goosehead Insurance, <br>Inc., Class A<br>| 92270 | &nbsp;&nbsp;5705977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great Southern <br>Bancorp, Inc.<br>| 87394 | &nbsp;&nbsp;5364244 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Green Dot Corp., <br>Class A<br>| 229103 | &nbsp;&nbsp;2790475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greene County <br>Bancorp, Inc.<br>| 2096 | &nbsp;&nbsp;49130 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Greenlight Capital Re <br>Ltd., Class A<br>| 145483 | &nbsp;&nbsp;2017849 |
| \* | Hagerty, Inc., Class A | 27880 | &nbsp;&nbsp;351567 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hamilton Insurance <br>Group Ltd., <br>Class B<br>| 87394 | &nbsp;&nbsp;2425184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hancock Whitney <br>Corp.<br>| 122022 | &nbsp;&nbsp;8395114 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanmi Financial <br>Corp.<br>| 104422 | &nbsp;&nbsp;$2774493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanover Bancorp, <br>Inc.<br>| 1750 | &nbsp;&nbsp;40425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hawthorn Bancshares, <br>Inc.<br>| 19768 | &nbsp;&nbsp;699985 |
|  | HBT Financial, Inc. | 98742 | &nbsp;&nbsp;2664059 |
|  | HCI Group, Inc. | 42522 | &nbsp;&nbsp;6746966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heritage Commerce <br>Corp.<br>| 170219 | &nbsp;&nbsp;2166888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heritage Financial <br>Corp.<br>| 167560 | &nbsp;&nbsp;4324724 |
| \* | Heritage Global, Inc. | 53201 | &nbsp;&nbsp;72885 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Heritage Insurance <br>Holdings, Inc.<br>| 111184 | &nbsp;&nbsp;2898567 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hingham Institution <br>For Savings<br>| 13877 | &nbsp;&nbsp;4141591 |
| \* | Hippo Holdings, Inc. | 31921 | &nbsp;&nbsp;951246 |
|  | Home Bancorp, Inc. | 29476 | &nbsp;&nbsp;1759422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home BancShares, <br>Inc.<br>| 78893 | &nbsp;&nbsp;2280008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HomeTrust <br>Bancshares, Inc.<br>| 60809 | &nbsp;&nbsp;2622084 |
|  | Hope Bancorp, Inc. | 356742 | &nbsp;&nbsp;4273769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Horace Mann <br>Educators Corp.<br>| 250023 | &nbsp;&nbsp;11203531 |
|  | Horizon Bancorp, Inc. | 162379 | &nbsp;&nbsp;2861118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Independent Bank <br>Corp. (IBCP US)<br>| 73784 | &nbsp;&nbsp;2593508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Independent Bank <br>Corp. (INDB US)<br>| 121977 | &nbsp;&nbsp;9853302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International <br>Bancshares Corp.<br>| 222482 | &nbsp;&nbsp;15493646 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;International Money <br>Express, Inc.<br>| 110755 | &nbsp;&nbsp;1712272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Investar Holding <br>Corp.<br>| 15010 | &nbsp;&nbsp;427035 |
|  | Investors Title Co. | 6767 | &nbsp;&nbsp;1755495 |
|  | Isabella Bank Corp. | 292 | &nbsp;&nbsp;14069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;James River Group <br>Holdings, Inc.<br>| 39748 | &nbsp;&nbsp;266709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kearny Financial <br>Corp.<br>| 199322 | &nbsp;&nbsp;1552718 |
|  | Kemper Corp. | 169824 | &nbsp;&nbsp;6692764 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kentucky First Federal <br>Bancorp<br>| 40640 | &nbsp;&nbsp;183286 |
| \* | Kestrel Group Ltd. | 11877 | &nbsp;&nbsp;140980 |
|  | Kingstone Cos., Inc. | 30753 | &nbsp;&nbsp;475134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lake Shore Bancorp, <br>Inc.<br>| 5706 | &nbsp;&nbsp;87359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lakeland Financial <br>Corp.<br>| 115327 | &nbsp;&nbsp;6873489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Landmark Bancorp, <br>Inc.<br>| 23041 | &nbsp;&nbsp;621877 |
|  | Lazard, Inc. | 45886 | &nbsp;&nbsp;2464996 |
|  | LCNB Corp. | 36095 | &nbsp;&nbsp;617585 |
| \* | LendingClub Corp. | 419536 | &nbsp;&nbsp;7094354 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | LendingTree, Inc. | 46307 | &nbsp;&nbsp;$2623755 |
|  | LINKBANCORP, Inc. | 11212 | &nbsp;&nbsp;98105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Live Oak Bancshares, <br>Inc.<br>| 164930 | &nbsp;&nbsp;6590603 |
|  | Magyar Bancorp, Inc. | 25049 | &nbsp;&nbsp;441363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MainStreet <br>Bancshares, Inc.<br>| 5583 | &nbsp;&nbsp;119532 |
|  | MarketWise, Inc. | 500 | &nbsp;&nbsp;8275 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Marqeta, Inc., <br>Class A<br>| 1292293 | &nbsp;&nbsp;5337170 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mechanics Bancorp, <br>Class A<br>| 106561 | &nbsp;&nbsp;1597349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mercantile Bank <br>Corp.<br>| 74349 | &nbsp;&nbsp;3864661 |
|  | Merchants Bancorp | 136710 | &nbsp;&nbsp;5667997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mercury General <br>Corp.<br>| 203957 | &nbsp;&nbsp;17864594 |
|  | Meridian Corp. | 16889 | &nbsp;&nbsp;319709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Metrocity Bankshares, <br>Inc.<br>| 60675 | &nbsp;&nbsp;1709215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Bank <br>Holding Corp.<br>| 21248 | &nbsp;&nbsp;1967565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mid Penn Bancorp, <br>Inc.<br>| 43115 | &nbsp;&nbsp;1422364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Middlefield Banc <br>Corp.<br>| 3283 | &nbsp;&nbsp;110112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Midland States <br>Bancorp, Inc.<br>| 60903 | &nbsp;&nbsp;1391634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MidWestOne Financial <br>Group, Inc.<br>| 47363 | &nbsp;&nbsp;2193854 |
|  | Moelis & Co., Class A | 111542 | &nbsp;&nbsp;7994215 |
|  | MVB Financial Corp. | 43884 | &nbsp;&nbsp;1239284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Bank <br>Holdings Corp., <br>Class A<br>| 192203 | &nbsp;&nbsp;7722717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Bankshares, <br>Inc.<br>| 8289 | &nbsp;&nbsp;301802 |
|  | Navient Corp. | 309099 | &nbsp;&nbsp;3032261 |
|  | NB Bancorp, Inc. | 21143 | &nbsp;&nbsp;459226 |
|  | NBT Bancorp, Inc. | 237467 | &nbsp;&nbsp;10550659 |
| \* | NCR Atleos Corp. | 169356 | &nbsp;&nbsp;6316979 |
|  | Nelnet, Inc., Class A | 62678 | &nbsp;&nbsp;8267228 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NerdWallet, Inc., <br>Class A<br>| 128888 | &nbsp;&nbsp;1554389 |
| \* | NI Holdings, Inc. | 42076 | &nbsp;&nbsp;573075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nicolet Bankshares, <br>Inc.<br>| 54208 | &nbsp;&nbsp;7913284 |
| \* | NMI Holdings, Inc. | 339350 | &nbsp;&nbsp;13139632 |
|  | Northeast Bank | 29850 | &nbsp;&nbsp;3439615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northeast Community <br>Bancorp, Inc.<br>| 23108 | &nbsp;&nbsp;545349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northfield Bancorp, <br>Inc.<br>| 161016 | &nbsp;&nbsp;1983717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northrim BanCorp, <br>Inc.<br>| 188721 | &nbsp;&nbsp;4446267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northwest <br>Bancshares, Inc.<br>| 757631 | &nbsp;&nbsp;9758287 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Norwood Financial <br>Corp.<br>| 24019 | &nbsp;&nbsp;$730898 |
|  | Oak Valley Bancorp | 9798 | &nbsp;&nbsp;313046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OceanFirst Financial <br>Corp.<br>| 201632 | &nbsp;&nbsp;3780600 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Octave Specialty <br>Group, Inc.<br>| 118553 | &nbsp;&nbsp;672196 |
|  | OFG Bancorp | 372779 | &nbsp;&nbsp;15022994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ohio Valley Banc <br>Corp.<br>| 16642 | &nbsp;&nbsp;684818 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Old Market Capital <br>Corp.<br>| 52807 | &nbsp;&nbsp;188125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Old Second Bancorp, <br>Inc.<br>| 161662 | &nbsp;&nbsp;3207374 |
| \* | Onity Group, Inc. | 28093 | &nbsp;&nbsp;1270365 |
|  | OP Bancorp | 23882 | &nbsp;&nbsp;333870 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oportun Financial <br>Corp.<br>| 31666 | &nbsp;&nbsp;171630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oppenheimer <br>Holdings, Inc., <br>Class A<br>| 37205 | &nbsp;&nbsp;3126336 |
|  | OppFi, Inc. | 69333 | &nbsp;&nbsp;660050 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;OptimumBank <br>Holdings, Inc.<br>| 3264 | &nbsp;&nbsp;15373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orange County <br>Bancorp, Inc.<br>| 7793 | &nbsp;&nbsp;240180 |
|  | Origin Bancorp, Inc. | 71852 | &nbsp;&nbsp;3077421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orrstown Financial <br>Services, Inc.<br>| 61514 | &nbsp;&nbsp;2215734 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Oscar Health, Inc., <br>Class A<br>| 349164 | &nbsp;&nbsp;5010503 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Palomar Holdings, <br>Inc.<br>| 89792 | &nbsp;&nbsp;11097393 |
|  | Park National Corp. | 59621 | &nbsp;&nbsp;9714646 |
|  | Parke Bancorp, Inc. | 26661 | &nbsp;&nbsp;728112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pathfinder Bancorp, <br>Inc.<br>| 100 | &nbsp;&nbsp;1368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pathward Financial, <br>Inc.<br>| 206620 | &nbsp;&nbsp;18655720 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Paymentus Holdings, <br>Inc., Class A<br>| 122250 | &nbsp;&nbsp;3267743 |
| \* | Payoneer Global, Inc. | 810832 | &nbsp;&nbsp;5181216 |
| \* | Paysafe Ltd. | 156602 | &nbsp;&nbsp;1074290 |
| \* | Paysign, Inc. | 41581 | &nbsp;&nbsp;173393 |
|  | PCB Bancorp | 34611 | &nbsp;&nbsp;776671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Peapack-Gladstone <br>Financial Corp.<br>| 101734 | &nbsp;&nbsp;3227002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Peoples Bancorp of <br>North Carolina, Inc.<br>| 19492 | &nbsp;&nbsp;713992 |
|  | Peoples Bancorp, Inc. | 168027 | &nbsp;&nbsp;5464238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Peoples Financial <br>Services Corp.<br>| 22232 | &nbsp;&nbsp;1158287 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Perella Weinberg <br>Partners<br>| 113980 | &nbsp;&nbsp;2542894 |
| \* | Pioneer Bancorp, Inc. | 24484 | &nbsp;&nbsp;346449 |
|  | Piper Sandler Cos. | 24341 | &nbsp;&nbsp;8430505 |
|  | Plumas Bancorp | 10851 | &nbsp;&nbsp;543744 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ponce Financial <br>Group, Inc.<br>| 54081 | &nbsp;&nbsp;$907479 |
| \* | PRA Group, Inc. | 110500 | &nbsp;&nbsp;1413295 |
|  | Preferred Bank | 64883 | &nbsp;&nbsp;5565015 |
|  | Primis Financial Corp. | 55031 | &nbsp;&nbsp;741818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Princeton Bancorp, <br>Inc.<br>| 3377 | &nbsp;&nbsp;122349 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Priority Technology <br>Holdings, Inc.<br>| 81986 | &nbsp;&nbsp;484537 |
| \* | ProAssurance Corp. | 159782 | &nbsp;&nbsp;3869920 |
|  | PROG Holdings, Inc. | 160702 | &nbsp;&nbsp;5213173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Provident Financial <br>Holdings, Inc.<br>| 64625 | &nbsp;&nbsp;1044340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Provident Financial <br>Services, Inc.<br>| 493673 | &nbsp;&nbsp;10929920 |
|  | QCR Holdings, Inc. | 81015 | &nbsp;&nbsp;7312414 |
|  | Radian Group, Inc. | 90390 | &nbsp;&nbsp;2973831 |
|  | RBB Bancorp | 46879 | &nbsp;&nbsp;972270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Red River <br>Bancshares, Inc.<br>| 8140 | &nbsp;&nbsp;676108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Regional Management <br>Corp.<br>| 58090 | &nbsp;&nbsp;2152235 |
| \* | Remitly Global, Inc. | 398620 | &nbsp;&nbsp;5269756 |
|  | Renasant Corp. | 297729 | &nbsp;&nbsp;11227361 |
| \* | Repay Holdings Corp. | 231131 | &nbsp;&nbsp;806647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Republic Bancorp, <br>Inc., Class A<br>| 156948 | &nbsp;&nbsp;11395994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Richmond Mutual <br>BanCorp, Inc.<br>| 9121 | &nbsp;&nbsp;127968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Riverview Bancorp, <br>Inc.<br>| 65826 | &nbsp;&nbsp;340320 |
|  | RLI Corp. | 5224 | &nbsp;&nbsp;305238 |
| #\* | Root, Inc., Class A | 3254 | &nbsp;&nbsp;202171 |
|  | S&T Bancorp, Inc. | 180684 | &nbsp;&nbsp;7704366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Safety Insurance <br>Group, Inc.<br>| 92509 | &nbsp;&nbsp;7280458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SB Financial Group, <br>Inc.<br>| 12825 | &nbsp;&nbsp;292795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seacoast Banking <br>Corp. of Florida<br>| 316624 | &nbsp;&nbsp;10587907 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Security National <br>Financial Corp., <br>Class A<br>| 78386 | &nbsp;&nbsp;691365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Selective Insurance <br>Group, Inc.<br>| 24821 | &nbsp;&nbsp;2086950 |
| \* | Selectquote, Inc. | 71467 | &nbsp;&nbsp;101483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ServisFirst <br>Bancshares, Inc.<br>| 39321 | &nbsp;&nbsp;3218424 |
| #\* | Sezzle, Inc. | 70224 | &nbsp;&nbsp;4440966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shore Bancshares, <br>Inc.<br>| 75545 | &nbsp;&nbsp;1433089 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Siebert Financial <br>Corp.<br>| 11146 | &nbsp;&nbsp;33104 |
|  | Sierra Bancorp | 80030 | &nbsp;&nbsp;2833862 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Silvercrest Asset <br>Management <br>Group, Inc., <br>Class A<br>| 29949 | &nbsp;&nbsp;$441448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Simmons First <br>National Corp., <br>Class A<br>| 633197 | &nbsp;&nbsp;12872895 |
| \* | SiriusPoint Ltd. | 538469 | &nbsp;&nbsp;10990152 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Skyward Specialty <br>Insurance Group, <br>Inc.<br>| 98756 | &nbsp;&nbsp;4406493 |
|  | SLM Corp. | 36745 | &nbsp;&nbsp;997627 |
|  | SmartFinancial, Inc. | 59359 | &nbsp;&nbsp;2369611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sound Financial <br>Bancorp, Inc.<br>| 705 | &nbsp;&nbsp;30950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;South Plains <br>Financial, Inc.<br>| 49229 | &nbsp;&nbsp;2050880 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Southern First <br>Bancshares, Inc.<br>| 49137 | &nbsp;&nbsp;2699587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Missouri <br>Bancorp, Inc.<br>| 39050 | &nbsp;&nbsp;2443359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southside <br>Bancshares, Inc.<br>| 108814 | &nbsp;&nbsp;3502723 |
|  | SR Bancorp, Inc. | 8012 | &nbsp;&nbsp;133320 |
|  | Stellar Bancorp, Inc. | 128556 | &nbsp;&nbsp;4774570 |
| \*†† | Sterling Bancorp, Inc. | 108433 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stewart Information <br>Services Corp.<br>| 165191 | &nbsp;&nbsp;11138829 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Stock Yards Bancorp, <br>Inc.<br>| 144346 | &nbsp;&nbsp;9770781 |
| \* | StoneX Group, Inc. | 130834 | &nbsp;&nbsp;14687425 |
| \* | Summit State Bank | 3397 | &nbsp;&nbsp;46471 |
|  | SWK Holdings Corp. | 1450 | &nbsp;&nbsp;25375 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Texas Capital <br>Bancshares, Inc.<br>| 181601 | &nbsp;&nbsp;18372573 |
| # | TFS Financial Corp. | 62163 | &nbsp;&nbsp;874944 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Third Coast <br>Bancshares, Inc.<br>| 26273 | &nbsp;&nbsp;1065633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Timberland Bancorp, <br>Inc.<br>| 69760 | &nbsp;&nbsp;2716454 |
|  | Tiptree, Inc. | 239180 | &nbsp;&nbsp;4276538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tompkins Financial <br>Corp.<br>| 59483 | &nbsp;&nbsp;4765778 |
|  | Towne Bank | 275295 | &nbsp;&nbsp;9635325 |
|  | TriCo Bancshares | 123201 | &nbsp;&nbsp;6137874 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Triumph Financial, <br>Inc.<br>| 124493 | &nbsp;&nbsp;7854263 |
| \* | Trupanion, Inc. | 106671 | &nbsp;&nbsp;3412405 |
|  | TrustCo Bank Corp. | 66589 | &nbsp;&nbsp;2889963 |
|  | Trustmark Corp. | 207671 | &nbsp;&nbsp;8830171 |
| \* | TWFG, Inc. | 631 | &nbsp;&nbsp;15769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;U.S. Global Investors, <br>Inc., Class A<br>| 10779 | &nbsp;&nbsp;35786 |
| \*†† | Unico American Corp. | 95372 | &nbsp;&nbsp;1240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Bankshares, <br>Inc.<br>| 15310 | &nbsp;&nbsp;381066 |
|  | United Bancorp, Inc. | 2991 | &nbsp;&nbsp;41575 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Bancshares, <br>Inc.<br>| 5483 | &nbsp;&nbsp;$220746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Bankshares, <br>Inc.<br>| 105564 | &nbsp;&nbsp;4468524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Community <br>Banks, Inc.<br>| 210585 | &nbsp;&nbsp;7250442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Fire Group, <br>Inc.<br>| 144272 | &nbsp;&nbsp;5185136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Security <br>Bancshares<br>| 59720 | &nbsp;&nbsp;641393 |
|  | Unity Bancorp, Inc. | 35569 | &nbsp;&nbsp;1919303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Insurance <br>Holdings, Inc.<br>| 203276 | &nbsp;&nbsp;6189754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Univest Financial <br>Corp.<br>| 109787 | &nbsp;&nbsp;3638341 |
| #\* | Upstart Holdings, Inc. | 102983 | &nbsp;&nbsp;4042083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;USCB Financial <br>Holdings, Inc.<br>| 21075 | &nbsp;&nbsp;397264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valley National <br>Bancorp<br>| 1849653 | &nbsp;&nbsp;23046676 |
|  | Value Line, Inc. | 9113 | &nbsp;&nbsp;341555 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Velocity Financial, <br>Inc.<br>| 45887 | &nbsp;&nbsp;931047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Victory Capital <br>Holdings, Inc., <br>Class A<br>| 247583 | &nbsp;&nbsp;17462029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Virginia National <br>Bankshares Corp.<br>| 5368 | &nbsp;&nbsp;219659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Virtu Financial, Inc., <br>Class A<br>| 81351 | &nbsp;&nbsp;3376880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Virtus Investment <br>Partners, Inc.<br>| 34290 | &nbsp;&nbsp;5597842 |
|  | WaFd, Inc. | 331500 | &nbsp;&nbsp;10813530 |
|  | Walker & Dunlop, Inc. | 122123 | &nbsp;&nbsp;7680315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Washington Trust <br>Bancorp, Inc.<br>| 84595 | &nbsp;&nbsp;2907530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Waterstone Financial, <br>Inc.<br>| 133468 | &nbsp;&nbsp;2441130 |
|  | WesBanco, Inc. | 352292 | &nbsp;&nbsp;12432385 |
|  | West BanCorp, Inc. | 90562 | &nbsp;&nbsp;2149036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westamerica <br>BanCorp<br>| 104902 | &nbsp;&nbsp;5305943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Western New England <br>Bancorp, Inc.<br>| 118215 | &nbsp;&nbsp;1587627 |
| # | Western Union Co. | 867365 | &nbsp;&nbsp;8127210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westwood Holdings <br>Group, Inc.<br>| 27093 | &nbsp;&nbsp;496073 |
| \* | WEX, Inc. | 47101 | &nbsp;&nbsp;7248844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;White Mountains <br>Insurance Group <br>Ltd.<br>| 4672 | &nbsp;&nbsp;9553913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wintrust Financial <br>Corp.<br>| 1 | &nbsp;&nbsp;147 |
| # | WisdomTree, Inc. | 644705 | &nbsp;&nbsp;10444221 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;World Acceptance <br>Corp.<br>| 35228 | &nbsp;&nbsp;4271395 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WSFS Financial <br>Corp.<br>| 256737 | &nbsp;&nbsp;$16618586 |
|  | WVS Financial Corp. | 2497 | &nbsp;&nbsp;33685 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | &nbsp;&nbsp;1585240924 |
| HEALTH CARE — (11.2%) | HEALTH CARE — (11.2%) | HEALTH CARE — (11.2%) | HEALTH CARE — (11.2%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;10X Genomics, Inc., <br>Class A<br>| 350942 | &nbsp;&nbsp;7089028 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;4D Molecular <br>Therapeutics, Inc.<br>| 36397 | &nbsp;&nbsp;322477 |
| †† | 89bio, Inc. | 353147 | &nbsp;&nbsp;120070 |
| #\* | Absci Corp. | 107197 | &nbsp;&nbsp;320519 |
| \* | AC Immune SA | 28414 | &nbsp;&nbsp;90641 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Acadia Healthcare <br>Co., Inc.<br>| 72393 | &nbsp;&nbsp;972962 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ACADIA <br>Pharmaceuticals, <br>Inc.<br>| 501000 | &nbsp;&nbsp;12590130 |
| \* | Accendra Health, Inc. | 178563 | &nbsp;&nbsp;394624 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Achieve Life Sciences, <br>Inc.<br>| 52420 | &nbsp;&nbsp;219116 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aclaris Therapeutics, <br>Inc.<br>| 13508 | &nbsp;&nbsp;47413 |
|  | Acme United Corp. | 27489 | &nbsp;&nbsp;1148765 |
| \* | AdaptHealth Corp. | 321194 | &nbsp;&nbsp;3228000 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Addus HomeCare <br>Corp.<br>| 67751 | &nbsp;&nbsp;7010873 |
| \* | Adicet Bio, Inc. | 2787 | &nbsp;&nbsp;22268 |
| \* | ADMA Biologics, Inc. | 835609 | &nbsp;&nbsp;14456036 |
| #†† | Aduro Biotech, Inc. | 3260 | &nbsp;&nbsp;1239 |
| » | &nbsp;&nbsp;&nbsp;&nbsp;Adverum <br>Biotechnologies, <br>Inc.<br>| 9092 | &nbsp;&nbsp;7274 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Agios <br>Pharmaceuticals, <br>Inc.<br>| 242523 | &nbsp;&nbsp;6654831 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;AirSculpt <br>Technologies, Inc.<br>| 115 | &nbsp;&nbsp;342 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Akebia Therapeutics, <br>Inc.<br>| 195333 | &nbsp;&nbsp;275420 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Akero Therapeutics, <br>Inc.<br>| 73915 | &nbsp;&nbsp;48045 |
| †† | Albireo Pharma, Inc. | 44018 | &nbsp;&nbsp;280835 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aldeyra Therapeutics, <br>Inc.<br>| 140334 | &nbsp;&nbsp;752190 |
| #\* | Alkermes PLC | 403640 | &nbsp;&nbsp;13679360 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Allogene <br>Therapeutics, Inc.<br>| 0 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alto Neuroscience, <br>Inc.<br>| 2274 | &nbsp;&nbsp;35202 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Shared <br>Hospital Services<br>| 5689 | &nbsp;&nbsp;12061 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AMN Healthcare <br>Services, Inc.<br>| 44075 | &nbsp;&nbsp;938797 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amneal <br>Pharmaceuticals, <br>Inc.<br>| 997985 | &nbsp;&nbsp;13652435 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amphastar <br>Pharmaceuticals, <br>Inc.<br>| 189883 | &nbsp;&nbsp;$5030001 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amylyx <br>Pharmaceuticals, <br>Inc.<br>| 235906 | &nbsp;&nbsp;3371097 |
| \* | AngioDynamics, Inc. | 143620 | &nbsp;&nbsp;1487903 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ANI Pharmaceuticals, <br>Inc.<br>| 79725 | &nbsp;&nbsp;6525491 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Anika Therapeutics, <br>Inc.<br>| 50272 | &nbsp;&nbsp;464011 |
| \* | Annexon, Inc. | 18819 | &nbsp;&nbsp;117431 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Apellis <br>Pharmaceuticals, <br>Inc.<br>| 137817 | &nbsp;&nbsp;3111908 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arcturus Therapeutics <br>Holdings, Inc.<br>| 59931 | &nbsp;&nbsp;447685 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arcus Biosciences, <br>Inc.<br>| 338311 | &nbsp;&nbsp;7118063 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;ArriVent Biopharma, <br>Inc.<br>| 8664 | &nbsp;&nbsp;194853 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;ARS Pharmaceuticals, <br>Inc.<br>| 45737 | &nbsp;&nbsp;456913 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Artiva Biotherapeutics, <br>Inc.<br>| 3527 | &nbsp;&nbsp;13720 |
| \* | Artivion, Inc. | 162933 | &nbsp;&nbsp;6642778 |
| \* | Astrana Health, Inc. | 111393 | &nbsp;&nbsp;2533077 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Atara Biotherapeutics, <br>Inc.<br>| 1944 | &nbsp;&nbsp;10109 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Atea Pharmaceuticals, <br>Inc.<br>| 216034 | &nbsp;&nbsp;915984 |
| \* | AtriCure, Inc. | 157354 | &nbsp;&nbsp;5811083 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aura Biosciences, <br>Inc.<br>| 108527 | &nbsp;&nbsp;607751 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Avalo Therapeutics, <br>Inc.<br>| 2251 | &nbsp;&nbsp;34013 |
| \* | Avanos Medical, Inc. | 136019 | &nbsp;&nbsp;1811773 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aveanna Healthcare <br>Holdings, Inc.<br>| 309855 | &nbsp;&nbsp;2602782 |
| \* | Axogen, Inc. | 106247 | &nbsp;&nbsp;3702708 |
| \* | Azenta, Inc. | 126551 | &nbsp;&nbsp;4920303 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Beam Therapeutics, <br>Inc.<br>| 303149 | &nbsp;&nbsp;8372975 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bicara Therapeutics, <br>Inc.<br>| 20211 | &nbsp;&nbsp;339545 |
| \* | BioAge Labs, Inc. | 5547 | &nbsp;&nbsp;105338 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;BioCryst <br>Pharmaceuticals, <br>Inc.<br>| 384473 | &nbsp;&nbsp;2529832 |
| \* | BioLife Solutions, Inc. | 155116 | &nbsp;&nbsp;3381529 |
| \* | Biote Corp., Class A | 131070 | &nbsp;&nbsp;273936 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bioventus, Inc., <br>Class A<br>| 173710 | &nbsp;&nbsp;1377520 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Black Diamond <br>Therapeutics, Inc.<br>| 58866 | &nbsp;&nbsp;146576 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BrightSpring Health <br>Services, Inc.<br>| 216132 | &nbsp;&nbsp;8487504 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Brookdale Senior <br>Living, Inc.<br>| 788180 | &nbsp;&nbsp;$11822700 |
| #\* | Butterfly Network, Inc. | 308004 | &nbsp;&nbsp;1219696 |
| \* | C4 Therapeutics, Inc. | 6493 | &nbsp;&nbsp;12337 |
| \* | Cabaletta Bio, Inc. | 13861 | &nbsp;&nbsp;35623 |
| \* | CareCloud, Inc. | 53901 | &nbsp;&nbsp;146072 |
| \* | CareDx, Inc. | 139485 | &nbsp;&nbsp;2866417 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Caribou Biosciences, <br>Inc.<br>| 22369 | &nbsp;&nbsp;31540 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cassava Sciences, <br>Inc.<br>| 5364 | &nbsp;&nbsp;10674 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Castle Biosciences, <br>Inc.<br>| 91699 | &nbsp;&nbsp;3612024 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Catalyst <br>Pharmaceuticals, <br>Inc.<br>| 385751 | &nbsp;&nbsp;9373749 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Celldex Therapeutics, <br>Inc.<br>| 155621 | &nbsp;&nbsp;3828277 |
| \* | Certara, Inc. | 621625 | &nbsp;&nbsp;5464084 |
| \* | CervoMed, Inc. | 4951 | &nbsp;&nbsp;25498 |
| #\* | CG oncology, Inc. | 140271 | &nbsp;&nbsp;7301106 |
| \* | Check Cap Ltd. | 2817 | &nbsp;&nbsp;4733 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Chinook Therapeutics, <br>Inc.<br>| 384400 | &nbsp;&nbsp;0 |
| \* | Claritev Corp. | 3709 | &nbsp;&nbsp;100736 |
| \* | Climb Bio, Inc. | 15713 | &nbsp;&nbsp;70237 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Clover Health <br>Investments Corp.<br>| 846657 | &nbsp;&nbsp;1896512 |
| \* | Codexis, Inc. | 111237 | &nbsp;&nbsp;137934 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Collegium <br>Pharmaceutical, <br>Inc.<br>| 112921 | &nbsp;&nbsp;5185332 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Community Health <br>Systems, Inc.<br>| 416182 | &nbsp;&nbsp;1335944 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Compass <br>Therapeutics, Inc.<br>| 65528 | &nbsp;&nbsp;419379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Concentra Group <br>Holdings Parent, <br>Inc.<br>| 337808 | &nbsp;&nbsp;7492581 |
|  | CONMED Corp. | 14015 | &nbsp;&nbsp;538036 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Corbus <br>Pharmaceuticals <br>Holdings, Inc.<br>| 1958 | &nbsp;&nbsp;16193 |
| \* | CorVel Corp. | 178643 | &nbsp;&nbsp;12438912 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Coya Therapeutics, <br>Inc.<br>| 4069 | &nbsp;&nbsp;18921 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Crinetics <br>Pharmaceuticals, <br>Inc.<br>| 96747 | &nbsp;&nbsp;4831545 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;CRISPR Therapeutics <br>AG<br>| 117242 | &nbsp;&nbsp;5857410 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cross Country <br>Healthcare, Inc.<br>| 285995 | &nbsp;&nbsp;2665473 |
| \* | CryoPort, Inc. | 134450 | &nbsp;&nbsp;1278619 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cullinan Therapeutics, <br>Inc.<br>| 177781 | &nbsp;&nbsp;2126261 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cumberland <br>Pharmaceuticals, <br>Inc.<br>| 47772 | &nbsp;&nbsp;$179145 |
| \* | CVRx, Inc. | 453 | &nbsp;&nbsp;3103 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cytek Biosciences, <br>Inc.<br>| 347256 | &nbsp;&nbsp;1736280 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CytomX Therapeutics, <br>Inc.<br>| 96674 | &nbsp;&nbsp;550075 |
| \* | DarioHealth Corp. | 200 | &nbsp;&nbsp;2004 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Day One <br>Biopharmaceuticals, <br>Inc.<br>| 254061 | &nbsp;&nbsp;2835321 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Definitive Healthcare <br>Corp.<br>| 289060 | &nbsp;&nbsp;670619 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Denali Therapeutics, <br>Inc.<br>| 404237 | &nbsp;&nbsp;8788112 |
|  | Dentsply Sirona, Inc. | 325527 | &nbsp;&nbsp;4059322 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Design Therapeutics, <br>Inc.<br>| 25430 | &nbsp;&nbsp;259640 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dianthus <br>Therapeutics, Inc.<br>| 44275 | &nbsp;&nbsp;2363842 |
| \* | Disc Medicine, Inc. | 54689 | &nbsp;&nbsp;4228553 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dynavax Technologies <br>Corp.<br>| 367311 | &nbsp;&nbsp;5687811 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dyne Therapeutics, <br>Inc.<br>| 102111 | &nbsp;&nbsp;1826766 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Edgewise <br>Therapeutics, Inc.<br>| 259427 | &nbsp;&nbsp;7302870 |
| \* | Electromed, Inc. | 29778 | &nbsp;&nbsp;889469 |
|  | Embecta Corp. | 177038 | &nbsp;&nbsp;1878373 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Emergent <br>BioSolutions, Inc.<br>| 160239 | &nbsp;&nbsp;1817110 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Enanta <br>Pharmaceuticals, <br>Inc.<br>| 27652 | &nbsp;&nbsp;356711 |
| \* | Enhabit, Inc. | 152216 | &nbsp;&nbsp;1618056 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Enliven Therapeutics, <br>Inc.<br>| 68114 | &nbsp;&nbsp;1801615 |
| \* | Enovis Corp. | 180689 | &nbsp;&nbsp;3982386 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Entrada Therapeutics, <br>Inc.<br>| 24584 | &nbsp;&nbsp;281241 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Envista Holdings <br>Corp.<br>| 638663 | &nbsp;&nbsp;14989421 |
| \* | Erasca, Inc. | 152063 | &nbsp;&nbsp;1598182 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Evolent Health, Inc., <br>Class A<br>| 158666 | &nbsp;&nbsp;509318 |
| #\* | EyePoint, Inc. | 61672 | &nbsp;&nbsp;833805 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fate Therapeutics, <br>Inc.<br>| 85901 | &nbsp;&nbsp;102222 |
| \* | FONAR Corp. | 50833 | &nbsp;&nbsp;947527 |
| \* | Fortrea Holdings, Inc. | 80604 | &nbsp;&nbsp;1354953 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fulcrum Therapeutics, <br>Inc.<br>| 188653 | &nbsp;&nbsp;2024247 |
| \* | Fulgent Genetics, Inc. | 96831 | &nbsp;&nbsp;2536972 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GeneDx Holdings <br>Corp.<br>| 42981 | &nbsp;&nbsp;4137351 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ginkgo Bioworks <br>Holdings, Inc.<br>| 10987 | &nbsp;&nbsp;$98553 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GoodRx Holdings, <br>Inc., Class A<br>| 30554 | &nbsp;&nbsp;69358 |
| \* | GRAIL, Inc. | 19007 | &nbsp;&nbsp;1859265 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guardian Pharmacy <br>Services, Inc., <br>Class A<br>| 29865 | &nbsp;&nbsp;901923 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gyre Therapeutics, <br>Inc.<br>| 2049 | &nbsp;&nbsp;16576 |
| \* | Haemonetics Corp. | 153086 | &nbsp;&nbsp;10204713 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Harmony Biosciences <br>Holdings, Inc.<br>| 182468 | &nbsp;&nbsp;6663731 |
| #\* | Harrow, Inc. | 107271 | &nbsp;&nbsp;4391675 |
| \* | Health Catalyst, Inc. | 193522 | &nbsp;&nbsp;416072 |
|  | HealthStream, Inc. | 133302 | &nbsp;&nbsp;2971302 |
| \* | ICU Medical, Inc. | 75063 | &nbsp;&nbsp;11251944 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ideaya Biosciences, <br>Inc.<br>| 217144 | &nbsp;&nbsp;6989865 |
| \* | ImmuCell Corp. | 1763 | &nbsp;&nbsp;10613 |
| #\* | Immunome, Inc. | 120900 | &nbsp;&nbsp;2976558 |
| #\* | Immunovant, Inc. | 70398 | &nbsp;&nbsp;1830348 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Indivior <br>Pharmaceuticals, <br>Inc.<br>| 246306 | &nbsp;&nbsp;8714306 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;InfuSystem Holdings, <br>Inc.<br>| 63868 | &nbsp;&nbsp;527550 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Innovage Holding <br>Corp.<br>| 4581 | &nbsp;&nbsp;25425 |
| \* | Innoviva, Inc. | 271592 | &nbsp;&nbsp;5431840 |
| \* | Inogen, Inc. | 80171 | &nbsp;&nbsp;473009 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Inspire Medical <br>Systems, Inc.<br>| 53599 | &nbsp;&nbsp;4061732 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Integer Holdings <br>Corp.<br>| 128482 | &nbsp;&nbsp;11159947 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Integra LifeSciences <br>Holdings Corp.<br>| 183175 | &nbsp;&nbsp;2040569 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Intellia Therapeutics, <br>Inc.<br>| 201271 | &nbsp;&nbsp;2646714 |
|  | iRadimed Corp. | 44345 | &nbsp;&nbsp;4340489 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ironwood <br>Pharmaceuticals, <br>Inc.<br>| 53074 | &nbsp;&nbsp;259532 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;iTeos Therapeutics, <br>Inc.<br>| 37453 | &nbsp;&nbsp;0 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Janux Therapeutics, <br>Inc.<br>| 19925 | &nbsp;&nbsp;273172 |
| \* | Joint Corp. | 17271 | &nbsp;&nbsp;168910 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Keros Therapeutics, <br>Inc.<br>| 15195 | &nbsp;&nbsp;272142 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kewaunee Scientific <br>Corp.<br>| 22294 | &nbsp;&nbsp;881505 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kezar Life Sciences, <br>Inc.<br>| 3935 | &nbsp;&nbsp;23885 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kiniksa <br>Pharmaceuticals <br>International PLC<br>| 119278 | &nbsp;&nbsp;5238690 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Kura Oncology, Inc. | 248695 | &nbsp;&nbsp;$2019403 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kymera Therapeutics, <br>Inc.<br>| 1216 | &nbsp;&nbsp;88391 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lantheus Holdings, <br>Inc.<br>| 160142 | &nbsp;&nbsp;10716703 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Larimar Therapeutics, <br>Inc.<br>| 36682 | &nbsp;&nbsp;129854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LeMaitre Vascular, <br>Inc.<br>| 79082 | &nbsp;&nbsp;6719598 |
| \* | LENSAR, Inc. | 33344 | &nbsp;&nbsp;424469 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;LENZ Therapeutics, <br>Inc.<br>| 1113 | &nbsp;&nbsp;17608 |
| \* | LeonaBio, Inc. | 3774 | &nbsp;&nbsp;17889 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Lexeo Therapeutics, <br>Inc.<br>| 169242 | &nbsp;&nbsp;1254083 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LifeStance Health <br>Group, Inc.<br>| 879134 | &nbsp;&nbsp;6215477 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ligand <br>Pharmaceuticals, <br>Inc.<br>| 77487 | &nbsp;&nbsp;14885253 |
| \* | LivaNova PLC | 176881 | &nbsp;&nbsp;11622851 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lyell Immunopharma, <br>Inc.<br>| 4956 | &nbsp;&nbsp;118944 |
| \* | MannKind Corp. | 838160 | &nbsp;&nbsp;4844565 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Maravai LifeSciences <br>Holdings, Inc., <br>Class A<br>| 133899 | &nbsp;&nbsp;449901 |
| \* | MaxCyte, Inc. | 19970 | &nbsp;&nbsp;18109 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Merit Medical <br>Systems, Inc.<br>| 72674 | &nbsp;&nbsp;5893135 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Merrimack <br>Pharmaceuticals, <br>Inc.<br>| 145158 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mesa Laboratories, <br>Inc.<br>| 17683 | &nbsp;&nbsp;1392713 |
| \* | MiMedx Group, Inc. | 408904 | &nbsp;&nbsp;2089499 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Mirati Therapeutics, <br>Inc.<br>| 65800 | &nbsp;&nbsp;196084 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Monte Rosa <br>Therapeutics, Inc.<br>| 108573 | &nbsp;&nbsp;2227918 |
| \* | Myriad Genetics, Inc. | 176194 | &nbsp;&nbsp;990210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National HealthCare <br>Corp.<br>| 92566 | &nbsp;&nbsp;13247120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Research <br>Corp.<br>| 126814 | &nbsp;&nbsp;2579397 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nautilus <br>Biotechnology, Inc.<br>| 22900 | &nbsp;&nbsp;44655 |
| \* | Neogen Corp. | 307249 | &nbsp;&nbsp;3140085 |
| \* | NeoGenomics, Inc. | 394017 | &nbsp;&nbsp;4751845 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Neoleukin <br>Therapeutics, Inc.<br>| 2887 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Neumora <br>Therapeutics, Inc.<br>| 6286 | &nbsp;&nbsp;12509 |
| \* | Neurogene, Inc. | 721 | &nbsp;&nbsp;12733 |
| \* | Nexgel, Inc. | 198 | &nbsp;&nbsp;281 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Niagen Bioscience, <br>Inc.<br>| 248688 | &nbsp;&nbsp;1489641 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Novocure Ltd. | 214491 | &nbsp;&nbsp;$2659688 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nurix Therapeutics, <br>Inc.<br>| 137504 | &nbsp;&nbsp;2271566 |
| #\* | Nutex Health, Inc. | 829 | &nbsp;&nbsp;123347 |
| #\* | Nuvation Bio, Inc. | 956074 | &nbsp;&nbsp;5009828 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Olema <br>Pharmaceuticals, <br>Inc.<br>| 188185 | &nbsp;&nbsp;4840118 |
| #\* | Omeros Corp. | 22735 | &nbsp;&nbsp;265772 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp;OmniAb, Inc. <br>(2200963D US)<br>| 35754 | &nbsp;&nbsp;0 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp;OmniAb, Inc. <br>(2200964D US)<br>| 35754 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;OmniAb, Inc. (OABI <br>UQ)<br>| 362621 | &nbsp;&nbsp;659970 |
| \* | Omnicell, Inc. | 145538 | &nbsp;&nbsp;7058593 |
| #\*†† | &nbsp;&nbsp;&nbsp;&nbsp;Opiant <br>Pharmaceuticals, <br>Inc.<br>| 15320 | &nbsp;&nbsp;0 |
| \* | OptimizeRx Corp. | 64609 | &nbsp;&nbsp;695193 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Option Care Health, <br>Inc.<br>| 431467 | &nbsp;&nbsp;14669878 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;OraSure <br>Technologies, Inc.<br>| 173642 | &nbsp;&nbsp;484461 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Organogenesis <br>Holdings, Inc.<br>| 416370 | &nbsp;&nbsp;1665480 |
|  | Organon & Co. | 319553 | &nbsp;&nbsp;2728983 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;ORIC <br>Pharmaceuticals, <br>Inc.<br>| 223000 | &nbsp;&nbsp;2287980 |
| \* | Orthofix Medical, Inc. | 128746 | &nbsp;&nbsp;1703310 |
| \* | OrthoPediatrics Corp. | 72765 | &nbsp;&nbsp;1270477 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Biosciences of <br>California, Inc.<br>| 204680 | &nbsp;&nbsp;462577 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pacira BioSciences, <br>Inc.<br>| 148488 | &nbsp;&nbsp;3049944 |
| \* | PACS Group, Inc. | 19283 | &nbsp;&nbsp;650994 |
| \* | Passage Bio, Inc. | 737 | &nbsp;&nbsp;8476 |
| #\*†† | PDL BioPharma, Inc. | 616320 | &nbsp;&nbsp;258854 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pediatrix Medical <br>Group, Inc.<br>| 312158 | &nbsp;&nbsp;6673938 |
| \* | Pennant Group, Inc. | 120592 | &nbsp;&nbsp;3330751 |
| \* | PepGen, Inc. | 10754 | &nbsp;&nbsp;55168 |
|  | Perrigo Co. PLC | 476817 | &nbsp;&nbsp;6775570 |
| #\* | Personalis, Inc. | 150669 | &nbsp;&nbsp;1411769 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Perspective <br>Therapeutics, Inc.<br>| 18652 | &nbsp;&nbsp;70691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Phibro Animal Health <br>Corp., Class A<br>| 73009 | &nbsp;&nbsp;2931311 |
| \* | Phreesia, Inc. | 108467 | &nbsp;&nbsp;1456712 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Poseida Therapeutics, <br>Inc.<br>| 65427 | &nbsp;&nbsp;32713 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Precision <br>BioSciences, Inc.<br>| 944 | &nbsp;&nbsp;3738 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Prestige Consumer <br>Healthcare, Inc.<br>| 285192 | &nbsp;&nbsp;18386328 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Privia Health Group, <br>Inc.<br>| 363516 | &nbsp;&nbsp;$8440842 |
| #\* | Pro-Dex, Inc. | 3580 | &nbsp;&nbsp;140443 |
| \* | Progyny, Inc. | 227889 | &nbsp;&nbsp;5439710 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Protagonist <br>Therapeutics, Inc.<br>| 22750 | &nbsp;&nbsp;1860950 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Protara Therapeutics, <br>Inc.<br>| 16597 | &nbsp;&nbsp;117507 |
| #\* | Prothena Corp. PLC | 170513 | &nbsp;&nbsp;1502220 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Puma Biotechnology, <br>Inc.<br>| 131336 | &nbsp;&nbsp;851057 |
| \* | Quanterix Corp. | 2386 | &nbsp;&nbsp;15127 |
| \* | QuidelOrtho Corp. | 215418 | &nbsp;&nbsp;5852907 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Quipt Home Medical <br>Corp.<br>| 50863 | &nbsp;&nbsp;181581 |
| \* | RadNet, Inc. | 105842 | &nbsp;&nbsp;7419524 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rafael Holdings, Inc., <br>Class B<br>| 92711 | &nbsp;&nbsp;107545 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rapid Micro <br>Biosystems, Inc., <br>Class A<br>| 8451 | &nbsp;&nbsp;37438 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rapport Therapeutics, <br>Inc.<br>| 25751 | &nbsp;&nbsp;685234 |
| \* | REGENXBIO, Inc. | 142598 | &nbsp;&nbsp;1591394 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Relay Therapeutics, <br>Inc.<br>| 469497 | &nbsp;&nbsp;3596347 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Replimune Group, <br>Inc.<br>| 214953 | &nbsp;&nbsp;1511120 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rigel <br>Pharmaceuticals, <br>Inc.<br>| 53507 | &nbsp;&nbsp;1865254 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Rocket <br>Pharmaceuticals, <br>Inc.<br>| 0 | &nbsp;&nbsp;0 |
| \* | RxSight, Inc. | 6866 | &nbsp;&nbsp;59666 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Sage Therapeutics, <br>Inc.<br>| 87430 | &nbsp;&nbsp;15737 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sagimet Biosciences, <br>Inc., Class A<br>| 6688 | &nbsp;&nbsp;37921 |
| \* | Sanara Medtech, Inc. | 314 | &nbsp;&nbsp;6908 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Sarepta Therapeutics, <br>Inc.<br>| 89840 | &nbsp;&nbsp;1827346 |
| \* | Schrodinger, Inc. | 204766 | &nbsp;&nbsp;2860581 |
| \* | Seer, Inc. | 37826 | &nbsp;&nbsp;68843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Select Medical <br>Holdings Corp.<br>| 389368 | &nbsp;&nbsp;5859988 |
| # | Semler Scientific, Inc. | 0 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sensus Healthcare, <br>Inc.<br>| 22011 | &nbsp;&nbsp;112916 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Seres Therapeutics, <br>Inc.<br>| 7662 | &nbsp;&nbsp;114317 |
| \* | Shattuck Labs, Inc. | 5668 | &nbsp;&nbsp;21935 |
| \* | SI-BONE, Inc. | 74025 | &nbsp;&nbsp;1227334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SIGA Technologies, <br>Inc.<br>| 255669 | &nbsp;&nbsp;1712982 |
| #\* | Sight Sciences, Inc. | 63134 | &nbsp;&nbsp;396482 |
| #\* | Simulations Plus, Inc. | 8165 | &nbsp;&nbsp;137907 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Solid Biosciences, <br>Inc.<br>| 113929 | &nbsp;&nbsp;$735981 |
| \* | Sotera Health Co. | 813040 | &nbsp;&nbsp;14732285 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Spyre Therapeutics, <br>Inc.<br>| 46121 | &nbsp;&nbsp;1474950 |
| #\* | STAAR Surgical Co. | 104956 | &nbsp;&nbsp;1988916 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Stoke Therapeutics, <br>Inc.<br>| 130271 | &nbsp;&nbsp;3952422 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Strata Critical Medical, <br>Inc.<br>| 128131 | &nbsp;&nbsp;625279 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Supernus <br>Pharmaceuticals, <br>Inc.<br>| 209614 | &nbsp;&nbsp;10095010 |
| #\* | Surgery Partners, Inc. | 369125 | &nbsp;&nbsp;5485197 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tactile Systems <br>Technology, Inc.<br>| 55849 | &nbsp;&nbsp;1611802 |
| \* | Talkspace, Inc. | 411434 | &nbsp;&nbsp;1662193 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tango Therapeutics, <br>Inc.<br>| 153967 | &nbsp;&nbsp;1787557 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Taysha Gene <br>Therapies, Inc.<br>| 128087 | &nbsp;&nbsp;577672 |
| \* | Teladoc Health, Inc. | 67658 | &nbsp;&nbsp;368736 |
|  | Teleflex, Inc. | 61956 | &nbsp;&nbsp;6466348 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tenax Therapeutics, <br>Inc.<br>| 852 | &nbsp;&nbsp;10659 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Terns <br>Pharmaceuticals, <br>Inc.<br>| 218590 | &nbsp;&nbsp;7563214 |
| #\* | TG Therapeutics, Inc. | 134489 | &nbsp;&nbsp;3958011 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Theravance <br>Biopharma, Inc.<br>| 144602 | &nbsp;&nbsp;2738762 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Third Harmonic Bio, <br>Inc.<br>| 11106 | &nbsp;&nbsp;333 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;TransMedics Group, <br>Inc.<br>| 80916 | &nbsp;&nbsp;10840721 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Treace Medical <br>Concepts, Inc.<br>| 6694 | &nbsp;&nbsp;15530 |
| \* | TruBridge, Inc. | 44112 | &nbsp;&nbsp;853567 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Twist Bioscience <br>Corp.<br>| 190562 | &nbsp;&nbsp;7826381 |
| \* | Tyra Biosciences, Inc. | 13664 | &nbsp;&nbsp;421124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;U.S. Physical <br>Therapy, Inc.<br>| 53001 | &nbsp;&nbsp;4445194 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;UFP Technologies, <br>Inc.<br>| 28379 | &nbsp;&nbsp;7127102 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Unicycive <br>Therapeutics, Inc.<br>| 3535 | &nbsp;&nbsp;21104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Utah Medical <br>Products, Inc.<br>| 32809 | &nbsp;&nbsp;2003318 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vanda <br>Pharmaceuticals, <br>Inc.<br>| 191357 | &nbsp;&nbsp;1442832 |
| \* | Varex Imaging Corp. | 112348 | &nbsp;&nbsp;1566131 |
| \* | Vaxcyte, Inc. | 2814 | &nbsp;&nbsp;150746 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vera Therapeutics, <br>Inc.<br>| 109094 | &nbsp;&nbsp;4719406 |
| \* | Veracyte, Inc. | 284848 | &nbsp;&nbsp;10847012 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Vericel Corp. | 185377 | &nbsp;&nbsp;$6669864 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Verve Therapeutics, <br>Inc.<br>| 75441 | &nbsp;&nbsp;149373 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Viking Therapeutics, <br>Inc.<br>| 350016 | &nbsp;&nbsp;10164465 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vir Biotechnology, <br>Inc.<br>| 431896 | &nbsp;&nbsp;3213306 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Viridian Therapeutics, <br>Inc.<br>| 138865 | &nbsp;&nbsp;4582545 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vistagen <br>Therapeutics, Inc.<br>| 29115 | &nbsp;&nbsp;16252 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Voyager Therapeutics, <br>Inc.<br>| 117107 | &nbsp;&nbsp;456717 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Waystar Holding <br>Corp.<br>| 97666 | &nbsp;&nbsp;2594009 |
| \* | Xencor, Inc. | 218587 | &nbsp;&nbsp;2642717 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Xenon <br>Pharmaceuticals, <br>Inc.<br>| 183479 | &nbsp;&nbsp;7524474 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Xeris Biopharma <br>Holdings, Inc.<br>| 912 | &nbsp;&nbsp;6712 |
| \* | XOMA Royalty Corp. | 20987 | &nbsp;&nbsp;538526 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zentalis <br>Pharmaceuticals, <br>Inc.<br>| 4671 | &nbsp;&nbsp;11351 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zevra Therapeutics, <br>Inc.<br>| 47871 | &nbsp;&nbsp;430839 |
| \* | Zymeworks, Inc. | 171638 | &nbsp;&nbsp;3867004 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | &nbsp;&nbsp;847051848 |
| INDUSTRIALS — (17.1%) | INDUSTRIALS — (17.1%) | INDUSTRIALS — (17.1%) | INDUSTRIALS — (17.1%) |
| #\* | 3D Systems Corp. | 125260 | &nbsp;&nbsp;280582 |
| \* | AAR Corp. | 257098 | &nbsp;&nbsp;27229149 |
|  | ABM Industries, Inc. | 235277 | &nbsp;&nbsp;10832153 |
|  | ACCO Brands Corp. | 273365 | &nbsp;&nbsp;1068857 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ACV Auctions, Inc., <br>Class A<br>| 113983 | &nbsp;&nbsp;890207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aebi Schmidt Holding <br>AG<br>| 134094 | &nbsp;&nbsp;1963136 |
| \* | AerSale Corp. | 38192 | &nbsp;&nbsp;286058 |
| # | Alamo Group, Inc. | 42234 | &nbsp;&nbsp;8248723 |
| \* | Alaska Air Group, Inc. | 57663 | &nbsp;&nbsp;2931010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Albany International <br>Corp., Class A<br>| 105745 | &nbsp;&nbsp;5867790 |
|  | Alight, Inc., Class A | 1021067 | &nbsp;&nbsp;1562233 |
| \* | Allegiant Travel Co. | 43735 | &nbsp;&nbsp;3876233 |
|  | Allient, Inc. | 60493 | &nbsp;&nbsp;3690678 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Alta Equipment <br>Group, Inc.<br>| 49012 | &nbsp;&nbsp;331321 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ameresco, Inc., <br>Class A<br>| 120697 | &nbsp;&nbsp;3782644 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American <br>Superconductor <br>Corp.<br>| 99520 | &nbsp;&nbsp;2977638 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Woodmark <br>Corp.<br>| 50788 | &nbsp;&nbsp;3016299 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apogee Enterprises, <br>Inc.<br>| 74986 | &nbsp;&nbsp;$2784230 |
| \* | Aqua Metals, Inc. | 149 | &nbsp;&nbsp;711 |
|  | ArcBest Corp. | 84445 | &nbsp;&nbsp;7618628 |
|  | Arcosa, Inc. | 83143 | &nbsp;&nbsp;9517379 |
|  | Argan, Inc. | 120680 | &nbsp;&nbsp;41889235 |
|  | Astec Industries, Inc. | 79744 | &nbsp;&nbsp;3885128 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Astronics Corp. <br>(ATRO US)<br>| 129619 | &nbsp;&nbsp;9818639 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Astronics Corp. <br>(ATROB US), <br>Class B<br>| 36203 | &nbsp;&nbsp;2753962 |
| \* | Asure Software, Inc. | 15433 | &nbsp;&nbsp;148465 |
|  | Atkore, Inc. | 85710 | &nbsp;&nbsp;5952559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atmus Filtration <br>Technologies, Inc.<br>| 136726 | &nbsp;&nbsp;7926006 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Avis Budget Group, <br>Inc.<br>| 60699 | &nbsp;&nbsp;6979778 |
|  | AZZ, Inc. | 78845 | &nbsp;&nbsp;9799645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barrett Business <br>Services, Inc.<br>| 89326 | &nbsp;&nbsp;3394388 |
|  | BGSF, Inc. | 18013 | &nbsp;&nbsp;103214 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;BlackSky Technology, <br>Inc.<br>| 23050 | &nbsp;&nbsp;508713 |
| \* | Blue Bird Corp. | 78869 | &nbsp;&nbsp;3967899 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BlueLinx Holdings, <br>Inc.<br>| 30852 | &nbsp;&nbsp;2146065 |
|  | Boise Cascade Co. | 207152 | &nbsp;&nbsp;16739953 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bowman Consulting <br>Group Ltd.<br>| 22307 | &nbsp;&nbsp;776953 |
|  | Brady Corp., Class A | 118543 | &nbsp;&nbsp;10250413 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BrightView Holdings, <br>Inc.<br>| 181594 | &nbsp;&nbsp;2426096 |
|  | Brink's Co. | 94545 | &nbsp;&nbsp;12010997 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Byrna Technologies, <br>Inc.<br>| 50720 | &nbsp;&nbsp;695371 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cadeler AS (CDLR <br>US), ADR<br>| 7342 | &nbsp;&nbsp;175474 |
|  | Cadre Holdings, Inc. | 87178 | &nbsp;&nbsp;3487992 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Casella Waste <br>Systems, Inc., <br>Class A<br>| 6901 | &nbsp;&nbsp;696173 |
| #\* | CBIZ, Inc. | 77904 | &nbsp;&nbsp;3065522 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CECO Environmental <br>Corp.<br>| 167257 | &nbsp;&nbsp;11278140 |
| \* | Centuri Holdings, Inc. | 193364 | &nbsp;&nbsp;5336846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chicago Rivet & <br>Machine Co.<br>| 17700 | &nbsp;&nbsp;232755 |
| #\* | Cimpress PLC | 87544 | &nbsp;&nbsp;6923855 |
|  | Civeo Corp. | 40971 | &nbsp;&nbsp;1037386 |
| #\* | Clarivate PLC | 1354506 | &nbsp;&nbsp;3589441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Columbus McKinnon <br>Corp.<br>| 80816 | &nbsp;&nbsp;1703601 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Commercial Vehicle <br>Group, Inc.<br>| 41814 | &nbsp;&nbsp;62721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CompX International, <br>Inc.<br>| 21197 | &nbsp;&nbsp;493890 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| # | Concentrix Corp. | 116426 | &nbsp;&nbsp;$4348511 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Concrete Pumping <br>Holdings, Inc.<br>| 126032 | &nbsp;&nbsp;728465 |
| \* | Conduent, Inc. | 428789 | &nbsp;&nbsp;596017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Copa Holdings SA, <br>Class A<br>| 46457 | &nbsp;&nbsp;6336735 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Costamare Bulkers <br>Holdings Ltd.<br>| 107544 | &nbsp;&nbsp;1777702 |
|  | Costamare, Inc. | 427621 | &nbsp;&nbsp;7175480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Covenant Logistics <br>Group, Inc.<br>| 90574 | &nbsp;&nbsp;2228120 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp;CPI Aerostructures, <br>Inc.<br>| 2670 | &nbsp;&nbsp;10413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CRA International, <br>Inc.<br>| 30651 | &nbsp;&nbsp;5791200 |
|  | CSW Industrials, Inc. | 21931 | &nbsp;&nbsp;5920931 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Custom Truck One <br>Source, Inc.<br>| 153780 | &nbsp;&nbsp;971890 |
|  | Deluxe Corp. | 153075 | &nbsp;&nbsp;4041180 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Distribution Solutions <br>Group, Inc.<br>| 115645 | &nbsp;&nbsp;3283162 |
| \* | DLH Holdings Corp. | 14417 | &nbsp;&nbsp;82321 |
| \* | DNOW, Inc. | 692202 | &nbsp;&nbsp;10514548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Douglas Dynamics, <br>Inc.<br>| 123925 | &nbsp;&nbsp;4669494 |
| \* | Ducommun, Inc. | 54784 | &nbsp;&nbsp;6209766 |
| \* | DXP Enterprises, Inc. | 106385 | &nbsp;&nbsp;13835369 |
|  | Eastern Co. | 48061 | &nbsp;&nbsp;898741 |
| \* | Energy Recovery, Inc. | 139618 | &nbsp;&nbsp;2037027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enerpac Tool Group <br>Corp.<br>| 199156 | &nbsp;&nbsp;8037936 |
|  | EnerSys | 59819 | &nbsp;&nbsp;10778786 |
|  | Ennis, Inc. | 105349 | &nbsp;&nbsp;2053252 |
|  | Enpro, Inc. | 117498 | &nbsp;&nbsp;28056172 |
| \* | Enviri Corp. | 287812 | &nbsp;&nbsp;5445403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ESCO Technologies, <br>Inc.<br>| 103505 | &nbsp;&nbsp;23616736 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Espey Mfg. & <br>Electronics Corp.<br>| 18733 | &nbsp;&nbsp;990414 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Everus Construction <br>Group, Inc.<br>| 153221 | &nbsp;&nbsp;13558526 |
|  | EVI Industries, Inc. | 36137 | &nbsp;&nbsp;928721 |
|  | Exponent, Inc. | 74917 | &nbsp;&nbsp;5384285 |
| #\* | First Advantage Corp. | 145583 | &nbsp;&nbsp;1965370 |
| # | Fluence Energy, Inc. | 0 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Forrester Research, <br>Inc.<br>| 52499 | &nbsp;&nbsp;425767 |
| \* | Forward Air Corp. | 42630 | &nbsp;&nbsp;1188524 |
| \* | Franklin Covey Co. | 74904 | &nbsp;&nbsp;1525794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Franklin Electric Co., <br>Inc.<br>| 56930 | &nbsp;&nbsp;5671367 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;FreightCar America, <br>Inc.<br>| 23330 | &nbsp;&nbsp;268528 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Frontier Group <br>Holdings, Inc.<br>| 410156 | &nbsp;&nbsp;1903124 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;FTAI Infrastructure, <br>Inc.<br>| 57515 | &nbsp;&nbsp;334737 |
| \* | FTI Consulting, Inc. | 15761 | &nbsp;&nbsp;2752974 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gates Industrial Corp. <br>PLC<br>| 20801 | &nbsp;&nbsp;$478839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genco Shipping & <br>Trading Ltd.<br>| 149407 | &nbsp;&nbsp;3122606 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gencor Industries, <br>Inc.<br>| 49441 | &nbsp;&nbsp;708984 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gibraltar Industries, <br>Inc.<br>| 141196 | &nbsp;&nbsp;7237707 |
|  | Global Industrial Co. | 209957 | &nbsp;&nbsp;6416286 |
|  | Gorman-Rupp Co. | 182094 | &nbsp;&nbsp;9922302 |
| \* | Graham Corp. | 38304 | &nbsp;&nbsp;2678216 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Granite Construction, <br>Inc.<br>| 161055 | &nbsp;&nbsp;19445781 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Great Lakes Dredge & <br>Dock Corp.<br>| 250124 | &nbsp;&nbsp;3746858 |
|  | Greenbrier Cos., Inc. | 115585 | &nbsp;&nbsp;5827796 |
|  | Griffon Corp. | 170776 | &nbsp;&nbsp;13909705 |
| \* | GXO Logistics, Inc. | 64284 | &nbsp;&nbsp;3637832 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hayward Holdings, <br>Inc.<br>| 401666 | &nbsp;&nbsp;6482889 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Healthcare Services <br>Group, Inc.<br>| 152641 | &nbsp;&nbsp;2872704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heartland Express, <br>Inc.<br>| 170026 | &nbsp;&nbsp;1715562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Helios Technologies, <br>Inc.<br>| 118842 | &nbsp;&nbsp;7698585 |
|  | Herc Holdings, Inc. | 26615 | &nbsp;&nbsp;3814994 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Hertz Global Holdings, <br>Inc.<br>| 391300 | &nbsp;&nbsp;1917370 |
|  | Hexcel Corp. | 70638 | &nbsp;&nbsp;5849533 |
|  | Hillenbrand, Inc. | 116739 | &nbsp;&nbsp;3725141 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hillman Solutions <br>Corp.<br>| 359361 | &nbsp;&nbsp;3367213 |
|  | HNI Corp. | 242394 | &nbsp;&nbsp;11584009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hub Group, Inc., <br>Class A<br>| 353341 | &nbsp;&nbsp;16811965 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hudson Technologies, <br>Inc.<br>| 162061 | &nbsp;&nbsp;1161977 |
| \* | Hurco Cos., Inc. | 44917 | &nbsp;&nbsp;742927 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Huron Consulting <br>Group, Inc.<br>| 159461 | &nbsp;&nbsp;26948909 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hyliion Holdings <br>Corp.<br>| 75825 | &nbsp;&nbsp;155441 |
|  | Hyster-Yale, Inc. | 49793 | &nbsp;&nbsp;1665576 |
| \* | IBEX Holdings Ltd. | 28673 | &nbsp;&nbsp;1066636 |
|  | ICF International, Inc. | 66058 | &nbsp;&nbsp;6159908 |
| #\* | Innodata, Inc. | 60747 | &nbsp;&nbsp;3367814 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Innovative Solutions & <br>Support, Inc.<br>| 61480 | &nbsp;&nbsp;1136765 |
|  | Insperity, Inc. | 84948 | &nbsp;&nbsp;3629828 |
|  | Insteel Industries, Inc. | 86245 | &nbsp;&nbsp;2858159 |
|  | Interface, Inc. | 203546 | &nbsp;&nbsp;6405593 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Janus International <br>Group, Inc.<br>| 6191 | &nbsp;&nbsp;42470 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;JELD-WEN Holding, <br>Inc.<br>| 184777 | &nbsp;&nbsp;502593 |
| \* | JetBlue Airways Corp. | 1233465 | &nbsp;&nbsp;6006975 |
|  | Kadant, Inc. | 43362 | &nbsp;&nbsp;13920936 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Karat Packaging, Inc. | 16611 | &nbsp;&nbsp;$406471 |
|  | KBR, Inc. | 176722 | &nbsp;&nbsp;7565469 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kelly Services, Inc., <br>Class A<br>| 253843 | &nbsp;&nbsp;2738966 |
|  | Kennametal, Inc. | 202832 | &nbsp;&nbsp;6975392 |
|  | Kforce, Inc. | 63239 | &nbsp;&nbsp;2234234 |
|  | Korn Ferry | 132336 | &nbsp;&nbsp;9193382 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;L.B. Foster Co., <br>Class A<br>| 73081 | &nbsp;&nbsp;2196084 |
|  | Landstar System, Inc. | 47880 | &nbsp;&nbsp;7151357 |
| \* | Legalzoom.com, Inc. | 438591 | &nbsp;&nbsp;3899074 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Limbach Holdings, <br>Inc.<br>| 41511 | &nbsp;&nbsp;3569116 |
|  | Lindsay Corp. | 38937 | &nbsp;&nbsp;4877638 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liquidity Services, <br>Inc.<br>| 106808 | &nbsp;&nbsp;3417856 |
|  | LSI Industries, Inc. | 151755 | &nbsp;&nbsp;3355303 |
|  | Luxfer Holdings PLC | 12407 | &nbsp;&nbsp;187842 |
| \* | Manitowoc Co., Inc. | 91004 | &nbsp;&nbsp;1175772 |
|  | ManpowerGroup, Inc. | 102020 | &nbsp;&nbsp;3706387 |
|  | Marten Transport Ltd. | 284174 | &nbsp;&nbsp;3495340 |
| \* | Mastech Digital, Inc. | 46625 | &nbsp;&nbsp;323577 |
| \* | Masterbrand, Inc. | 280171 | &nbsp;&nbsp;3395673 |
| \* | Matrix Service Co. | 98040 | &nbsp;&nbsp;1403933 |
|  | Matson, Inc. | 145000 | &nbsp;&nbsp;23243500 |
|  | Maximus, Inc. | 107469 | &nbsp;&nbsp;10149372 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Mayville Engineering <br>Co., Inc.<br>| 45520 | &nbsp;&nbsp;892192 |
|  | McGrath RentCorp | 85795 | &nbsp;&nbsp;9582444 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mercury Systems, <br>Inc.<br>| 90011 | &nbsp;&nbsp;8450233 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Microvast Holdings, <br>Inc.<br>| 246267 | &nbsp;&nbsp;645220 |
|  | Miller Industries, Inc. | 44361 | &nbsp;&nbsp;1817470 |
|  | MillerKnoll, Inc. | 217235 | &nbsp;&nbsp;4362079 |
| \* | Mistras Group, Inc. | 104430 | &nbsp;&nbsp;1476640 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Montrose <br>Environmental <br>Group, Inc.<br>| 71086 | &nbsp;&nbsp;1583796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MSC Industrial Direct <br>Co., Inc., Class A<br>| 98470 | &nbsp;&nbsp;8304960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mueller Water <br>Products, Inc., <br>Class A<br>| 576931 | &nbsp;&nbsp;15617522 |
| \* | MYR Group, Inc. | 56937 | &nbsp;&nbsp;14236527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Presto <br>Industries, Inc.<br>| 34842 | &nbsp;&nbsp;4438871 |
|  | NL Industries, Inc. | 96157 | &nbsp;&nbsp;584635 |
| \* | NN, Inc. | 15097 | &nbsp;&nbsp;22495 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NPK International, <br>Inc.<br>| 547600 | &nbsp;&nbsp;7562356 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NWPX Infrastructure, <br>Inc.<br>| 66018 | &nbsp;&nbsp;4452914 |
|  | Omega Flex, Inc. | 64848 | &nbsp;&nbsp;2139336 |
| \* | OPENLANE, Inc. | 501425 | &nbsp;&nbsp;15062807 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Optex Systems <br>Holdings, Inc.<br>| 3620 | &nbsp;&nbsp;54047 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Orion Group Holdings, <br>Inc.<br>| 139092 | &nbsp;&nbsp;$1699704 |
| \* | PAMT Corp. | 161461 | &nbsp;&nbsp;1751852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pangaea Logistics <br>Solutions Ltd.<br>| 81316 | &nbsp;&nbsp;689560 |
|  | Park Aerospace Corp. | 120073 | &nbsp;&nbsp;2940588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Park-Ohio Holdings <br>Corp.<br>| 100317 | &nbsp;&nbsp;2263152 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp;Pegasus Cos., Inc. <br>PEGX US<br>| 8 | &nbsp;&nbsp;536 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Perma-Fix <br>Environmental <br>Services, Inc.<br>| 14680 | &nbsp;&nbsp;224164 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Perma-Pipe <br>International <br>Holdings, Inc.<br>| 45826 | &nbsp;&nbsp;1323455 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pioneer Power <br>Solutions, Inc.<br>| 6733 | &nbsp;&nbsp;28750 |
|  | Pitney Bowes, Inc. | 281407 | &nbsp;&nbsp;2935075 |
| \* | Planet Labs PBC | 543093 | &nbsp;&nbsp;13561032 |
| #\* | Plug Power, Inc. | 1461441 | &nbsp;&nbsp;3090948 |
| # | Powell Industries, Inc. | 79358 | &nbsp;&nbsp;35202415 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Power Solutions <br>International, Inc.<br>| 38964 | &nbsp;&nbsp;2792160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Preformed Line <br>Products Co.<br>| 46482 | &nbsp;&nbsp;11664193 |
| \* | Proto Labs, Inc. | 63296 | &nbsp;&nbsp;3332534 |
|  | Quad/Graphics, Inc. | 292512 | &nbsp;&nbsp;1790173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Quanex Building <br>Products Corp.<br>| 112321 | &nbsp;&nbsp;2102649 |
| \* | Radiant Logistics, Inc. | 169135 | &nbsp;&nbsp;1138279 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;RCM Technologies, <br>Inc.<br>| 21550 | &nbsp;&nbsp;448455 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Resideo Technologies, <br>Inc.<br>| 339993 | &nbsp;&nbsp;11648160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Resources <br>Connection, Inc.<br>| 76667 | &nbsp;&nbsp;347302 |
|  | REV Group, Inc. | 226511 | &nbsp;&nbsp;14474053 |
|  | Robert Half, Inc. | 175689 | &nbsp;&nbsp;6080596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rush Enterprises, Inc. <br>(RUSHA US), <br>Class A<br>| 235248 | &nbsp;&nbsp;15100569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rush Enterprises, Inc. <br>(RUSHB US), <br>Class B<br>| 194295 | &nbsp;&nbsp;11465348 |
| #\* | RXO, Inc. | 191980 | &nbsp;&nbsp;2799068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Schneider National, <br>Inc., Class B<br>| 113113 | &nbsp;&nbsp;3035953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Science Applications <br>International Corp.<br>| 62802 | &nbsp;&nbsp;6390732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sensata Technologies <br>Holding PLC<br>| 231832 | &nbsp;&nbsp;8019069 |
| \* | SES AI Corp. | 94543 | &nbsp;&nbsp;191922 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shoals Technologies <br>Group, Inc., <br>Class A<br>| 282248 | &nbsp;&nbsp;2664421 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SIFCO Industries, <br>Inc.<br>| 45608 | &nbsp;&nbsp;$280945 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SiteOne Landscape <br>Supply, Inc.<br>| 7260 | &nbsp;&nbsp;1042100 |
| \* | SkyWest, Inc. | 185529 | &nbsp;&nbsp;17907259 |
| \* | Spire Global, Inc. | 5166 | &nbsp;&nbsp;59151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Standex International <br>Corp.<br>| 54731 | &nbsp;&nbsp;13135440 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Star Equity Holdings, <br>Inc.<br>| 2369 | &nbsp;&nbsp;24330 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sun Country Airlines <br>Holdings, Inc.<br>| 92408 | &nbsp;&nbsp;1620836 |
| #\* | Sunrun, Inc. | 651485 | &nbsp;&nbsp;12378215 |
| \* | TaskUS, Inc., Class A | 23221 | &nbsp;&nbsp;250787 |
| \* | Taylor Devices, Inc. | 2759 | &nbsp;&nbsp;200690 |
| # | Tecnoglass, Inc. | 173025 | &nbsp;&nbsp;8462653 |
|  | Tennant Co. | 63186 | &nbsp;&nbsp;4807823 |
|  | Terex Corp. | 191044 | &nbsp;&nbsp;10889508 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Thermon Group <br>Holdings, Inc.<br>| 128276 | &nbsp;&nbsp;5804489 |
| #\* | TIC Solutions, Inc. | 262632 | &nbsp;&nbsp;2652583 |
|  | Timken Co. | 4419 | &nbsp;&nbsp;411807 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Titan International, <br>Inc.<br>| 234577 | &nbsp;&nbsp;2237865 |
| \* | Titan Machinery, Inc. | 77754 | &nbsp;&nbsp;1265058 |
| \* | Transcat, Inc. | 32519 | &nbsp;&nbsp;1961221 |
| \* | Trex Co., Inc. | 108372 | &nbsp;&nbsp;4488768 |
|  | TriNet Group, Inc. | 109830 | &nbsp;&nbsp;6725989 |
|  | Trinity Industries, Inc. | 340831 | &nbsp;&nbsp;9795483 |
| \* | TrueBlue, Inc. | 93847 | &nbsp;&nbsp;503020 |
| \* | TTEC Holdings, Inc. | 12219 | &nbsp;&nbsp;38979 |
|  | Tutor Perini Corp. | 225294 | &nbsp;&nbsp;17773444 |
|  | Twin Disc, Inc. | 67461 | &nbsp;&nbsp;1159655 |
| #\*†† | &nbsp;&nbsp;&nbsp;&nbsp;U.S. Airways Group, <br>Inc.<br>| 5375 | &nbsp;&nbsp;0 |
|  | UFP Industries, Inc. | 32212 | &nbsp;&nbsp;3326855 |
| \* | Ultralife Corp. | 60767 | &nbsp;&nbsp;387693 |
|  | UniFirst Corp. | 36256 | &nbsp;&nbsp;7795040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Logistics <br>Holdings, Inc.<br>| 83500 | &nbsp;&nbsp;1336835 |
| #\* | Upwork, Inc. | 417198 | &nbsp;&nbsp;8356476 |
| \* | V2X, Inc. | 63502 | &nbsp;&nbsp;4370843 |
| \* | Verra Mobility Corp. | 395338 | &nbsp;&nbsp;7630023 |
| # | Vestis Corp. | 80813 | &nbsp;&nbsp;527709 |
| \* | Vicor Corp. | 3987 | &nbsp;&nbsp;628630 |
|  | Virco Mfg. Corp. | 67411 | &nbsp;&nbsp;471203 |
| \* | VirTra, Inc. | 2018 | &nbsp;&nbsp;9464 |
|  | VSE Corp. | 75217 | &nbsp;&nbsp;16440180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wabash National <br>Corp.<br>| 402905 | &nbsp;&nbsp;4081428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Werner Enterprises, <br>Inc.<br>| 181643 | &nbsp;&nbsp;6221273 |
| \* | Willdan Group, Inc. | 47861 | &nbsp;&nbsp;6040058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Willis Lease Finance <br>Corp.<br>| 74923 | &nbsp;&nbsp;13656964 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;WillScot Holdings <br>Corp.<br>| 363318 | &nbsp;&nbsp;7277260 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Worthington <br>Enterprises, Inc.<br>| 190294 | &nbsp;&nbsp;$10574638 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Xometry, Inc., <br>Class A<br>| 0 | &nbsp;&nbsp;0 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | &nbsp;&nbsp;1296257625 |
| INFORMATION TECHNOLOGY — (10.4%) | INFORMATION TECHNOLOGY — (10.4%) | INFORMATION TECHNOLOGY — (10.4%) | INFORMATION TECHNOLOGY — (10.4%) |
| \* | 8x8, Inc. | 19335 | &nbsp;&nbsp;32096 |
| \* | 908 Devices, Inc. | 6110 | &nbsp;&nbsp;38554 |
|  | A10 Networks, Inc. | 258635 | &nbsp;&nbsp;4510594 |
| \* | ACI Worldwide, Inc. | 142889 | &nbsp;&nbsp;6195667 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ACM Research, Inc., <br>Class A<br>| 47395 | &nbsp;&nbsp;2754597 |
|  | Adeia, Inc. | 392037 | &nbsp;&nbsp;7091949 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;ADTRAN Holdings, <br>Inc.<br>| 149655 | &nbsp;&nbsp;1379819 |
| \* | Agilysys, Inc. | 43105 | &nbsp;&nbsp;3739359 |
| \* | Airgain, Inc. | 26952 | &nbsp;&nbsp;113737 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alarm.com Holdings, <br>Inc.<br>| 182870 | &nbsp;&nbsp;8920399 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Alithya Group, Inc., <br>Class A<br>| 49462 | &nbsp;&nbsp;64301 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Alkami Technology, <br>Inc.<br>| 118 | &nbsp;&nbsp;2500 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Allegro MicroSystems, <br>Inc.<br>| 172279 | &nbsp;&nbsp;6358818 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alpha & Omega <br>Semiconductor Ltd.<br>| 109585 | &nbsp;&nbsp;2421829 |
| \* | Ambarella, Inc. | 60476 | &nbsp;&nbsp;3872883 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AmpliTech Group, <br>Inc.<br>| 14793 | &nbsp;&nbsp;44971 |
| \* | Amtech Systems, Inc. | 46592 | &nbsp;&nbsp;783212 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Applied <br>Optoelectronics, <br>Inc.<br>| 33517 | &nbsp;&nbsp;1461676 |
| \* | ASGN, Inc. | 65695 | &nbsp;&nbsp;3422053 |
| \* | AstroNova, Inc. | 59126 | &nbsp;&nbsp;537455 |
| \* | AvePoint, Inc. | 477852 | &nbsp;&nbsp;5557419 |
| \* | Aviat Networks, Inc. | 36139 | &nbsp;&nbsp;788192 |
|  | Avnet, Inc. | 171148 | &nbsp;&nbsp;10677924 |
| \* | Aware, Inc. | 75640 | &nbsp;&nbsp;136908 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Axcelis Technologies, <br>Inc.<br>| 93750 | &nbsp;&nbsp;8256563 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Backblaze, Inc., <br>Class A<br>| 82336 | &nbsp;&nbsp;374629 |
| # | Badger Meter, Inc. | 46454 | &nbsp;&nbsp;6809227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bel Fuse, Inc. (BELFA <br>US), Class A<br>| 25343 | &nbsp;&nbsp;4656776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bel Fuse, Inc. (BELFB <br>US), Class B<br>| 34930 | &nbsp;&nbsp;7027567 |
|  | Belden, Inc. | 148909 | &nbsp;&nbsp;17498297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Benchmark <br>Electronics, Inc.<br>| 266736 | &nbsp;&nbsp;13907615 |
| \* | Bill Holdings, Inc. | 177831 | &nbsp;&nbsp;7676964 |
| # | Bit Digital, Inc. | 0 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BK Technologies <br>Corp.<br>| 9534 | &nbsp;&nbsp;727254 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Blackbaud, Inc. | 116246 | &nbsp;&nbsp;$6242410 |
| \* | BlackLine, Inc. | 155627 | &nbsp;&nbsp;7231987 |
| \* | Box, Inc., Class A | 232661 | &nbsp;&nbsp;5897956 |
| \* | Braze, Inc., Class A | 46384 | &nbsp;&nbsp;965715 |
| #\* | C3.ai, Inc., Class A | 322709 | &nbsp;&nbsp;3553026 |
| \* | Calix, Inc. | 116867 | &nbsp;&nbsp;5220449 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;CCC Intelligent <br>Solutions Holdings, <br>Inc.<br>| 679409 | &nbsp;&nbsp;5149920 |
| \* | Cerence, Inc. | 120560 | &nbsp;&nbsp;1365945 |
| \* | CEVA, Inc. | 85607 | &nbsp;&nbsp;1805452 |
| #\* | Cipher Mining, Inc. | 373728 | &nbsp;&nbsp;5964699 |
| #\* | Cleanspark, Inc. | 801489 | &nbsp;&nbsp;9489630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Clear Secure, Inc., <br>Class A<br>| 216880 | &nbsp;&nbsp;7074626 |
| \* | Clearfield, Inc. | 38305 | &nbsp;&nbsp;1140340 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Climb Global <br>Solutions, Inc.<br>| 16083 | &nbsp;&nbsp;1907283 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Coda Octopus Group, <br>Inc.<br>| 2199 | &nbsp;&nbsp;23419 |
| \* | Cohu, Inc. | 198781 | &nbsp;&nbsp;5673210 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Commvault Systems, <br>Inc.<br>| 3713 | &nbsp;&nbsp;318204 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Comtech <br>Telecommunications <br>Corp.<br>| 19131 | &nbsp;&nbsp;106368 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Consensus Cloud <br>Solutions, Inc.<br>| 48034 | &nbsp;&nbsp;1026006 |
| #\* | Core Scientific, Inc. | 238248 | &nbsp;&nbsp;4286082 |
| \* | Corsair Gaming, Inc. | 65684 | &nbsp;&nbsp;334988 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CPS Technologies <br>Corp.<br>| 7817 | &nbsp;&nbsp;41743 |
| # | Crane NXT Co. | 123295 | &nbsp;&nbsp;6228863 |
| \* | Crexendo, Inc. | 29267 | &nbsp;&nbsp;204869 |
| \* | CS Disco, Inc. | 145822 | &nbsp;&nbsp;911388 |
|  | CSP, Inc. | 97739 | &nbsp;&nbsp;1116179 |
|  | CTS Corp. | 175120 | &nbsp;&nbsp;9002919 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CVD Equipment <br>Corp.<br>| 25326 | &nbsp;&nbsp;121818 |
| #\* | Daily Journal Corp. | 4065 | &nbsp;&nbsp;2383594 |
| \* | Daktronics, Inc. | 185479 | &nbsp;&nbsp;4293839 |
| \* | Data I/O Corp. | 46137 | &nbsp;&nbsp;143025 |
| \* | Diebold Nixdorf, Inc. | 53441 | &nbsp;&nbsp;3687963 |
| \* | Digi International, Inc. | 186138 | &nbsp;&nbsp;8016964 |
| #\* | Digital Turbine, Inc. | 209147 | &nbsp;&nbsp;1091747 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;DigitalOcean <br>Holdings, Inc.<br>| 185573 | &nbsp;&nbsp;10252908 |
| \* | Diodes, Inc. | 90187 | &nbsp;&nbsp;5338169 |
| \* | DXC Technology Co. | 566604 | &nbsp;&nbsp;8176096 |
| \* | Eastman Kodak Co. | 233514 | &nbsp;&nbsp;1709323 |
| \* | eGain Corp. | 71811 | &nbsp;&nbsp;737499 |
| \* | Electro-Sensors, Inc. | 4550 | &nbsp;&nbsp;19656 |
| #\* | Enphase Energy, Inc. | 147090 | &nbsp;&nbsp;5439388 |
|  | ePlus, Inc. | 92164 | &nbsp;&nbsp;7908593 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Everspin <br>Technologies, Inc.<br>| 52393 | &nbsp;&nbsp;680585 |
| #\* | Fastly, Inc., Class A | 312607 | &nbsp;&nbsp;2891615 |
| \* | Five9, Inc. | 148212 | &nbsp;&nbsp;2617424 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | FormFactor, Inc. | 145829 | &nbsp;&nbsp;$10279486 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Frequency <br>Electronics, Inc.<br>| 48233 | &nbsp;&nbsp;2536091 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Freshworks, Inc., <br>Class A<br>| 607981 | &nbsp;&nbsp;6554035 |
| #\* | Globant SA | 68161 | &nbsp;&nbsp;4558608 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grid Dynamics <br>Holdings, Inc.<br>| 217768 | &nbsp;&nbsp;1800941 |
| #\* | GSI Technology, Inc. | 6523 | &nbsp;&nbsp;47063 |
| # | Hackett Group, Inc. | 232309 | &nbsp;&nbsp;4239639 |
| \* | Harmonic, Inc. | 423969 | &nbsp;&nbsp;4120979 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;I3 Verticals, Inc., <br>Class A<br>| 83902 | &nbsp;&nbsp;1863463 |
| \* | Ichor Holdings Ltd. | 88669 | &nbsp;&nbsp;2690217 |
| \* | Identiv, Inc. | 33314 | &nbsp;&nbsp;110602 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;indie Semiconductor, <br>Inc., Class A<br>| 232566 | &nbsp;&nbsp;953521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Information Services <br>Group, Inc.<br>| 145438 | &nbsp;&nbsp;810090 |
| #\* | Inseego Corp. | 50533 | &nbsp;&nbsp;550304 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Insight Enterprises, <br>Inc.<br>| 56442 | &nbsp;&nbsp;4742257 |
| \* | Intapp, Inc. | 54176 | &nbsp;&nbsp;1839275 |
| \* | Intellicheck, Inc. | 10593 | &nbsp;&nbsp;60168 |
| \* | inTEST Corp. | 58615 | &nbsp;&nbsp;536327 |
| \* | IPG Photonics Corp. | 66698 | &nbsp;&nbsp;6163562 |
| \* | Itron, Inc. | 69037 | &nbsp;&nbsp;6840186 |
| \*» | Jamf Holding Corp. | 382095 | &nbsp;&nbsp;4986340 |
| \* | Key Tronic Corp. | 62233 | &nbsp;&nbsp;176119 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kimball Electronics, <br>Inc.<br>| 179364 | &nbsp;&nbsp;5418586 |
| \* | Knowles Corp. | 428309 | &nbsp;&nbsp;10382210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kulicke & Soffa <br>Industries, Inc.<br>| 194312 | &nbsp;&nbsp;11139907 |
| \* | KVH Industries, Inc. | 82201 | &nbsp;&nbsp;549103 |
| \* | Kyndryl Holdings, Inc. | 119501 | &nbsp;&nbsp;2748523 |
| \* | Lantronix, Inc. | 118543 | &nbsp;&nbsp;787126 |
| \* | LGL Group, Inc. | 51187 | &nbsp;&nbsp;370082 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LiveRamp Holdings, <br>Inc.<br>| 261337 | &nbsp;&nbsp;6363556 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Magnachip <br>Semiconductor <br>Corp.<br>| 55347 | &nbsp;&nbsp;160506 |
| \* | MaxLinear, Inc. | 277832 | &nbsp;&nbsp;4820385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Methode Electronics, <br>Inc.<br>| 100384 | &nbsp;&nbsp;802068 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mirion Technologies, <br>Inc.<br>| 183055 | &nbsp;&nbsp;4547086 |
| \* | Mitek Systems, Inc. | 114587 | &nbsp;&nbsp;1148162 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;M-Tron Industries, <br>Inc.<br>| 10461 | &nbsp;&nbsp;682476 |
| \* | N-able, Inc. | 521414 | &nbsp;&nbsp;3164983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Napco Security <br>Technologies, Inc.<br>| 124324 | &nbsp;&nbsp;4586312 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Navitas <br>Semiconductor <br>Corp.<br>| 266290 | &nbsp;&nbsp;2284768 |
| \* | nCino, Inc. | 273389 | &nbsp;&nbsp;5836855 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | NCR Voyix Corp. | 520479 | &nbsp;&nbsp;$5163152 |
| \* | NETGEAR, Inc. | 85242 | &nbsp;&nbsp;1782410 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NetScout Systems, <br>Inc.<br>| 286813 | &nbsp;&nbsp;7976270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Network-1 <br>Technologies, Inc.<br>| 41388 | &nbsp;&nbsp;54218 |
| \* | nLight, Inc. | 127459 | &nbsp;&nbsp;5813405 |
| \* | Novanta, Inc. | 52480 | &nbsp;&nbsp;7060659 |
| # | NVE Corp. | 15675 | &nbsp;&nbsp;1057906 |
| \* | ON24, Inc. | 121835 | &nbsp;&nbsp;971025 |
|  | OneSpan, Inc. | 79092 | &nbsp;&nbsp;931704 |
| \* | Ooma, Inc. | 49667 | &nbsp;&nbsp;583587 |
| \* | Optical Cable Corp. | 27967 | &nbsp;&nbsp;137877 |
| \* | OSI Systems, Inc. | 61580 | &nbsp;&nbsp;15403621 |
| #\* | Ouster, Inc. | 40090 | &nbsp;&nbsp;835075 |
| \* | PagerDuty, Inc. | 199498 | &nbsp;&nbsp;2114679 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PAR Technology <br>Corp.<br>| 122684 | &nbsp;&nbsp;3215548 |
|  | PC Connection, Inc. | 145240 | &nbsp;&nbsp;8541564 |
| \* | PDF Solutions, Inc. | 112541 | &nbsp;&nbsp;3584431 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Penguin Solutions, <br>Inc.<br>| 260800 | &nbsp;&nbsp;5009968 |
| \* | Photronics, Inc. | 266467 | &nbsp;&nbsp;9211764 |
| \* | Plexus Corp. | 175122 | &nbsp;&nbsp;34907068 |
| \* | Porch Group, Inc. | 285492 | &nbsp;&nbsp;2252532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Power Integrations, <br>Inc.<br>| 109115 | &nbsp;&nbsp;5012743 |
| \* | Powerfleet, Inc. NJ | 161624 | &nbsp;&nbsp;825899 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Progress Software <br>Corp.<br>| 158434 | &nbsp;&nbsp;6483119 |
| \* | Q2 Holdings, Inc. | 83066 | &nbsp;&nbsp;5087793 |
| \* | Qualys, Inc. | 64051 | &nbsp;&nbsp;8448327 |
| \* | QuickLogic Corp. | 2750 | &nbsp;&nbsp;20240 |
|  | Red Violet, Inc. | 31707 | &nbsp;&nbsp;1442034 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Research Solutions, <br>Inc.<br>| 4781 | &nbsp;&nbsp;13626 |
| \* | RF Industries Ltd. | 38238 | &nbsp;&nbsp;373203 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ribbon <br>Communications, <br>Inc.<br>| 424685 | &nbsp;&nbsp;1112675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Richardson <br>Electronics Ltd.<br>| 99509 | &nbsp;&nbsp;1203064 |
| \* | Rimini Street, Inc. | 62012 | &nbsp;&nbsp;213941 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;RingCentral, Inc., <br>Class A<br>| 245840 | &nbsp;&nbsp;6362339 |
| #\* | Riot Platforms, Inc. | 416538 | &nbsp;&nbsp;6443843 |
| \* | Rogers Corp. | 69899 | &nbsp;&nbsp;6796979 |
| \* | ScanSource, Inc. | 154727 | &nbsp;&nbsp;6651714 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SEMrush Holdings, <br>Inc., Class A<br>| 183452 | &nbsp;&nbsp;2181244 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SentinelOne, Inc., <br>Class A<br>| 446096 | &nbsp;&nbsp;6236422 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Silicon Laboratories, <br>Inc.<br>| 58377 | &nbsp;&nbsp;8315804 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;SkyWater Technology, <br>Inc.<br>| 39298 | &nbsp;&nbsp;1244175 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SolarEdge <br>Technologies, Inc.<br>| 16044 | &nbsp;&nbsp;496562 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | SoundThinking, Inc. | 13102 | &nbsp;&nbsp;$91452 |
| \* | Sprinklr, Inc., Class A | 296953 | &nbsp;&nbsp;1894560 |
| \* | SPS Commerce, Inc. | 35129 | &nbsp;&nbsp;3135615 |
| » | SRAX, Inc. | 29242 | &nbsp;&nbsp;2924 |
| \* | Synaptics, Inc. | 114442 | &nbsp;&nbsp;9442609 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Synchronoss <br>Technologies, Inc.<br>| 4646 | &nbsp;&nbsp;40885 |
| \* | Telos Corp. | 189572 | &nbsp;&nbsp;1035063 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tenable Holdings, <br>Inc.<br>| 161531 | &nbsp;&nbsp;3563374 |
| \* | Teradata Corp. | 253950 | &nbsp;&nbsp;7242654 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TransAct <br>Technologies, Inc.<br>| 35252 | &nbsp;&nbsp;129727 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Trio-Tech <br>International<br>| 28056 | &nbsp;&nbsp;157955 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TTM Technologies, <br>Inc.<br>| 593533 | &nbsp;&nbsp;58284941 |
| \* | Turtle Beach Corp. | 54381 | &nbsp;&nbsp;650397 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ultra Clean Holdings, <br>Inc.<br>| 166252 | &nbsp;&nbsp;7261887 |
| \* | Unisys Corp. | 222361 | &nbsp;&nbsp;584809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Display <br>Corp.<br>| 5843 | &nbsp;&nbsp;670893 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Veeco Instruments, <br>Inc.<br>| 212679 | &nbsp;&nbsp;6641965 |
| \* | Vertex, Inc., Class A | 47400 | &nbsp;&nbsp;879270 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Viant Technology, Inc., <br>Class A<br>| 31785 | &nbsp;&nbsp;375699 |
| \* | Viasat, Inc. | 233567 | &nbsp;&nbsp;10550221 |
| \* | Viavi Solutions, Inc. | 611800 | &nbsp;&nbsp;14964628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vishay <br>Intertechnology, <br>Inc.<br>| 347919 | &nbsp;&nbsp;7010568 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vishay Precision <br>Group, Inc.<br>| 85805 | &nbsp;&nbsp;4297114 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vistance Networks, <br>Inc.<br>| 634043 | &nbsp;&nbsp;11412774 |
|  | Vontier Corp. | 225831 | &nbsp;&nbsp;8468663 |
| \* | WidePoint Corp. | 3168 | &nbsp;&nbsp;20877 |
| # | Xerox Holdings Corp. | 189303 | &nbsp;&nbsp;414574 |
| \* | Xperi, Inc. | 72332 | &nbsp;&nbsp;409399 |
| \* | Yext, Inc. | 225809 | &nbsp;&nbsp;1616792 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Zeta Global Holdings <br>Corp., Class A<br>| 370090 | &nbsp;&nbsp;6876272 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INFORMATION <br>TECHNOLOGY | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INFORMATION <br>TECHNOLOGY |  | &nbsp;&nbsp;787590423 |
| MATERIALS — (4.8%) | MATERIALS — (4.8%) | MATERIALS — (4.8%) | MATERIALS — (4.8%) |
|  | AdvanSix, Inc. | 80012 | &nbsp;&nbsp;1267390 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alpha Metallurgical <br>Resources, Inc.<br>| 51391 | &nbsp;&nbsp;10781832 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Vanguard <br>Corp.<br>| 59507 | &nbsp;&nbsp;302296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ardagh Metal <br>Packaging SA<br>| 591521 | &nbsp;&nbsp;2596777 |
| \* | Arq, Inc. | 48017 | &nbsp;&nbsp;170941 |
| \* | Ascent Industries Co. | 35256 | &nbsp;&nbsp;571500 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | Ashland, Inc. | 134555 | &nbsp;&nbsp;$8229384 |
|  | Avient Corp. | 221361 | &nbsp;&nbsp;8002200 |
|  | Balchem Corp. | 7550 | &nbsp;&nbsp;1284784 |
|  | Cabot Corp. | 95848 | &nbsp;&nbsp;6919267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Caledonia Mining <br>Corp. PLC<br>| 31431 | &nbsp;&nbsp;862467 |
|  | Celanese Corp. | 124927 | &nbsp;&nbsp;5551756 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Century Aluminum <br>Co.<br>| 343569 | &nbsp;&nbsp;15573983 |
|  | Chemours Co. | 181906 | &nbsp;&nbsp;2726771 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Clearwater Paper <br>Corp.<br>| 91424 | &nbsp;&nbsp;1537752 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Compass Minerals <br>International, Inc.<br>| 125533 | &nbsp;&nbsp;3135814 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Core Molding <br>Technologies, Inc.<br>| 31245 | &nbsp;&nbsp;609902 |
| \* | Dakota Gold Corp. | 115997 | &nbsp;&nbsp;694822 |
| \* | Ecovyst, Inc. | 319426 | &nbsp;&nbsp;3389110 |
|  | Ferroglobe PLC | 110207 | &nbsp;&nbsp;523483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Flexible Solutions <br>International, Inc.<br>| 1551 | &nbsp;&nbsp;8949 |
| \* | Flotek Industries, Inc. | 91738 | &nbsp;&nbsp;1593489 |
| # | FMC Corp. | 211107 | &nbsp;&nbsp;3335491 |
|  | Fortitude Gold Corp. | 56138 | &nbsp;&nbsp;309320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Friedman Industries, <br>Inc.<br>| 62932 | &nbsp;&nbsp;1235355 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Graphic Packaging <br>Holding Co.<br>| 437850 | &nbsp;&nbsp;6414502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greif, Inc. (GEF US), <br>Class A<br>| 95064 | &nbsp;&nbsp;6713420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greif, Inc. (GEF/B <br>US), Class B<br>| 20094 | &nbsp;&nbsp;1671419 |
|  | Hawkins, Inc. | 94522 | &nbsp;&nbsp;12311490 |
|  | HB Fuller Co. | 131160 | &nbsp;&nbsp;7882716 |
|  | Huntsman Corp. | 467353 | &nbsp;&nbsp;5056759 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Idaho Strategic <br>Resources, Inc.<br>| 7745 | &nbsp;&nbsp;279285 |
| \* | Ingevity Corp. | 93211 | &nbsp;&nbsp;6132352 |
|  | Innospec, Inc. | 89016 | &nbsp;&nbsp;7274388 |
| \* | Intrepid Potash, Inc. | 47938 | &nbsp;&nbsp;1574284 |
| #\* | Ivanhoe Electric, Inc. | 196723 | &nbsp;&nbsp;3361996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kaiser Aluminum <br>Corp.<br>| 57991 | &nbsp;&nbsp;7110856 |
| \* | Knife River Corp. | 112950 | &nbsp;&nbsp;7586851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koppers Holdings, <br>Inc.<br>| 70117 | &nbsp;&nbsp;2065647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kronos Worldwide, <br>Inc.<br>| 207739 | &nbsp;&nbsp;1090630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Louisiana-Pacific <br>Corp.<br>| 23463 | &nbsp;&nbsp;1964792 |
| \* | LSB Industries, Inc. | 76850 | &nbsp;&nbsp;713937 |
|  | Materion Corp. | 99969 | &nbsp;&nbsp;13823713 |
|  | Mativ Holdings, Inc. | 172825 | &nbsp;&nbsp;2082541 |
| #\* | McEwen, Inc. | 135219 | &nbsp;&nbsp;3265539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mercer International, <br>Inc.<br>| 177449 | &nbsp;&nbsp;360221 |
| \* | Metallus, Inc. | 253437 | &nbsp;&nbsp;5056068 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Minerals <br>Technologies, Inc.<br>| 162479 | &nbsp;&nbsp;$10684619 |
|  | Myers Industries, Inc. | 130402 | &nbsp;&nbsp;2695409 |
|  | Nexa Resources SA | 74221 | &nbsp;&nbsp;935927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northern Technologies <br>International Corp.<br>| 62762 | &nbsp;&nbsp;568624 |
| \* | O-I Glass, Inc. | 577269 | &nbsp;&nbsp;8820670 |
|  | Olin Corp. | 241732 | &nbsp;&nbsp;5030443 |
|  | Olympic Steel, Inc. | 39035 | &nbsp;&nbsp;1877193 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Perimeter Solutions, <br>Inc.<br>| 285861 | &nbsp;&nbsp;7475265 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Quaker Chemical <br>Corp.<br>| 43735 | &nbsp;&nbsp;6723819 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Ramaco Resources, <br>Inc. (METC US), <br>Class A<br>| 155677 | &nbsp;&nbsp;3037258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ramaco Resources, <br>Inc. (METCB US), <br>Class B<br>| 8842 | &nbsp;&nbsp;116007 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ranpak Holdings <br>Corp.<br>| 252193 | &nbsp;&nbsp;1271053 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rayonier Advanced <br>Materials, Inc.<br>| 233577 | &nbsp;&nbsp;1812558 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Resolute Forest <br>Products, Inc.<br>| 332327 | &nbsp;&nbsp;88499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ryerson Holding <br>Corp.<br>| 114995 | &nbsp;&nbsp;3245159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Scotts Miracle-Gro <br>Co.<br>| 149650 | &nbsp;&nbsp;9610523 |
|  | Sealed Air Corp. | 304574 | &nbsp;&nbsp;12755559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sensient Technologies <br>Corp.<br>| 113565 | &nbsp;&nbsp;10734164 |
| # | Silgan Holdings, Inc. | 125654 | &nbsp;&nbsp;5421970 |
| \* | Smith-Midland Corp. | 1828 | &nbsp;&nbsp;64236 |
|  | Sonoco Products Co. | 153416 | &nbsp;&nbsp;7363968 |
|  | Stepan Co. | 78849 | &nbsp;&nbsp;4542491 |
|  | SunCoke Energy, Inc. | 303488 | &nbsp;&nbsp;2385416 |
|  | Sylvamo Corp. | 155378 | &nbsp;&nbsp;7604199 |
| \* | Tredegar Corp. | 90159 | &nbsp;&nbsp;770859 |
|  | TriMas Corp. | 145682 | &nbsp;&nbsp;5065363 |
|  | Trinseo PLC | 15905 | &nbsp;&nbsp;7157 |
|  | Tronox Holdings PLC | 317069 | &nbsp;&nbsp;1921438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;U.S. Lime & Minerals, <br>Inc.<br>| 243627 | &nbsp;&nbsp;29364362 |
|  | Warrior Met Coal, Inc. | 193538 | &nbsp;&nbsp;17282943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Worthington Steel, <br>Inc.<br>| 148857 | &nbsp;&nbsp;5988517 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | &nbsp;&nbsp;360273909 |
| REAL ESTATE — (1.2%) | REAL ESTATE — (1.2%) | REAL ESTATE — (1.2%) | REAL ESTATE — (1.2%) |
| \* | AMREP Corp. | 53380 | &nbsp;&nbsp;1109236 |
| \* | CKX Lands, Inc. | 11773 | &nbsp;&nbsp;128914 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cushman & Wakefield <br>Ltd.<br>| 595785 | &nbsp;&nbsp;9794705 |
| \* | Douglas Elliman, Inc. | 110449 | &nbsp;&nbsp;298212 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;eXp World Holdings, <br>Inc.<br>| 290375 | &nbsp;&nbsp;2624990 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Five Point <br>Holdings LLC, <br>Class A<br>| 61736 | &nbsp;&nbsp;$327818 |
| \* | Forestar Group, Inc. | 169753 | &nbsp;&nbsp;4416973 |
| \* | FRP Holdings, Inc. | 150320 | &nbsp;&nbsp;3594151 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Howard Hughes <br>Holdings, Inc.<br>| 234720 | &nbsp;&nbsp;19167235 |
| \*» | JW Mays, Inc. | 2700 | &nbsp;&nbsp;106812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kennedy-Wilson <br>Holdings, Inc.<br>| 395848 | &nbsp;&nbsp;3899103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marcus & Millichap, <br>Inc.<br>| 204712 | &nbsp;&nbsp;5568166 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Maui Land & <br>Pineapple Co., Inc.<br>| 27666 | &nbsp;&nbsp;473919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Newmark Group, Inc., <br>Class A<br>| 497297 | &nbsp;&nbsp;8866806 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Offerpad Solutions, <br>Inc.<br>| 13041 | &nbsp;&nbsp;13302 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Opendoor <br>Technologies, Inc.<br>| 674984 | &nbsp;&nbsp;3476168 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;RE/MAX Holdings, <br>Inc., Class A<br>| 51369 | &nbsp;&nbsp;399651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RMR Group, Inc., <br>Class A<br>| 22546 | &nbsp;&nbsp;341572 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Seaport Entertainment <br>Group, Inc.<br>| 53376 | &nbsp;&nbsp;1008273 |
|  | St. Joe Co. | 295676 | &nbsp;&nbsp;19570795 |
| \* | Star Holdings | 11397 | &nbsp;&nbsp;89125 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Stratus Properties, <br>Inc.<br>| 52202 | &nbsp;&nbsp;1548833 |
| \* | Tejon Ranch Co. | 127690 | &nbsp;&nbsp;2054532 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | &nbsp;&nbsp;88879291 |
| UTILITIES — (2.4%) | UTILITIES — (2.4%) | UTILITIES — (2.4%) | UTILITIES — (2.4%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American States <br>Water Co.<br>| 127003 | &nbsp;&nbsp;9266139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Artesian Resources <br>Corp., Class A<br>| 33665 | &nbsp;&nbsp;1123064 |
|  | Avista Corp. | 266241 | &nbsp;&nbsp;10993091 |
|  | Black Hills Corp. | 135715 | &nbsp;&nbsp;9904481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;California Water <br>Service Group<br>| 219354 | &nbsp;&nbsp;9805124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chesapeake Utilities <br>Corp.<br>| 82445 | &nbsp;&nbsp;10609022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Consolidated Water <br>Co. Ltd.<br>| 55536 | &nbsp;&nbsp;2103704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genie Energy Ltd., <br>Class B<br>| 161032 | &nbsp;&nbsp;2217411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Water <br>Resources, Inc.<br>| 28505 | &nbsp;&nbsp;247138 |
|  | H2O America | 125871 | &nbsp;&nbsp;6550327 |
| \* | Hallador Energy Co. | 125340 | &nbsp;&nbsp;2317537 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hawaiian Electric <br>Industries, Inc.<br>| 393505 | &nbsp;&nbsp;6028496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MDU Resources <br>Group, Inc.<br>| 341634 | &nbsp;&nbsp;7006913 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) |
|  | MGE Energy, Inc. | 127383 | &nbsp;&nbsp;$10175354 |
|  | Middlesex Water Co. | 64582 | &nbsp;&nbsp;3382805 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Montauk Renewables, <br>Inc.<br>| 52020 | &nbsp;&nbsp;90515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New Jersey <br>Resources Corp.<br>| 185489 | &nbsp;&nbsp;9177996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northwest Natural <br>Holding Co.<br>| 146473 | &nbsp;&nbsp;6819783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northwestern Energy <br>Group, Inc.<br>| 148396 | &nbsp;&nbsp;10070152 |
|  | ONE Gas, Inc. | 101097 | &nbsp;&nbsp;8043277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ormat Technologies, <br>Inc.<br>| 44218 | &nbsp;&nbsp;5524597 |
| # | Otter Tail Corp. | 158019 | &nbsp;&nbsp;14088974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Portland General <br>Electric Co.<br>| 195743 | &nbsp;&nbsp;9836086 |
| \* | Pure Cycle Corp. | 88608 | &nbsp;&nbsp;1026081 |
|  | RGC Resources, Inc. | 24690 | &nbsp;&nbsp;536020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southwest Gas <br>Holdings, Inc.<br>| 11540 | &nbsp;&nbsp;955743 |
|  | Spire, Inc. | 108997 | &nbsp;&nbsp;9209156 |
|  | TXNM Energy, Inc. | 151814 | &nbsp;&nbsp;8944881 |
|  | Unitil Corp. | 63333 | &nbsp;&nbsp;3224283 |
|  | York Water Co. | 55507 | &nbsp;&nbsp;1863925 |
| TOTAL UTILITIES | TOTAL UTILITIES |  | &nbsp;&nbsp;181142075 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS |  | &nbsp;&nbsp;6941281461 |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| CONSUMER DISCRETIONARY — (0.0%) | CONSUMER DISCRETIONARY — (0.0%) | CONSUMER DISCRETIONARY — (0.0%) | CONSUMER DISCRETIONARY — (0.0%) |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp;Bed Bath & Beyond, <br>Inc. Warrants <br>10/07/2026<br>| 6227 | &nbsp;&nbsp;4172 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL <br>RIGHTS/WARRANTS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL <br>RIGHTS/WARRANTS |  | &nbsp;&nbsp;4172 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $4,328,346,031) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $4,328,346,031) |  | &nbsp;&nbsp;6941285633 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| TEMPORARY CASH INVESTMENTS — (1.2%) | TEMPORARY CASH INVESTMENTS — (1.2%) | TEMPORARY CASH INVESTMENTS — (1.2%) | TEMPORARY CASH INVESTMENTS — (1.2%) |
| Ɏ | &nbsp;&nbsp;&nbsp;&nbsp;State Street <br>Institutional <br>U.S. Government <br>Money Market Fund <br>3.720%<br>| 90772005 | &nbsp;&nbsp;90772005 |
| SECURITIES LENDING COLLATERAL — (7.0%) | SECURITIES LENDING COLLATERAL — (7.0%) | SECURITIES LENDING COLLATERAL — (7.0%) | SECURITIES LENDING COLLATERAL — (7.0%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund <br>| 45640667 | &nbsp;&nbsp;527925596 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $4,947,043,304)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $4,947,043,304)^^ |  | &nbsp;&nbsp;$7559983234 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

As of January 31, 2026, U.S. Micro Cap Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br>**Contracts**<br>| **Expiration**<br>**Date**<br>| **Notional**<br>**Value**<br>| **Market**<br>**Value**<br>| **Unrealized**<br>**Appreciation**<br>**(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp;&nbsp;&nbsp;232 | 03/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;$80985949 | &nbsp;&nbsp;&nbsp;&nbsp;$80802700 | &nbsp;&nbsp;&nbsp;&nbsp;$(183249)<br>|
| **Total Futures Contracts** |  |  | &nbsp;&nbsp;**$80985949** | &nbsp;&nbsp;**$80802700** | &nbsp;&nbsp;**$(183249)**<br>|

---

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;$204554213 | &nbsp;&nbsp;&nbsp;$133379 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$204687592 |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Discretionary | &nbsp;&nbsp;&nbsp;899511677 | &nbsp;&nbsp;&nbsp;62160 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;899573837 |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Staples | &nbsp;&nbsp;&nbsp;260362905 | &nbsp;&nbsp;&nbsp;1314384 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;261677289 |
| &nbsp;&nbsp;&nbsp;&nbsp;Energy | &nbsp;&nbsp;&nbsp;428906648 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;428906648 |
| &nbsp;&nbsp;&nbsp;&nbsp;Financials | &nbsp;&nbsp;&nbsp;1585091644 | &nbsp;&nbsp;&nbsp;148040 | &nbsp;&nbsp;&nbsp;$1240 | &nbsp;&nbsp;&nbsp;1585240924 |
| &nbsp;&nbsp;&nbsp;&nbsp;Health Care | &nbsp;&nbsp;&nbsp;845941291 | &nbsp;&nbsp;&nbsp;7274 | &nbsp;&nbsp;&nbsp;1103283 | &nbsp;&nbsp;&nbsp;847051848 |
| &nbsp;&nbsp;&nbsp;&nbsp;Industrials | &nbsp;&nbsp;&nbsp;1296246676 | &nbsp;&nbsp;&nbsp;10949 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1296257625 |
| &nbsp;&nbsp;&nbsp;&nbsp;Information Technology | &nbsp;&nbsp;&nbsp;782601159 | &nbsp;&nbsp;&nbsp;4989264 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;787590423 |
| &nbsp;&nbsp;&nbsp;&nbsp;Materials | &nbsp;&nbsp;&nbsp;360185410 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;88499 | &nbsp;&nbsp;&nbsp;360273909 |
| &nbsp;&nbsp;&nbsp;&nbsp;Real Estate | &nbsp;&nbsp;&nbsp;88772479 | &nbsp;&nbsp;&nbsp;106812 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;88879291 |
| &nbsp;&nbsp;&nbsp;&nbsp;Utilities | &nbsp;&nbsp;&nbsp;181142075 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;181142075 |
| Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Discretionary | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4172 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4172 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;90772005 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;90772005 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;527925596 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;527925596 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$7024088182 | &nbsp;&nbsp;&nbsp;$534702030 | &nbsp;&nbsp;&nbsp;$1,193,022˂˃ | &nbsp;&nbsp;&nbsp;$7559983234 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts\*\* | &nbsp;&nbsp;&nbsp;(183249) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(183249) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp;$(183249) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$(183249) |
| &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 Real Estate Securities Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (97.0%) | COMMON STOCKS — (97.0%) | COMMON STOCKS — (97.0%) | COMMON STOCKS — (97.0%) |
| REAL ESTATE — (97.0%) | REAL ESTATE — (97.0%) | REAL ESTATE — (97.0%) | REAL ESTATE — (97.0%) |
|  | Acadia Realty Trust | 653614 | &nbsp;&nbsp;$13078816 |
|  | Agree Realty Corp. | 575131 | &nbsp;&nbsp;41541712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alexander & Baldwin, <br>Inc.<br>| 249224 | &nbsp;&nbsp;5168906 |
|  | Alexander's, Inc. | 11690 | &nbsp;&nbsp;2862881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alexandria Real Estate <br>Equities, Inc.<br>| 772434 | &nbsp;&nbsp;42205794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alpine Income Property <br>Trust, Inc.<br>| 66159 | &nbsp;&nbsp;1165722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Assets Trust, <br>Inc.<br>| 237289 | &nbsp;&nbsp;4285439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Healthcare <br>REIT, Inc.<br>| 1000811 | &nbsp;&nbsp;46948044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Homes 4 <br>Rent, Class A<br>| 1782327 | &nbsp;&nbsp;55822482 |
|  | American Tower Corp. | 2130511 | &nbsp;&nbsp;381958012 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Americold Realty Trust, <br>Inc.<br>| 1345287 | &nbsp;&nbsp;16695012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apartment Investment <br>& Management Co., <br>Class A<br>| 673473 | &nbsp;&nbsp;3960021 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Apple Hospitality REIT, <br>Inc.<br>| 1119593 | &nbsp;&nbsp;13032063 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ashford Hospitality <br>Trust, Inc.<br>| 15631 | &nbsp;&nbsp;61430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AvalonBay <br>Communities, Inc.<br>| 764107 | &nbsp;&nbsp;135758891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bluerock Homes Trust, <br>Inc.<br>| 21940 | &nbsp;&nbsp;190878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Braemar Hotels & <br>Resorts, Inc.<br>| 217043 | &nbsp;&nbsp;579505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brandywine Realty <br>Trust<br>| 516784 | &nbsp;&nbsp;1462499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brixmor Property <br>Group, Inc.<br>| 1666803 | &nbsp;&nbsp;44653652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Broadstone Net Lease, <br>Inc.<br>| 926405 | &nbsp;&nbsp;17147757 |
|  | BRT Apartments Corp. | 56474 | &nbsp;&nbsp;829603 |
| # | BXP, Inc. | 814375 | &nbsp;&nbsp;52665631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Camden Property <br>Trust<br>| 570883 | &nbsp;&nbsp;62254791 |
| # | CareTrust REIT, Inc. | 1212148 | &nbsp;&nbsp;45261606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CBL & Associates <br>Properties, Inc.<br>| 81715 | &nbsp;&nbsp;2925397 |
|  | Centerspace | 82596 | &nbsp;&nbsp;5308445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chatham Lodging <br>Trust<br>| 198190 | &nbsp;&nbsp;1409131 |
|  | Clipper Realty, Inc. | 76438 | &nbsp;&nbsp;266769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Community Healthcare <br>Trust, Inc.<br>| 142299 | &nbsp;&nbsp;2458927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COPT Defense <br>Properties<br>| 608683 | &nbsp;&nbsp;18753523 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cousins Properties, <br>Inc.<br>| 860666 | &nbsp;&nbsp;$21723210 |
|  | Crown Castle, Inc. | 2340379 | &nbsp;&nbsp;203168301 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;CTO Realty Growth, <br>Inc.<br>| 160517 | &nbsp;&nbsp;2852387 |
|  | CubeSmart | 1177320 | &nbsp;&nbsp;44184820 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Curbline Properties <br>Corp.<br>| 521709 | &nbsp;&nbsp;12651443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DiamondRock <br>Hospitality Co.<br>| 996932 | &nbsp;&nbsp;9151836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Digital Realty Trust, <br>Inc.<br>| 1850714 | &nbsp;&nbsp;307125988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Diversified Healthcare <br>Trust<br>| 819840 | &nbsp;&nbsp;4763270 |
| # | Douglas Emmett, Inc. | 818381 | &nbsp;&nbsp;8642103 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Easterly Government <br>Properties, Inc.<br>| 214669 | &nbsp;&nbsp;5021108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EastGroup Properties, <br>Inc.<br>| 276729 | &nbsp;&nbsp;50265056 |
| # | Elme Communities | 204166 | &nbsp;&nbsp;449165 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Empire State Realty <br>Trust, Inc., Class A<br>| 705277 | &nbsp;&nbsp;4675987 |
| # | EPR Properties | 399259 | &nbsp;&nbsp;21655808 |
|  | Equinix, Inc. | 383571 | &nbsp;&nbsp;314884941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Equity LifeStyle <br>Properties, Inc.<br>| 966602 | &nbsp;&nbsp;61060248 |
| # | Equity Residential | 1943275 | &nbsp;&nbsp;121104898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Essential Properties <br>Realty Trust, Inc.<br>| 1032050 | &nbsp;&nbsp;31333038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Essex Property Trust, <br>Inc.<br>| 342267 | &nbsp;&nbsp;86206789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Extra Space Storage, <br>Inc.<br>| 1144087 | &nbsp;&nbsp;157849683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Federal Realty <br>Investment Trust<br>| 436033 | &nbsp;&nbsp;44109098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Industrial Realty <br>Trust, Inc.<br>| 715503 | &nbsp;&nbsp;41520639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Four Corners Property <br>Trust, Inc.<br>| 518081 | &nbsp;&nbsp;12770697 |
|  | FrontView REIT, Inc. | 1488 | &nbsp;&nbsp;24418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gaming & Leisure <br>Properties, Inc.<br>| 1521462 | &nbsp;&nbsp;68085424 |
|  | Getty Realty Corp. | 270251 | &nbsp;&nbsp;8069695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gladstone Commercial <br>Corp.<br>| 240277 | &nbsp;&nbsp;2799227 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Global Medical REIT, <br>Inc.<br>| 63284 | &nbsp;&nbsp;2185829 |
|  | Global Net Lease, Inc. | 974713 | &nbsp;&nbsp;9220785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Self Storage, <br>Inc.<br>| 43975 | &nbsp;&nbsp;221194 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Healthcare Realty <br>Trust, Inc.<br>| 1680544 | &nbsp;&nbsp;28216334 |

---

------

**DFA Real Estate Securities Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Healthpeak Properties, <br>Inc.<br>| 3558281 | &nbsp;&nbsp;$61344764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Highwoods Properties, <br>Inc.<br>| 558187 | &nbsp;&nbsp;14429134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Host Hotels & Resorts, <br>Inc.<br>| 3725028 | &nbsp;&nbsp;69024769 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hudson Pacific <br>Properties, Inc.<br>| 270342 | &nbsp;&nbsp;2330348 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Independence Realty <br>Trust, Inc.<br>| 1177865 | &nbsp;&nbsp;19670346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Industrial Logistics <br>Properties Trust<br>| 266089 | &nbsp;&nbsp;1418254 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Innovative Industrial <br>Properties, Inc.<br>| 134681 | &nbsp;&nbsp;6507786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;InvenTrust Properties <br>Corp.<br>| 381413 | &nbsp;&nbsp;11209728 |
| # | Invitation Homes, Inc. | 2995379 | &nbsp;&nbsp;80066481 |
|  | Iron Mountain, Inc. | 1589621 | &nbsp;&nbsp;146451783 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;JBG SMITH <br>Properties<br>| 323895 | &nbsp;&nbsp;5454392 |
| # | Kilroy Realty Corp. | 560551 | &nbsp;&nbsp;19327798 |
|  | Kimco Realty Corp. | 3553204 | &nbsp;&nbsp;74901540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kite Realty Group <br>Trust<br>| 1108919 | &nbsp;&nbsp;26048507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lamar Advertising Co., <br>Class A<br>| 473388 | &nbsp;&nbsp;60740414 |
| # | Lineage, Inc. | 306209 | &nbsp;&nbsp;10934723 |
|  | LTC Properties, Inc. | 235934 | &nbsp;&nbsp;8604513 |
|  | LXP Industrial Trust | 297423 | &nbsp;&nbsp;14737310 |
|  | Macerich Co. | 1341726 | &nbsp;&nbsp;25398873 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Medical Properties <br>Trust, Inc.<br>| 2535959 | &nbsp;&nbsp;12730514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mid-America Apartment <br>Communities, Inc.<br>| 601107 | &nbsp;&nbsp;80728670 |
|  | Modiv Industrial, Inc. | 30447 | &nbsp;&nbsp;466448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Health <br>Investors, Inc.<br>| 253112 | &nbsp;&nbsp;20785557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Storage <br>Affiliates Trust<br>| 363255 | &nbsp;&nbsp;11555142 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;NET Lease Office <br>Properties<br>| 74754 | &nbsp;&nbsp;1458451 |
| # | NETSTREIT Corp. | 410370 | &nbsp;&nbsp;7731371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NexPoint Residential <br>Trust, Inc.<br>| 114520 | &nbsp;&nbsp;3460794 |
|  | NNN REIT, Inc. | 984706 | &nbsp;&nbsp;41032699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Omega Healthcare <br>Investors, Inc.<br>| 1561530 | &nbsp;&nbsp;68519936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;One Liberty Properties, <br>Inc.<br>| 85292 | &nbsp;&nbsp;1838043 |
|  | Orion Properties, Inc. | 158580 | &nbsp;&nbsp;353633 |
| # | Outfront Media, Inc. | 736479 | &nbsp;&nbsp;17911169 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Park Hotels & Resorts, <br>Inc.<br>| 973625 | &nbsp;&nbsp;10641721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Peakstone Realty <br>Trust<br>| 65824 | &nbsp;&nbsp;1028171 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Pebblebrook Hotel <br>Trust<br>| 346679 | &nbsp;&nbsp;3959074 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Phillips Edison & Co., <br>Inc.<br>| 632502 | &nbsp;&nbsp;$22915547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Piedmont Realty Trust, <br>Inc.<br>| 613274 | &nbsp;&nbsp;5163767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Postal Realty Trust, <br>Inc., Class A<br>| 120232 | &nbsp;&nbsp;2191829 |
|  | Prologis, Inc. | 3585317 | &nbsp;&nbsp;468098988 |
|  | Public Storage | 848687 | &nbsp;&nbsp;234398863 |
|  | Realty Income Corp. | 4896985 | &nbsp;&nbsp;299499603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Regency Centers <br>Corp.<br>| 895596 | &nbsp;&nbsp;65262081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rexford Industrial <br>Realty, Inc.<br>| 1223082 | &nbsp;&nbsp;49571513 |
| # | RLJ Lodging Trust | 469183 | &nbsp;&nbsp;3486030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ryman Hospitality <br>Properties, Inc.<br>| 313403 | &nbsp;&nbsp;29679264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sabra Health Care <br>REIT, Inc.<br>| 1233370 | &nbsp;&nbsp;23101020 |
|  | Saul Centers, Inc. | 71999 | &nbsp;&nbsp;2284528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SBA Communications <br>Corp.<br>| 578235 | &nbsp;&nbsp;106458846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Service Properties <br>Trust<br>| 482192 | &nbsp;&nbsp;959562 |
|  | Sila Realty Trust, Inc. | 254712 | &nbsp;&nbsp;6202237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Simon Property Group, <br>Inc.<br>| 1577142 | &nbsp;&nbsp;301723036 |
| # | SL Green Realty Corp. | 344656 | &nbsp;&nbsp;15433696 |
|  | STAG Industrial, Inc. | 987419 | &nbsp;&nbsp;37038087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Strawberry Fields <br>REIT, Inc.<br>| 5402 | &nbsp;&nbsp;70874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Summit Hotel <br>Properties, Inc.<br>| 559336 | &nbsp;&nbsp;2472265 |
|  | Sun Communities, Inc. | 666130 | &nbsp;&nbsp;84884946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunstone Hotel <br>Investors, Inc.<br>| 883515 | &nbsp;&nbsp;7748427 |
|  | Tanger, Inc. | 601153 | &nbsp;&nbsp;19669726 |
|  | Terreno Realty Corp. | 547713 | &nbsp;&nbsp;33706258 |
|  | UDR, Inc. | 1680040 | &nbsp;&nbsp;62413486 |
|  | UMH Properties, Inc. | 395817 | &nbsp;&nbsp;6186620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Health <br>Realty Income Trust<br>| 70810 | &nbsp;&nbsp;2813281 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Urban Edge <br>Properties<br>| 645803 | &nbsp;&nbsp;12547952 |
|  | Ventas, Inc. | 2550175 | &nbsp;&nbsp;198072092 |
|  | Veris Residential, Inc. | 411782 | &nbsp;&nbsp;6254969 |
|  | VICI Properties, Inc. | 5744075 | &nbsp;&nbsp;161293626 |
|  | Vornado Realty Trust | 807809 | &nbsp;&nbsp;25752951 |
|  | Welltower, Inc. | 2621794 | &nbsp;&nbsp;493841118 |
|  | Whitestone REIT | 219841 | &nbsp;&nbsp;3130536 |
|  | WP Carey, Inc. | 1170756 | &nbsp;&nbsp;81660231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xenia Hotels & <br>Resorts, Inc.<br>| 468834 | &nbsp;&nbsp;6915302 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | &nbsp;&nbsp;6532412771 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS<br>Cost ($4116797459) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS<br>Cost ($4116797459) |  | &nbsp;&nbsp;6532412771 |

---

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

------

**DFA Real Estate Securities Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| 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>| 57993164 | &nbsp;&nbsp;$57993164 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| SECURITIES LENDING COLLATERAL — (2.1%) | SECURITIES LENDING COLLATERAL — (2.1%) | SECURITIES LENDING COLLATERAL — (2.1%) | SECURITIES LENDING COLLATERAL — (2.1%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund <br>| 12190820 | &nbsp;&nbsp;$141011215 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $4,315,801,838)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $4,315,801,838)^^ |  | &nbsp;&nbsp;$6731417150 |

---

As of January 31, 2026, DFA Real Estate Securities Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br>**Contracts**<br>| **Expiration**<br>**Date**<br>| **Notional**<br>**Value**<br>| **Market**<br>**Value**<br>| **Unrealized**<br>**Appreciation**<br>**(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp;&nbsp;&nbsp;143 | 03/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;$49811503 | &nbsp;&nbsp;&nbsp;&nbsp;$49805113 | &nbsp;&nbsp;&nbsp;&nbsp;$(6390)<br>|
| **Total Futures Contracts** |  |  | &nbsp;&nbsp;**$49811503** | &nbsp;&nbsp;**$49805113** | &nbsp;&nbsp;**$(6390)**<br>|

---

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;Real Estate | &nbsp;&nbsp;&nbsp;$6532412771 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$6532412771 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;57993164 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;57993164 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$141011215 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;141011215 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$6590405935 | &nbsp;&nbsp;&nbsp;$141011215 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$6731417150 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts\*\* | &nbsp;&nbsp;&nbsp;(6390) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(6390) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp;$(6390) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$(6390) |
| &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. |

---

------

**Large Cap International Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (96.3%) | COMMON STOCKS — (96.3%) | COMMON STOCKS — (96.3%) |  |
| AUSTRALIA — (5.9%) | AUSTRALIA — (5.9%) | AUSTRALIA — (5.9%) |  |
|  | ALS Ltd. | 254328 | &nbsp;&nbsp;$4336665 |
| # | Ampol Ltd. | 106039 | &nbsp;&nbsp;2130397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ANZ Group Holdings <br>Ltd.<br>| 684516 | &nbsp;&nbsp;17414316 |
|  | APA Group | 518686 | &nbsp;&nbsp;3193285 |
|  | Aristocrat Leisure Ltd. | 116336 | &nbsp;&nbsp;4321850 |
|  | ASX Ltd. | 52145 | &nbsp;&nbsp;2075599 |
|  | Atlas Arteria Ltd. | 396660 | &nbsp;&nbsp;1368907 |
|  | Aurizon Holdings Ltd. | 250591 | &nbsp;&nbsp;641005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bendigo & Adelaide <br>Bank Ltd.<br>| 117124 | &nbsp;&nbsp;891876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BHP Group Ltd. (BHP <br>AU)<br>| 1212466 | &nbsp;&nbsp;41760182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BHP Group Ltd. (BHP <br>LN), Class DI<br>| 242396 | &nbsp;&nbsp;8364996 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;BHP Group Ltd. (BHP <br>US), Sponsored <br>ADR<br>| 300265 | &nbsp;&nbsp;20637214 |
|  | BlueScope Steel Ltd. | 232410 | &nbsp;&nbsp;4850643 |
|  | Brambles Ltd. | 571987 | &nbsp;&nbsp;8878784 |
| \* | Capricorn Metals Ltd. | 178408 | &nbsp;&nbsp;1671043 |
|  | CAR Group Ltd. | 59713 | &nbsp;&nbsp;1142603 |
|  | Challenger Ltd. | 138627 | &nbsp;&nbsp;882977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cleanaway Waste <br>Management Ltd.<br>| 159236 | &nbsp;&nbsp;272938 |
|  | Cochlear Ltd. | 22735 | &nbsp;&nbsp;4237653 |
|  | Coles Group Ltd. | 537120 | &nbsp;&nbsp;7935862 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Bank <br>of Australia<br>| 372709 | &nbsp;&nbsp;38583150 |
|  | Computershare Ltd. | 211591 | &nbsp;&nbsp;4805350 |
|  | CSL Ltd. | 89102 | &nbsp;&nbsp;11227729 |
|  | Dyno Nobel Ltd. | 84736 | &nbsp;&nbsp;206374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eagers Automotive <br>Ltd.<br>| 78890 | &nbsp;&nbsp;1464485 |
| # | Endeavour Group Ltd. | 167837 | &nbsp;&nbsp;431164 |
|  | Evolution Mining Ltd. | 1235970 | &nbsp;&nbsp;11869301 |
|  | Fortescue Ltd. | 677488 | &nbsp;&nbsp;9810612 |
| \* | Genesis Minerals Ltd. | 431023 | &nbsp;&nbsp;2128387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harvey Norman <br>Holdings Ltd.<br>| 408622 | &nbsp;&nbsp;1836230 |
|  | HUB24 Ltd. | 37812 | &nbsp;&nbsp;2649338 |
| \* | IGO Ltd. | 163325 | &nbsp;&nbsp;933603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Insurance Australia <br>Group Ltd.<br>| 1347639 | &nbsp;&nbsp;7104942 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;James Hardie <br>Industries PLC (JHX <br>AU), CDI<br>| 157942 | &nbsp;&nbsp;3599012 |
|  | JB Hi-Fi Ltd. | 66225 | &nbsp;&nbsp;3731152 |
|  | Lottery Corp. Ltd.  | 855046 | &nbsp;&nbsp;3046036 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lynas Rare Earths <br>Ltd.<br>| 316189 | &nbsp;&nbsp;3182798 |
|  | Macquarie Group Ltd. | 70544 | &nbsp;&nbsp;10353080 |
|  | Medibank Pvt Ltd. | 954330 | &nbsp;&nbsp;3062124 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Mineral Resources <br>Ltd.<br>| 42879 | &nbsp;&nbsp;$1686663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Australia Bank <br>Ltd.<br>| 761920 | &nbsp;&nbsp;22887624 |
|  | Netwealth Group Ltd. | 54719 | &nbsp;&nbsp;927149 |
| #\* | NEXTDC Ltd. | 181867 | &nbsp;&nbsp;1680362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northern Star <br>Resources Ltd.<br>| 562018 | &nbsp;&nbsp;10331745 |
|  | Orica Ltd. | 258059 | &nbsp;&nbsp;4597115 |
|  | Origin Energy Ltd. | 639687 | &nbsp;&nbsp;5246273 |
|  | Perseus Mining Ltd. | 802656 | &nbsp;&nbsp;3091424 |
| \* | PLS Group Ltd. | 379134 | &nbsp;&nbsp;1112447 |
|  | Pro Medicus Ltd. | 25413 | &nbsp;&nbsp;3248881 |
|  | Qantas Airways Ltd. | 311858 | &nbsp;&nbsp;2180395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;QBE Insurance Group <br>Ltd.<br>| 708832 | &nbsp;&nbsp;9715090 |
|  | Qube Holdings Ltd. | 798076 | &nbsp;&nbsp;2639690 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ramsay Health Care <br>Ltd.<br>| 89719 | &nbsp;&nbsp;2263233 |
|  | REA Group Ltd. | 18766 | &nbsp;&nbsp;2467425 |
| # | Reece Ltd. | 79223 | &nbsp;&nbsp;810923 |
|  | Rio Tinto Ltd. | 145213 | &nbsp;&nbsp;15128980 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sandfire Resources <br>Ltd.<br>| 283071 | &nbsp;&nbsp;3841000 |
|  | Santos Ltd. | 2230872 | &nbsp;&nbsp;10879401 |
|  | SEEK Ltd. | 117034 | &nbsp;&nbsp;1699857 |
|  | SGH Ltd. | 107212 | &nbsp;&nbsp;3435924 |
| # | Sigma Healthcare Ltd. | 690842 | &nbsp;&nbsp;1480365 |
|  | Sonic Healthcare Ltd. | 213112 | &nbsp;&nbsp;3408048 |
|  | South32 Ltd. (S32 AU) | 2155314 | &nbsp;&nbsp;6827748 |
|  | Steadfast Group Ltd. | 124395 | &nbsp;&nbsp;450495 |
|  | Suncorp Group Ltd. | 411418 | &nbsp;&nbsp;4843185 |
|  | Technology One Ltd. | 173263 | &nbsp;&nbsp;3024963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telstra Group Ltd. <br>(TLS AU)<br>| 1417464 | &nbsp;&nbsp;4815543 |
| # | TPG Telecom Ltd. | 205620 | &nbsp;&nbsp;554673 |
|  | Transurban Group | 991946 | &nbsp;&nbsp;9594867 |
|  | Wesfarmers Ltd. | 328349 | &nbsp;&nbsp;18941331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westpac Banking <br>Corp.<br>| 748445 | &nbsp;&nbsp;20110038 |
|  | Whitehaven Coal Ltd. | 201331 | &nbsp;&nbsp;1230061 |
| # | WiseTech Global Ltd. | 48021 | &nbsp;&nbsp;1924039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Woodside Energy <br>Group Ltd. (WDS <br>AU)<br>| 656980 | &nbsp;&nbsp;11599963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Woodside Energy <br>Group Ltd. (WDS <br>LN)<br>| 43801 | &nbsp;&nbsp;773806 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Woodside Energy <br>Group Ltd. (WDS <br>US), ADR<br>| 68532 | &nbsp;&nbsp;1207534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Woolworths Group <br>Ltd.<br>| 361523 | &nbsp;&nbsp;7758421 |
|  | Worley Ltd. | 176761 | &nbsp;&nbsp;1644145 |

---

------

**Large Cap International Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |
| #\* | Xero Ltd. | 52534 | &nbsp;&nbsp;$3423707 |
| # | Yancoal Australia Ltd. | 297444 | &nbsp;&nbsp;1190627 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | &nbsp;&nbsp;471708822 |
| AUSTRIA — (0.3%) | AUSTRIA — (0.3%) | AUSTRIA — (0.3%) |  |
|  | Erste Group Bank AG | 129852 | &nbsp;&nbsp;16881916 |
|  | OMV AG | 82151 | &nbsp;&nbsp;4880404 |
|  | Verbund AG | 23881 | &nbsp;&nbsp;1752280 |
| TOTAL AUSTRIA | TOTAL AUSTRIA |  | &nbsp;&nbsp;23514600 |
| BELGIUM — (1.0%) | BELGIUM — (1.0%) | BELGIUM — (1.0%) |  |
|  | Ageas SA | 100829 | &nbsp;&nbsp;7161963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch InBev <br>SA (ABI BB)<br>| 360455 | &nbsp;&nbsp;25946635 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Argenx SE (ARGX <br>BB)<br>| 4901 | &nbsp;&nbsp;4121597 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Argenx SE (ARGX <br>US), ADR<br>| 1440 | &nbsp;&nbsp;1210320 |
| # | CMB Tech NV | 26813 | &nbsp;&nbsp;353422 |
|  | Elia Group SA | 18761 | &nbsp;&nbsp;2716230 |
|  | KBC Group NV | 140130 | &nbsp;&nbsp;19746491 |
|  | UCB SA | 57158 | &nbsp;&nbsp;17417495 |
| TOTAL BELGIUM | TOTAL BELGIUM |  | &nbsp;&nbsp;78674153 |
| CANADA — (10.8%) | CANADA — (10.8%) | CANADA — (10.8%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Agnico Eagle Mines <br>Ltd. (AEM CN)<br>| 437 | &nbsp;&nbsp;83071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Agnico Eagle Mines <br>Ltd. (AEM US)<br>| 147650 | &nbsp;&nbsp;28127325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alamos Gold, Inc. (AGI <br>US), Class A<br>| 175419 | &nbsp;&nbsp;6472961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alimentation <br>Couche-Tard, Inc.<br>| 272732 | &nbsp;&nbsp;14188914 |
|  | AltaGas Ltd. | 13604 | &nbsp;&nbsp;410323 |
|  | ARC Resources Ltd. | 232857 | &nbsp;&nbsp;4321446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AtkinsRealis Group, <br>Inc.<br>| 73331 | &nbsp;&nbsp;5146337 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Montreal <br>(BMO CN)<br>| 41107 | &nbsp;&nbsp;5596155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Montreal <br>(BMO US)<br>| 158839 | &nbsp;&nbsp;21625930 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Nova Scotia <br>(BNS CN)<br>| 159145 | &nbsp;&nbsp;11898036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Nova Scotia <br>(BNS US)<br>| 214751 | &nbsp;&nbsp;16046195 |
|  | Barrick Mining Corp. | 141262 | &nbsp;&nbsp;6468387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barrick Mining Corp. (B <br>US)<br>| 370439 | &nbsp;&nbsp;16962402 |
|  | BCE, Inc. (BCE US) | 18700 | &nbsp;&nbsp;483582 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bombardier, Inc. <br>(BBD/A CN), <br>Class A<br>| 900 | &nbsp;&nbsp;154665 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bombardier, Inc. <br>(BBD/B CN), <br>Class B<br>| 40943 | &nbsp;&nbsp;6994273 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brookfield Corp. (BN <br>CN)<br>| 79314 | &nbsp;&nbsp;$3615491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brookfield Corp. (BN <br>US)<br>| 209541 | &nbsp;&nbsp;9544583 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Brookfield Renewable <br>Corp.<br>| 52136 | &nbsp;&nbsp;2170943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brookfield Wealth <br>Solutions Ltd.<br>| 594 | &nbsp;&nbsp;27104 |
| \* | CAE, Inc. (CAE CN) | 44 | &nbsp;&nbsp;1410 |
| \* | CAE, Inc. (CAE US) | 16194 | &nbsp;&nbsp;518856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cameco Corp. (CCJ <br>US)<br>| 30156 | &nbsp;&nbsp;3720949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Imperial <br>Bank of Commerce <br>(CM CN)<br>| 169585 | &nbsp;&nbsp;15672586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Imperial <br>Bank of Commerce <br>(CM US)<br>| 171159 | &nbsp;&nbsp;15813380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian National <br>Railway Co. (CNI <br>US)<br>| 89334 | &nbsp;&nbsp;8595718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian National <br>Railway Co. (CNR <br>CN)<br>| 79808 | &nbsp;&nbsp;7677487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Natural <br>Resources Ltd. <br>(CNQ CN)<br>| 20072 | &nbsp;&nbsp;746334 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Natural <br>Resources Ltd. <br>(CNQ US)<br>| 873516 | &nbsp;&nbsp;32503530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Pacific <br>Kansas City Ltd. (CP <br>CN)<br>| 61565 | &nbsp;&nbsp;4576513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Pacific <br>Kansas City Ltd. (CP <br>US)<br>| 145636 | &nbsp;&nbsp;10826580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CCL Industries, Inc., <br>Class B<br>| 73986 | &nbsp;&nbsp;4458775 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Celestica, Inc. (CLS <br>CN)<br>| 1600 | &nbsp;&nbsp;449607 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Celestica, Inc. (CLS <br>US)<br>| 50359 | &nbsp;&nbsp;14150375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cenovus Energy, Inc. <br>(CVE CN)<br>| 69958 | &nbsp;&nbsp;1380510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cenovus Energy, Inc. <br>(CVE US)<br>| 594115 | &nbsp;&nbsp;11715948 |
|  | CGI, Inc. (GIB US) | 82960 | &nbsp;&nbsp;7116309 |
|  | CGI, Inc. (GIBA CN) | 199 | &nbsp;&nbsp;17055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Constellation Software, <br>Inc.<br>| 5232 | &nbsp;&nbsp;9655790 |
|  | Dollarama, Inc. | 116011 | &nbsp;&nbsp;15633987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Element Fleet <br>Management Corp.<br>| 174436 | &nbsp;&nbsp;4419669 |
| # | Emera, Inc. | 133662 | &nbsp;&nbsp;6624939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enbridge, Inc. (ENB <br>CN)<br>| 34287 | &nbsp;&nbsp;1673773 |

---

------

**Large Cap International Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enbridge, Inc. (ENB <br>US)<br>| 515160 | &nbsp;&nbsp;$25160414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Endeavour Mining <br>PLC<br>| 109934 | &nbsp;&nbsp;6001905 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Equinox Gold Corp. <br>(EQX CN)<br>| 28400 | &nbsp;&nbsp;406295 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Equinox Gold Corp. <br>(EQX US)<br>| 179600 | &nbsp;&nbsp;2568280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fairfax Financial <br>Holdings Ltd.<br>| 7892 | &nbsp;&nbsp;13024162 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;First Quantum Minerals <br>Ltd.<br>| 199143 | &nbsp;&nbsp;5629204 |
| # | Fortis, Inc. (FTS CN) | 149319 | &nbsp;&nbsp;7961341 |
| # | Fortis, Inc. (FTS US) | 47387 | &nbsp;&nbsp;2527149 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Franco-Nevada Corp. <br>(FNV US)<br>| 44857 | &nbsp;&nbsp;10512687 |
|  | George Weston Ltd. | 72644 | &nbsp;&nbsp;5066648 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;GFL Environmental, <br>Inc.<br>| 67426 | &nbsp;&nbsp;2895947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gildan Activewear, Inc. <br>(GIL US)<br>| 3453 | &nbsp;&nbsp;224376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great-West Lifeco, <br>Inc.<br>| 57478 | &nbsp;&nbsp;2690594 |
| Ω | Hydro One Ltd. | 126825 | &nbsp;&nbsp;5013763 |
|  | iA Financial Corp., Inc. | 71974 | &nbsp;&nbsp;8843660 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IAMGOLD Corp. (IAG <br>US)<br>| 55842 | &nbsp;&nbsp;1015208 |
|  | IGM Financial, Inc. | 32890 | &nbsp;&nbsp;1590817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Imperial Oil Ltd. (IMO <br>US)<br>| 69333 | &nbsp;&nbsp;7019966 |
|  | Intact Financial Corp. | 82238 | &nbsp;&nbsp;14972734 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Ivanhoe Mines Ltd., <br>Class A<br>| 134750 | &nbsp;&nbsp;1704105 |
|  | Keyera Corp. | 17379 | &nbsp;&nbsp;588511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinross Gold Corp. (K <br>CN)<br>| 407664 | &nbsp;&nbsp;12837831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinross Gold Corp. <br>(KGC US)<br>| 375679 | &nbsp;&nbsp;11856429 |
|  | Loblaw Cos. Ltd. L CN | 154765 | &nbsp;&nbsp;6963939 |
|  | Lundin Gold, Inc. | 19222 | &nbsp;&nbsp;1441032 |
|  | Lundin Mining Corp. | 284051 | &nbsp;&nbsp;7165683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magna International, <br>Inc. (MGA US)<br>| 159131 | &nbsp;&nbsp;8137959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Manulife Financial <br>Corp. (MFC CN)<br>| 217238 | &nbsp;&nbsp;8275353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Manulife Financial <br>Corp. (MFC US)<br>| 394624 | &nbsp;&nbsp;15039121 |
|  | Metro, Inc. | 98518 | &nbsp;&nbsp;6539906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Bank of <br>Canada<br>| 104399 | &nbsp;&nbsp;12439862 |
|  | Nutrien Ltd. (NTR CN) | 12443 | &nbsp;&nbsp;856704 |
|  | Nutrien Ltd. (NTR US) | 213234 | &nbsp;&nbsp;14689663 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Open Text Corp. <br>(OTEX US)<br>| 11362 | &nbsp;&nbsp;290072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pan American Silver <br>Corp. (PAAS US)<br>| 177832 | &nbsp;&nbsp;9709627 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pembina Pipeline <br>Corp. (PBA US)<br>| 241339 | &nbsp;&nbsp;$10034876 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Pembina Pipeline <br>Corp. (PPL CN)<br>| 2200 | &nbsp;&nbsp;91416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RB Global, Inc. (RBA <br>CN)<br>| 11649 | &nbsp;&nbsp;1322270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RB Global, Inc. (RBA <br>US)<br>| 50010 | &nbsp;&nbsp;5679636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Restaurant Brands <br>International, Inc. <br>(QSR CN)<br>| 58971 | &nbsp;&nbsp;3951033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Restaurant Brands <br>International, Inc. <br>(QSR US)<br>| 71674 | &nbsp;&nbsp;4801441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rogers <br>Communications, <br>Inc. (RCI US), <br>Class B<br>| 63944 | &nbsp;&nbsp;2417723 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Rogers <br>Communications, <br>Inc. (RCIB CN), <br>Class B<br>| 80132 | &nbsp;&nbsp;3024848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Royal Bank of Canada <br>(RY CN)<br>| 277111 | &nbsp;&nbsp;46140055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Royal Bank of Canada <br>(RY US)<br>| 235765 | &nbsp;&nbsp;39191216 |
|  | Saputo, Inc. | 79826 | &nbsp;&nbsp;2408293 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shopify, Inc. (SHOP <br>CN), Class A<br>| 9260 | &nbsp;&nbsp;1215058 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shopify, Inc. (SHOP <br>US), Class A<br>| 57996 | &nbsp;&nbsp;7610815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stantec, Inc. (STN <br>CN)<br>| 43878 | &nbsp;&nbsp;4348325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stantec, Inc. (STN <br>US)<br>| 2600 | &nbsp;&nbsp;257608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun Life Financial, Inc. <br>(SLF CN)<br>| 133113 | &nbsp;&nbsp;8387688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun Life Financial, Inc. <br>(SLF US)<br>| 118355 | &nbsp;&nbsp;7461099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suncor Energy, Inc. <br>(SU US)<br>| 571832 | &nbsp;&nbsp;30289941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TC Energy Corp. (TRP <br>US)<br>| 195287 | &nbsp;&nbsp;11457488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Teck Resources Ltd. <br>(TECK US), Class B<br>| 201224 | &nbsp;&nbsp;10817802 |
|  | TELUS Corp. | 81584 | &nbsp;&nbsp;1138395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TFI International, Inc. <br>(TFII US)<br>| 2 | &nbsp;&nbsp;215 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Thomson Reuters <br>Corp. (TRI US)<br>| 16507 | &nbsp;&nbsp;1826169 |
|  | TMX Group Ltd. | 44005 | &nbsp;&nbsp;1624596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toromont Industries <br>Ltd.<br>| 6082 | &nbsp;&nbsp;774739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toronto-Dominion Bank <br>(TD CN)<br>| 95463 | &nbsp;&nbsp;8921985 |

---

------

**Large Cap International Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toronto-Dominion Bank <br>(TD US)<br>| 269229 | &nbsp;&nbsp;$25170219 |
|  | Tourmaline Oil Corp. | 202586 | &nbsp;&nbsp;9587370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Waste Connections, <br>Inc. (WCN CN)<br>| 25531 | &nbsp;&nbsp;4271292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Waste Connections, <br>Inc. (WCN US)<br>| 51220 | &nbsp;&nbsp;8584441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wheaton Precious <br>Metals Corp. (WPM <br>US)<br>| 43015 | &nbsp;&nbsp;5672388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Whitecap Resources, <br>Inc. WCP CN<br>| 458285 | &nbsp;&nbsp;4180149 |
|  | WSP Global, Inc. | 45755 | &nbsp;&nbsp;8845216 |
| TOTAL CANADA | TOTAL CANADA |  | &nbsp;&nbsp;861454955 |
| DENMARK — (1.8%) | DENMARK — (1.8%) | DENMARK — (1.8%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AP Moller - Maersk AS <br>(MAERSKA DC), <br>Class A<br>| 1284 | &nbsp;&nbsp;3148584 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;AP Moller - Maersk AS <br>(MAERSKB DC), <br>Class B<br>| 1731 | &nbsp;&nbsp;4280286 |
| # | Carlsberg AS, Class B | 49267 | &nbsp;&nbsp;6697806 |
|  | Coloplast AS, Class B | 44703 | &nbsp;&nbsp;3810705 |
|  | Danske Bank AS | 264432 | &nbsp;&nbsp;13472289 |
| #\* | Demant AS | 3718 | &nbsp;&nbsp;130143 |
|  | DSV AS | 52173 | &nbsp;&nbsp;14670260 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Genmab AS (GMAB <br>DC)<br>| 26584 | &nbsp;&nbsp;8660681 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Genmab AS (GMAB <br>US), Sponsored <br>ADR<br>| 1009 | &nbsp;&nbsp;32924 |
|  | Jyske Bank AS | 5425 | &nbsp;&nbsp;789481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Novo Nordisk AS <br>(NOVOB DC), <br>Class B<br>| 923030 | &nbsp;&nbsp;54808803 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Novonesis Novozymes <br>B, Class B<br>| 185827 | &nbsp;&nbsp;11386280 |
| \*Ω | Orsted AS | 219370 | &nbsp;&nbsp;4934785 |
|  | Pandora AS | 52300 | &nbsp;&nbsp;4233352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rockwool AS ROCKB <br>DC, Class B<br>| 9671 | &nbsp;&nbsp;326589 |
|  | Tryg AS | 201083 | &nbsp;&nbsp;4886922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vestas Wind Systems <br>AS<br>| 340371 | &nbsp;&nbsp;10317116 |
| TOTAL DENMARK | TOTAL DENMARK |  | &nbsp;&nbsp;146587006 |
| FINLAND — (1.0%) | FINLAND — (1.0%) | FINLAND — (1.0%) |  |
|  | Fortum OYJ | 211567 | &nbsp;&nbsp;4997707 |
|  | Kone OYJ, Class B | 109489 | &nbsp;&nbsp;7868413 |
|  | Metso OYJ | 96880 | &nbsp;&nbsp;1894075 |
|  | Neste OYJ | 46136 | &nbsp;&nbsp;1178541 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nokia OYJ (NOK US), <br>Sponsored ADR<br>| 224074 | &nbsp;&nbsp;1440796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nokia OYJ (NOKIA <br>FH)<br>| 1564193 | &nbsp;&nbsp;10074824 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nokia OYJ (NOKIA <br>FP)<br>| 268823 | &nbsp;&nbsp;$1728353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nordea Bank Abp <br>(NDA FH)<br>| 745907 | &nbsp;&nbsp;14411216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nordea Bank Abp <br>(NDA SS)<br>| 598154 | &nbsp;&nbsp;11541373 |
|  | Sampo OYJ, Class A | 820603 | &nbsp;&nbsp;9151613 |
|  | UPM-Kymmene OYJ | 175918 | &nbsp;&nbsp;4853248 |
|  | Wartsila OYJ Abp | 283201 | &nbsp;&nbsp;11480971 |
| TOTAL FINLAND | TOTAL FINLAND |  | &nbsp;&nbsp;80621130 |
| FRANCE — (8.1%) | FRANCE — (8.1%) | FRANCE — (8.1%) |  |
|  | Accor SA | 32500 | &nbsp;&nbsp;1767386 |
|  | Aeroports de Paris SA | 14111 | &nbsp;&nbsp;1864371 |
|  | Air Liquide SA | 116240 | &nbsp;&nbsp;21767361 |
|  | Airbus SE | 128582 | &nbsp;&nbsp;29438814 |
| \* | Alstom SA | 55504 | &nbsp;&nbsp;1772153 |
| Ω | Amundi SA | 28160 | &nbsp;&nbsp;2503681 |
|  | AXA SA | 402621 | &nbsp;&nbsp;18359148 |
|  | BioMerieux | 19678 | &nbsp;&nbsp;2285137 |
|  | BNP Paribas SA | 230011 | &nbsp;&nbsp;24871645 |
|  | Bollore SE | 356077 | &nbsp;&nbsp;2030145 |
|  | Bouygues SA | 126311 | &nbsp;&nbsp;6827588 |
|  | Bureau Veritas SA | 168692 | &nbsp;&nbsp;5430588 |
|  | Capgemini SE | 56464 | &nbsp;&nbsp;8773266 |
|  | Carrefour SA | 57895 | &nbsp;&nbsp;948272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cie de Saint-Gobain <br>SA<br>| 190238 | &nbsp;&nbsp;18777529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cie Generale des <br>Etablissements <br>Michelin SCA<br>| 390422 | &nbsp;&nbsp;14498563 |
|  | Credit Agricole SA | 260750 | &nbsp;&nbsp;5646912 |
|  | Danone SA | 141797 | &nbsp;&nbsp;11111196 |
|  | Dassault Aviation SA | 8931 | &nbsp;&nbsp;3395342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dassault Systemes <br>SE<br>| 150671 | &nbsp;&nbsp;4144175 |
|  | Eiffage SA | 17020 | &nbsp;&nbsp;2524190 |
|  | Engie SA | 930761 | &nbsp;&nbsp;27789178 |
|  | EssilorLuxottica SA | 55442 | &nbsp;&nbsp;16948389 |
|  | Eurofins Scientific SE | 49907 | &nbsp;&nbsp;4037126 |
| Ω | Euronext NV | 37614 | &nbsp;&nbsp;5267981 |
|  | Getlink SE | 88747 | &nbsp;&nbsp;1756693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hermes International <br>SCA<br>| 9337 | &nbsp;&nbsp;22464801 |
|  | Ipsen SA | 7760 | &nbsp;&nbsp;1267714 |
|  | Kering SA | 24514 | &nbsp;&nbsp;7652723 |
|  | Legrand SA | 100536 | &nbsp;&nbsp;16051358 |
|  | L'Oreal SA | 48037 | &nbsp;&nbsp;22070072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LVMH Moet Hennessy <br>Louis Vuitton SE<br>| 85031 | &nbsp;&nbsp;54879371 |
|  | Orange SA (ORA FP) | 1251477 | &nbsp;&nbsp;23264977 |
|  | Pernod Ricard SA | 58318 | &nbsp;&nbsp;5214599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Publicis Groupe SA <br>(PUB FP)<br>| 104028 | &nbsp;&nbsp;10397417 |
|  | Renault SA | 26332 | &nbsp;&nbsp;993753 |
|  | Safran SA | 106656 | &nbsp;&nbsp;38107245 |
|  | Sanofi SA (SAN FP) | 216767 | &nbsp;&nbsp;20446253 |

---

------

**Large Cap International Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sartorius Stedim <br>Biotech<br>| 5431 | &nbsp;&nbsp;$1213654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Schneider Electric SE <br>(0NWV LI)<br>| 935 | &nbsp;&nbsp;267416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Schneider Electric SE <br>(SU FP)<br>| 100339 | &nbsp;&nbsp;28767375 |
|  | Societe Generale SA | 324830 | &nbsp;&nbsp;28464669 |
|  | Sodexo, Inc. | 16625 | &nbsp;&nbsp;850136 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;STMicroelectronics NV <br>(STM FP)<br>| 178896 | &nbsp;&nbsp;5051671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;STMicroelectronics NV <br>(STM US)<br>| 174942 | &nbsp;&nbsp;4879132 |
|  | Thales SA | 22965 | &nbsp;&nbsp;7030175 |
|  | TotalEnergies SE | 4831 | &nbsp;&nbsp;349764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TotalEnergies SE (TTE <br>FP)<br>| 877774 | &nbsp;&nbsp;63839350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Veolia Environnement <br>SA (VEOEY US), <br>ADR<br>| 34172 | &nbsp;&nbsp;641067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Veolia Environnement <br>SA (VIE FP)<br>| 229655 | &nbsp;&nbsp;8613705 |
|  | Vinci SA | 200949 | &nbsp;&nbsp;28893372 |
| TOTAL FRANCE | TOTAL FRANCE |  | &nbsp;&nbsp;646208598 |
| GERMANY — (7.4%) | GERMANY — (7.4%) | GERMANY — (7.4%) |  |
|  | adidas AG | 69786 | &nbsp;&nbsp;12373304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Allianz SE (ALIZY US), <br>ADR<br>| 69394 | &nbsp;&nbsp;3057500 |
|  | Allianz SE (ALV GR) | 73809 | &nbsp;&nbsp;32499698 |
| \* | Aumovio SE | 6061 | &nbsp;&nbsp;290832 |
|  | BASF SE | 436229 | &nbsp;&nbsp;23649699 |
|  | Bayer AG | 500434 | &nbsp;&nbsp;26468777 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bayerische Motoren <br>Werke AG<br>| 130059 | &nbsp;&nbsp;13393512 |
| # | Beiersdorf AG | 18394 | &nbsp;&nbsp;2194024 |
|  | Commerzbank AG | 395488 | &nbsp;&nbsp;16256408 |
|  | Continental AG | 57566 | &nbsp;&nbsp;4529824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daimler Truck Holding <br>AG<br>| 260984 | &nbsp;&nbsp;12636567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Bank AG <br>(DB US)<br>| 490604 | &nbsp;&nbsp;19241489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Bank AG <br>(DBK GR)<br>| 38988 | &nbsp;&nbsp;1538509 |
|  | Deutsche Boerse AG | 76165 | &nbsp;&nbsp;19286896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Lufthansa <br>AG<br>| 346934 | &nbsp;&nbsp;3573928 |
|  | Deutsche Post AG | 429180 | &nbsp;&nbsp;24003381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Telekom AG <br>(DTE GR)<br>| 1452446 | &nbsp;&nbsp;48741551 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;DWS Group GmbH & <br>Co. KGaA<br>| 6062 | &nbsp;&nbsp;443824 |
|  | E.ON SE | 1178430 | &nbsp;&nbsp;24994305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fresenius Medical <br>Care AG (FME GR)<br>| 97884 | &nbsp;&nbsp;4406637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fresenius SE & Co. <br>KGaA<br>| 186413 | &nbsp;&nbsp;10427523 |
|  | GEA Group AG | 7510 | &nbsp;&nbsp;536986 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |  |
|  | Hannover Rueck SE | 23545 | &nbsp;&nbsp;$6657338 |
| #Ω | Hapag-Lloyd AG | 11070 | &nbsp;&nbsp;1590331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heidelberg Materials <br>AG<br>| 77789 | &nbsp;&nbsp;21304119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henkel AG & Co. <br>KGaA<br>| 41920 | &nbsp;&nbsp;3460459 |
| # | Hensoldt AG | 4708 | &nbsp;&nbsp;467705 |
| # | HOCHTIEF AG | 8769 | &nbsp;&nbsp;3677232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Infineon Technologies <br>AG (IFX GR)<br>| 471920 | &nbsp;&nbsp;23068624 |
|  | Knorr-Bremse AG | 37399 | &nbsp;&nbsp;4354560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mercedes-Benz Group <br>AG<br>| 190332 | &nbsp;&nbsp;13008090 |
|  | Merck KGaA | 17732 | &nbsp;&nbsp;2641938 |
| # | MTU Aero Engines AG | 25832 | &nbsp;&nbsp;11484257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Muenchener <br>Rueckversicherungs-Gesellschaft <br>AG in Muenchen<br>| 46347 | &nbsp;&nbsp;28089821 |
| # | Nemetschek SE | 4226 | &nbsp;&nbsp;369244 |
|  | Rheinmetall AG | 17893 | &nbsp;&nbsp;37912515 |
|  | RWE AG | 241954 | &nbsp;&nbsp;15365012 |
|  | SAP SE (SAP GR) | 129747 | &nbsp;&nbsp;25919346 |
|  | Siemens AG (SIE GR) | 118417 | &nbsp;&nbsp;35801025 |
| \* | Siemens Energy AG | 178818 | &nbsp;&nbsp;30467014 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Siemens Healthineers <br>AG<br>| 64456 | &nbsp;&nbsp;3217222 |
|  | Symrise AG | 2185 | &nbsp;&nbsp;183949 |
| \* | Talanx AG | 39645 | &nbsp;&nbsp;5000450 |
|  | Volkswagen AG | 12177 | &nbsp;&nbsp;1477896 |
|  | Vonovia SE | 251595 | &nbsp;&nbsp;7366518 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp;587429839 |
| HONG KONG — (1.6%) | HONG KONG — (1.6%) | HONG KONG — (1.6%) |  |
|  | AIA Group Ltd. | 3249000 | &nbsp;&nbsp;37485251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BOC Hong Kong <br>Holdings Ltd.<br>| 1008000 | &nbsp;&nbsp;5308116 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Budweiser Brewing Co. <br>APAC Ltd.<br>| 477900 | &nbsp;&nbsp;471195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cathay Pacific Airways <br>Ltd.<br>| 1108000 | &nbsp;&nbsp;1737250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CK Asset Holdings <br>Ltd.<br>| 718486 | &nbsp;&nbsp;4208991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CK Hutchison Holdings <br>Ltd.<br>| 829962 | &nbsp;&nbsp;6692233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CK Infrastructure <br>Holdings Ltd.<br>| 200500 | &nbsp;&nbsp;1646757 |
|  | CLP Holdings Ltd. | 556900 | &nbsp;&nbsp;5264113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Galaxy Entertainment <br>Group Ltd.<br>| 630000 | &nbsp;&nbsp;3200880 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Henderson Land <br>Development Co. <br>Ltd.<br>| 572571 | &nbsp;&nbsp;2277468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HK Electric <br>Investments & HK <br>Electric Investments <br>Ltd.<br>| 903500 | &nbsp;&nbsp;772388 |
|  | HKT Trust & HKT Ltd. | 2862000 | &nbsp;&nbsp;4289051 |

---

------

**Large Cap International Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hong Kong & China <br>Gas Co. Ltd.<br>| 2510661 | &nbsp;&nbsp;$2364663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hong Kong Exchanges <br>& Clearing Ltd.<br>| 349451 | &nbsp;&nbsp;19265609 |
| # | MTR Corp. Ltd. | 356814 | &nbsp;&nbsp;1577767 |
|  | PCCW Ltd. | 599000 | &nbsp;&nbsp;447660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Power Assets Holdings <br>Ltd.<br>| 477707 | &nbsp;&nbsp;3705454 |
|  | PRADA SpA | 178500 | &nbsp;&nbsp;912559 |
|  | Sands China Ltd. | 886400 | &nbsp;&nbsp;1923735 |
|  | Sino Land Co. Ltd. | 1739584 | &nbsp;&nbsp;2617915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SITC International <br>Holdings Co. Ltd.<br>| 595000 | &nbsp;&nbsp;2221833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun Hung Kai <br>Properties Ltd.<br>| 274108 | &nbsp;&nbsp;4401869 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Swire Pacific Ltd. (19 <br>HK), Class A<br>| 195000 | &nbsp;&nbsp;1881728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Swire Pacific Ltd. (87 <br>HK), Class B<br>| 262500 | &nbsp;&nbsp;426180 |
|  | Swire Properties Ltd. | 358200 | &nbsp;&nbsp;1085722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Techtronic Industries <br>Co. Ltd.<br>| 458000 | &nbsp;&nbsp;6252386 |
| Ω | WH Group Ltd. | 5480735 | &nbsp;&nbsp;6467791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wharf Real Estate <br>Investment Co. Ltd.<br>| 654609 | &nbsp;&nbsp;2272647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinyi Glass Holdings <br>Ltd.<br>| 225367 | &nbsp;&nbsp;294490 |
| TOTAL HONG KONG | TOTAL HONG KONG |  | &nbsp;&nbsp;131473701 |
| IRELAND — (0.4%) | IRELAND — (0.4%) | IRELAND — (0.4%) |  |
|  | AIB Group PLC | 1000667 | &nbsp;&nbsp;11185587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Ireland Group <br>PLC<br>| 643649 | &nbsp;&nbsp;13077308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kerry Group PLC <br>(KYGA ID), Class A<br>| 34643 | &nbsp;&nbsp;3079483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kerry Group PLC <br>(KYGA LN), Class A<br>| 18318 | &nbsp;&nbsp;1646474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kingspan Group PLC <br>(KSP ID)<br>| 66776 | &nbsp;&nbsp;5814492 |
| TOTAL IRELAND | TOTAL IRELAND |  | &nbsp;&nbsp;34803344 |
| ISRAEL — (1.3%) | ISRAEL — (1.3%) | ISRAEL — (1.3%) |  |
| \* | Airport City Ltd. | 27194 | &nbsp;&nbsp;505884 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Alony Hetz Properties <br>& Investments Ltd.<br>| 64244 | &nbsp;&nbsp;847714 |
|  | Amot Investments Ltd. | 82276 | &nbsp;&nbsp;637124 |
|  | Ashtrom Group Ltd. | 20618 | &nbsp;&nbsp;455839 |
| # | Aura Investments Ltd. | 29267 | &nbsp;&nbsp;206376 |
|  | Azrieli Group Ltd. | 9244 | &nbsp;&nbsp;1239668 |
|  | Bank Hapoalim BM | 406787 | &nbsp;&nbsp;10056357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Leumi Le-Israel <br>BM<br>| 544991 | &nbsp;&nbsp;13101218 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bet Shemesh Engines <br>Holdings 1997 Ltd.<br>| 3042 | &nbsp;&nbsp;768297 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bezeq The Israeli <br>Telecommunication <br>Corp. Ltd.<br>| 747201 | &nbsp;&nbsp;$1918950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Big Shopping Centers <br>Ltd.<br>| 4234 | &nbsp;&nbsp;1018421 |
| \* | Camtek Ltd. | 6120 | &nbsp;&nbsp;914707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cellcom Israel Ltd. <br>(CEL IT)<br>| 12725 | &nbsp;&nbsp;151101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Clal Insurance <br>Enterprises Holdings <br>Ltd.<br>| 35551 | &nbsp;&nbsp;2585520 |
|  | Delek Group Ltd. | 6339 | &nbsp;&nbsp;1783912 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Doral Group <br>Renewable Energy <br>Resources Ltd.<br>| 16487 | &nbsp;&nbsp;230639 |
|  | El Al Israel Airlines | 37233 | &nbsp;&nbsp;210560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elbit Systems Ltd. <br>(ESLT IT)<br>| 1836 | &nbsp;&nbsp;1298600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elbit Systems Ltd. <br>(ESLT US)<br>| 2 | &nbsp;&nbsp;1405 |
|  | Electra Ltd. | 19220 | &nbsp;&nbsp;666613 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Energix-Renewable <br>Energies Ltd.<br>| 93195 | &nbsp;&nbsp;592358 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Enlight Renewable <br>Energy Ltd. (ENLT <br>IT)<br>| 17327 | &nbsp;&nbsp;977814 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Enlight Renewable <br>Energy Ltd. (ENLT <br>US)<br>| 5349 | &nbsp;&nbsp;297244 |
| \* | Equital Ltd. | 467 | &nbsp;&nbsp;21857 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fattal Holdings 1998 <br>Ltd.<br>| 4067 | &nbsp;&nbsp;836650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First International Bank <br>of Israel Ltd.<br>| 30269 | &nbsp;&nbsp;2569893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formula Systems 1985 <br>Ltd. (FORTY IT)<br>| 4594 | &nbsp;&nbsp;733177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harel Insurance <br>Investments & <br>Financial Services <br>Ltd.<br>| 76379 | &nbsp;&nbsp;3503383 |
|  | Hilan Ltd. | 7611 | &nbsp;&nbsp;607266 |
|  | ICL Group Ltd. | 186839 | &nbsp;&nbsp;1014507 |
|  | Israel Canada TR Ltd. | 17546 | &nbsp;&nbsp;99008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Israel Discount Bank <br>Ltd., Class A<br>| 583055 | &nbsp;&nbsp;6869182 |
|  | Kenon Holdings Ltd. | 8559 | &nbsp;&nbsp;610377 |
|  | Matrix IT Ltd. | 21993 | &nbsp;&nbsp;987147 |
|  | Mega Or Holdings Ltd. | 1463 | &nbsp;&nbsp;159197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meitav Investment <br>House Ltd.<br>| 8806 | &nbsp;&nbsp;342923 |
|  | Melisron Ltd. | 8604 | &nbsp;&nbsp;1127277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Menora Mivtachim <br>Holdings Ltd.<br>| 11343 | &nbsp;&nbsp;1457520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Migdal Insurance & <br>Financial Holdings <br>Ltd.<br>| 235484 | &nbsp;&nbsp;1263518 |

---

------

**Large Cap International Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mivne Real Estate KD <br>Ltd.<br>| 258438 | &nbsp;&nbsp;$1204353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mizrahi Tefahot Bank <br>Ltd.<br>| 57619 | &nbsp;&nbsp;4507479 |
| \* | Nayax Ltd. | 2117 | &nbsp;&nbsp;118848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Next Vision Stabilized <br>Systems Ltd.<br>| 25973 | &nbsp;&nbsp;2342794 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Nice Ltd. (NICE US), <br>Sponsored ADR<br>| 4996 | &nbsp;&nbsp;531624 |
| \* | Nova Ltd. (NVMI IT) | 4380 | &nbsp;&nbsp;2138076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;One Software <br>Technologies Ltd.<br>| 17883 | &nbsp;&nbsp;514078 |
| \* | OPC Energy Ltd. | 43681 | &nbsp;&nbsp;1188269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Partner <br>Communications Co. <br>Ltd.<br>| 98082 | &nbsp;&nbsp;1191814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paz Retail & Energy <br>Ltd.<br>| 4751 | &nbsp;&nbsp;1162659 |
|  | Phoenix Financial Ltd. | 125395 | &nbsp;&nbsp;6086380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shapir Engineering & <br>Industry Ltd.<br>| 41311 | &nbsp;&nbsp;396966 |
| #\* | Shikun & Binui Ltd. | 128304 | &nbsp;&nbsp;748042 |
|  | Shufersal Ltd. | 101896 | &nbsp;&nbsp;1315991 |
|  | Strauss Group Ltd. | 14893 | &nbsp;&nbsp;562097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tel Aviv Stock <br>Exchange Ltd.<br>| 46918 | &nbsp;&nbsp;1802606 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Teva Pharmaceutical <br>Industries Ltd. <br>(TEVA IT)<br>| 64613 | &nbsp;&nbsp;2192213 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Teva Pharmaceutical <br>Industries Ltd. <br>(TEVA US), <br>Sponsored ADR<br>| 271359 | &nbsp;&nbsp;9247915 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tower Semiconductor <br>Ltd. (TSEM IT)<br>| 25488 | &nbsp;&nbsp;3365534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YH Dimri Construction <br>& Development Ltd.<br>| 2938 | &nbsp;&nbsp;373019 |
| TOTAL ISRAEL | TOTAL ISRAEL |  | &nbsp;&nbsp;103659960 |
| ITALY — (2.6%) | ITALY — (2.6%) | ITALY — (2.6%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banca Mediolanum <br>SpA<br>| 106595 | &nbsp;&nbsp;2500527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banca Monte dei <br>Paschi di Siena <br>SpA<br>| 649195 | &nbsp;&nbsp;6734613 |
|  | Banco BPM SpA | 655081 | &nbsp;&nbsp;9819214 |
|  | BPER Banca SpA | 535921 | &nbsp;&nbsp;7547606 |
|  | Enel SpA | 2618188 | &nbsp;&nbsp;28927174 |
|  | Eni SpA (ENI IM) | 645973 | &nbsp;&nbsp;13203111 |
|  | Ferrari NV (RACE IM) | 34283 | &nbsp;&nbsp;11435084 |
| # | Ferrari NV (RACE US) | 65 | &nbsp;&nbsp;21656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FinecoBank Banca <br>Fineco SpA<br>| 277025 | &nbsp;&nbsp;7343997 |
|  | Generali | 128540 | &nbsp;&nbsp;5243195 |
|  | Intesa Sanpaolo SpA | 3631944 | &nbsp;&nbsp;25711922 |
|  | Leonardo SpA | 115351 | &nbsp;&nbsp;7708516 |
|  | Moncler SpA | 88254 | &nbsp;&nbsp;5142002 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |  |
| Ω | Poste Italiane SpA | 154290 | &nbsp;&nbsp;$4063714 |
|  | Prysmian SpA | 75797 | &nbsp;&nbsp;8977643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Recordati Industria <br>Chimica e <br>Farmaceutica SpA<br>| 26859 | &nbsp;&nbsp;1479913 |
|  | Snam SpA | 560200 | &nbsp;&nbsp;3850078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stellantis NV (STLA <br>UX)<br>| 26989 | &nbsp;&nbsp;266381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stellantis NV (STLAM <br>IM)<br>| 852765 | &nbsp;&nbsp;8367710 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Telecom Italia SpA <br>(TIIAY US), <br>Sponsored ADR<br>| 29746 | &nbsp;&nbsp;199893 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Telecom Italia SpA (TIT <br>IM)<br>| 162163 | &nbsp;&nbsp;110001 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Telecom Italia SpA <br>(TITR IM)<br>| 345244 | &nbsp;&nbsp;274132 |
|  | Tenaris SA (TEN IM) | 115521 | &nbsp;&nbsp;2566061 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tenaris SA (TS US), <br>ADR<br>| 13804 | &nbsp;&nbsp;611517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Terna - Rete Elettrica <br>Nazionale<br>| 542720 | &nbsp;&nbsp;5881083 |
|  | UniCredit SpA | 445899 | &nbsp;&nbsp;38858317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unipol Assicurazioni <br>SpA<br>| 94070 | &nbsp;&nbsp;2095105 |
| TOTAL ITALY | TOTAL ITALY |  | &nbsp;&nbsp;208940165 |
| JAPAN — (21.1%) | JAPAN — (21.1%) | JAPAN — (21.1%) |  |
|  | 77 Bank Ltd. | 14373 | &nbsp;&nbsp;789358 |
| # | ABC-Mart, Inc. | 35500 | &nbsp;&nbsp;568710 |
|  | Acom Co. Ltd. | 211300 | &nbsp;&nbsp;698987 |
|  | Advantest Corp. | 232400 | &nbsp;&nbsp;38435817 |
|  | Aeon Co. Ltd. | 510033 | &nbsp;&nbsp;6976026 |
|  | AGC, Inc. | 105400 | &nbsp;&nbsp;3889205 |
|  | Air Water, Inc. | 17400 | &nbsp;&nbsp;264118 |
|  | Aisin Corp. | 248400 | &nbsp;&nbsp;4450086 |
|  | Ajinomoto Co., Inc. | 211900 | &nbsp;&nbsp;4847602 |
|  | ALSOK Co. Ltd. | 219600 | &nbsp;&nbsp;1701222 |
|  | Amada Co. Ltd. | 164800 | &nbsp;&nbsp;2111195 |
|  | ANA Holdings, Inc. | 54100 | &nbsp;&nbsp;1050347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asahi Group Holdings <br>Ltd.<br>| 591000 | &nbsp;&nbsp;6187091 |
|  | Asahi Intecc Co. Ltd. | 80100 | &nbsp;&nbsp;1335280 |
|  | Asahi Kasei Corp. | 656912 | &nbsp;&nbsp;6372708 |
|  | Asics Corp. | 249300 | &nbsp;&nbsp;6001318 |
|  | Astellas Pharma, Inc. | 788975 | &nbsp;&nbsp;10974552 |
|  | Azbil Corp. | 177500 | &nbsp;&nbsp;1553428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bandai Namco <br>Holdings, Inc.<br>| 189400 | &nbsp;&nbsp;4914686 |
|  | BayCurrent, Inc. | 61700 | &nbsp;&nbsp;2174018 |
|  | BIPROGY, Inc. | 39900 | &nbsp;&nbsp;1325053 |
|  | Bridgestone Corp. | 421826 | &nbsp;&nbsp;9497099 |
|  | Brother Industries Ltd. | 148000 | &nbsp;&nbsp;3017364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canon Marketing <br>Japan, Inc.<br>| 28600 | &nbsp;&nbsp;1247778 |
| # | Canon, Inc. (7751 JP) | 287200 | &nbsp;&nbsp;8742046 |

---

------

**Large Cap International Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canon, Inc. (CAJ US), <br>Sponsored ADR<br>| 17855 | &nbsp;&nbsp;$543328 |
|  | Capcom Co. Ltd. | 118700 | &nbsp;&nbsp;3025533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Japan Railway <br>Co.<br>| 182765 | &nbsp;&nbsp;5098790 |
|  | Chiba Bank Ltd.  | 198137 | &nbsp;&nbsp;2682520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chubu Electric Power <br>Co., Inc.<br>| 231799 | &nbsp;&nbsp;3367716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chugai Pharmaceutical <br>Co. Ltd.<br>| 183900 | &nbsp;&nbsp;10504494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola Bottlers <br>Japan Holdings, Inc.<br>| 24800 | &nbsp;&nbsp;553206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COMSYS Holdings <br>Corp.<br>| 60800 | &nbsp;&nbsp;1899632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cosmo Energy <br>Holdings Co. Ltd.<br>| 95288 | &nbsp;&nbsp;2857413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cosmos <br>Pharmaceutical <br>Corp.<br>| 15800 | &nbsp;&nbsp;707781 |
|  | Credit Saison Co. Ltd. | 112400 | &nbsp;&nbsp;3034584 |
|  | CyberAgent, Inc. | 165800 | &nbsp;&nbsp;1504151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dai Nippon Printing <br>Co. Ltd.<br>| 161200 | &nbsp;&nbsp;2892283 |
|  | Daifuku Co. Ltd. | 103284 | &nbsp;&nbsp;3705126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dai-ichi Life Holdings, <br>Inc.<br>| 1198600 | &nbsp;&nbsp;10540659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiichi Sankyo Co. <br>Ltd.<br>| 300838 | &nbsp;&nbsp;5511236 |
|  | Daikin Industries Ltd. | 88600 | &nbsp;&nbsp;10616972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daito Trust <br>Construction Co. <br>Ltd.<br>| 131500 | &nbsp;&nbsp;2669111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiwa House Industry <br>Co. Ltd.<br>| 228500 | &nbsp;&nbsp;7785924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiwa Securities <br>Group, Inc.<br>| 513300 | &nbsp;&nbsp;5001791 |
|  | Denso Corp. | 455700 | &nbsp;&nbsp;6322729 |
|  | Dentsu Group, Inc. | 81182 | &nbsp;&nbsp;1575867 |
|  | Dentsu Soken, Inc. | 600 | &nbsp;&nbsp;9458 |
|  | Disco Corp. | 28200 | &nbsp;&nbsp;12020267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;East Japan Railway <br>Co.<br>| 223200 | &nbsp;&nbsp;5603266 |
| # | Ebara Corp. | 200000 | &nbsp;&nbsp;6054966 |
|  | Eisai Co. Ltd. | 70200 | &nbsp;&nbsp;1957136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Electric Power <br>Development Co. <br>Ltd.<br>| 26300 | &nbsp;&nbsp;558565 |
|  | ENEOS Holdings, Inc. | 1399470 | &nbsp;&nbsp;11828198 |
|  | EXEO Group, Inc. | 28300 | &nbsp;&nbsp;472164 |
|  | FANUC Corp. | 107400 | &nbsp;&nbsp;4312601 |
|  | Fast Retailing Co. Ltd. | 52500 | &nbsp;&nbsp;20030473 |
|  | Food & Life Cos. Ltd. | 49400 | &nbsp;&nbsp;2698720 |
|  | Fuji Electric Co. Ltd. | 57400 | &nbsp;&nbsp;4088752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fuji Media Holdings, <br>Inc.<br>| 23019 | &nbsp;&nbsp;579647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FUJIFILM Holdings <br>Corp.<br>| 265300 | &nbsp;&nbsp;5299436 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) |  |
| Fujikura Ltd. | 85100 | &nbsp;&nbsp;$10695957 |
| Fujitsu Ltd. | 400540 | &nbsp;&nbsp;11129317 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fukuoka Financial <br>Group, Inc.<br>| 79500 | &nbsp;&nbsp;2890925 |
| &nbsp;&nbsp;&nbsp;&nbsp;Furukawa Electric Co. <br>Ltd.<br>| 23100 | &nbsp;&nbsp;2012217 |
| &nbsp;&nbsp;&nbsp;&nbsp;GMO Payment <br>Gateway, Inc.<br>| 19502 | &nbsp;&nbsp;1126356 |
| Gunma Bank Ltd. | 120291 | &nbsp;&nbsp;1514428 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hachijuni Nagano <br>Bank Ltd.<br>| 190571 | &nbsp;&nbsp;2380874 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hakuhodo DY <br>Holdings, Inc.<br>| 21800 | &nbsp;&nbsp;162889 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hamamatsu Photonics <br>KK<br>| 85700 | &nbsp;&nbsp;957634 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hankyu Hanshin <br>Holdings, Inc.<br>| 99548 | &nbsp;&nbsp;2779682 |
| Haseko Corp. | 160500 | &nbsp;&nbsp;3289666 |
| Hikari Tsushin, Inc. | 5600 | &nbsp;&nbsp;1546615 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hirose Electric Co. <br>Ltd.<br>| 14700 | &nbsp;&nbsp;1587038 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hitachi Construction <br>Machinery Co. Ltd.<br>| 64600 | &nbsp;&nbsp;2112355 |
| Hitachi Ltd. (6501 JP) | 1333175 | &nbsp;&nbsp;46261317 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hokuhoku Financial <br>Group, Inc.<br>| 19684 | &nbsp;&nbsp;676516 |
| &nbsp;&nbsp;&nbsp;&nbsp;Honda Motor Co. Ltd. <br>(7267 JP)<br>| 1101107 | &nbsp;&nbsp;11074419 |
| &nbsp;&nbsp;&nbsp;&nbsp;Honda Motor Co. Ltd. <br>(HMC US), <br>Sponsored ADR<br>| 5495 | &nbsp;&nbsp;166663 |
| Horiba Ltd. | 9200 | &nbsp;&nbsp;1091172 |
| Hoshizaki Corp. | 33600 | &nbsp;&nbsp;1107627 |
| Hoya Corp. | 107200 | &nbsp;&nbsp;17983424 |
| Hulic Co. Ltd. | 183200 | &nbsp;&nbsp;2183178 |
| Ibiden Co. Ltd. | 102716 | &nbsp;&nbsp;5414646 |
| &nbsp;&nbsp;&nbsp;&nbsp;Idemitsu Kosan Co. <br>Ltd.<br>| 502795 | &nbsp;&nbsp;4266346 |
| IHI Corp. | 369600 | &nbsp;&nbsp;8551134 |
| &nbsp;&nbsp;&nbsp;&nbsp;Iida Group Holdings <br>Co. Ltd.<br>| 73650 | &nbsp;&nbsp;1216381 |
| &nbsp;&nbsp;&nbsp;&nbsp;INFRONEER Holdings, <br>Inc.<br>| 20900 | &nbsp;&nbsp;313032 |
| Inpex Corp. | 501917 | &nbsp;&nbsp;11245057 |
| &nbsp;&nbsp;&nbsp;&nbsp;Internet Initiative <br>Japan, Inc.<br>| 6900 | &nbsp;&nbsp;111491 |
| &nbsp;&nbsp;&nbsp;&nbsp;Isetan Mitsukoshi <br>Holdings Ltd.<br>| 137580 | &nbsp;&nbsp;2207962 |
| Isuzu Motors Ltd. | 424293 | &nbsp;&nbsp;6835277 |
| ITOCHU Corp. | 1220000 | &nbsp;&nbsp;15619138 |
| Iyogin Holdings, Inc. | 70500 | &nbsp;&nbsp;1312354 |
| &nbsp;&nbsp;&nbsp;&nbsp;J Front Retailing Co. <br>Ltd.<br>| 161300 | &nbsp;&nbsp;2354835 |
| Japan Airlines Co. Ltd. | 85800 | &nbsp;&nbsp;1621209 |
| &nbsp;&nbsp;&nbsp;&nbsp;Japan Airport Terminal <br>Co. Ltd.<br>| 5900 | &nbsp;&nbsp;184749 |

---

------

**Large Cap International Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Exchange <br>Group, Inc.<br>| 370000 | &nbsp;&nbsp;$4037520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Post Bank Co. <br>Ltd.<br>| 199800 | &nbsp;&nbsp;3549927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Post Holdings <br>Co. Ltd.<br>| 490590 | &nbsp;&nbsp;5903177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Post Insurance <br>Co. Ltd.<br>| 65500 | &nbsp;&nbsp;2028670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Steel Works <br>Ltd.<br>| 22700 | &nbsp;&nbsp;1256505 |
|  | Japan Tobacco, Inc. | 216600 | &nbsp;&nbsp;7828284 |
|  | JFE Holdings, Inc. | 310596 | &nbsp;&nbsp;4181609 |
|  | JTEKT Corp. | 54764 | &nbsp;&nbsp;646645 |
|  | Kajima Corp. | 127100 | &nbsp;&nbsp;5185141 |
|  | Kakaku.com, Inc. | 8699 | &nbsp;&nbsp;118725 |
|  | Kamigumi Co. Ltd. | 23300 | &nbsp;&nbsp;815402 |
|  | Kandenko Co. Ltd. | 43000 | &nbsp;&nbsp;1548102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kansai Electric Power <br>Co., Inc. <br>| 326500 | &nbsp;&nbsp;5209284 |
|  | Kansai Paint Co. Ltd. | 13500 | &nbsp;&nbsp;215451 |
|  | Kao Corp. | 157300 | &nbsp;&nbsp;6292388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kawasaki Heavy <br>Industries Ltd.<br>| 73100 | &nbsp;&nbsp;6102109 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kawasaki Kisen Kaisha <br>Ltd.<br>| 171600 | &nbsp;&nbsp;2479630 |
|  | KDDI Corp. | 1220600 | &nbsp;&nbsp;20608581 |
|  | Keikyu Corp. | 17195 | &nbsp;&nbsp;168998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keisei Electric Railway <br>Co. Ltd.<br>| 152373 | &nbsp;&nbsp;1204068 |
|  | Kewpie Corp. | 53000 | &nbsp;&nbsp;1487386 |
|  | Keyence Corp. | 26304 | &nbsp;&nbsp;9649895 |
|  | Kikkoman Corp. | 221600 | &nbsp;&nbsp;2004497 |
|  | Kinden Corp. | 62300 | &nbsp;&nbsp;2756771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kintetsu Group <br>Holdings Co. Ltd.<br>| 77028 | &nbsp;&nbsp;1598626 |
|  | Kirin Holdings Co. Ltd. | 274600 | &nbsp;&nbsp;4269273 |
|  | Kobe Bussan Co. Ltd. | 55100 | &nbsp;&nbsp;1346615 |
|  | Kobe Steel Ltd. | 260200 | &nbsp;&nbsp;3745529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koei Tecmo Holdings <br>Co. Ltd.<br>| 23424 | &nbsp;&nbsp;259822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koito Manufacturing <br>Co. Ltd.<br>| 98500 | &nbsp;&nbsp;1542038 |
|  | Kokusai Electric Corp. | 19500 | &nbsp;&nbsp;809568 |
|  | Komatsu Ltd. | 298500 | &nbsp;&nbsp;11425144 |
|  | Konami Group Corp. | 26700 | &nbsp;&nbsp;3898820 |
|  | Kraftia Corp. | 12732 | &nbsp;&nbsp;663995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kubota Corp. (6326 <br>JP)<br>| 405645 | &nbsp;&nbsp;6215154 |
|  | Kuraray Co. Ltd. | 33900 | &nbsp;&nbsp;365968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kurita Water Industries <br>Ltd.<br>| 50400 | &nbsp;&nbsp;2520997 |
|  | Kyocera Corp. | 440060 | &nbsp;&nbsp;6602135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyoto Financial Group, <br>Inc.<br>| 111152 | &nbsp;&nbsp;2685244 |
|  | Kyowa Kirin Co. Ltd. | 91400 | &nbsp;&nbsp;1483797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyushu Electric Power <br>Co., Inc.<br>| 186400 | &nbsp;&nbsp;2074987 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyushu Financial <br>Group, Inc.<br>| 33300 | &nbsp;&nbsp;$249612 |
|  | Kyushu Railway Co. | 65500 | &nbsp;&nbsp;1667990 |
|  | Lasertec Corp. | 31300 | &nbsp;&nbsp;7190780 |
|  | Lion Corp. | 14600 | &nbsp;&nbsp;156511 |
|  | Lixil Corp. | 57040 | &nbsp;&nbsp;654347 |
|  | LY Corp. | 747800 | &nbsp;&nbsp;1914682 |
|  | M3, Inc. | 149500 | &nbsp;&nbsp;1844685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Makita Corp. (6586 <br>JP)<br>| 79100 | &nbsp;&nbsp;2748372 |
|  | Marubeni Corp. | 258000 | &nbsp;&nbsp;8552222 |
|  | Marui Group Co. Ltd. | 91200 | &nbsp;&nbsp;1784775 |
|  | Maruwa Co. Ltd. | 2100 | &nbsp;&nbsp;645660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MatsukiyoCocokara & <br>Co.<br>| 138540 | &nbsp;&nbsp;2219252 |
| # | Mazda Motor Corp. | 334472 | &nbsp;&nbsp;2573880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;McDonald's Holdings <br>Co. Japan Ltd.<br>| 26100 | &nbsp;&nbsp;1131787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mebuki Financial <br>Group, Inc.<br>| 513249 | &nbsp;&nbsp;3872051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Medipal Holdings <br>Corp.<br>| 89050 | &nbsp;&nbsp;1613974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MEIJI Holdings Co. <br>Ltd.<br>| 104568 | &nbsp;&nbsp;2453378 |
|  | Minebea Mitsumi, Inc. | 165900 | &nbsp;&nbsp;3390487 |
|  | MISUMI Group, Inc. | 121200 | &nbsp;&nbsp;2003471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Chemical <br>Group Corp.<br>| 806713 | &nbsp;&nbsp;5326080 |
|  | Mitsubishi Corp. | 675300 | &nbsp;&nbsp;17940242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Electric <br>Corp.<br>| 419700 | &nbsp;&nbsp;13120616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Estate Co. <br>Ltd.<br>| 242653 | &nbsp;&nbsp;6184233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Gas <br>Chemical Co., Inc.<br>| 87700 | &nbsp;&nbsp;1739766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi HC Capital, <br>Inc.<br>| 613970 | &nbsp;&nbsp;5358079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Heavy <br>Industries Ltd.<br>| 570900 | &nbsp;&nbsp;16809540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Logistics <br>Corp.<br>| 25800 | &nbsp;&nbsp;220382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Motors <br>Corp.<br>| 429799 | &nbsp;&nbsp;1056585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ <br>Financial Group, Inc. <br>(8306 JP)<br>| 1749472 | &nbsp;&nbsp;31683557 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ <br>Financial Group, Inc. <br>(MUFG US), <br>Sponsored ADR<br>| 527597 | &nbsp;&nbsp;9523126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsui & Co. Ltd. (8031 <br>JP)<br>| 537210 | &nbsp;&nbsp;17547983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsui & Co. Ltd. <br>(MITSY US), <br>Sponsored ADR<br>| 732 | &nbsp;&nbsp;480097 |
|  | Mitsui Chemicals, Inc. | 221200 | &nbsp;&nbsp;3231969 |
|  | Mitsui E&S Co. Ltd. | 17900 | &nbsp;&nbsp;795459 |

---

------

**Large Cap International Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsui Fudosan Co. <br>Ltd.<br>| 532800 | &nbsp;&nbsp;$6109565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsui Kinzoku Co. <br>Ltd.<br>| 20302 | &nbsp;&nbsp;2649590 |
| # | Mitsui OSK Lines Ltd. | 117900 | &nbsp;&nbsp;3695568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mizuho Financial <br>Group, Inc. (8411 <br>JP)<br>| 501612 | &nbsp;&nbsp;21778943 |
|  | Modec, Inc. | 6000 | &nbsp;&nbsp;585105 |
|  | MonotaRO Co. Ltd. | 90187 | &nbsp;&nbsp;1216528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MS&AD Insurance <br>Group Holdings, <br>Inc.<br>| 421385 | &nbsp;&nbsp;10735862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Murata Manufacturing <br>Co. Ltd.<br>| 385300 | &nbsp;&nbsp;7827581 |
|  | NEC Corp. | 297870 | &nbsp;&nbsp;10097686 |
|  | Nexon Co. Ltd. | 106800 | &nbsp;&nbsp;2555104 |
|  | NGK Insulators Ltd. | 134012 | &nbsp;&nbsp;3210656 |
|  | NH Foods Ltd. | 49000 | &nbsp;&nbsp;2224676 |
|  | NHK Spring Co. Ltd. | 47300 | &nbsp;&nbsp;859616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NIDEC Corp. (6594 <br>JP)<br>| 207844 | &nbsp;&nbsp;2973159 |
|  | Nifco, Inc. | 6700 | &nbsp;&nbsp;208598 |
|  | Nikon Corp. | 137200 | &nbsp;&nbsp;1726891 |
|  | Nintendo Co. Ltd. | 79100 | &nbsp;&nbsp;4898308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Electric Glass <br>Co. Ltd.<br>| 900 | &nbsp;&nbsp;39141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Express <br>Holdings, Inc.<br>| 162000 | &nbsp;&nbsp;3679769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Paint Holdings <br>Co. Ltd.<br>| 324200 | &nbsp;&nbsp;2152694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Sanso <br>Holdings Corp.<br>| 83000 | &nbsp;&nbsp;2518480 |
|  | Nippon Steel Corp. | 1415310 | &nbsp;&nbsp;5897671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Television <br>Holdings, Inc.<br>| 9700 | &nbsp;&nbsp;233128 |
|  | Nippon Yusen KK | 142800 | &nbsp;&nbsp;4693102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nissan Chemical <br>Corp.<br>| 58167 | &nbsp;&nbsp;2004987 |
| \* | Nissan Motor Co. Ltd. | 915900 | &nbsp;&nbsp;2232382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nisshin Seifun Group, <br>Inc.<br>| 81370 | &nbsp;&nbsp;1033296 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nissin Foods Holdings <br>Co. Ltd.<br>| 73100 | &nbsp;&nbsp;1483251 |
|  | Niterra Co. Ltd. | 94800 | &nbsp;&nbsp;4144831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nitori Holdings Co. <br>Ltd.<br>| 157625 | &nbsp;&nbsp;2694437 |
|  | Nitto Denko Corp. | 342200 | &nbsp;&nbsp;7604824 |
|  | NOF Corp. | 101400 | &nbsp;&nbsp;1958488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nomura Holdings, Inc. <br>(8604 JP)<br>| 619100 | &nbsp;&nbsp;5610493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nomura Holdings, Inc. <br>(NMR US), <br>Sponsored ADR<br>| 247991 | &nbsp;&nbsp;2199680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nomura Real Estate <br>Holdings, Inc.<br>| 320500 | &nbsp;&nbsp;2129799 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nomura Research <br>Institute Ltd.<br>| 134834 | &nbsp;&nbsp;$4101702 |
| # | NS Solutions Corp. | 33800 | &nbsp;&nbsp;892975 |
|  | NSK Ltd. | 63500 | &nbsp;&nbsp;441614 |
|  | NTT, Inc. | 7319800 | &nbsp;&nbsp;7355515 |
|  | Obayashi Corp. | 292800 | &nbsp;&nbsp;6609469 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OBIC Business <br>Consultants Co. Ltd.<br>| 9700 | &nbsp;&nbsp;429691 |
|  | Obic Co. Ltd. | 92500 | &nbsp;&nbsp;2570940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Odakyu Electric <br>Railway Co. Ltd.<br>| 126300 | &nbsp;&nbsp;1352820 |
|  | Oji Holdings Corp. | 472500 | &nbsp;&nbsp;2798838 |
|  | Olympus Corp. | 510400 | &nbsp;&nbsp;6096475 |
|  | Omron Corp. | 60800 | &nbsp;&nbsp;1551296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ono Pharmaceutical <br>Co. Ltd.<br>| 141252 | &nbsp;&nbsp;2104421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Open House Group <br>Co. Ltd.<br>| 48000 | &nbsp;&nbsp;2824404 |
|  | Oracle Corp. Japan | 12652 | &nbsp;&nbsp;856098 |
|  | Organo Corp. | 8100 | &nbsp;&nbsp;855290 |
|  | Oriental Land Co. Ltd. | 202700 | &nbsp;&nbsp;3548548 |
|  | ORIX Corp. (8591 JP) | 343700 | &nbsp;&nbsp;10474392 |
|  | Osaka Gas Co. Ltd. | 131100 | &nbsp;&nbsp;4921842 |
|  | Otsuka Corp. | 81200 | &nbsp;&nbsp;1609911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Otsuka Holdings Co. <br>Ltd.<br>| 124900 | &nbsp;&nbsp;7477560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pan Pacific <br>International <br>Holdings Corp.<br>| 702960 | &nbsp;&nbsp;4161902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Panasonic Holdings <br>Corp.<br>| 685740 | &nbsp;&nbsp;9401971 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Persol Holdings Co. <br>Ltd.<br>| 1105565 | &nbsp;&nbsp;1936307 |
| \* | Rakuten Bank Ltd. | 34300 | &nbsp;&nbsp;1641536 |
| \* | Rakuten Group, Inc. | 589913 | &nbsp;&nbsp;3536948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Recruit Holdings Co. <br>Ltd.<br>| 381000 | &nbsp;&nbsp;20068703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Renesas Electronics <br>Corp.<br>| 549700 | &nbsp;&nbsp;9139012 |
|  | Resona Holdings, Inc. | 552231 | &nbsp;&nbsp;6439083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Resonac Holdings <br>Corp.<br>| 118700 | &nbsp;&nbsp;6893497 |
|  | Ricoh Co. Ltd. | 270100 | &nbsp;&nbsp;2390021 |
|  | Rinnai Corp. | 43500 | &nbsp;&nbsp;1142545 |
|  | Rohm Co. Ltd. | 144748 | &nbsp;&nbsp;2534791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rohto Pharmaceutical <br>Co. Ltd.<br>| 60052 | &nbsp;&nbsp;994208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ryohin Keikaku Co. <br>Ltd.<br>| 238400 | &nbsp;&nbsp;4754840 |
|  | Sankyo Co. Ltd. | 133100 | &nbsp;&nbsp;2082021 |
|  | Sankyu, Inc. | 9182 | &nbsp;&nbsp;547021 |
|  | Sanrio Co. Ltd. | 71400 | &nbsp;&nbsp;2209005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Santen Pharmaceutical <br>Co. Ltd.<br>| 148192 | &nbsp;&nbsp;1667105 |
|  | Sanwa Holdings Corp. | 119500 | &nbsp;&nbsp;2706831 |
| # | Sapporo Holdings Ltd. | 110500 | &nbsp;&nbsp;1179699 |
|  | SBI Holdings, Inc. | 224900 | &nbsp;&nbsp;5085891 |

---

------

**Large Cap International Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SCREEN Holdings Co. <br>Ltd.<br>| 34900 | &nbsp;&nbsp;$4444620 |
|  | Secom Co. Ltd. | 114200 | &nbsp;&nbsp;4183555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sega Sammy <br>Holdings, Inc.<br>| 93448 | &nbsp;&nbsp;1465725 |
|  | Seibu Holdings, Inc. | 109000 | &nbsp;&nbsp;2888084 |
|  | Seiko Epson Corp. | 163400 | &nbsp;&nbsp;2102583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seino Holdings Co. <br>Ltd.<br>| 8000 | &nbsp;&nbsp;124539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sekisui Chemical Co. <br>Ltd.<br>| 188700 | &nbsp;&nbsp;3337609 |
| # | Sekisui House Ltd. | 230060 | &nbsp;&nbsp;5127301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seven & i Holdings Co. <br>Ltd.<br>| 890228 | &nbsp;&nbsp;12748596 |
| # | SG Holdings Co. Ltd. | 170100 | &nbsp;&nbsp;1637517 |
|  | Shimadzu Corp. | 84000 | &nbsp;&nbsp;2276577 |
|  | Shimamura Co. Ltd. | 23708 | &nbsp;&nbsp;1589029 |
|  | Shimano, Inc. | 21000 | &nbsp;&nbsp;2393737 |
|  | Shimizu Corp. | 233200 | &nbsp;&nbsp;4141379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shin-Etsu Chemical <br>Co. Ltd.<br>| 569800 | &nbsp;&nbsp;18737622 |
|  | Shionogi & Co. Ltd. | 256200 | &nbsp;&nbsp;5274948 |
|  | Shiseido Co. Ltd. | 138591 | &nbsp;&nbsp;2367095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shizuoka Financial <br>Group, Inc.<br>| 202870 | &nbsp;&nbsp;3314082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SKY Perfect JSAT <br>Holdings, Inc.<br>| 16900 | &nbsp;&nbsp;244287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Skylark Holdings Co. <br>Ltd.<br>| 139100 | &nbsp;&nbsp;2834341 |
|  | SMC Corp. | 13600 | &nbsp;&nbsp;5287289 |
| # | Socionext, Inc. | 17202 | &nbsp;&nbsp;230184 |
|  | SoftBank Corp. | 8776400 | &nbsp;&nbsp;11929400 |
|  | SoftBank Group Corp. | 1541904 | &nbsp;&nbsp;42105370 |
|  | Sojitz Corp. | 107299 | &nbsp;&nbsp;3912690 |
|  | Sompo Holdings, Inc. | 247182 | &nbsp;&nbsp;8523950 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sony Financial Group, <br>Inc. 8729 JP<br>| 2236400 | &nbsp;&nbsp;2250927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sony Group Corp. <br>(6758 JP)<br>| 2236400 | &nbsp;&nbsp;49307939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Square Enix Holdings <br>Co. Ltd.<br>| 72900 | &nbsp;&nbsp;1259820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stanley Electric Co. <br>Ltd.<br>| 21000 | &nbsp;&nbsp;413704 |
|  | Subaru Corp. | 332586 | &nbsp;&nbsp;7140009 |
|  | Sugi Holdings Co. Ltd. | 63300 | &nbsp;&nbsp;1454902 |
|  | SUMCO Corp. | 110500 | &nbsp;&nbsp;1153621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Chemical <br>Co. Ltd.<br>| 675649 | &nbsp;&nbsp;2055408 |
|  | Sumitomo Corp. | 240000 | &nbsp;&nbsp;9746182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Electric <br>Industries Ltd.<br>| 285800 | &nbsp;&nbsp;12512185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Forestry Co. <br>Ltd.<br>| 291000 | &nbsp;&nbsp;3155113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Heavy <br>Industries Ltd.<br>| 27110 | &nbsp;&nbsp;844060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Metal <br>Mining Co. Ltd.<br>| 110236 | &nbsp;&nbsp;6229257 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui <br>Financial Group, Inc. <br>(8316 JP)<br>| 881620 | &nbsp;&nbsp;$31024602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Trust <br>Group, Inc.<br>| 195080 | &nbsp;&nbsp;6515445 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Pharma Co. <br>Ltd.<br>| 8900 | &nbsp;&nbsp;132441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Realty & <br>Development Co. <br>Ltd.<br>| 212200 | &nbsp;&nbsp;5909129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Rubber <br>Industries Ltd.<br>| 87012 | &nbsp;&nbsp;1402299 |
|  | Sundrug Co. Ltd. | 28600 | &nbsp;&nbsp;761563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suntory Beverage & <br>Food Ltd.<br>| 71700 | &nbsp;&nbsp;2271387 |
|  | Suzuken Co. Ltd. | 10200 | &nbsp;&nbsp;411158 |
|  | Suzuki Motor Corp. | 601200 | &nbsp;&nbsp;8197403 |
|  | Sysmex Corp. | 212964 | &nbsp;&nbsp;2015122 |
|  | T&D Holdings, Inc. | 172600 | &nbsp;&nbsp;4263044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiheiyo Cement <br>Corp.<br>| 7501 | &nbsp;&nbsp;206123 |
|  | Taisei Corp. | 61700 | &nbsp;&nbsp;6154458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takasago Thermal <br>Engineering Co. <br>Ltd.<br>| 20000 | &nbsp;&nbsp;578215 |
|  | Takashimaya Co. Ltd. | 60800 | &nbsp;&nbsp;759968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takeda Pharmaceutical <br>Co. Ltd. (4502 JP)<br>| 468997 | &nbsp;&nbsp;15964519 |
|  | TBS Holdings, Inc. | 17600 | &nbsp;&nbsp;682404 |
|  | TDK Corp. (6762 JP) | 673510 | &nbsp;&nbsp;8690453 |
|  | Terumo Corp. | 286200 | &nbsp;&nbsp;3743854 |
|  | THK Co. Ltd. | 35500 | &nbsp;&nbsp;1060644 |
|  | TIS, Inc. | 90799 | &nbsp;&nbsp;2642115 |
|  | Tobu Railway Co. Ltd. | 22999 | &nbsp;&nbsp;406034 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toei Animation Co. <br>Ltd.<br>| 18500 | &nbsp;&nbsp;307521 |
|  | Toei Co. Ltd. | 9200 | &nbsp;&nbsp;334900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toho Co. Ltd. (9602 <br>JP)<br>| 29400 | &nbsp;&nbsp;1498809 |
|  | Toho Gas Co. Ltd. | 200 | &nbsp;&nbsp;6625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tohoku Electric Power <br>Co., Inc.<br>| 206000 | &nbsp;&nbsp;1485852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokio Marine Holdings, <br>Inc. (8766 JP)<br>| 664643 | &nbsp;&nbsp;24772929 |
|  | Tokyo Century Corp. | 122900 | &nbsp;&nbsp;1712078 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Electric Power <br>Co. Holdings, Inc.<br>| 642472 | &nbsp;&nbsp;2413323 |
|  | Tokyo Electron Ltd. | 131100 | &nbsp;&nbsp;34932754 |
|  | Tokyo Gas Co. Ltd. | 126400 | &nbsp;&nbsp;5607815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Ohka Kogyo Co. <br>Ltd.<br>| 47200 | &nbsp;&nbsp;2227914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Tatemono Co. <br>Ltd.<br>| 122419 | &nbsp;&nbsp;2880791 |
|  | Tokyu Corp. | 193118 | &nbsp;&nbsp;2180286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyu Fudosan <br>Holdings Corp.<br>| 454800 | &nbsp;&nbsp;4211226 |

---

------

**Large Cap International Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TOPPAN Holdings, <br>Inc.<br>| 100000 | &nbsp;&nbsp;$3088975 |
|  | Toray Industries, Inc. | 571293 | &nbsp;&nbsp;4213976 |
|  | Tosoh Corp. | 133800 | &nbsp;&nbsp;2183697 |
|  | TOTO Ltd. | 56500 | &nbsp;&nbsp;1775733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toyo Seikan Group <br>Holdings Ltd.<br>| 70500 | &nbsp;&nbsp;1768834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toyo Suisan Kaisha <br>Ltd.<br>| 26600 | &nbsp;&nbsp;1899147 |
|  | Toyo Tire Corp. | 39912 | &nbsp;&nbsp;1075617 |
|  | Toyoda Gosei Co. Ltd. | 4800 | &nbsp;&nbsp;130406 |
|  | Toyota Boshoku Corp. | 2619 | &nbsp;&nbsp;43978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Industries <br>Corp.<br>| 16500 | &nbsp;&nbsp;2111274 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Motor Corp. <br>(7203 JP)<br>| 2968515 | &nbsp;&nbsp;67282838 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Motor Corp. <br>(TM US), Sponsored <br>ADR<br>| 15100 | &nbsp;&nbsp;3425586 |
|  | Toyota Tsusho Corp. | 247980 | &nbsp;&nbsp;9031239 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Trend Micro, Inc. (4704 <br>JP)<br>| 51100 | &nbsp;&nbsp;2004547 |
|  | Tsuruha Holdings, Inc. | 147178 | &nbsp;&nbsp;2345247 |
|  | Unicharm Corp. | 411497 | &nbsp;&nbsp;2499101 |
|  | USS Co. Ltd. | 181300 | &nbsp;&nbsp;2003243 |
| \* | Visional, Inc. | 1800 | &nbsp;&nbsp;99198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;West Japan Railway <br>Co.<br>| 161700 | &nbsp;&nbsp;3304249 |
|  | Workman Co. Ltd. | 1100 | &nbsp;&nbsp;45255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yakult Honsha Co. <br>Ltd.<br>| 83100 | &nbsp;&nbsp;1342869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamada Holdings Co. <br>Ltd.<br>| 49900 | &nbsp;&nbsp;174937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamaguchi Financial <br>Group, Inc.<br>| 36900 | &nbsp;&nbsp;587777 |
|  | Yamaha Corp. | 129000 | &nbsp;&nbsp;937632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamaha Motor Co. <br>Ltd.<br>| 567900 | &nbsp;&nbsp;4288610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamato Holdings Co. <br>Ltd.<br>| 95800 | &nbsp;&nbsp;1252558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamato Kogyo Co. <br>Ltd.<br>| 21200 | &nbsp;&nbsp;1528351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamazaki Baking Co. <br>Ltd.<br>| 54200 | &nbsp;&nbsp;1148361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yaskawa Electric <br>Corp.<br>| 90300 | &nbsp;&nbsp;2882310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yokogawa Electric <br>Corp.<br>| 76200 | &nbsp;&nbsp;2540421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yokohama Financial <br>Group, Inc.<br>| 460464 | &nbsp;&nbsp;4193781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yokohama Rubber Co. <br>Ltd. <br>| 91300 | &nbsp;&nbsp;3603638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zensho Holdings Co. <br>Ltd.<br>| 34600 | &nbsp;&nbsp;1875213 |
|  | ZOZO, Inc. | 157900 | &nbsp;&nbsp;1304168 |
| TOTAL JAPAN | TOTAL JAPAN |  | &nbsp;&nbsp;1679649408 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NETHERLANDS — (4.2%) | NETHERLANDS — (4.2%) | NETHERLANDS — (4.2%) |  |
| Ω | ABN AMRO Bank NV | 210945 | &nbsp;&nbsp;$7771898 |
| \*Ω | Adyen NV | 7776 | &nbsp;&nbsp;11530593 |
|  | Aegon Ltd. (AEG US) | 109371 | &nbsp;&nbsp;852000 |
|  | Aegon Ltd. (AGN NA) | 146600 | &nbsp;&nbsp;1151466 |
|  | Akzo Nobel NV | 8086 | &nbsp;&nbsp;566475 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;ArcelorMittal SA (MT <br>US)<br>| 191470 | &nbsp;&nbsp;10333669 |
|  | ASM International NV | 19135 | &nbsp;&nbsp;16070208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASML Holding NV <br>(ASML NA)<br>| 30871 | &nbsp;&nbsp;44265721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASML Holding NV <br>(ASML US)<br>| 67386 | &nbsp;&nbsp;95890278 |
|  | ASR Nederland NV | 106539 | &nbsp;&nbsp;7737996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BE Semiconductor <br>Industries NV<br>| 18281 | &nbsp;&nbsp;3558274 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola Europacific <br>Partners PLC<br>| 102049 | &nbsp;&nbsp;9331730 |
|  | HAL Trust | 5715 | &nbsp;&nbsp;1054864 |
|  | Heineken NV | 121147 | &nbsp;&nbsp;10000635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ING Groep NV (INGA <br>NA)<br>| 811477 | &nbsp;&nbsp;23931184 |
|  | JDE Peet's NV | 19661 | &nbsp;&nbsp;740180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koninklijke Ahold <br>Delhaize NV (AD <br>NA)<br>| 477963 | &nbsp;&nbsp;18688421 |
|  | Koninklijke KPN NV | 2155437 | &nbsp;&nbsp;10556279 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Koninklijke Philips NV <br>(PHG US)<br>| 175457 | &nbsp;&nbsp;5035616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koninklijke Philips NV <br>(PHIA NA)<br>| 142434 | &nbsp;&nbsp;4090108 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Magnum Ice Cream <br>Co. NV<br>| 17825 | &nbsp;&nbsp;316471 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Magnum Ice Cream <br>Co. NV MICC US<br>| 4 | &nbsp;&nbsp;71 |
|  | NN Group NV | 162562 | &nbsp;&nbsp;12885834 |
|  | Prosus NV (PRX NA) | 247466 | &nbsp;&nbsp;14229603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Music Group <br>NV<br>| 405450 | &nbsp;&nbsp;9940636 |
|  | Wolters Kluwer NV | 112269 | &nbsp;&nbsp;10542394 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | &nbsp;&nbsp;331072604 |
| NEW ZEALAND — (0.2%) | NEW ZEALAND — (0.2%) | NEW ZEALAND — (0.2%) |  |
| # | a2 Milk Co. Ltd.  | 250340 | &nbsp;&nbsp;1487691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Auckland International <br>Airport Ltd.<br>| 344065 | &nbsp;&nbsp;1714477 |
| # | Chorus Ltd. (CNU NZ) | 357248 | &nbsp;&nbsp;2042807 |
|  | Contact Energy Ltd. | 342545 | &nbsp;&nbsp;1930528 |
|  | EBOS Group Ltd. | 70263 | &nbsp;&nbsp;1088491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fisher & Paykel <br>Healthcare Corp. <br>Ltd.<br>| 139336 | &nbsp;&nbsp;3255075 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fletcher Building Ltd. <br>(FBU NZ)<br>| 494859 | &nbsp;&nbsp;1112532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fonterra Co-Operative <br>Group Ltd.<br>| 22286 | &nbsp;&nbsp;109904 |
|  | Infratil Ltd. | 203200 | &nbsp;&nbsp;1351738 |
|  | Mainfreight Ltd. | 32883 | &nbsp;&nbsp;1331094 |

---

------

**Large Cap International Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) |  |
|  | Mercury NZ Ltd. | 205892 | &nbsp;&nbsp;$785480 |
|  | Meridian Energy Ltd. | 301810 | &nbsp;&nbsp;1023856 |
| # | Port of Tauranga Ltd. | 117196 | &nbsp;&nbsp;565972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Spark New Zealand <br>Ltd.<br>| 688509 | &nbsp;&nbsp;937176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Summerset Group <br>Holdings Ltd.<br>| 22630 | &nbsp;&nbsp;157381 |
|  | Vector Ltd. | 65942 | &nbsp;&nbsp;191462 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  | &nbsp;&nbsp;19085664 |
| NORWAY — (0.7%) | NORWAY — (0.7%) | NORWAY — (0.7%) |  |
|  | Aker ASA, Class A | 6538 | &nbsp;&nbsp;602191 |
|  | Aker BP ASA | 139159 | &nbsp;&nbsp;4096546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Austevoll Seafood <br>ASA<br>| 38022 | &nbsp;&nbsp;365508 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;AutoStore Holdings <br>Ltd.<br>| 67198 | &nbsp;&nbsp;77895 |
|  | Bakkafrost P | 10429 | &nbsp;&nbsp;503793 |
|  | Borregaard ASA | 38026 | &nbsp;&nbsp;765250 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;BW LPG Ltd. BWLPG <br>NO<br>| 74997 | &nbsp;&nbsp;1187251 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Cadeler AS (CDLR <br>US), ADR<br>| 5232 | &nbsp;&nbsp;125045 |
|  | DNB Bank ASA | 220050 | &nbsp;&nbsp;6309568 |
|  | DOF Group ASA | 5569 | &nbsp;&nbsp;65180 |
| Ω | Entra ASA | 18738 | &nbsp;&nbsp;219453 |
|  | Equinor ASA | 343106 | &nbsp;&nbsp;9222178 |
|  | Frontline PLC | 61270 | &nbsp;&nbsp;1744054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gjensidige Forsikring <br>ASA<br>| 34673 | &nbsp;&nbsp;986882 |
| # | Golar LNG Ltd. | 6906 | &nbsp;&nbsp;280314 |
|  | Hafnia Ltd. | 151063 | &nbsp;&nbsp;925992 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kongsberg Gruppen <br>ASA<br>| 88595 | &nbsp;&nbsp;3043334 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Leroy Seafood Group <br>ASA<br>| 99660 | &nbsp;&nbsp;491109 |
|  | Mowi ASA | 83404 | &nbsp;&nbsp;1922638 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nordic Semiconductor <br>ASA<br>| 15453 | &nbsp;&nbsp;207525 |
|  | Norsk Hydro ASA | 430562 | &nbsp;&nbsp;3822477 |
|  | Odfjell Drilling Ltd. | 4203 | &nbsp;&nbsp;41834 |
| # | Orkla ASA | 93852 | &nbsp;&nbsp;1116685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Protector Forsikring <br>ASA<br>| 21986 | &nbsp;&nbsp;1191004 |
| # | Salmar ASA | 10440 | &nbsp;&nbsp;621916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SpareBank 1 <br>Sor-Norge ASA<br>| 79319 | &nbsp;&nbsp;1599012 |
|  | Stolt-Nielsen Ltd. | 7829 | &nbsp;&nbsp;245590 |
| # | Storebrand ASA | 257410 | &nbsp;&nbsp;4504638 |
|  | Subsea 7 SA | 98067 | &nbsp;&nbsp;2506797 |
|  | Telenor ASA | 127673 | &nbsp;&nbsp;2151625 |
| # | TOMRA Systems ASA | 48940 | &nbsp;&nbsp;649247 |
|  | Var Energi ASA | 189869 | &nbsp;&nbsp;694243 |
|  | Veidekke ASA | 77541 | &nbsp;&nbsp;1428970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vend Marketplaces <br>ASA, Class B<br>| 29391 | &nbsp;&nbsp;813738 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wallenius Wilhelmsen <br>ASA<br>| 75368 | &nbsp;&nbsp;$875678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wilh Wilhelmsen <br>Holding ASA, <br>Class A<br>| 4508 | &nbsp;&nbsp;320957 |
| # | Yara International ASA | 44713 | &nbsp;&nbsp;2055132 |
| TOTAL NORWAY | TOTAL NORWAY |  | &nbsp;&nbsp;57781249 |
| PORTUGAL — (0.2%) | PORTUGAL — (0.2%) | PORTUGAL — (0.2%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Comercial <br>Portugues SA, <br>Class R<br>| 3972593 | &nbsp;&nbsp;4299942 |
|  | EDP Renovaveis SA | 89973 | &nbsp;&nbsp;1366814 |
|  | EDP SA (EDP PL) | 1332631 | &nbsp;&nbsp;6814334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Galp Energia SGPS <br>SA<br>| 35460 | &nbsp;&nbsp;705570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jeronimo Martins <br>SGPS SA<br>| 117292 | &nbsp;&nbsp;2765869 |
| TOTAL PORTUGAL | TOTAL PORTUGAL |  | &nbsp;&nbsp;15952529 |
| SINGAPORE — (1.2%) | SINGAPORE — (1.2%) | SINGAPORE — (1.2%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CapitaLand Investment <br>Ltd.<br>| 922150 | &nbsp;&nbsp;2232643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DBS Group Holdings <br>Ltd.<br>| 567148 | &nbsp;&nbsp;26362374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genting Singapore <br>Ltd.<br>| 2396700 | &nbsp;&nbsp;1383727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hongkong Land <br>Holdings Ltd.<br>| 443000 | &nbsp;&nbsp;3758798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jardine Cycle & <br>Carriage Ltd.<br>| 75310 | &nbsp;&nbsp;1878397 |
|  | Keppel Ltd. | 497900 | &nbsp;&nbsp;4283346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oversea-Chinese <br>Banking Corp. Ltd.<br>| 863257 | &nbsp;&nbsp;14407362 |
| # | Seatrium Ltd. | 509148 | &nbsp;&nbsp;844367 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sembcorp Industries <br>Ltd.<br>| 511720 | &nbsp;&nbsp;2424774 |
|  | Singapore Airlines Ltd. | 825900 | &nbsp;&nbsp;4122905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Singapore Exchange <br>Ltd.<br>| 336000 | &nbsp;&nbsp;4655651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Singapore <br>Technologies <br>Engineering Ltd.<br>| 564800 | &nbsp;&nbsp;4341949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Singapore <br>Telecommunications <br>Ltd.<br>| 883450 | &nbsp;&nbsp;3188097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Overseas Bank <br>Ltd.<br>| 377865 | &nbsp;&nbsp;11388525 |
|  | UOL Group Ltd. | 24866 | &nbsp;&nbsp;212370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wilmar International <br>Ltd.<br>| 903900 | &nbsp;&nbsp;2413450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yangzijiang <br>Shipbuilding <br>Holdings Ltd.<br>| 1504200 | &nbsp;&nbsp;3950498 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | &nbsp;&nbsp;91849233 |

---

------

**Large Cap International Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SPAIN — (3.2%) | SPAIN — (3.2%) | SPAIN — (3.2%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ACS Actividades de <br>Construccion y <br>Servicios SA<br>| 109237 | &nbsp;&nbsp;$12255973 |
| Ω | Aena SME SA | 252570 | &nbsp;&nbsp;7844205 |
|  | Amadeus IT Group SA | 160860 | &nbsp;&nbsp;10785122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya <br>Argentaria SA <br>(BBVA SM)<br>| 1401013 | &nbsp;&nbsp;35562818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya <br>Argentaria SA <br>(BBVA US), <br>Sponsored ADR<br>| 625839 | &nbsp;&nbsp;15908827 |
|  | Banco de Sabadell SA | 2511975 | &nbsp;&nbsp;9853932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Santander SA <br>(SAN SM)<br>| 4087130 | &nbsp;&nbsp;52184730 |
|  | Bankinter SA | 218196 | &nbsp;&nbsp;3724600 |
|  | CaixaBank SA | 1480865 | &nbsp;&nbsp;19547668 |
| #Ω | Cellnex Telecom SA | 130992 | &nbsp;&nbsp;4051601 |
|  | Endesa SA | 108730 | &nbsp;&nbsp;4013738 |
|  | Ferrovial SE | 176096 | &nbsp;&nbsp;11894411 |
|  | Iberdrola SA | 14403 | &nbsp;&nbsp;323099 |
|  | Iberdrola SA IBE SM | 1051463 | &nbsp;&nbsp;23639775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Industria de Diseno <br>Textil SA<br>| 311793 | &nbsp;&nbsp;20288400 |
|  | Mapfre SA | 225194 | &nbsp;&nbsp;1030428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Naturgy Energy Group <br>SA<br>| 80509 | &nbsp;&nbsp;2528060 |
|  | Repsol SA (REP SM) | 482574 | &nbsp;&nbsp;9507240 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Telefonica SA (TEF <br>SM)<br>| 2057219 | &nbsp;&nbsp;8328231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telefonica SA (TEF <br>US), Sponsored <br>ADR<br>| 68959 | &nbsp;&nbsp;275836 |
| TOTAL SPAIN | TOTAL SPAIN |  | &nbsp;&nbsp;253548694 |
| SWEDEN — (2.9%) | SWEDEN — (2.9%) | SWEDEN — (2.9%) |  |
| # | AAK AB | 54219 | &nbsp;&nbsp;1517153 |
|  | AddTech AB, Class B | 88057 | &nbsp;&nbsp;2859121 |
|  | Alfa Laval AB | 60529 | &nbsp;&nbsp;3505976 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Asmodee Group AB, <br>Class B<br>| 31702 | &nbsp;&nbsp;380395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Assa Abloy AB, <br>Class B<br>| 199102 | &nbsp;&nbsp;8050477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atlas Copco AB <br>(ATCOA SS), <br>Class A<br>| 671935 | &nbsp;&nbsp;13856768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atlas Copco AB <br>(ATCOB SS), <br>Class B<br>| 393715 | &nbsp;&nbsp;7082013 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Atrium Ljungberg AB, <br>Class B<br>| 49796 | &nbsp;&nbsp;188603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Avanza Bank Holding <br>AB<br>| 75308 | &nbsp;&nbsp;2934181 |
| # | Axfood AB | 43385 | &nbsp;&nbsp;1486429 |
|  | Beijer Ref AB | 86928 | &nbsp;&nbsp;1237409 |
|  | Betsson AB, Class B | 71222 | &nbsp;&nbsp;836259 |
|  | Billerud Aktiebolag | 16113 | &nbsp;&nbsp;130291 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |  |
| \*Ω | BioArctic AB | 5071 | &nbsp;&nbsp;$182106 |
| \* | Boliden AB | 129213 | &nbsp;&nbsp;9048359 |
|  | Bure Equity AB | 18421 | &nbsp;&nbsp;454840 |
| \* | Camurus AB | 12768 | &nbsp;&nbsp;958455 |
| # | Castellum AB | 127644 | &nbsp;&nbsp;1577967 |
|  | Catena AB | 13056 | &nbsp;&nbsp;677732 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Coffee Stain Group <br>AB, Class B<br>| 7157 | &nbsp;&nbsp;14897 |
|  | Elekta AB, Class B | 54614 | &nbsp;&nbsp;351070 |
| #\* | Embracer Group AB | 7157 | &nbsp;&nbsp;39203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Epiroc AB (EPIA SS), <br>Class A<br>| 177442 | &nbsp;&nbsp;4974262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Epiroc AB (EPIB SS), <br>Class B<br>| 99521 | &nbsp;&nbsp;2481764 |
| # | EQT AB | 29688 | &nbsp;&nbsp;1126829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Essity AB (ESSITYA <br>SS), Class A<br>| 8605 | &nbsp;&nbsp;253748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Essity AB (ESSITYB <br>SS), Class B<br>| 162715 | &nbsp;&nbsp;4817771 |
| #Ω | Evolution AB | 41375 | &nbsp;&nbsp;2687766 |
| # | Fabege AB | 92014 | &nbsp;&nbsp;849920 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Fastighets AB Balder, <br>Class B<br>| 219988 | &nbsp;&nbsp;1659282 |
|  | Getinge AB, Class B | 79031 | &nbsp;&nbsp;1731752 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;H & M Hennes & <br>Mauritz AB, Class B<br>| 167436 | &nbsp;&nbsp;3352929 |
|  | Hexagon AB, Class B | 359770 | &nbsp;&nbsp;4056420 |
|  | Hexpol AB | 104843 | &nbsp;&nbsp;858107 |
| \* | HMS Networks AB | 3483 | &nbsp;&nbsp;157010 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Holmen AB (HOLMB <br>SS), Class B<br>| 30769 | &nbsp;&nbsp;1153312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hufvudstaden AB, <br>Class A<br>| 9910 | &nbsp;&nbsp;136939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Husqvarna AB <br>(HUSQA SS), <br>Class A<br>| 12600 | &nbsp;&nbsp;64346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Husqvarna AB <br>(HUSQB SS), <br>Class B<br>| 124799 | &nbsp;&nbsp;637546 |
|  | Indutrade AB | 83885 | &nbsp;&nbsp;1969241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lagercrantz Group AB, <br>Class B<br>| 111522 | &nbsp;&nbsp;2443514 |
| # | Lifco AB, Class B | 50995 | &nbsp;&nbsp;1752289 |
|  | Loomis AB | 41777 | &nbsp;&nbsp;1733588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Medicover AB, <br>Class B<br>| 35267 | &nbsp;&nbsp;802565 |
| Ω | Munters Group AB | 59686 | &nbsp;&nbsp;1178420 |
|  | Mycronic AB | 85274 | &nbsp;&nbsp;1962846 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nibe Industrier AB, <br>Class B<br>| 370438 | &nbsp;&nbsp;1419065 |
| # | Nordnet AB publ | 63240 | &nbsp;&nbsp;2046009 |
|  | Pandox AB | 52404 | &nbsp;&nbsp;1130682 |
|  | Peab AB, Class B | 70050 | &nbsp;&nbsp;700129 |
| # | Saab AB, Class B | 46916 | &nbsp;&nbsp;3660522 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sagax AB (SAGAB <br>SS), Class B<br>| 72944 | &nbsp;&nbsp;1608499 |
|  | Sandvik AB | 245661 | &nbsp;&nbsp;9700255 |
|  | Sectra AB, Class B | 54337 | &nbsp;&nbsp;1343450 |

---

------

**Large Cap International Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |  |
|  | Securitas AB, Class B | 225286 | &nbsp;&nbsp;$3725531 |
| \*Ω | Sinch AB | 273743 | &nbsp;&nbsp;820247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Skandinaviska <br>Enskilda Banken AB <br>(SEBA SS), Class A<br>| 442167 | &nbsp;&nbsp;9504124 |
|  | Skanska AB, Class B | 148452 | &nbsp;&nbsp;4508812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SKF AB (SKFA SS), <br>Class A<br>| 5065 | &nbsp;&nbsp;134105 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SKF AB (SKFB SS), <br>Class B<br>| 161381 | &nbsp;&nbsp;4219580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SSAB AB (SSABA SS), <br>Class A<br>| 135094 | &nbsp;&nbsp;1116924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SSAB AB (SSABB <br>SS), Class B<br>| 307719 | &nbsp;&nbsp;2531406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Svenska Cellulosa AB <br>SCA (SCAA SS), <br>Class A<br>| 8605 | &nbsp;&nbsp;107386 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Svenska Cellulosa AB <br>SCA (SCAB SS), <br>Class B<br>| 204523 | &nbsp;&nbsp;2560815 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Svenska <br>Handelsbanken AB <br>(SHBA SS), Class A<br>| 292444 | &nbsp;&nbsp;4610395 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Svenska <br>Handelsbanken AB <br>(SHBB SS), Class B<br>| 3612 | &nbsp;&nbsp;94669 |
|  | Sweco AB, Class B | 73964 | &nbsp;&nbsp;1225370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Swedbank AB, <br>Class A<br>| 244840 | &nbsp;&nbsp;9519443 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Swedish Orphan <br>Biovitrum AB<br>| 55915 | &nbsp;&nbsp;2123392 |
|  | Tele2 AB, Class B | 288823 | &nbsp;&nbsp;5313917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telefonaktiebolaget LM <br>Ericsson (ERICA <br>SS), Class A<br>| 17870 | &nbsp;&nbsp;194238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telefonaktiebolaget LM <br>Ericsson (ERICB <br>SS), Class B<br>| 1161673 | &nbsp;&nbsp;12581108 |
|  | Telia Co. AB | 1256555 | &nbsp;&nbsp;5740520 |
| Ω | Thule Group AB | 34101 | &nbsp;&nbsp;816981 |
|  | Trelleborg AB, Class B | 96235 | &nbsp;&nbsp;3894267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Volvo AB (VOLVA SS), <br>Class A<br>| 82123 | &nbsp;&nbsp;2983789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Volvo AB (VOLVB SS), <br>Class B<br>| 667761 | &nbsp;&nbsp;24264696 |
| \* | Volvo Car AB, Class B | 344095 | &nbsp;&nbsp;1148283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wallenstam AB, <br>Class B<br>| 162936 | &nbsp;&nbsp;742022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wihlborgs Fastigheter <br>AB<br>| 108561 | &nbsp;&nbsp;1121660 |
| TOTAL SWEDEN | TOTAL SWEDEN |  | &nbsp;&nbsp;227424161 |
| SWITZERLAND — (7.9%) | SWITZERLAND — (7.9%) | SWITZERLAND — (7.9%) |  |
|  | ABB Ltd. | 231272 | &nbsp;&nbsp;19912062 |
|  | Alcon AG ALC SW | 19411 | &nbsp;&nbsp;1571138 |
| # | Alcon AG ALC US | 172799 | &nbsp;&nbsp;13993279 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |
| \* | Amrize Ltd. | 199001 | &nbsp;&nbsp;$10525995 |
|  | Belimo Holding AG | 1068 | &nbsp;&nbsp;1168154 |
|  | BKW AG | 3719 | &nbsp;&nbsp;703119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chocoladefabriken <br>Lindt & Spruengli <br>AG<br>| 35 | &nbsp;&nbsp;5173410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cie Financiere <br>Richemont SA, <br>Class A<br>| 144014 | &nbsp;&nbsp;27954491 |
|  | DSM-Firmenich AG | 13125 | &nbsp;&nbsp;1034953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EMS-Chemie Holding <br>AG<br>| 2147 | &nbsp;&nbsp;1669224 |
|  | Galderma Group AG | 31742 | &nbsp;&nbsp;5916675 |
| # | Geberit AG | 15624 | &nbsp;&nbsp;11930333 |
|  | Givaudan SA | 2266 | &nbsp;&nbsp;8759195 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Helvetia Baloise <br>Holding AG<br>| 10524 | &nbsp;&nbsp;2669104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Holcim AG (HOLN <br>SW)<br>| 223211 | &nbsp;&nbsp;23006098 |
|  | Julius Baer Group Ltd. | 95062 | &nbsp;&nbsp;7940556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuehne & Nagel <br>International AG<br>| 17809 | &nbsp;&nbsp;4123891 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Logitech International <br>SA (LOGI US)<br>| 18042 | &nbsp;&nbsp;1548725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Logitech International <br>SA (LOGN SW)<br>| 13924 | &nbsp;&nbsp;1199582 |
|  | Lonza Group AG | 24189 | &nbsp;&nbsp;16435217 |
|  | Nestle SA | 800448 | &nbsp;&nbsp;76383962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Novartis AG (NOVN <br>SW)<br>| 340245 | &nbsp;&nbsp;50482073 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Novartis AG (NVS US), <br>Sponsored ADR<br>| 289165 | &nbsp;&nbsp;42993052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Partners Group <br>Holding AG<br>| 8371 | &nbsp;&nbsp;11414226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Roche Holding AG (RO <br>SW), Class BR<br>| 10773 | &nbsp;&nbsp;4978432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Roche Holding AG <br>(ROG SW)<br>| 238935 | &nbsp;&nbsp;108653197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sandoz Group AG <br>(SDZ SW)<br>| 192877 | &nbsp;&nbsp;15280839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sandoz Group AG <br>(SDZNY US), ADR<br>| 39056 | &nbsp;&nbsp;3096328 |
|  | Schindler Holding AG | 9697 | &nbsp;&nbsp;3566376 |
|  | SGS SA | 73924 | &nbsp;&nbsp;8897452 |
|  | Sika AG | 48315 | &nbsp;&nbsp;9271188 |
|  | Sonova Holding AG | 11788 | &nbsp;&nbsp;3226178 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Straumann Holding <br>AG<br>| 37735 | &nbsp;&nbsp;4538378 |
| # | Swiss Life Holding AG | 11762 | &nbsp;&nbsp;12897651 |
|  | Swiss Prime Site AG | 10558 | &nbsp;&nbsp;1797400 |
|  | Swiss Re AG | 147397 | &nbsp;&nbsp;23551651 |
| # | Swisscom AG | 17356 | &nbsp;&nbsp;14250680 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;UBS Group AG (UBS <br>US)<br>| 255910 | &nbsp;&nbsp;12066174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UBS Group AG (UBSG <br>SW)<br>| 411734 | &nbsp;&nbsp;19481350 |
| Ω | VAT Group AG | 4181 | &nbsp;&nbsp;2703712 |

---

------

**Large Cap International Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zurich Insurance <br>Group AG<br>| 41362 | &nbsp;&nbsp;$29425827 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  | &nbsp;&nbsp;626191327 |
| UNITED KINGDOM — (12.4%) | UNITED KINGDOM — (12.4%) | UNITED KINGDOM — (12.4%) |  |
|  | 3i Group PLC | 276394 | &nbsp;&nbsp;12697297 |
|  | Admiral Group PLC | 117642 | &nbsp;&nbsp;4427334 |
| Ω | Airtel Africa PLC | 583935 | &nbsp;&nbsp;2545974 |
|  | Anglo American PLC | 367008 | &nbsp;&nbsp;17017354 |
|  | Antofagasta PLC | 113988 | &nbsp;&nbsp;5648279 |
|  | Ashtead Group PLC | 199905 | &nbsp;&nbsp;12869824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Associated British <br>Foods PLC<br>| 142156 | &nbsp;&nbsp;3715147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AstraZeneca PLC <br>(AZN LN)<br>| 128443 | &nbsp;&nbsp;23930745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AstraZeneca PLC <br>(AZN US), <br>Sponsored ADR<br>| 496723 | &nbsp;&nbsp;46080993 |
| Ω | Autotrader Group PLC | 266764 | &nbsp;&nbsp;1966447 |
|  | Aviva PLC | 959090 | &nbsp;&nbsp;8361206 |
|  | BAE Systems PLC | 672735 | &nbsp;&nbsp;18262696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barclays PLC (BARC <br>LN)<br>| 1697316 | &nbsp;&nbsp;11328003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barclays PLC (BCS <br>US), Sponsored <br>ADR<br>| 319418 | &nbsp;&nbsp;8544431 |
|  | Barratt Redrow PLC | 61358 | &nbsp;&nbsp;326715 |
|  | Beazley PLC | 46456 | &nbsp;&nbsp;721719 |
|  | BP PLC (BP LN) | 2286869 | &nbsp;&nbsp;14500022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BP PLC (BP US), <br>Sponsored ADR<br>| 748671 | &nbsp;&nbsp;28359639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;British American <br>Tobacco PLC (BATS <br>LN)<br>| 442204 | &nbsp;&nbsp;26715140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;British American <br>Tobacco PLC (BTI <br>US), Sponsored <br>ADR<br>| 39325 | &nbsp;&nbsp;2386241 |
|  | BT Group PLC | 4308353 | &nbsp;&nbsp;11324593 |
|  | Bunzl PLC | 94984 | &nbsp;&nbsp;2663642 |
| \* | Canal & SA | 91554 | &nbsp;&nbsp;397131 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Carnival PLC (CCL <br>LN)<br>| 32769 | &nbsp;&nbsp;973340 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Carnival PLC (CUK <br>US), ADR<br>| 6337 | &nbsp;&nbsp;188779 |
|  | Centrica PLC | 2668294 | &nbsp;&nbsp;6986957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola HBC AG, <br>Class DI<br>| 77054 | &nbsp;&nbsp;4184776 |
|  | Compass Group PLC | 524962 | &nbsp;&nbsp;15741213 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Diageo PLC (DEO <br>US), Sponsored <br>ADR<br>| 67311 | &nbsp;&nbsp;6246461 |
|  | Diageo PLC (DGE LN) | 169923 | &nbsp;&nbsp;3909979 |
|  | Diploma PLC | 56315 | &nbsp;&nbsp;4102640 |
|  | easyJet PLC | 41783 | &nbsp;&nbsp;273385 |
|  | Experian PLC | 341478 | &nbsp;&nbsp;12933388 |
|  | Fresnillo PLC | 115106 | &nbsp;&nbsp;5668575 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Games Workshop <br>Group PLC<br>| 13421 | &nbsp;&nbsp;$3130960 |
|  | Glencore PLC | 3172321 | &nbsp;&nbsp;21626833 |
|  | GSK PLC (GSK LN) | 727744 | &nbsp;&nbsp;18820673 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;GSK PLC (GSK US), <br>Sponsored ADR<br>| 363226 | &nbsp;&nbsp;18742441 |
|  | Haleon PLC (HLN LN) | 2148656 | &nbsp;&nbsp;11237254 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Haleon PLC (HLN US), <br>ADR<br>| 201265 | &nbsp;&nbsp;2107245 |
|  | Halma PLC | 94722 | &nbsp;&nbsp;4600513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings PLC <br>(HSBA LN)<br>| 2540701 | &nbsp;&nbsp;44820318 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings PLC <br>(HSBC US), <br>Sponsored ADR<br>| 387126 | &nbsp;&nbsp;34070959 |
|  | ICG PLC | 91272 | &nbsp;&nbsp;2271155 |
|  | IMI PLC | 63786 | &nbsp;&nbsp;2408705 |
|  | Imperial Brands PLC | 378415 | &nbsp;&nbsp;15938002 |
|  | Informa PLC | 468262 | &nbsp;&nbsp;5650900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;InterContinental Hotels <br>Group PLC<br>| 56200 | &nbsp;&nbsp;7592631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;InterContinental Hotels <br>Group PLC (IHG <br>US), ADR<br>| 1227 | &nbsp;&nbsp;168448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International <br>Consolidated Airlines <br>Group SA, Class DI<br>| 119677 | &nbsp;&nbsp;687554 |
|  | Intertek Group PLC | 72170 | &nbsp;&nbsp;4427460 |
|  | Investec PLC | 30816 | &nbsp;&nbsp;255903 |
|  | J Sainsbury PLC | 923337 | &nbsp;&nbsp;4045797 |
|  | Kingfisher PLC | 99334 | &nbsp;&nbsp;457770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Legal & General Group <br>PLC<br>| 2136040 | &nbsp;&nbsp;7755566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lloyds Banking Group <br>PLC (LLOY LN)<br>| 16927339 | &nbsp;&nbsp;25275972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;London Stock <br>Exchange Group <br>PLC<br>| 64408 | &nbsp;&nbsp;7184181 |
|  | M&G PLC | 218080 | &nbsp;&nbsp;924495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marks & Spencer <br>Group PLC<br>| 1232960 | &nbsp;&nbsp;6183542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Melrose Industries <br>PLC<br>| 538213 | &nbsp;&nbsp;4627521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Grid PLC (NG <br>LN)<br>| 681513 | &nbsp;&nbsp;11578599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Grid PLC <br>(NGG US), <br>Sponsored ADR<br>| 99650 | &nbsp;&nbsp;8497155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NatWest Group PLC <br>(NWG LN)<br>| 2249764 | &nbsp;&nbsp;20506107 |
|  | Next PLC | 46121 | &nbsp;&nbsp;8373676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pearson PLC (PSON <br>LN)<br>| 186613 | &nbsp;&nbsp;2454511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Phoenix Group <br>Holdings PLC<br>| 296217 | &nbsp;&nbsp;3002360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prudential PLC (PRU <br>LN)<br>| 573244 | &nbsp;&nbsp;9415674 |

---

------

**Large Cap International Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Prudential PLC (PUK <br>US), ADR<br>| 119515 | &nbsp;&nbsp;$3942800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reckitt Benckiser <br>Group PLC<br>| 273096 | &nbsp;&nbsp;22784128 |
|  | RELX PLC (REL LN) | 172157 | &nbsp;&nbsp;6103312 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;RELX PLC (RELX US), <br>Sponsored ADR<br>| 106664 | &nbsp;&nbsp;3818573 |
|  | RELX PLC (REN NA) | 200352 | &nbsp;&nbsp;7156065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rentokil Initial PLC <br>RTO LN<br>| 720911 | &nbsp;&nbsp;4474561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rio Tinto PLC (RIO <br>LN)<br>| 154229 | &nbsp;&nbsp;14070975 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Rio Tinto PLC (RIO <br>US), Sponsored <br>ADR<br>| 232618 | &nbsp;&nbsp;21175217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rolls-Royce Holdings <br>PLC<br>| 2436202 | &nbsp;&nbsp;40725927 |
|  | Sage Group PLC | 371892 | &nbsp;&nbsp;4876694 |
|  | Schroders PLC | 287510 | &nbsp;&nbsp;1780760 |
|  | Severn Trent PLC | 121918 | &nbsp;&nbsp;4896932 |
|  | Shell PLC (SHEL LN) | 77031 | &nbsp;&nbsp;2961014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shell PLC (SHEL US), <br>ADR<br>| 1026896 | &nbsp;&nbsp;79101799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Smith & Nephew PLC <br>(SN LN)<br>| 206252 | &nbsp;&nbsp;3515207 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Smith & Nephew PLC <br>(SNN US), <br>Sponsored ADR<br>| 42791 | &nbsp;&nbsp;1460885 |
|  | Smiths Group PLC | 131756 | &nbsp;&nbsp;4524740 |
|  | SSE PLC | 422715 | &nbsp;&nbsp;14049971 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;St. James's Place <br>PLC<br>| 292295 | &nbsp;&nbsp;6104675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Standard Chartered <br>PLC<br>| 707796 | &nbsp;&nbsp;18109974 |
|  | Tesco PLC | 2917617 | &nbsp;&nbsp;16977033 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Unilever PLC UL US, <br>ADR<br>| 228447 | &nbsp;&nbsp;15616637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unilever PLC ULVRL <br>IX<br>| 79224 | &nbsp;&nbsp;5389560 |
|  | Unilever PLC UNA NA | 220680 | &nbsp;&nbsp;15023024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Utilities Group <br>PLC<br>| 302661 | &nbsp;&nbsp;5183233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vodafone Group PLC <br>(VOD LN)<br>| 8220767 | &nbsp;&nbsp;12106943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vodafone Group PLC <br>(VOD US), <br>Sponsored ADR<br>| 21712 | &nbsp;&nbsp;318086 |
|  | Weir Group PLC  | 112716 | &nbsp;&nbsp;4978521 |
|  | Whitbread PLC | 1527 | &nbsp;&nbsp;57000 |
| \* | Wise PLC, Class A | 150256 | &nbsp;&nbsp;1937962 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED <br>KINGDOM | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED <br>KINGDOM |  | &nbsp;&nbsp;988063153 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED STATES — (0.1%) | UNITED STATES — (0.1%) | UNITED STATES — (0.1%) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;International Paper <br>Co.<br>| 106683 | &nbsp;&nbsp;$4274481 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS |  | &nbsp;&nbsp;7669968776 |
| PREFERRED STOCKS — (0.3%) | PREFERRED STOCKS — (0.3%) | PREFERRED STOCKS — (0.3%) | PREFERRED STOCKS — (0.3%) |
| GERMANY — (0.3%) | GERMANY — (0.3%) | GERMANY — (0.3%) | GERMANY — (0.3%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bayerische Motoren <br>Werke AG, 4.951%<br>| 24220 | &nbsp;&nbsp;2498183 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Dr. Ing hc F Porsche <br>AG, 5.627%<br>| 27451 | &nbsp;&nbsp;1335845 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Henkel AG & Co. <br>KGaA, 2.751%<br>| 69345 | &nbsp;&nbsp;6092090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Porsche Automobil <br>Holding SE, 5.285%<br>| 47106 | &nbsp;&nbsp;2015451 |
| # | Sartorius AG, 0.314% | 3717 | &nbsp;&nbsp;1038875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen AG, <br>6.202%<br>| 94908 | &nbsp;&nbsp;11512817 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp;24493261 |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| CANADA — (0.0%) | CANADA — (0.0%) | CANADA — (0.0%) | CANADA — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Constellation Software, <br>Inc. Warrants <br>03/31/2040<br>| 6143 | &nbsp;&nbsp;0 |
| SPAIN — (0.0%) | SPAIN — (0.0%) | SPAIN — (0.0%) | SPAIN — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ACS Actividades de <br>Construccion y <br>Servicios SA Rights <br>02/06/2026<br>| 109237 | &nbsp;&nbsp;60081 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL <br>RIGHTS/WARRANTS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL <br>RIGHTS/WARRANTS |  | &nbsp;&nbsp;60081 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $3,871,028,293) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $3,871,028,293) |  | &nbsp;&nbsp;7694522118 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  |  | **Value†** |
| SECURITIES LENDING COLLATERAL — (3.4%) | SECURITIES LENDING COLLATERAL — (3.4%) | SECURITIES LENDING COLLATERAL — (3.4%) | SECURITIES LENDING COLLATERAL — (3.4%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund<br>| 23696822 | &nbsp;&nbsp;274101139 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $4,145,129,432)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $4,145,129,432)^^ |  | &nbsp;&nbsp;$7968623257 |

---

------

**Large Cap International Portfolio**

**CONTINUED**

As of January 31, 2026, Large Cap International 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;184 | 03/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;$63871227 | &nbsp;&nbsp;&nbsp;&nbsp;$64084900 | &nbsp;&nbsp;&nbsp;&nbsp;$213673 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp;**$63871227** | &nbsp;&nbsp;**$64084900** | &nbsp;&nbsp;**$213673** |

---

As of January 31, 2026, the value of Rule 144A securities amounted to $80,894,681 or 1.0% of net assets.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia | &nbsp;&nbsp;&nbsp;$21844748 | &nbsp;&nbsp;&nbsp;$449864074 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$471708822 |
| &nbsp;&nbsp;&nbsp;&nbsp;Austria | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;23514600 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;23514600 |
| &nbsp;&nbsp;&nbsp;&nbsp;Belgium | &nbsp;&nbsp;&nbsp;1210320 | &nbsp;&nbsp;&nbsp;77463833 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;78674153 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;854986568 | &nbsp;&nbsp;&nbsp;6468387 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;861454955 |
| &nbsp;&nbsp;&nbsp;&nbsp;Denmark | &nbsp;&nbsp;&nbsp;32924 | &nbsp;&nbsp;&nbsp;146554082 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;146587006 |
| &nbsp;&nbsp;&nbsp;&nbsp;Finland | &nbsp;&nbsp;&nbsp;3169149 | &nbsp;&nbsp;&nbsp;77451981 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;80621130 |
| &nbsp;&nbsp;&nbsp;&nbsp;France | &nbsp;&nbsp;&nbsp;5869963 | &nbsp;&nbsp;&nbsp;640338635 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;646208598 |
| &nbsp;&nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;22298989 | &nbsp;&nbsp;&nbsp;565130850 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;587429839 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hong Kong | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;131473701 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;131473701 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ireland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;34803344 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;34803344 |
| &nbsp;&nbsp;&nbsp;&nbsp;Israel | &nbsp;&nbsp;&nbsp;10078188 | &nbsp;&nbsp;&nbsp;93581772 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;103659960 |
| &nbsp;&nbsp;&nbsp;&nbsp;Italy | &nbsp;&nbsp;&nbsp;1099447 | &nbsp;&nbsp;&nbsp;207840718 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;208940165 |
| &nbsp;&nbsp;&nbsp;&nbsp;Japan | &nbsp;&nbsp;&nbsp;16338480 | &nbsp;&nbsp;&nbsp;1663310928 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1679649408 |
| &nbsp;&nbsp;&nbsp;&nbsp;Netherlands | &nbsp;&nbsp;&nbsp;112428105 | &nbsp;&nbsp;&nbsp;218644499 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;331072604 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;19085664 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;19085664 |
| &nbsp;&nbsp;&nbsp;&nbsp;Norway | &nbsp;&nbsp;&nbsp;405359 | &nbsp;&nbsp;&nbsp;57375890 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;57781249 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portugal | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;15952529 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;15952529 |
| &nbsp;&nbsp;&nbsp;&nbsp;Singapore | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;91849233 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;91849233 |
| &nbsp;&nbsp;&nbsp;&nbsp;Spain | &nbsp;&nbsp;&nbsp;16184663 | &nbsp;&nbsp;&nbsp;237364031 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;253548694 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sweden | &nbsp;&nbsp;&nbsp;14897 | &nbsp;&nbsp;&nbsp;227409264 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;227424161 |
| &nbsp;&nbsp;&nbsp;&nbsp;Switzerland | &nbsp;&nbsp;&nbsp;73911511 | &nbsp;&nbsp;&nbsp;552279816 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;626191327 |
| &nbsp;&nbsp;&nbsp;&nbsp;United Kingdom | &nbsp;&nbsp;&nbsp;280826789 | &nbsp;&nbsp;&nbsp;707236364 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;988063153 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4274481 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4274481 |
| Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;24493261 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;24493261 |
| Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;Spain | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;60081 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;60081 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;274101139 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;274101139 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$1420700100 | &nbsp;&nbsp;&nbsp;$6547923157 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$7968623257 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts\*\* | &nbsp;&nbsp;&nbsp;213673 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;213673 |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp;$213673 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$213673 |
| &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. |

---

------

**International Core Equity 2 Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (95.6%) | COMMON STOCKS — (95.6%) | COMMON STOCKS — (95.6%) |  |
| AUSTRALIA — (5.7%) | AUSTRALIA — (5.7%) | AUSTRALIA — (5.7%) |  |
| \* | 29Metals Ltd. | 613035 | &nbsp;&nbsp;$201974 |
| # | Accent Group Ltd. | 962090 | &nbsp;&nbsp;617879 |
|  | Acrow Ltd. | 867055 | &nbsp;&nbsp;620164 |
|  | Adairs Ltd. | 642385 | &nbsp;&nbsp;780017 |
| \* | Aeris Resources Ltd. | 824631 | &nbsp;&nbsp;346524 |
|  | AGL Energy Ltd. | 1214317 | &nbsp;&nbsp;7639992 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Ainsworth Game <br>Technology Ltd.<br>| 387271 | &nbsp;&nbsp;279335 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Alkane Resources <br>Ltd.<br>| 1727632 | &nbsp;&nbsp;1845157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alliance Aviation <br>Services Ltd.<br>| 68756 | &nbsp;&nbsp;54167 |
| \* | Alligator Energy Ltd. | 579760 | &nbsp;&nbsp;19323 |
|  | ALS Ltd. | 1199746 | &nbsp;&nbsp;20457428 |
| #\* | AMA Group Ltd. | 892368 | &nbsp;&nbsp;465321 |
|  | Amotiv Ltd. | 400204 | &nbsp;&nbsp;2334781 |
|  | AMP Ltd. | 10239860 | &nbsp;&nbsp;11987966 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amplitude Energy <br>Ltd.<br>| 1186535 | &nbsp;&nbsp;2577550 |
| # | Ampol Ltd. | 596680 | &nbsp;&nbsp;11987715 |
|  | Ansell Ltd. | 587720 | &nbsp;&nbsp;13324883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ANZ Group Holdings <br>Ltd.<br>| 2215622 | &nbsp;&nbsp;56366166 |
|  | APA Group | 1473362 | &nbsp;&nbsp;9070738 |
| #\* | Appen Ltd. | 538087 | &nbsp;&nbsp;689211 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arafura Rare Earths <br>Ltd. (ARU AU)<br>| 4164394 | &nbsp;&nbsp;653641 |
|  | ARB Corp. Ltd. | 251339 | &nbsp;&nbsp;4494937 |
|  | Aristocrat Leisure Ltd. | 632117 | &nbsp;&nbsp;23482968 |
| # | ARN Media Ltd. | 1378643 | &nbsp;&nbsp;355506 |
| \* | Articore Group Ltd. | 321992 | &nbsp;&nbsp;78327 |
|  | ASX Ltd. | 120810 | &nbsp;&nbsp;4808766 |
|  | Atlas Arteria Ltd. | 926237 | &nbsp;&nbsp;3196521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AUB Group Ltd. AUB <br>AU<br>| 273001 | &nbsp;&nbsp;5730399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AUB Group Ltd. <br>AUBXX AU<br>| 32072 | &nbsp;&nbsp;674690 |
| #\* | Audinate Group Ltd. | 5096 | &nbsp;&nbsp;15320 |
| #\* | Aura Energy Ltd. | 120455 | &nbsp;&nbsp;20131 |
| \* | Aurelia Metals Ltd. | 5867611 | &nbsp;&nbsp;1243098 |
|  | Aurizon Holdings Ltd. | 7058358 | &nbsp;&nbsp;18055098 |
| \* | Ausgold Ltd. | 119326 | &nbsp;&nbsp;91543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aussie Broadband <br>Ltd.<br>| 657694 | &nbsp;&nbsp;2063383 |
| \* | Austal Ltd. | 1838923 | &nbsp;&nbsp;8868090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Austin Engineering <br>Ltd.<br>| 36772 | &nbsp;&nbsp;6509 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Australian Agricultural <br>Co. Ltd.<br>| 1258308 | &nbsp;&nbsp;1193935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Australian Clinical <br>Labs Ltd.<br>| 697003 | &nbsp;&nbsp;1321544 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Australian Ethical <br>Investment Ltd.<br>| 249165 | &nbsp;&nbsp;792725 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Australian Finance <br>Group Ltd.<br>| 845583 | &nbsp;&nbsp;$1209065 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Australian Strategic <br>Materials Ltd.<br>| 436024 | &nbsp;&nbsp;506312 |
| # | Autosports Group Ltd. | 10383 | &nbsp;&nbsp;27520 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Baby Bunting Group <br>Ltd.<br>| 408822 | &nbsp;&nbsp;679910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Queensland <br>Ltd.<br>| 1802373 | &nbsp;&nbsp;8488930 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bannerman Energy <br>Ltd.<br>| 50249 | &nbsp;&nbsp;157620 |
| # | Bapcor Ltd. | 1023465 | &nbsp;&nbsp;1513194 |
|  | Beach Energy Ltd. | 6672077 | &nbsp;&nbsp;5718920 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Beacon Lighting <br>Group Ltd.<br>| 7314 | &nbsp;&nbsp;12687 |
|  | Beacon Minerals Ltd. | 11261 | &nbsp;&nbsp;33959 |
|  | Bega Cheese Ltd. | 1804540 | &nbsp;&nbsp;7638166 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bell Financial Group <br>Ltd.<br>| 275144 | &nbsp;&nbsp;250215 |
| \* | Bellevue Gold Ltd. | 3006303 | &nbsp;&nbsp;3525405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bendigo & Adelaide <br>Bank Ltd.<br>| 1538815 | &nbsp;&nbsp;11717767 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Betmakers Technology <br>Group Ltd.<br>| 365926 | &nbsp;&nbsp;48103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BHP Group Ltd. (BHP <br>AU)<br>| 3147083 | &nbsp;&nbsp;108392946 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;BHP Group Ltd. (BHP <br>LN), Class DI<br>| 338292 | &nbsp;&nbsp;11674331 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;BHP Group Ltd. (BHP <br>US), Sponsored <br>ADR<br>| 903454 | &nbsp;&nbsp;62094393 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bisalloy Steel Group <br>Ltd.<br>| 5274 | &nbsp;&nbsp;20623 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Black Cat Syndicate <br>Ltd. (BC8 AU)<br>| 730812 | &nbsp;&nbsp;678767 |
|  | BlueScope Steel Ltd. | 1150500 | &nbsp;&nbsp;24012147 |
| #\* | Boss Energy Ltd. | 932499 | &nbsp;&nbsp;1235410 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Botanix <br>Pharmaceuticals <br>Ltd.<br>| 126944 | &nbsp;&nbsp;9710 |
|  | Brambles Ltd. | 2189246 | &nbsp;&nbsp;33983013 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bravura Solutions <br>Ltd.<br>| 758771 | &nbsp;&nbsp;1076496 |
| # | Breville Group Ltd. | 326418 | &nbsp;&nbsp;7273539 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Brightstar Resources <br>Ltd.<br>| 52484 | &nbsp;&nbsp;23025 |
|  | Capral Ltd. | 30386 | &nbsp;&nbsp;259516 |
| \* | Capricorn Metals Ltd. | 1539431 | &nbsp;&nbsp;14418946 |
|  | CAR Group Ltd. | 150186 | &nbsp;&nbsp;2873796 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Carnaby Resources <br>Ltd.<br>| 52182 | &nbsp;&nbsp;17298 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Carnarvon Energy <br>Ltd.<br>| 4054552 | &nbsp;&nbsp;275117 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cash Converters <br>International Ltd.<br>| 756255 | &nbsp;&nbsp;$168182 |
| \* | Catalyst Metals Ltd. | 63021 | &nbsp;&nbsp;357422 |
| #\* | Catapult Sports Ltd. | 192104 | &nbsp;&nbsp;465894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cedar Woods <br>Properties Ltd.<br>| 294835 | &nbsp;&nbsp;1661927 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Centrebet <br>International Ltd.<br>| 22005 | &nbsp;&nbsp;0 |
| #\* | Cettire Ltd. | 430849 | &nbsp;&nbsp;160603 |
|  | Challenger Ltd. | 2094111 | &nbsp;&nbsp;13338316 |
| # | Champion Iron Ltd. | 1415753 | &nbsp;&nbsp;5718117 |
| #\* | Chrysos Corp. Ltd. | 13677 | &nbsp;&nbsp;75259 |
| # | Civmec Australia Ltd. | 327100 | &nbsp;&nbsp;354263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cleanaway Waste <br>Management Ltd.<br>| 6405016 | &nbsp;&nbsp;10978478 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Clinuvel <br>Pharmaceuticals <br>Ltd.<br>| 95678 | &nbsp;&nbsp;730653 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Coast Entertainment <br>Holdings Ltd.<br>| 1089056 | &nbsp;&nbsp;411815 |
|  | Cochlear Ltd. | 69834 | &nbsp;&nbsp;13016595 |
|  | Codan Ltd. | 531345 | &nbsp;&nbsp;13991279 |
|  | Cogstate Ltd. | 34463 | &nbsp;&nbsp;51665 |
|  | Coles Group Ltd. | 1798408 | &nbsp;&nbsp;26571192 |
|  | Collins Foods Ltd. | 579761 | &nbsp;&nbsp;4302329 |
| \* | Comet Ridge Ltd. | 551430 | &nbsp;&nbsp;51784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Bank <br>of Australia<br>| 660983 | &nbsp;&nbsp;68425516 |
|  | Computershare Ltd. | 703248 | &nbsp;&nbsp;15971154 |
| #\* | Core Lithium Ltd. | 603447 | &nbsp;&nbsp;96644 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Coronado Global <br>Resources, Inc., <br>CDI<br>| 102026 | &nbsp;&nbsp;28725 |
| #†† | &nbsp;&nbsp;&nbsp;&nbsp;Corporate Travel <br>Management Ltd.<br>| 252724 | &nbsp;&nbsp;2120612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Credit Corp. Group <br>Ltd.<br>| 228736 | &nbsp;&nbsp;2246778 |
|  | CSL Ltd. | 162883 | &nbsp;&nbsp;20524860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dalrymple Bay <br>Infrastructure Ltd.<br>| 284046 | &nbsp;&nbsp;960872 |
|  | Data#3 Ltd. | 806304 | &nbsp;&nbsp;5461546 |
| #\* | Deep Yellow Ltd. | 2512336 | &nbsp;&nbsp;4906037 |
|  | Deterra Royalties Ltd. | 89968 | &nbsp;&nbsp;262702 |
| \* | Develop Global Ltd. | 120981 | &nbsp;&nbsp;434649 |
|  | Dicker Data Ltd. | 323926 | &nbsp;&nbsp;2258559 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Domino's Pizza <br>Enterprises Ltd.<br>| 81810 | &nbsp;&nbsp;1295872 |
|  | Downer EDI Ltd. | 3040047 | &nbsp;&nbsp;16953207 |
| \* | DUG Technology Ltd. | 63975 | &nbsp;&nbsp;83500 |
| # | Duratec Ltd. | 257610 | &nbsp;&nbsp;386274 |
|  | Dyno Nobel Ltd. | 5785190 | &nbsp;&nbsp;14089771 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Eagers Automotive <br>Ltd.<br>| 677249 | &nbsp;&nbsp;12572203 |
| # | Elders Ltd. | 714933 | &nbsp;&nbsp;3662410 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Electro Optic Systems <br>Holdings Ltd.<br>| 27306 | &nbsp;&nbsp;165009 |
| \* | Emeco Holdings Ltd. | 1359732 | &nbsp;&nbsp;1243068 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Emerald Resources <br>NL<br>| 2312169 | &nbsp;&nbsp;$10870575 |
| #\* | EML Payments Ltd. | 949864 | &nbsp;&nbsp;541628 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Endeavour Group <br>Ltd.<br>| 4547711 | &nbsp;&nbsp;11682827 |
|  | Energy One Ltd. | 1988 | &nbsp;&nbsp;23015 |
|  | Enero Group Ltd. | 92378 | &nbsp;&nbsp;40034 |
| # | EQT Holdings Ltd. | 73421 | &nbsp;&nbsp;1252571 |
|  | ESG Minerals | 4225 | &nbsp;&nbsp;471 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Eureka Group <br>Holdings Ltd. (EGH <br>AU)<br>| 65327 | &nbsp;&nbsp;22254 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Euroz Hartleys Group <br>Ltd.<br>| 129142 | &nbsp;&nbsp;111530 |
|  | Evolution Mining Ltd. | 6892809 | &nbsp;&nbsp;66193212 |
|  | EVT Ltd. | 366210 | &nbsp;&nbsp;3170639 |
| # | Fenix Resources Ltd. | 127590 | &nbsp;&nbsp;38836 |
| # | Fiducian Group Ltd. | 9015 | &nbsp;&nbsp;67551 |
| # | Finbar Group Ltd. | 5532 | &nbsp;&nbsp;3182 |
| \* | Findi Ltd. | 2941 | &nbsp;&nbsp;2188 |
| \* | FireFly Metals Ltd. | 34783 | &nbsp;&nbsp;47707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FleetPartners Group <br>Ltd.<br>| 824322 | &nbsp;&nbsp;1638354 |
| # | Fleetwood Ltd. | 360505 | &nbsp;&nbsp;697463 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Flight Centre Travel <br>Group Ltd.<br>| 426145 | &nbsp;&nbsp;4779333 |
| \* | Focus Minerals Ltd. | 5833 | &nbsp;&nbsp;16143 |
|  | Fortescue Ltd. | 2338084 | &nbsp;&nbsp;33857478 |
|  | G8 Education Ltd. | 1876125 | &nbsp;&nbsp;871708 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Generation <br>Development Group <br>Ltd.<br>| 35498 | &nbsp;&nbsp;132039 |
| #\* | Genesis Minerals Ltd. | 1606956 | &nbsp;&nbsp;7935133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GenusPlus Group <br>Ltd.<br>| 13453 | &nbsp;&nbsp;69820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GR Engineering <br>Services Ltd.<br>| 213786 | &nbsp;&nbsp;643511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GrainCorp Ltd., <br>Class A<br>| 1099366 | &nbsp;&nbsp;5512703 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grange Resources <br>Ltd.<br>| 1916602 | &nbsp;&nbsp;343087 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Great Boulder <br>Resources Ltd.<br>| 153601 | &nbsp;&nbsp;10324 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Greatland Resources <br>Ltd.<br>| 70049 | &nbsp;&nbsp;575412 |
|  | GWA Group Ltd. | 741627 | &nbsp;&nbsp;1372047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hansen Technologies <br>Ltd.<br>| 732822 | &nbsp;&nbsp;2530729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harvey Norman <br>Holdings Ltd.<br>| 2353566 | &nbsp;&nbsp;10576250 |
|  | Healius Ltd. | 3200089 | &nbsp;&nbsp;2003249 |
|  | Helia Group Ltd. | 2111355 | &nbsp;&nbsp;8537350 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hillgrove Resources <br>Ltd.<br>| 1179722 | &nbsp;&nbsp;44643 |
| \* | Horizon Minerals Ltd. | 26259 | &nbsp;&nbsp;24555 |
|  | Horizon Oil Ltd. | 237477 | &nbsp;&nbsp;37060 |
|  | HUB24 Ltd. | 147504 | &nbsp;&nbsp;10335026 |
| # | Humm Group Ltd. | 1674225 | &nbsp;&nbsp;869550 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |
| # | IDP Education Ltd. | 216089 | &nbsp;&nbsp;$940357 |
| \* | IGO Ltd. | 1193235 | &nbsp;&nbsp;6820806 |
|  | Iluka Resources Ltd. | 1774593 | &nbsp;&nbsp;6503677 |
|  | Imdex Ltd. | 1850202 | &nbsp;&nbsp;4782466 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Immutep Ltd. (IMM <br>AU)<br>| 728061 | &nbsp;&nbsp;200414 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Immutep Ltd. (IMMP <br>US), Sponsored <br>ADR<br>| 5613 | &nbsp;&nbsp;15323 |
| # | Inghams Group Ltd. | 989594 | &nbsp;&nbsp;1720014 |
| \* | Insignia Financial Ltd. | 2618831 | &nbsp;&nbsp;8461575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Insurance Australia <br>Group Ltd.<br>| 5838279 | &nbsp;&nbsp;30780225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Integral Diagnostics <br>Ltd.<br>| 1041277 | &nbsp;&nbsp;1892208 |
| #\* | ioneer Ltd. | 1836389 | &nbsp;&nbsp;190735 |
| # | IPD Group Ltd. | 21113 | &nbsp;&nbsp;64608 |
| # | IPH Ltd. | 813995 | &nbsp;&nbsp;2112158 |
|  | IRESS Ltd. | 623403 | &nbsp;&nbsp;3509764 |
|  | IVE Group Ltd. | 537022 | &nbsp;&nbsp;1124815 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;James Hardie <br>Industries PLC<br>| 38440 | &nbsp;&nbsp;883736 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;James Hardie <br>Industries PLC <br>(JHX AU), CDI<br>| 405300 | &nbsp;&nbsp;9235539 |
|  | JB Hi-Fi Ltd. | 415932 | &nbsp;&nbsp;23433832 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Judo Capital Holdings <br>Ltd.<br>| 2355355 | &nbsp;&nbsp;2968170 |
|  | Jupiter Mines Ltd. | 2845286 | &nbsp;&nbsp;539007 |
| # | Karoon Energy Ltd. | 3326841 | &nbsp;&nbsp;3938463 |
|  | Kelsian Group Ltd. | 378307 | &nbsp;&nbsp;1027409 |
| # | Kogan.com Ltd. | 174344 | &nbsp;&nbsp;444162 |
| # | L1 Group Ltd. | 1693231 | &nbsp;&nbsp;1442548 |
|  | Lendlease Corp. Ltd. | 1674628 | &nbsp;&nbsp;5604164 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Lifestyle Communities <br>Ltd.<br>| 258113 | &nbsp;&nbsp;990738 |
| # | Lindsay Australia Ltd. | 323167 | &nbsp;&nbsp;149806 |
|  | Lottery Corp. Ltd.  | 3159237 | &nbsp;&nbsp;11254539 |
| #\* | Lotus Resources Ltd. | 86001 | &nbsp;&nbsp;179146 |
|  | Lovisa Holdings Ltd. | 287828 | &nbsp;&nbsp;6173439 |
|  | Lycopodium Ltd. | 97952 | &nbsp;&nbsp;1069867 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lynas Rare Earths <br>Ltd.<br>| 1363403 | &nbsp;&nbsp;13724183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MA Financial Group <br>Ltd.<br>| 234988 | &nbsp;&nbsp;1693731 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Maas Group Holdings <br>Ltd.<br>| 52384 | &nbsp;&nbsp;198023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Macmahon Holdings <br>Ltd.<br>| 6034036 | &nbsp;&nbsp;2723932 |
|  | Macquarie Group Ltd. | 184518 | &nbsp;&nbsp;27079812 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Macquarie Technology <br>Group Ltd.<br>| 32796 | &nbsp;&nbsp;1594806 |
| # | Mader Group Ltd. | 24395 | &nbsp;&nbsp;139313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magellan Financial <br>Group Ltd.<br>| 677728 | &nbsp;&nbsp;4097123 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mayne Pharma Group <br>Ltd.<br>| 280148 | &nbsp;&nbsp;545403 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;McMillan Shakespeare <br>Ltd.<br>| 240168 | &nbsp;&nbsp;$2847217 |
|  | Medibank Pvt Ltd. | 3885523 | &nbsp;&nbsp;12467336 |
| \* | Megaport Ltd. | 509445 | &nbsp;&nbsp;4068175 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Mesoblast Ltd. (MSB <br>AU)<br>| 1277874 | &nbsp;&nbsp;2241512 |
| \* | Metals X Ltd. | 4145206 | &nbsp;&nbsp;3700013 |
|  | Metcash Ltd. | 4651715 | &nbsp;&nbsp;10724150 |
| #\* | Metro Mining Ltd. | 446446 | &nbsp;&nbsp;20654 |
| #\* | MGX Resources Ltd. | 2807357 | &nbsp;&nbsp;951647 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Michael Hill <br>International Ltd. <br>(MHJ NZ)<br>| 61279 | &nbsp;&nbsp;17287 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Mineral Resources <br>Ltd.<br>| 281228 | &nbsp;&nbsp;11062220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Monadelphous Group <br>Ltd.<br>| 350353 | &nbsp;&nbsp;7538282 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Monash IVF Group <br>Ltd.<br>| 910066 | &nbsp;&nbsp;445001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MotorCycle Holdings <br>Ltd.<br>| 56370 | &nbsp;&nbsp;108493 |
| \* | Myer Holdings Ltd. | 6616529 | &nbsp;&nbsp;1997055 |
|  | MyState Ltd. | 715343 | &nbsp;&nbsp;2229653 |
| #\* | Nanosonics Ltd. | 174411 | &nbsp;&nbsp;470942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Australia <br>Bank Ltd.<br>| 2515057 | &nbsp;&nbsp;75550819 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Navigator Global <br>Investments Ltd.<br>| 1371867 | &nbsp;&nbsp;3021057 |
|  | Netwealth Group Ltd. | 509623 | &nbsp;&nbsp;8634964 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Neuren <br>Pharmaceuticals <br>Ltd.<br>| 31834 | &nbsp;&nbsp;368607 |
|  | New Hope Corp. Ltd. | 2348334 | &nbsp;&nbsp;7363656 |
| #\* | NEXTDC Ltd. | 976325 | &nbsp;&nbsp;9020762 |
|  | nib holdings Ltd. | 2499882 | &nbsp;&nbsp;11660006 |
| # | Nick Scali Ltd. | 393426 | &nbsp;&nbsp;6683049 |
|  | Nickel Industries Ltd. | 4888221 | &nbsp;&nbsp;3094559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nine Entertainment <br>Co. Holdings Ltd.<br>| 4246932 | &nbsp;&nbsp;3367865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northern Star <br>Resources Ltd.<br>| 2959078 | &nbsp;&nbsp;54397616 |
|  | NRW Holdings Ltd. | 2713669 | &nbsp;&nbsp;9791523 |
| \* | Nufarm Ltd. | 938472 | &nbsp;&nbsp;1532481 |
| \* | Nuix Ltd. | 310730 | &nbsp;&nbsp;371858 |
|  | Objective Corp. Ltd. | 62009 | &nbsp;&nbsp;649029 |
| #\* | OFX Group Ltd. | 515954 | &nbsp;&nbsp;179583 |
|  | OM Holdings Ltd. | 418603 | &nbsp;&nbsp;85373 |
| #\* | Omni Bridgeway Ltd. | 900025 | &nbsp;&nbsp;966718 |
|  | oOh!media Ltd. | 1980063 | &nbsp;&nbsp;1716495 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ora Banda Mining <br>Ltd.<br>| 1421664 | &nbsp;&nbsp;1191624 |
|  | Orica Ltd. | 1395007 | &nbsp;&nbsp;24850934 |
|  | Origin Energy Ltd. | 2632725 | &nbsp;&nbsp;21591799 |
|  | Orora Ltd. | 3161494 | &nbsp;&nbsp;4489335 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Current Group <br>Ltd.<br>| 236569 | &nbsp;&nbsp;1627938 |
| #\* | Paladin Energy Ltd. | 472907 | &nbsp;&nbsp;4387791 |
| \* | Pantoro Gold Ltd. | 698021 | &nbsp;&nbsp;2315705 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |
|  | Peet Ltd. | 948209 | &nbsp;&nbsp;$1324819 |
| #\* | Peninsula Energy Ltd. | 59113 | &nbsp;&nbsp;37366 |
| #\* | PeopleIN Ltd. | 68789 | &nbsp;&nbsp;32866 |
|  | Pepper Money Ltd. | 91705 | &nbsp;&nbsp;124727 |
|  | Perenti Ltd. | 4146259 | &nbsp;&nbsp;7982000 |
| # | Perpetual Ltd. | 300050 | &nbsp;&nbsp;3757312 |
|  | Perseus Mining Ltd. | 6318689 | &nbsp;&nbsp;24336390 |
| #\* | PEXA Group Ltd. | 388686 | &nbsp;&nbsp;3716225 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Pinnacle Investment <br>Management Group <br>Ltd.<br>| 41401 | &nbsp;&nbsp;485523 |
| \* | PLS Group Ltd. | 4718533 | &nbsp;&nbsp;13845023 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PPK Mining <br>Equipment Group <br>Pty. Ltd.<br>| 3734 | &nbsp;&nbsp;0 |
| # | Praemium Ltd. | 807558 | &nbsp;&nbsp;423967 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Premier Investments <br>Ltd.<br>| 301058 | &nbsp;&nbsp;2788515 |
|  | Pro Medicus Ltd. | 129219 | &nbsp;&nbsp;16519779 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Propel Funeral <br>Partners Ltd.<br>| 128050 | &nbsp;&nbsp;438775 |
| # | PWR Holdings Ltd. | 184996 | &nbsp;&nbsp;1195430 |
|  | Qantas Airways Ltd. | 833452 | &nbsp;&nbsp;5827189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;QBE Insurance Group <br>Ltd.<br>| 3357236 | &nbsp;&nbsp;46013515 |
| \* | Qoria Ltd. | 317477 | &nbsp;&nbsp;74060 |
|  | Qube Holdings Ltd. | 3861608 | &nbsp;&nbsp;12772526 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ramelius Resources <br>Ltd.<br>| 5389732 | &nbsp;&nbsp;16599373 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ramsay Health Care <br>Ltd.<br>| 413110 | &nbsp;&nbsp;10421026 |
|  | REA Group Ltd. | 72139 | &nbsp;&nbsp;9485111 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;ReadyTech Holdings <br>Ltd.<br>| 19841 | &nbsp;&nbsp;34855 |
|  | Redox Ltd. | 6946 | &nbsp;&nbsp;15271 |
| # | Reece Ltd. | 307194 | &nbsp;&nbsp;3144424 |
|  | Regis Healthcare Ltd. | 600786 | &nbsp;&nbsp;2816818 |
|  | Regis Resources Ltd. | 3604197 | &nbsp;&nbsp;18785990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reliance Worldwide <br>Corp. Ltd.<br>| 1966397 | &nbsp;&nbsp;5109803 |
| # | Resimac Group Ltd. | 61700 | &nbsp;&nbsp;40512 |
| \* | Resolute Mining Ltd. | 10327676 | &nbsp;&nbsp;9251750 |
| # | Ridley Corp. Ltd. | 1542660 | &nbsp;&nbsp;2677909 |
| # | Rio Tinto Ltd. | 683883 | &nbsp;&nbsp;71250187 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;RPMGlobal Holdings <br>Ltd.<br>| 589917 | &nbsp;&nbsp;2042813 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sandfire Resources <br>Ltd.<br>| 2243286 | &nbsp;&nbsp;30439220 |
|  | Santos Ltd. | 7062781 | &nbsp;&nbsp;34443404 |
| \* | Saturn Metals Ltd. | 50332 | &nbsp;&nbsp;16931 |
|  | SEEK Ltd. | 490594 | &nbsp;&nbsp;7125619 |
| \* | Select Harvests Ltd. | 706852 | &nbsp;&nbsp;2179473 |
|  | Servcorp Ltd. | 224065 | &nbsp;&nbsp;1204079 |
|  | Service Stream Ltd. | 2922631 | &nbsp;&nbsp;4632101 |
|  | SGH Ltd. | 498897 | &nbsp;&nbsp;15988687 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shaver Shop Group <br>Ltd.<br>| 489740 | &nbsp;&nbsp;511523 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sigma Healthcare <br>Ltd.<br>| 7513131 | &nbsp;&nbsp;$16099450 |
| \* | Silver Mines Ltd. | 759947 | &nbsp;&nbsp;126216 |
|  | Sims Ltd. (SGM AU) | 769286 | &nbsp;&nbsp;10770903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SmartGroup Corp. <br>Ltd.<br>| 366827 | &nbsp;&nbsp;2151344 |
|  | Solvar Ltd. | 545839 | &nbsp;&nbsp;707106 |
|  | Sonic Healthcare Ltd. | 604819 | &nbsp;&nbsp;9672154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;South32 Ltd. (S32 <br>AU)<br>| 6361400 | &nbsp;&nbsp;20152069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;South32 Ltd. (SOUHY <br>US), ADR<br>| 402590 | &nbsp;&nbsp;6308585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Cross <br>Electrical <br>Engineering Ltd.<br>| 713164 | &nbsp;&nbsp;1266566 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Southern Cross Media <br>Group Ltd.<br>| 1217875 | &nbsp;&nbsp;544096 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;SpeedCast <br>International Ltd.<br>| 1370682 | &nbsp;&nbsp;0 |
|  | SRG Global Ltd. | 1789436 | &nbsp;&nbsp;3752403 |
| #\* | St Barbara Ltd. | 2718405 | &nbsp;&nbsp;1332104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stanmore Resources <br>Ltd.<br>| 1417238 | &nbsp;&nbsp;2966740 |
|  | Steadfast Group Ltd. | 2066208 | &nbsp;&nbsp;7482754 |
| \* | Strickland Metals Ltd. | 236677 | &nbsp;&nbsp;30852 |
| #\* | Strike Energy Ltd. | 1284331 | &nbsp;&nbsp;98167 |
|  | Suncorp Group Ltd. | 1777325 | &nbsp;&nbsp;20922552 |
| \* | Sunstone Metals Ltd. | 788772 | &nbsp;&nbsp;9787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Super Retail Group <br>Ltd.<br>| 1047902 | &nbsp;&nbsp;10693061 |
| \* | Superloop Ltd. | 1475923 | &nbsp;&nbsp;2351736 |
| #\* | Syrah Resources Ltd. | 2918117 | &nbsp;&nbsp;469989 |
|  | Tabcorp Holdings Ltd. | 9827025 | &nbsp;&nbsp;6032601 |
|  | Technology One Ltd. | 1011227 | &nbsp;&nbsp;17654804 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Telix Pharmaceuticals <br>Ltd.<br>| 49808 | &nbsp;&nbsp;363416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telstra Group Ltd. <br>(TLGPY US), ADR<br>| 31198 | &nbsp;&nbsp;529742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telstra Group Ltd. <br>(TLS AU)<br>| 5234712 | &nbsp;&nbsp;17783861 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Temple & Webster <br>Group Ltd.<br>| 50076 | &nbsp;&nbsp;416498 |
|  | Ten Sixty Four Ltd. | 1871019 | &nbsp;&nbsp;143317 |
|  | TPG Telecom Ltd. | 1107472 | &nbsp;&nbsp;2987477 |
|  | Transurban Group | 1336306 | &nbsp;&nbsp;12925782 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Treasury Wine <br>Estates Ltd.<br>| 1521502 | &nbsp;&nbsp;5669705 |
| \* | Tuas Ltd. | 834234 | &nbsp;&nbsp;4126059 |
| #\* | Tyro Payments Ltd. | 1232151 | &nbsp;&nbsp;813364 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Universal Store <br>Holdings Ltd.<br>| 8603 | &nbsp;&nbsp;49481 |
| \* | Vault Minerals Ltd. | 4742239 | &nbsp;&nbsp;18147470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ventia Services Group <br>Pty. Ltd.<br>| 3687213 | &nbsp;&nbsp;14767144 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Viva Energy Group <br>Ltd.<br>| 3073131 | &nbsp;&nbsp;3847079 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Vulcan Energy <br>Resources Ltd.<br>| 8660 | &nbsp;&nbsp;23744 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |
|  | Vulcan Steel Ltd. | 5032 | &nbsp;&nbsp;$24225 |
| \* | Vysarn Ltd. | 7706 | &nbsp;&nbsp;4300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Washington H Soul <br>Pattinson & Co. <br>Ltd.<br>| 305067 | &nbsp;&nbsp;8167746 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;WEB Travel Group <br>Ltd.<br>| 759562 | &nbsp;&nbsp;2430574 |
| # | Webjet Group Ltd. | 910694 | &nbsp;&nbsp;508339 |
|  | Wesfarmers Ltd. | 867784 | &nbsp;&nbsp;50059471 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;West African <br>Resources Ltd.<br>| 5302512 | &nbsp;&nbsp;12847466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westgold Resources <br>Ltd.<br>| 3114615 | &nbsp;&nbsp;14835027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westpac Banking <br>Corp.<br>| 2426921 | &nbsp;&nbsp;65209168 |
|  | Whitehaven Coal Ltd. | 3494842 | &nbsp;&nbsp;21352255 |
| # | WiseTech Global Ltd. | 113275 | &nbsp;&nbsp;4538546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Woodside Energy <br>Group Ltd. (WDS <br>AU)<br>| 1292958 | &nbsp;&nbsp;22829105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Woodside Energy <br>Group Ltd. (WDS <br>LN)<br>| 299211 | &nbsp;&nbsp;5285983 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Woodside Energy <br>Group Ltd. (WDS <br>US), ADR<br>| 232635 | &nbsp;&nbsp;4099029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Woolworths Group <br>Ltd.<br>| 784204 | &nbsp;&nbsp;16829317 |
|  | Worley Ltd. | 956383 | &nbsp;&nbsp;8895812 |
| #\* | Xero Ltd. | 132871 | &nbsp;&nbsp;8659371 |
|  | XRF Scientific Ltd. | 350588 | &nbsp;&nbsp;530017 |
| # | Yancoal Australia Ltd. | 1227679 | &nbsp;&nbsp;4914226 |
| #\* | Zip Co. Ltd. | 1032376 | &nbsp;&nbsp;1904582 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | &nbsp;&nbsp;2360775638 |
| AUSTRIA — (0.7%) | AUSTRIA — (0.7%) | AUSTRIA — (0.7%) |  |
| \* | Addiko Bank AG | 10150 | &nbsp;&nbsp;306686 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Agrana Beteiligungs <br>AG<br>| 43328 | &nbsp;&nbsp;586184 |
|  | ANDRITZ AG | 335732 | &nbsp;&nbsp;29049001 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AT&S Austria <br>Technologie & <br>Systemtechnik AG<br>| 93142 | &nbsp;&nbsp;4187335 |
| Ω | BAWAG Group AG | 273588 | &nbsp;&nbsp;44506153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CA Immobilien <br>Anlagen AG<br>| 63292 | &nbsp;&nbsp;1888620 |
| \* | CPI Europe AG | 89201 | &nbsp;&nbsp;1645406 |
|  | DO & Co. AG | 34540 | &nbsp;&nbsp;8077592 |
|  | Erste Group Bank AG | 374745 | &nbsp;&nbsp;48720186 |
| \* | Eurotelesites AG | 148219 | &nbsp;&nbsp;746121 |
|  | EVN AG | 167785 | &nbsp;&nbsp;5653459 |
| \* | FACC AG | 23141 | &nbsp;&nbsp;309772 |
|  | Frequentis AG | 407 | &nbsp;&nbsp;40003 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Immofinanz AG (IIA <br>AV)<br>| 223231 | &nbsp;&nbsp;0 |
| #\* | Lenzing AG | 42234 | &nbsp;&nbsp;1275048 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRIA — (Continued) | AUSTRIA — (Continued) | AUSTRIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mayr Melnhof Karton <br>AG<br>| 22812 | &nbsp;&nbsp;$2585428 |
| # | Oberbank AG | 5628 | &nbsp;&nbsp;515016 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Oesterreichische Post <br>AG<br>| 105181 | &nbsp;&nbsp;4101953 |
|  | OMV AG | 527444 | &nbsp;&nbsp;31334249 |
|  | Palfinger AG | 39238 | &nbsp;&nbsp;1686058 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;POLYTEC Holding <br>AG<br>| 39703 | &nbsp;&nbsp;194178 |
|  | Porr AG | 83747 | &nbsp;&nbsp;3444343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raiffeisen Bank <br>International AG<br>| 367971 | &nbsp;&nbsp;18547746 |
|  | SBO AG | 23029 | &nbsp;&nbsp;865194 |
|  | Semperit AG Holding | 19703 | &nbsp;&nbsp;293346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Strabag SE (STR AV), <br>Class BR<br>| 44404 | &nbsp;&nbsp;4598109 |
|  | Telekom Austria AG | 532431 | &nbsp;&nbsp;5654279 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;UBM Development <br>AG<br>| 5647 | &nbsp;&nbsp;133997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UNIQA Insurance <br>Group AG<br>| 349665 | &nbsp;&nbsp;6481725 |
|  | Verbund AG | 50462 | &nbsp;&nbsp;3702674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vienna Insurance <br>Group AG Wiener <br>Versicherung <br>Gruppe<br>| 182465 | &nbsp;&nbsp;14342479 |
|  | voestalpine AG | 334814 | &nbsp;&nbsp;15898804 |
|  | Wienerberger AG | 327897 | &nbsp;&nbsp;10838477 |
|  | Zumtobel Group AG | 80823 | &nbsp;&nbsp;342729 |
| TOTAL AUSTRIA | TOTAL AUSTRIA |  | &nbsp;&nbsp;272552350 |
| BELGIUM — (1.1%) | BELGIUM — (1.1%) | BELGIUM — (1.1%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ackermans & van <br>Haaren NV<br>| 113643 | &nbsp;&nbsp;33623347 |
|  | Ageas SA | 666438 | &nbsp;&nbsp;47337334 |
| \* | AGFA-Gevaert NV | 454866 | &nbsp;&nbsp;269258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch <br>InBev SA (ABI BB)<br>| 752816 | &nbsp;&nbsp;54189960 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch <br>InBev SA (BUD <br>US), Sponsored <br>ADR<br>| 59509 | &nbsp;&nbsp;4265605 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Argenx SE (ARGX <br>BB)<br>| 8301 | &nbsp;&nbsp;6980897 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Argenx SE (ARGX <br>US), ADR<br>| 1393 | &nbsp;&nbsp;1170816 |
| \* | Atenor | 11318 | &nbsp;&nbsp;36449 |
|  | Azelis Group NV | 181217 | &nbsp;&nbsp;1794511 |
|  | Barco NV | 157305 | &nbsp;&nbsp;2159465 |
|  | Bekaert SA | 174233 | &nbsp;&nbsp;8547327 |
| \* | bpost SA | 219638 | &nbsp;&nbsp;566767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cie <br>d'Entreprises CFE<br>| 51230 | &nbsp;&nbsp;555866 |
| #,\* | CMB Tech NV | 308691 | &nbsp;&nbsp;4065411 |
|  | Colruyt Group NV | 188567 | &nbsp;&nbsp;7225832 |
|  | Deceuninck NV | 274550 | &nbsp;&nbsp;750459 |
|  | Deme Group NV | 44003 | &nbsp;&nbsp;8771545 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) |  |
| # | D'ieteren Group | 58966 | &nbsp;&nbsp;$13431182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Econocom Group SA <br>NV<br>| 267128 | &nbsp;&nbsp;554553 |
| # | Elia Group SA | 82668 | &nbsp;&nbsp;11968728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EVS Broadcast <br>Equipment SA<br>| 58083 | &nbsp;&nbsp;2502381 |
|  | Fagron | 310754 | &nbsp;&nbsp;8169516 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Galapagos NV (GLPG <br>BB)<br>| 152486 | &nbsp;&nbsp;5140508 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Galapagos NV (GLPG <br>NA)<br>| 30150 | &nbsp;&nbsp;1020071 |
|  | Gimv NV | 109293 | &nbsp;&nbsp;5902254 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hyloris <br>Pharmaceuticals <br>SA<br>| 739 | &nbsp;&nbsp;6981 |
| \* | Immobel SA | 11568 | &nbsp;&nbsp;331631 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ion Beam <br>Applications<br>| 15980 | &nbsp;&nbsp;286926 |
|  | Jensen-Group NV | 9952 | &nbsp;&nbsp;743160 |
|  | KBC Group NV | 723585 | &nbsp;&nbsp;101964351 |
| # | Kinepolis Group NV | 52332 | &nbsp;&nbsp;1657462 |
| # | Lotus Bakeries NV | 1423 | &nbsp;&nbsp;16776666 |
|  | Melexis NV | 69179 | &nbsp;&nbsp;5229778 |
| \* | Nyxoah SA | 1315 | &nbsp;&nbsp;6246 |
| #\* | Ontex Group NV | 312803 | &nbsp;&nbsp;1819261 |
| \* | Onward Medical NV | 10058 | &nbsp;&nbsp;51345 |
| \* | Orange Belgium SA | 143087 | &nbsp;&nbsp;3263487 |
|  | Proximus SADP | 672721 | &nbsp;&nbsp;6137823 |
| # | Recticel SA | 168419 | &nbsp;&nbsp;2037942 |
|  | Sipef NV | 19890 | &nbsp;&nbsp;1982011 |
| # | Solvay SA | 311505 | &nbsp;&nbsp;9170762 |
|  | Syensqo SA | 217214 | &nbsp;&nbsp;18281543 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tessenderlo Group <br>SA<br>| 75890 | &nbsp;&nbsp;2461621 |
|  | UCB SA | 171760 | &nbsp;&nbsp;52339642 |
|  | Umicore SA | 212559 | &nbsp;&nbsp;5053011 |
|  | Van de Velde NV | 21705 | &nbsp;&nbsp;779405 |
|  | VGP NV | 41118 | &nbsp;&nbsp;5042481 |
|  | Viohalco SA | 161025 | &nbsp;&nbsp;2469035 |
|  | What's Cooking BV | 1956 | &nbsp;&nbsp;283880 |
| TOTAL BELGIUM | TOTAL BELGIUM |  | &nbsp;&nbsp;469176492 |
| CANADA — (11.7%) | CANADA — (11.7%) | CANADA — (11.7%) |  |
| \* | 5N Plus, Inc. | 295915 | &nbsp;&nbsp;5233087 |
| # | Acadian Timber Corp. | 39164 | &nbsp;&nbsp;463358 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ACT Energy <br>Technologies Ltd.<br>| 11543 | &nbsp;&nbsp;49082 |
|  | ADENTRA, Inc. | 62398 | &nbsp;&nbsp;1658875 |
|  | ADF Group, Inc. | 43877 | &nbsp;&nbsp;284855 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Advantage Energy <br>Ltd.<br>| 1099233 | &nbsp;&nbsp;8888154 |
|  | Aecon Group, Inc. | 335080 | &nbsp;&nbsp;8686758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AG Growth <br>International, Inc.<br>| 40153 | &nbsp;&nbsp;856935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AGF Management <br>Ltd., Class B<br>| 390084 | &nbsp;&nbsp;5199592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Agnico Eagle Mines <br>Ltd. (AEM CN)<br>| 161088 | &nbsp;&nbsp;30621678 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Agnico Eagle Mines <br>Ltd. (AEM US)<br>| 400699 | &nbsp;&nbsp;$76333167 |
| #\* | Aimia, Inc. | 162205 | &nbsp;&nbsp;357372 |
| #\* | Air Canada | 532418 | &nbsp;&nbsp;7370528 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;AirBoss of America <br>Corp.<br>| 73983 | &nbsp;&nbsp;253193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alamos Gold, Inc. <br>(AGI CN), Class A<br>| 766589 | &nbsp;&nbsp;28408257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alamos Gold, Inc. <br>(AGI US), Class A<br>| 453648 | &nbsp;&nbsp;16739609 |
|  | Algoma Central Corp. | 18060 | &nbsp;&nbsp;257176 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Algonquin Power & <br>Utilities Corp. (AQN <br>CN)<br>| 380041 | &nbsp;&nbsp;2495183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Algonquin Power & <br>Utilities Corp. (AQN <br>US)<br>| 922441 | &nbsp;&nbsp;6041989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alimentation <br>Couche-Tard, Inc.<br>| 723830 | &nbsp;&nbsp;37657340 |
| \* | Allied Gold Corp. | 111469 | &nbsp;&nbsp;3515259 |
|  | AltaGas Ltd. | 1112980 | &nbsp;&nbsp;33569631 |
|  | Altius Minerals Corp. | 83801 | &nbsp;&nbsp;2652534 |
|  | Altus Group Ltd. | 74702 | &nbsp;&nbsp;2534596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amerigo Resources <br>Ltd.<br>| 505074 | &nbsp;&nbsp;2062359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Andrew Peller Ltd., <br>Class A<br>| 111069 | &nbsp;&nbsp;426608 |
|  | ARC Resources Ltd. | 2584171 | &nbsp;&nbsp;47957984 |
| \* | Aritzia, Inc. | 370573 | &nbsp;&nbsp;29209856 |
|  | Atco Ltd., Class I | 142486 | &nbsp;&nbsp;6186445 |
| \* | Athabasca Oil Corp. | 2212381 | &nbsp;&nbsp;12981988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AtkinsRealis Group, <br>Inc.<br>| 331030 | &nbsp;&nbsp;23231540 |
| \* | ATS Corp. (ATS CN) | 176730 | &nbsp;&nbsp;5022914 |
| #\* | ATS Corp. (ATS US) | 23710 | &nbsp;&nbsp;674787 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Aurora Cannabis, Inc. <br>(ACB CN)<br>| 1289 | &nbsp;&nbsp;5217 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Aurora Cannabis, Inc. <br>(ACB US)<br>| 13112 | &nbsp;&nbsp;53234 |
| \* | AutoCanada, Inc. | 161032 | &nbsp;&nbsp;3294791 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Avino Silver & Gold <br>Mines Ltd. (ASM <br>CN)<br>| 19541 | &nbsp;&nbsp;174795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;B2Gold Corp. (BTG <br>US)<br>| 2296754 | &nbsp;&nbsp;11254095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;B2Gold Corp. (BTO <br>CN)<br>| 5547754 | &nbsp;&nbsp;27012528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Badger Infrastructure <br>Solutions Ltd.<br>| 161647 | &nbsp;&nbsp;9139796 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ballard Power <br>Systems, Inc. <br>(BLDP CN)<br>| 59765 | &nbsp;&nbsp;140014 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Ballard Power <br>Systems, Inc. <br>(BLDP US)<br>| 566816 | &nbsp;&nbsp;1320681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Montreal <br>(BMO US)<br>| 739051 | &nbsp;&nbsp;100621794 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Nova Scotia <br>(BNS CN)<br>| 156246 | &nbsp;&nbsp;$11681298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Nova Scotia <br>(BNS US)<br>| 933185 | &nbsp;&nbsp;69727583 |
|  | Barrick Mining Corp. | 412954 | &nbsp;&nbsp;18909164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barrick Mining Corp. <br>(B US)<br>| 1338480 | &nbsp;&nbsp;61288999 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Bausch & Lomb <br>Corp.<br>| 14194 | &nbsp;&nbsp;237040 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bausch Health Cos., <br>Inc. (BHC US)<br>| 447260 | &nbsp;&nbsp;2567272 |
| # | Baytex Energy Corp. | 2240423 | &nbsp;&nbsp;7733256 |
| # | BCE, Inc. (BCE CN) | 6541 | &nbsp;&nbsp;169091 |
| # | BCE, Inc. (BCE US) | 211317 | &nbsp;&nbsp;5464658 |
|  | Birchcliff Energy Ltd. | 983748 | &nbsp;&nbsp;5288463 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bird Construction, <br>Inc.<br>| 215673 | &nbsp;&nbsp;4777070 |
| #\* | Bitfarms Ltd. BITF US | 1554359 | &nbsp;&nbsp;3637200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Black Diamond Group <br>Ltd.<br>| 278213 | &nbsp;&nbsp;3371288 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;BlackBerry Ltd. BB <br>US<br>| 892959 | &nbsp;&nbsp;3187864 |
|  | BMTC Group, Inc. | 7200 | &nbsp;&nbsp;68317 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bombardier, Inc. <br>(BBD/A CN), <br>Class A<br>| 5684 | &nbsp;&nbsp;976797 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Bombardier, Inc. <br>(BBD/B CN), <br>Class B<br>| 162877 | &nbsp;&nbsp;27824198 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Bonterra Energy <br>Corp.<br>| 75053 | &nbsp;&nbsp;273942 |
| # | Boralex, Inc., Class A | 260846 | &nbsp;&nbsp;4837044 |
|  | Boyd Group, Inc. | 69599 | &nbsp;&nbsp;11407049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brookfield Corp. (BN <br>US)<br>| 394816 | &nbsp;&nbsp;17983892 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Brookfield <br>Infrastructure Corp. <br>BIPC CN, Class A<br>| 175457 | &nbsp;&nbsp;8391138 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Brookfield <br>Infrastructure Corp. <br>BIPC US, Class A<br>| 115471 | &nbsp;&nbsp;5525287 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Brookfield Renewable <br>Corp.<br>| 46700 | &nbsp;&nbsp;1944588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brookfield Wealth <br>Solutions Ltd.<br>| 7132 | &nbsp;&nbsp;325429 |
|  | BRP, Inc. (DOO CN) | 74840 | &nbsp;&nbsp;5648520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BRP, Inc. (DOOO <br>US)<br>| 12948 | &nbsp;&nbsp;975891 |
| \* | CAE, Inc. (CAE US) | 473964 | &nbsp;&nbsp;15185807 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Calfrac Well Services <br>Ltd.<br>| 76285 | &nbsp;&nbsp;279559 |
|  | Calian Group Ltd. | 42336 | &nbsp;&nbsp;2095891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cameco Corp. (CCJ <br>US)<br>| 64759 | &nbsp;&nbsp;7990613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canaccord Genuity <br>Group, Inc.<br>| 291375 | &nbsp;&nbsp;2537880 |
| \* | Canacol Energy Ltd. | 16774 | &nbsp;&nbsp;18848 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Canada Goose <br>Holdings, Inc. <br>(GOOS CN)<br>| 47682 | &nbsp;&nbsp;$578494 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Canada Goose <br>Holdings, Inc. <br>(GOOS US)<br>| 108237 | &nbsp;&nbsp;1316162 |
|  | Canada Packers, Inc. | 53177 | &nbsp;&nbsp;623682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Imperial <br>Bank of Commerce <br>(CM US)<br>| 751848 | &nbsp;&nbsp;69463237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian National <br>Railway Co. (CNI <br>US)<br>| 346036 | &nbsp;&nbsp;33295584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian National <br>Railway Co. (CNR <br>CN)<br>| 32594 | &nbsp;&nbsp;3135525 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Natural <br>Resources Ltd. <br>(CNQ US)<br>| 3056441 | &nbsp;&nbsp;113730170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Pacific <br>Kansas City Ltd. <br>(CP CN)<br>| 53232 | &nbsp;&nbsp;3957069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Pacific <br>Kansas City Ltd. <br>(CP US)<br>| 318736 | &nbsp;&nbsp;23694834 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Tire Corp. <br>Ltd., Class A<br>| 216450 | &nbsp;&nbsp;26629240 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Utilities Ltd., <br>Class A<br>| 334858 | &nbsp;&nbsp;10837728 |
| #\* | Canfor Corp. | 285022 | &nbsp;&nbsp;3001664 |
| # | Capital Power Corp. | 337169 | &nbsp;&nbsp;14795173 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Capstone Copper <br>Corp.<br>| 2816417 | &nbsp;&nbsp;31211936 |
| # | Cardinal Energy Ltd. | 643643 | &nbsp;&nbsp;4192789 |
| # | Cargojet, Inc. | 7533 | &nbsp;&nbsp;514279 |
|  | Cascades, Inc. | 243490 | &nbsp;&nbsp;2287105 |
| \* | Cavvy Energy Ltd. | 117500 | &nbsp;&nbsp;76800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CCL Industries, Inc., <br>Class B<br>| 483321 | &nbsp;&nbsp;29127398 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Celestica, Inc. (CLS <br>CN)<br>| 141387 | &nbsp;&nbsp;39730406 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Celestica, Inc. (CLS <br>US)<br>| 266100 | &nbsp;&nbsp;74771439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cenovus Energy, Inc. <br>(CVE CN)<br>| 890948 | &nbsp;&nbsp;17581444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cenovus Energy, Inc. <br>(CVE US)<br>| 3265311 | &nbsp;&nbsp;64391933 |
|  | Centerra Gold, Inc. | 1299098 | &nbsp;&nbsp;21762146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CES Energy Solutions <br>Corp.<br>| 1192879 | &nbsp;&nbsp;12439968 |
|  | CGI, Inc. (GIB US) | 113484 | &nbsp;&nbsp;9734658 |
|  | CGI, Inc. (GIBA CN) | 174898 | &nbsp;&nbsp;14989606 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Chesswood Group <br>Ltd.<br>| 24123 | &nbsp;&nbsp;3012 |
| \* | Cineplex, Inc. | 2825 | &nbsp;&nbsp;20000 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cipher <br>Pharmaceuticals, <br>Inc.<br>| 5529 | &nbsp;&nbsp;$59405 |
|  | Clairvest Group, Inc. | 516 | &nbsp;&nbsp;27285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cogeco <br>Communications, <br>Inc.<br>| 65307 | &nbsp;&nbsp;3147724 |
|  | Cogeco, Inc. | 21557 | &nbsp;&nbsp;1057229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Colliers International <br>Group, Inc. (CIGI <br>CN)<br>| 10720 | &nbsp;&nbsp;1464813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Colliers International <br>Group, Inc. (CIGI <br>US)<br>| 100494 | &nbsp;&nbsp;13737530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Computer Modelling <br>Group Ltd.<br>| 197360 | &nbsp;&nbsp;700069 |
| \* | Conifex Timber, Inc. | 5014 | &nbsp;&nbsp;442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Constellation <br>Software, Inc.<br>| 18501 | &nbsp;&nbsp;34144070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corby Spirit & Wine <br>Ltd.<br>| 32585 | &nbsp;&nbsp;331916 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Cronos Group, Inc. <br>(CRON CN)<br>| 8403 | &nbsp;&nbsp;20982 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Cronos Group, Inc. <br>(CRON US)<br>| 669187 | &nbsp;&nbsp;1679659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Definity Financial <br>Corp.<br>| 393729 | &nbsp;&nbsp;19269343 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Descartes Systems <br>Group, Inc. (DSG <br>CN)<br>| 66 | &nbsp;&nbsp;4929 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Descartes Systems <br>Group, Inc. (DSGX <br>US)<br>| 27810 | &nbsp;&nbsp;2079076 |
|  | Dexterra Group, Inc. | 101855 | &nbsp;&nbsp;967196 |
| \* | Docebo, Inc. | 26646 | &nbsp;&nbsp;521120 |
|  | Dollarama, Inc. | 420272 | &nbsp;&nbsp;56637104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Doman Building <br>Materials Group <br>Ltd.<br>| 343977 | &nbsp;&nbsp;2427657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dominion Lending <br>Centres, Inc.<br>| 23866 | &nbsp;&nbsp;161601 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dorel Industries, Inc., <br>Class B<br>| 37248 | &nbsp;&nbsp;54437 |
|  | DPM Metals, Inc. | 872687 | &nbsp;&nbsp;30449351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DREAM Unlimited <br>Corp., Class A<br>| 108893 | &nbsp;&nbsp;1568238 |
| # | Dye & Durham Ltd. | 62293 | &nbsp;&nbsp;190770 |
|  | Dynacor Group, Inc. | 7600 | &nbsp;&nbsp;34047 |
|  | ECN Capital Corp. | 11800 | &nbsp;&nbsp;26258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;E-L Financial Corp. <br>Ltd.<br>| 66900 | &nbsp;&nbsp;852433 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Eldorado Gold Corp. <br>(EGO US)<br>| 125814 | &nbsp;&nbsp;5399937 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Eldorado Gold Corp. <br>(ELD CN)<br>| 721955 | &nbsp;&nbsp;30974626 |
| \* | Electrovaya, Inc. | 3124 | &nbsp;&nbsp;33833 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Element Fleet <br>Management Corp.<br>| 1666595 | &nbsp;&nbsp;$42226363 |
| \* | Eloro Resources Ltd. | 41600 | &nbsp;&nbsp;86154 |
| # | Emera, Inc. | 432011 | &nbsp;&nbsp;21412567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Empire Co. Ltd., <br>Class A<br>| 589694 | &nbsp;&nbsp;19263092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enbridge, Inc. (ENB <br>CN)<br>| 22 | &nbsp;&nbsp;1076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enbridge, Inc. (ENB <br>US)<br>| 936844 | &nbsp;&nbsp;45755461 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Endeavour Mining <br>PLC<br>| 816361 | &nbsp;&nbsp;44569669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enerflex Ltd. (EFX <br>CN)<br>| 584851 | &nbsp;&nbsp;10733615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enerflex Ltd. (EFXT <br>US)<br>| 8430 | &nbsp;&nbsp;154775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enghouse Systems <br>Ltd.<br>| 98362 | &nbsp;&nbsp;1351561 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ensign Energy <br>Services, Inc.<br>| 520561 | &nbsp;&nbsp;1204250 |
|  | EQB, Inc. | 149356 | &nbsp;&nbsp;11647717 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Equinox Gold Corp. <br>(EQX CN)<br>| 203196 | &nbsp;&nbsp;2906957 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Equinox Gold Corp. <br>(EQX US)<br>| 1186921 | &nbsp;&nbsp;16972970 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;ERO Copper Corp. <br>(ERO CN)<br>| 67234 | &nbsp;&nbsp;2255535 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ERO Copper Corp. <br>(ERO US)<br>| 274332 | &nbsp;&nbsp;9192865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Evertz Technologies <br>Ltd.<br>| 79304 | &nbsp;&nbsp;842166 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Exchange Income <br>Corp.<br>| 126902 | &nbsp;&nbsp;8853736 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Exco Technologies <br>Ltd.<br>| 89905 | &nbsp;&nbsp;461525 |
|  | Extendicare, Inc. | 318637 | &nbsp;&nbsp;5426646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fairfax Financial <br>Holdings Ltd.<br>| 25823 | &nbsp;&nbsp;42615678 |
| # | Fiera Capital Corp. | 217782 | &nbsp;&nbsp;950042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Finning International, <br>Inc.<br>| 668984 | &nbsp;&nbsp;41952443 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Firan Technology <br>Group Corp.<br>| 16349 | &nbsp;&nbsp;175179 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Firm Capital Mortgage <br>Investment Corp.<br>| 107018 | &nbsp;&nbsp;946276 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;First Majestic Silver <br>Corp. (AG US)<br>| 29773 | &nbsp;&nbsp;620469 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Majestic Silver <br>Corp. (FR CN)<br>| 540655 | &nbsp;&nbsp;11256615 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;First Quantum <br>Minerals Ltd.<br>| 1221403 | &nbsp;&nbsp;34525616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FirstService Corp. <br>(FSV CN)<br>| 4407 | &nbsp;&nbsp;682775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FirstService Corp. <br>(FSV US)<br>| 78004 | &nbsp;&nbsp;12110901 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Foraco International <br>SA<br>| 236650 | &nbsp;&nbsp;504010 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
| # | Fortis, Inc. (FTS CN) | 205753 | &nbsp;&nbsp;$10970270 |
| # | Fortis, Inc. (FTS US) | 209270 | &nbsp;&nbsp;11160369 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Fortuna Mining Corp. <br>(FSM US)<br>| 320089 | &nbsp;&nbsp;3130470 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fortuna Mining Corp. <br>(FVI CN)<br>| 1253300 | &nbsp;&nbsp;12260095 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Franco-Nevada Corp. <br>(FNV US)<br>| 71833 | &nbsp;&nbsp;16834782 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Freegold Ventures <br>Ltd.<br>| 31688 | &nbsp;&nbsp;35606 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Freehold Royalties <br>Ltd.<br>| 699955 | &nbsp;&nbsp;8420125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Frontera Energy <br>Corp.<br>| 88139 | &nbsp;&nbsp;608458 |
| \* | Fury Gold Mines Ltd. | 49000 | &nbsp;&nbsp;36346 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Galiano Gold, Inc. <br>GAU CN<br>| 582246 | &nbsp;&nbsp;1530820 |
|  | Gamehost, Inc. | 72542 | &nbsp;&nbsp;629711 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GDI Integrated Facility <br>Services, Inc.<br>| 17561 | &nbsp;&nbsp;469059 |
|  | George Weston Ltd. | 344631 | &nbsp;&nbsp;24036725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GFL Environmental, <br>Inc.<br>| 150752 | &nbsp;&nbsp;6474798 |
| # | Gibson Energy, Inc. | 602700 | &nbsp;&nbsp;11866770 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gildan Activewear, <br>Inc. (GIL CN)<br>| 131307 | &nbsp;&nbsp;8531363 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gildan Activewear, <br>Inc. (GIL US)<br>| 382307 | &nbsp;&nbsp;24842309 |
| # | goeasy Ltd. | 71251 | &nbsp;&nbsp;6547149 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GoGold Resources, <br>Inc.<br>| 230629 | &nbsp;&nbsp;540305 |
| \* | GoldMoney, Inc. | 9239 | &nbsp;&nbsp;77897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great-West Lifeco, <br>Inc.<br>| 209316 | &nbsp;&nbsp;9798261 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Greenfire Resources <br>Ltd.<br>| 8378 | &nbsp;&nbsp;45660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guardian Capital <br>Group Ltd., Class A<br>| 106 | &nbsp;&nbsp;5245 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Haivision Systems, <br>Inc.<br>| 61600 | &nbsp;&nbsp;380462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hammond <br>Manufacturing Co. <br>Ltd., Class A<br>| 3500 | &nbsp;&nbsp;26064 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hammond Power <br>Solutions, Inc.<br>| 34395 | &nbsp;&nbsp;4535649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Headwater <br>Exploration, Inc.<br>| 915126 | &nbsp;&nbsp;7392785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;High Liner Foods, <br>Inc.<br>| 55821 | &nbsp;&nbsp;635424 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HLS Therapeutics, <br>Inc.<br>| 1000 | &nbsp;&nbsp;3297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hudbay Minerals, Inc. <br>(HBM CN)<br>| 2516716 | &nbsp;&nbsp;59607155 |
| #Ω | Hydro One Ltd. | 274288 | &nbsp;&nbsp;10843405 |
| \* | i-80 Gold Corp. | 413213 | &nbsp;&nbsp;655484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;iA Financial Corp., <br>Inc.<br>| 410077 | &nbsp;&nbsp;50387385 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IAMGOLD Corp. (IAG <br>US)<br>| 15714 | &nbsp;&nbsp;$285681 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IAMGOLD Corp. (IMG <br>CN)<br>| 2715226 | &nbsp;&nbsp;49273480 |
|  | IGM Financial, Inc. | 285377 | &nbsp;&nbsp;13803055 |
| \* | Imperial Metals Corp. | 164385 | &nbsp;&nbsp;1434211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Imperial Oil Ltd. (IMO <br>US)<br>| 327753 | &nbsp;&nbsp;33184991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Information Services <br>Corp.<br>| 36609 | &nbsp;&nbsp;1172219 |
|  | Intact Financial Corp. | 316551 | &nbsp;&nbsp;57633135 |
| \* | Interfor Corp. | 194486 | &nbsp;&nbsp;1452593 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Ivanhoe Mines Ltd., <br>Class A<br>| 241559 | &nbsp;&nbsp;3054857 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Jamieson Wellness, <br>Inc.<br>| 65181 | &nbsp;&nbsp;1658665 |
| \* | Journey Energy, Inc. | 60500 | &nbsp;&nbsp;155066 |
| \* | K92 Mining, Inc. | 819984 | &nbsp;&nbsp;15392201 |
| # | K-Bro Linen, Inc. | 54191 | &nbsp;&nbsp;1357909 |
| \* | Kelt Exploration Ltd. | 574624 | &nbsp;&nbsp;3291644 |
| # | Keyera Corp. | 826324 | &nbsp;&nbsp;27982080 |
| \* | Kinaxis, Inc. | 6915 | &nbsp;&nbsp;698280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinross Gold Corp. (K <br>CN)<br>| 5696751 | &nbsp;&nbsp;179397557 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Knight Therapeutics, <br>Inc.<br>| 228091 | &nbsp;&nbsp;971562 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kolibri Global Energy, <br>Inc.<br>| 26102 | &nbsp;&nbsp;104473 |
| # | KP Tissue, Inc. | 32140 | &nbsp;&nbsp;238398 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Labrador Iron Ore <br>Royalty Corp.<br>| 219124 | &nbsp;&nbsp;4750516 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Laramide Resources <br>Ltd.<br>| 26500 | &nbsp;&nbsp;16348 |
| \* | Largo, Inc. (LGO CN) | 59040 | &nbsp;&nbsp;74144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lassonde Industries, <br>Inc., Class A<br>| 9485 | &nbsp;&nbsp;1539445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Laurentian Bank of <br>Canada<br>| 96709 | &nbsp;&nbsp;2840936 |
|  | Leon's Furniture Ltd. | 151048 | &nbsp;&nbsp;3052797 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Lightspeed <br>Commerce, Inc. <br>(LSPD CN)<br>| 1400 | &nbsp;&nbsp;15114 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Lightspeed <br>Commerce, Inc. <br>(LSPD US)<br>| 528015 | &nbsp;&nbsp;5702562 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Lightstream <br>Resources Ltd.<br>| 696278 | &nbsp;&nbsp;0 |
|  | Linamar Corp. | 255417 | &nbsp;&nbsp;16191823 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Lithium Americas <br>Corp.<br>| 144608 | &nbsp;&nbsp;704241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Loblaw Cos. Ltd. L <br>CN<br>| 589479 | &nbsp;&nbsp;26524695 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lucara Diamond <br>Corp.<br>| 1727013 | &nbsp;&nbsp;313910 |
|  | Lundin Gold, Inc. | 442016 | &nbsp;&nbsp;33136998 |
|  | Lundin Mining Corp. | 1978141 | &nbsp;&nbsp;49902062 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magellan Aerospace <br>Corp.<br>| 67414 | &nbsp;&nbsp;$1030778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magna International, <br>Inc. (MG CN)<br>| 353072 | &nbsp;&nbsp;18049676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magna International, <br>Inc. (MGA US)<br>| 703558 | &nbsp;&nbsp;35979956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mainstreet Equity <br>Corp.<br>| 17173 | &nbsp;&nbsp;2202291 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Major Drilling Group <br>International, Inc.<br>| 403554 | &nbsp;&nbsp;4427787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Manulife Financial <br>Corp. (MFC CN)<br>| 47 | &nbsp;&nbsp;1790 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Manulife Financial <br>Corp. (MFC US)<br>| 994039 | &nbsp;&nbsp;37882826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maple Leaf Foods, <br>Inc.<br>| 265887 | &nbsp;&nbsp;4926618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Martinrea <br>International, Inc.<br>| 204500 | &nbsp;&nbsp;1458301 |
| #\* | Mattr Corp. | 142941 | &nbsp;&nbsp;862905 |
| \* | Maxim Power Corp. | 20837 | &nbsp;&nbsp;67638 |
| \* | MDA Space Ltd. | 135249 | &nbsp;&nbsp;3817148 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Medexus <br>Pharmaceuticals, <br>Inc.<br>| 85300 | &nbsp;&nbsp;177284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Medical Facilities <br>Corp.<br>| 136805 | &nbsp;&nbsp;1524130 |
|  | Mega Uranium Ltd. | 78500 | &nbsp;&nbsp;40355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Melcor Developments <br>Ltd.<br>| 36617 | &nbsp;&nbsp;436182 |
|  | Meren Energy, Inc. | 129947 | &nbsp;&nbsp;203273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Methanex Corp. <br>(MEOH US)<br>| 138588 | &nbsp;&nbsp;6613419 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Methanex Corp. (MX <br>CN)<br>| 122100 | &nbsp;&nbsp;5825900 |
|  | Metro, Inc. | 553908 | &nbsp;&nbsp;36769911 |
|  | Morguard Corp. | 8940 | &nbsp;&nbsp;774737 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;MTY Food Group, <br>Inc.<br>| 43631 | &nbsp;&nbsp;1358932 |
| # | Mullen Group Ltd. | 382949 | &nbsp;&nbsp;4522322 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;National Bank of <br>Canada<br>| 429849 | &nbsp;&nbsp;51219471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Neo Performance <br>Materials, Inc.<br>| 96376 | &nbsp;&nbsp;1356123 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;New Gold, Inc. (NGD <br>CN)<br>| 4727443 | &nbsp;&nbsp;47494892 |
| \* | NFI Group, Inc. | 91127 | &nbsp;&nbsp;1106922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;North American <br>Construction Group <br>Ltd. (NOA CN)<br>| 84700 | &nbsp;&nbsp;1265850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;North American <br>Construction Group <br>Ltd. (NOA US)<br>| 22828 | &nbsp;&nbsp;341279 |
| # | North West Co., Inc. | 220859 | &nbsp;&nbsp;7884520 |
| # | Northland Power, Inc. | 634487 | &nbsp;&nbsp;8746242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nutrien Ltd. (NTR <br>CN)<br>| 36595 | &nbsp;&nbsp;2519587 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nutrien Ltd. (NTR <br>US)<br>| 754980 | &nbsp;&nbsp;$52010600 |
| \* | NuVista Energy Ltd. | 977858 | &nbsp;&nbsp;13386166 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Obsidian Energy Ltd. <br>(OBE CN)<br>| 86800 | &nbsp;&nbsp;627263 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Obsidian Energy Ltd. <br>(OBE US)<br>| 159241 | &nbsp;&nbsp;1148128 |
|  | OceanaGold Corp. | 1219867 | &nbsp;&nbsp;39525956 |
|  | Onex Corp. | 298938 | &nbsp;&nbsp;25471147 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Open Text Corp. <br>(OTEX CN)<br>| 171265 | &nbsp;&nbsp;4374543 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Open Text Corp. <br>(OTEX US)<br>| 953484 | &nbsp;&nbsp;24342447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OR Royalties, Inc. <br>(OR CN)<br>| 157104 | &nbsp;&nbsp;6194627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OR Royalties, Inc. <br>(OR US)<br>| 5600 | &nbsp;&nbsp;220864 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Orbite Technologies, <br>Inc.<br>| 174500 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Organigram Global, <br>Inc.<br>| 70683 | &nbsp;&nbsp;105697 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Orvana Minerals <br>Corp.<br>| 19400 | &nbsp;&nbsp;26928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pan American Silver <br>Corp. (PAAS CN)<br>| 311644 | &nbsp;&nbsp;16980043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pan American Silver <br>Corp. (PAAS US)<br>| 883460 | &nbsp;&nbsp;48236911 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Paramount Resources <br>Ltd., Class A<br>| 391513 | &nbsp;&nbsp;7383721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Parex Resources, <br>Inc.<br>| 344449 | &nbsp;&nbsp;5109881 |
|  | Pason Systems, Inc. | 280277 | &nbsp;&nbsp;2484444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pembina Pipeline <br>Corp. (PBA US)<br>| 926431 | &nbsp;&nbsp;38521001 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Pembina Pipeline <br>Corp. (PPL CN)<br>| 303289 | &nbsp;&nbsp;12602425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pet Valu Holdings <br>Ltd.<br>| 40723 | &nbsp;&nbsp;816464 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Peyto Exploration & <br>Development Corp.<br>| 934270 | &nbsp;&nbsp;16837645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PHX Energy Services <br>Corp.<br>| 136446 | &nbsp;&nbsp;838727 |
|  | Pine Cliff Energy Ltd. | 432600 | &nbsp;&nbsp;244631 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Pizza Pizza Royalty <br>Corp.<br>| 133841 | &nbsp;&nbsp;1542221 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PMET Resources, <br>Inc.<br>| 4700 | &nbsp;&nbsp;21297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Polaris Renewable <br>Energy, Inc.<br>| 83811 | &nbsp;&nbsp;750307 |
|  | Pollard Banknote Ltd. | 30596 | &nbsp;&nbsp;424455 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;PrairieSky Royalty <br>Ltd.<br>| 537384 | &nbsp;&nbsp;11697618 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Precision Drilling <br>Corp. (PD CN)<br>| 36847 | &nbsp;&nbsp;2938768 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Precision Drilling <br>Corp. (PDS US)<br>| 4411 | &nbsp;&nbsp;351741 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Premium Brands <br>Holdings Corp.<br>| 115537 | &nbsp;&nbsp;$7942029 |
| # | Propel Holdings, Inc. | 10200 | &nbsp;&nbsp;182554 |
| #\* | Quarterhill, Inc. | 441481 | &nbsp;&nbsp;295045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Quebecor, Inc., <br>Class B<br>| 665715 | &nbsp;&nbsp;24283820 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Questerre Energy <br>Corp., Class A<br>| 145025 | &nbsp;&nbsp;30354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RB Global, Inc. (RBA <br>CN)<br>| 6709 | &nbsp;&nbsp;761534 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;RB Global, Inc. (RBA <br>US)<br>| 206086 | &nbsp;&nbsp;23405187 |
| \* | Real Matters, Inc. | 18705 | &nbsp;&nbsp;85444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Restaurant Brands <br>International, Inc. <br>(QSR CN)<br>| 40764 | &nbsp;&nbsp;2731172 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Restaurant Brands <br>International, Inc. <br>(QSR US)<br>| 330486 | &nbsp;&nbsp;22139257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Richelieu Hardware <br>Ltd.<br>| 209125 | &nbsp;&nbsp;6253861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rogers <br>Communications, <br>Inc. (RCI US), <br>Class B<br>| 265593 | &nbsp;&nbsp;10042071 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Rogers <br>Communications, <br>Inc. (RCIB CN), <br>Class B<br>| 472361 | &nbsp;&nbsp;17830834 |
|  | Rogers Sugar, Inc. | 457179 | &nbsp;&nbsp;2071600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Royal Bank of Canada <br>(RY CN)<br>| 467930 | &nbsp;&nbsp;77912158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Royal Bank of Canada <br>(RY US)<br>| 1198667 | &nbsp;&nbsp;199254415 |
|  | Russel Metals, Inc. | 325178 | &nbsp;&nbsp;11522666 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sangoma <br>Technologies Corp.<br>| 20967 | &nbsp;&nbsp;97317 |
|  | Saputo, Inc. | 487649 | &nbsp;&nbsp;14712019 |
| \* | Saturn Oil & Gas, Inc. | 14900 | &nbsp;&nbsp;34579 |
|  | Savaria Corp. | 114481 | &nbsp;&nbsp;1992582 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Seabridge Gold, Inc. <br>(SA US)<br>| 105024 | &nbsp;&nbsp;2967978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Secure Waste <br>Infrastructure Corp.<br>| 1109644 | &nbsp;&nbsp;14318250 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shopify, Inc. (SHOP <br>US), Class A<br>| 119367 | &nbsp;&nbsp;15664531 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sienna Senior Living, <br>Inc.<br>| 241785 | &nbsp;&nbsp;3766210 |
| \* | SNDL, Inc. | 107315 | &nbsp;&nbsp;165265 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Source Energy <br>Services Ltd.<br>| 9700 | &nbsp;&nbsp;123240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;South Bow Corp. <br>SOBO CN<br>| 120618 | &nbsp;&nbsp;3426361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;South Bow Corp. <br>SOBO US<br>| 692414 | &nbsp;&nbsp;19664563 |
| \* | Spartan Delta Corp. | 43473 | &nbsp;&nbsp;292449 |
| Ω | Spin Master Corp. | 1904 | &nbsp;&nbsp;26022 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | Sprott, Inc. (SII CN) | 5877 | &nbsp;&nbsp;$720663 |
|  | Sprott, Inc. (SII US) | 37499 | &nbsp;&nbsp;4600377 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SSR Mining, Inc. <br>(SSRM CN)<br>| 702748 | &nbsp;&nbsp;16019762 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SSR Mining, Inc. <br>(SSRM US)<br>| 6434 | &nbsp;&nbsp;146888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stantec, Inc. (STN <br>CN)<br>| 139694 | &nbsp;&nbsp;13843725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stantec, Inc. (STN <br>US)<br>| 80755 | &nbsp;&nbsp;8001205 |
|  | Stella-Jones, Inc. | 249792 | &nbsp;&nbsp;16748805 |
| \* | Steppe Gold Ltd. | 41300 | &nbsp;&nbsp;60662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;StorageVault Canada, <br>Inc.<br>| 484983 | &nbsp;&nbsp;1766618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Strathcona Resources <br>Ltd.<br>| 4454 | &nbsp;&nbsp;85047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun Life Financial, <br>Inc. (SLF CN)<br>| 269728 | &nbsp;&nbsp;16996043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun Life Financial, <br>Inc. (SLF US)<br>| 594158 | &nbsp;&nbsp;37455720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suncor Energy, Inc. <br>(SU CN)<br>| 8 | &nbsp;&nbsp;447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suncor Energy, Inc. <br>(SU US)<br>| 2627914 | &nbsp;&nbsp;139200605 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SunOpta, Inc. (SOY <br>CN)<br>| 83538 | &nbsp;&nbsp;381601 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SunOpta, Inc. (STKL <br>US)<br>| 39638 | &nbsp;&nbsp;181542 |
| # | Superior Plus Corp. | 971269 | &nbsp;&nbsp;5207112 |
| # | Surge Energy, Inc. | 374770 | &nbsp;&nbsp;2031212 |
|  | Sylogist Ltd. | 15100 | &nbsp;&nbsp;44802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiga Building <br>Products Ltd.<br>| 19400 | &nbsp;&nbsp;49866 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tamarack Valley <br>Energy Ltd.<br>| 2032178 | &nbsp;&nbsp;13745353 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Taseko Mines Ltd. <br>(TKO CN)<br>| 50203 | &nbsp;&nbsp;381597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TC Energy Corp. <br>(TRP US)<br>| 909294 | &nbsp;&nbsp;53348279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Teck Resources Ltd. <br>(TECK US), <br>Class B<br>| 831559 | &nbsp;&nbsp;44704612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Teck Resources Ltd. <br>(TECK/A CN), <br>Class A<br>| 4700 | &nbsp;&nbsp;253147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Teck Resources Ltd. <br>(TECKB CN), <br>Class B<br>| 70 | &nbsp;&nbsp;3757 |
| \* | Telesat Corp. | 9008 | &nbsp;&nbsp;262239 |
|  | TELUS Corp. | 281803 | &nbsp;&nbsp;3932183 |
| \* | TerrAscend Corp. | 15100 | &nbsp;&nbsp;9537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TerraVest Industries, <br>Inc.<br>| 22464 | &nbsp;&nbsp;2327156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TFI International, Inc. <br>(TFII CN)<br>| 149590 | &nbsp;&nbsp;16075720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TFI International, Inc. <br>(TFII US)<br>| 10128 | &nbsp;&nbsp;1089266 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Theratechnologies, <br>Inc.<br>| 62650 | &nbsp;&nbsp;$23807 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Thomson Reuters <br>Corp. (TRI CN)<br>| 5196 | &nbsp;&nbsp;574111 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Thomson Reuters <br>Corp. (TRI US)<br>| 40184 | &nbsp;&nbsp;4445556 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tidewater Midstream <br>& Infrastructure <br>Ltd.<br>| 7381 | &nbsp;&nbsp;31062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Timbercreek Financial <br>Corp.<br>| 189137 | &nbsp;&nbsp;970931 |
|  | TMX Group Ltd. | 289015 | &nbsp;&nbsp;10669984 |
| # | Topaz Energy Corp. | 279553 | &nbsp;&nbsp;5994894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Torex Gold <br>Resources, Inc.<br>| 394756 | &nbsp;&nbsp;19000704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toromont Industries <br>Ltd.<br>| 241550 | &nbsp;&nbsp;30769175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toronto-Dominion <br>Bank (TD CN)<br>| 589766 | &nbsp;&nbsp;55119613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toronto-Dominion <br>Bank (TD US)<br>| 744456 | &nbsp;&nbsp;69599191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Total Energy Services, <br>Inc.<br>| 157916 | &nbsp;&nbsp;1912408 |
|  | Tourmaline Oil Corp. | 1201269 | &nbsp;&nbsp;56849970 |
| # | TransAlta Corp. | 405415 | &nbsp;&nbsp;5181204 |
|  | TransAlta Corp.  | 701890 | &nbsp;&nbsp;8969182 |
| \* | Transat AT, Inc. | 74600 | &nbsp;&nbsp;141349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transcontinental, Inc., <br>Class A<br>| 231626 | &nbsp;&nbsp;3929468 |
| \*†† | Trevali Mining Corp. | 258153 | &nbsp;&nbsp;0 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Trican Well Service <br>Ltd.<br>| 1202913 | &nbsp;&nbsp;6175125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Triple Flag Precious <br>Metals Corp. (TFPM <br>CN)<br>| 2987 | &nbsp;&nbsp;100711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Triple Flag Precious <br>Metals Corp. (TFPM <br>US)<br>| 94976 | &nbsp;&nbsp;3202577 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Trisura Group Ltd. <br>(TRRSF US)<br>| 231 | &nbsp;&nbsp;7058 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Trisura Group Ltd. <br>(TSU CN)<br>| 116364 | &nbsp;&nbsp;3549070 |
| \* | Valeura Energy, Inc. | 13508 | &nbsp;&nbsp;100195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vecima Networks, <br>Inc.<br>| 4100 | &nbsp;&nbsp;30382 |
|  | Velan, Inc. | 3300 | &nbsp;&nbsp;36498 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vermilion Energy, Inc. <br>(VET US)<br>| 346877 | &nbsp;&nbsp;3357769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VersaBank (VBNK <br>CN)<br>| 21290 | &nbsp;&nbsp;330533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VersaBank (VBNK <br>US)<br>| 3669 | &nbsp;&nbsp;56906 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Victoria Gold <br>Corp./Vancouver<br>| 1949 | &nbsp;&nbsp;129 |
| \* | Vitalhub Corp. | 38700 | &nbsp;&nbsp;239592 |
|  | Wajax Corp. | 98004 | &nbsp;&nbsp;2034718 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Waste Connections, <br>Inc. (WCN CN)<br>| 43109 | &nbsp;&nbsp;$7212014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Waste Connections, <br>Inc. (WCN US)<br>| 171968 | &nbsp;&nbsp;28821915 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Well Health <br>Technologies Corp.<br>| 573990 | &nbsp;&nbsp;1669299 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Wesdome Gold Mines <br>Ltd.<br>| 731100 | &nbsp;&nbsp;11967994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;West Fraser Timber <br>Co. Ltd. (WFG CN)<br>| 190292 | &nbsp;&nbsp;12995445 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;West Fraser Timber <br>Co. Ltd. (WFG US)<br>| 19314 | &nbsp;&nbsp;1320309 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Western Forest <br>Products, Inc.<br>| 20513 | &nbsp;&nbsp;227633 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Westshore Terminals <br>Investment Corp.<br>| 172750 | &nbsp;&nbsp;3682982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wheaton Precious <br>Metals Corp. (WPM <br>US)<br>| 73549 | &nbsp;&nbsp;9698907 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Whitecap Resources, <br>Inc. WCP CN<br>| 4270527 | &nbsp;&nbsp;38952697 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Whitecap Resources, <br>Inc. WCPRF US<br>| 595213 | &nbsp;&nbsp;5428347 |
| #\* | WildBrain Ltd. | 101021 | &nbsp;&nbsp;107576 |
|  | Winpak Ltd. | 86756 | &nbsp;&nbsp;2740334 |
|  | WSP Global, Inc. | 147461 | &nbsp;&nbsp;28506708 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yangarra Resources <br>Ltd.<br>| 267794 | &nbsp;&nbsp;214369 |
|  | Yellow Pages Ltd. | 49661 | &nbsp;&nbsp;426713 |
| TOTAL CANADA | TOTAL CANADA |  | &nbsp;&nbsp;4888586926 |
| CHINA — (0.2%) | CHINA — (0.2%) | CHINA — (0.2%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Gold <br>International <br>Resources Corp. <br>Ltd. (CGG CN)<br>| 2627562 | &nbsp;&nbsp;63023666 |
| DENMARK — (2.1%) | DENMARK — (2.1%) | DENMARK — (2.1%) |  |
|  | AL Sydbank | 334146 | &nbsp;&nbsp;30261728 |
| \* | ALK-Abello AS | 524535 | &nbsp;&nbsp;17332595 |
|  | Alm Brand AS | 4542002 | &nbsp;&nbsp;12563446 |
| # | Ambu AS, Class B | 489218 | &nbsp;&nbsp;6634139 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;AP Moller - Maersk <br>AS (MAERSKA <br>DC), Class A<br>| 3745 | &nbsp;&nbsp;9183370 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;AP Moller - Maersk <br>AS (MAERSKB <br>DC), Class B<br>| 5279 | &nbsp;&nbsp;13053513 |
| \* | Bang & Olufsen AS | 346883 | &nbsp;&nbsp;645275 |
| \* | Bavarian Nordic AS | 280456 | &nbsp;&nbsp;8545294 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Carlsberg AS, <br>Class B<br>| 290373 | &nbsp;&nbsp;39475959 |
| # | cBrain AS | 10163 | &nbsp;&nbsp;130979 |
|  | Chemometec AS | 16005 | &nbsp;&nbsp;1546849 |
|  | Coloplast AS, Class B | 54721 | &nbsp;&nbsp;4664689 |
|  | Columbus AS | 258328 | &nbsp;&nbsp;410548 |
|  | D/S Norden AS | 103413 | &nbsp;&nbsp;4671196 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) |  |
|  | Danske Bank AS | 1144970 | &nbsp;&nbsp;$58333966 |
| #\* | Demant AS | 384179 | &nbsp;&nbsp;13447565 |
| #\* | Dfds AS | 67731 | &nbsp;&nbsp;1061676 |
|  | Djurslands Bank AS | 1040 | &nbsp;&nbsp;178209 |
|  | DSV AS | 200475 | &nbsp;&nbsp;56370613 |
|  | FLSmidth & Co. AS | 248501 | &nbsp;&nbsp;21301190 |
| # | Foroya Banki P | 2818 | &nbsp;&nbsp;135800 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Genmab AS (GMAB <br>DC)<br>| 100563 | &nbsp;&nbsp;32761965 |
| #\* | GN Store Nord AS | 300214 | &nbsp;&nbsp;5269904 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;GronlandsBANKEN <br>AS<br>| 33 | &nbsp;&nbsp;6117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;H Lundbeck AS <br>(HLUNA DC), <br>Class A<br>| 172384 | &nbsp;&nbsp;1006945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;H Lundbeck AS <br>(HLUNB DC)<br>| 1033343 | &nbsp;&nbsp;6927892 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;H&H International AS, <br>Class B<br>| 75228 | &nbsp;&nbsp;1116079 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Harboes Bryggeri AS, <br>Class B<br>| 2462 | &nbsp;&nbsp;46440 |
| #\* | Huscompagniet AS | 3907 | &nbsp;&nbsp;21363 |
|  | ISS AS | 464147 | &nbsp;&nbsp;17602631 |
|  | Jeudan AS | 19567 | &nbsp;&nbsp;632296 |
|  | Jyske Bank AS | 251563 | &nbsp;&nbsp;36609081 |
| # | Matas AS | 175815 | &nbsp;&nbsp;2694195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MT Hoejgaard Holding <br>AS<br>| 3946 | &nbsp;&nbsp;344377 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Netcompany Group <br>AS<br>| 110870 | &nbsp;&nbsp;5851578 |
| \* | Nilfisk Holding AS | 39903 | &nbsp;&nbsp;882781 |
| #\* | NKT AS | 293096 | &nbsp;&nbsp;38332940 |
| \*Ω | NNIT AS | 29647 | &nbsp;&nbsp;215268 |
| \* | North Media AS | 10716 | &nbsp;&nbsp;78229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Novo Nordisk AS <br>(NOVOB DC), <br>Class B<br>| 1773052 | &nbsp;&nbsp;105282447 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Novo Nordisk AS <br>(NVO US), <br>Sponsored ADR<br>| 928818 | &nbsp;&nbsp;55199654 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Novonesis <br>Novozymes B, <br>Class B<br>| 763750 | &nbsp;&nbsp;46797674 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;NTG Nordic Transport <br>Group AS<br>| 33915 | &nbsp;&nbsp;1037179 |
| \*Ω | Orsted AS | 349036 | &nbsp;&nbsp;7851655 |
|  | Pandora AS | 359807 | &nbsp;&nbsp;29124085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Parken Sport & <br>Entertainment AS<br>| 8272 | &nbsp;&nbsp;214390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Per Aarsleff Holding <br>AS<br>| 98509 | &nbsp;&nbsp;14047667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ringkjoebing <br>Landbobank AS<br>| 146741 | &nbsp;&nbsp;36991618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rockwool AS ROCKA <br>DC, Class A<br>| 74256 | &nbsp;&nbsp;2517363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rockwool AS ROCKB <br>DC, Class B<br>| 398118 | &nbsp;&nbsp;13444434 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) |  |
|  | Royal Unibrew AS | 238392 | &nbsp;&nbsp;$22460010 |
| #\* | RTX AS | 25439 | &nbsp;&nbsp;462421 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Scandinavian Tobacco <br>Group AS<br>| 185857 | &nbsp;&nbsp;2890484 |
|  | Schouw & Co. AS | 69765 | &nbsp;&nbsp;7362209 |
| # | Solar AS, Class B | 13229 | &nbsp;&nbsp;467606 |
| # | SP Group AS | 11063 | &nbsp;&nbsp;642176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sparekassen <br>Sjaelland-Fyn AS<br>| 13347 | &nbsp;&nbsp;790724 |
|  | TCM Group AS | 8463 | &nbsp;&nbsp;90460 |
|  | Tivoli AS | 1741 | &nbsp;&nbsp;170613 |
|  | TORM PLC, Class A | 133214 | &nbsp;&nbsp;3274802 |
| \* | Trifork Group AG | 2997 | &nbsp;&nbsp;44691 |
|  | Tryg AS | 927744 | &nbsp;&nbsp;22546969 |
|  | UIE PLC | 43770 | &nbsp;&nbsp;2611692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vestas Wind Systems <br>AS<br>| 1550638 | &nbsp;&nbsp;47001983 |
| \* | Zealand Pharma AS | 208983 | &nbsp;&nbsp;13976255 |
| TOTAL DENMARK | TOTAL DENMARK |  | &nbsp;&nbsp;887649941 |
| FINLAND — (1.6%) | FINLAND — (1.6%) | FINLAND — (1.6%) |  |
|  | Aktia Bank OYJ | 212235 | &nbsp;&nbsp;3094211 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Alandsbanken Abp, <br>Class B<br>| 1250 | &nbsp;&nbsp;70066 |
|  | Alma Media OYJ | 67280 | &nbsp;&nbsp;1100565 |
|  | Anora Group OYJ | 68777 | &nbsp;&nbsp;351542 |
|  | Apetit OYJ | 3389 | &nbsp;&nbsp;56240 |
|  | Aspo OYJ | 32663 | &nbsp;&nbsp;294232 |
|  | Atria OYJ | 72002 | &nbsp;&nbsp;1353641 |
| # | Bittium OYJ | 75464 | &nbsp;&nbsp;3364657 |
|  | Citycon OYJ | 105586 | &nbsp;&nbsp;476078 |
|  | Digia OYJ | 40465 | &nbsp;&nbsp;305182 |
|  | Elisa OYJ | 470316 | &nbsp;&nbsp;20804433 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Endomines Finland <br>OYJ<br>| 357 | &nbsp;&nbsp;13693 |
| #Ω | Enento Group OYJ | 32076 | &nbsp;&nbsp;588863 |
| # | eQ OYJ | 7039 | &nbsp;&nbsp;91179 |
|  | Evli OYJ, Class B | 1367 | &nbsp;&nbsp;42678 |
|  | Finnair OYJ | 572020 | &nbsp;&nbsp;2007356 |
| # | Fiskars OYJ Abp | 75473 | &nbsp;&nbsp;1090362 |
| # | Fortum OYJ | 1475276 | &nbsp;&nbsp;34849465 |
|  | F-Secure OYJ | 319681 | &nbsp;&nbsp;715383 |
|  | Gofore OYJ | 7011 | &nbsp;&nbsp;110386 |
|  | Harvia OYJ | 32184 | &nbsp;&nbsp;1566445 |
|  | Hiab OYJ | 197332 | &nbsp;&nbsp;11725733 |
| # | HKFoods OYJ | 125480 | &nbsp;&nbsp;249110 |
|  | Huhtamaki OYJ | 354422 | &nbsp;&nbsp;12438350 |
|  | Ilkka OYJ | 6838 | &nbsp;&nbsp;31343 |
| #\* | Incap OYJ | 29331 | &nbsp;&nbsp;343286 |
|  | Kalmar OYJ, Class B | 197492 | &nbsp;&nbsp;10097331 |
| # | Kamux Corp. | 41665 | &nbsp;&nbsp;113023 |
|  | Kemira OYJ | 545394 | &nbsp;&nbsp;12828132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kesko OYJ (KESKOA <br>FH), Class A<br>| 154744 | &nbsp;&nbsp;3869652 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kesko OYJ (KESKOB <br>FH), Class B<br>| 1296571 | &nbsp;&nbsp;32794638 |
| #\* | Kojamo OYJ | 190314 | &nbsp;&nbsp;2151964 |
|  | Kone OYJ, Class B | 443209 | &nbsp;&nbsp;31851158 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) |  |
|  | Konecranes OYJ | 363496 | &nbsp;&nbsp;$42806061 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lassila & Tikanoja <br>OYJ<br>| 110544 | &nbsp;&nbsp;982750 |
| #\* | Lindex Group OYJ | 247012 | &nbsp;&nbsp;721958 |
|  | Luotea PLC | 84040 | &nbsp;&nbsp;287770 |
|  | Mandatum OYJ | 642083 | &nbsp;&nbsp;5236397 |
| # | Marimekko OYJ | 89059 | &nbsp;&nbsp;1358865 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Metsa Board OYJ <br>(METSB FH), <br>Class B<br>| 351767 | &nbsp;&nbsp;1092722 |
|  | Metso OYJ | 1935338 | &nbsp;&nbsp;37837282 |
|  | Neste OYJ | 523850 | &nbsp;&nbsp;13381718 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nokia OYJ (NOK US), <br>Sponsored ADR<br>| 663315 | &nbsp;&nbsp;4265115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nokia OYJ (NOKIA <br>FH)<br>| 3558891 | &nbsp;&nbsp;22922491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nokia OYJ (NOKIA <br>FP)<br>| 1186596 | &nbsp;&nbsp;7629024 |
| # | Nokian Renkaat OYJ | 272589 | &nbsp;&nbsp;3497136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nordea Bank Abp <br>(NDA FH)<br>| 3209891 | &nbsp;&nbsp;62016355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nordea Bank Abp <br>(NDA SS)<br>| 2414342 | &nbsp;&nbsp;46584695 |
|  | Olvi OYJ, Class A | 46635 | &nbsp;&nbsp;1851701 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Oma Saastopankki <br>OYJ<br>| 19148 | &nbsp;&nbsp;290755 |
| #\* | Optomed OYJ | 14586 | &nbsp;&nbsp;68125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oriola OYJ (OKDBV <br>FH), Class B<br>| 483390 | &nbsp;&nbsp;668297 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Orion OYJ (ORNAV <br>FH), Class A<br>| 31511 | &nbsp;&nbsp;2587333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orion OYJ (ORNBV <br>FH), Class B<br>| 497917 | &nbsp;&nbsp;41176764 |
| # | Outokumpu OYJ | 917517 | &nbsp;&nbsp;5151443 |
|  | Pihlajalinna OYJ | 53731 | &nbsp;&nbsp;917897 |
| # | Ponsse OYJ | 47190 | &nbsp;&nbsp;1430337 |
|  | Puuilo OYJ | 187186 | &nbsp;&nbsp;2731924 |
| #\* | QT Group OYJ | 38592 | &nbsp;&nbsp;1213523 |
|  | Raisio OYJ, Class V | 257448 | &nbsp;&nbsp;837940 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Remedy <br>Entertainment OYJ<br>| 2352 | &nbsp;&nbsp;41792 |
|  | Revenio Group OYJ | 53746 | &nbsp;&nbsp;1278585 |
|  | Sampo OYJ, Class A | 3952894 | &nbsp;&nbsp;44095104 |
| # | Sanoma OYJ | 426907 | &nbsp;&nbsp;4883585 |
|  | Scanfil OYJ | 34026 | &nbsp;&nbsp;456894 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Stora Enso OYJ, <br>Class R<br>| 1387037 | &nbsp;&nbsp;15967552 |
| #\* | Suominen OYJ | 10369 | &nbsp;&nbsp;19062 |
| # | Taaleri PLC | 19235 | &nbsp;&nbsp;174663 |
| # | Talenom OYJ | 21268 | &nbsp;&nbsp;64328 |
|  | Teleste OYJ | 20343 | &nbsp;&nbsp;94310 |
| Ω | Terveystalo OYJ | 293925 | &nbsp;&nbsp;3532059 |
| # | TietoEVRY OYJ | 356903 | &nbsp;&nbsp;7747558 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tokmanni Group <br>Corp.<br>| 104188 | &nbsp;&nbsp;951030 |
| # | UPM-Kymmene OYJ | 1010773 | &nbsp;&nbsp;27885332 |
|  | Vaisala OYJ, Class A | 62943 | &nbsp;&nbsp;3130674 |
| # | Valmet OYJ | 593042 | &nbsp;&nbsp;20321501 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Verkkokauppa.com <br>OYJ<br>| 9820 | &nbsp;&nbsp;$45372 |
|  | Wartsila OYJ Abp | 953764 | &nbsp;&nbsp;38665625 |
| \* | YIT OYJ | 372478 | &nbsp;&nbsp;1362843 |
| TOTAL FINLAND | TOTAL FINLAND |  | &nbsp;&nbsp;671104624 |
| FRANCE — (7.0%) | FRANCE — (7.0%) | FRANCE — (7.0%) |  |
| #\* | 74Software SA | 38165 | &nbsp;&nbsp;1651996 |
|  | ABC arbitrage | 59529 | &nbsp;&nbsp;385641 |
|  | Accor SA | 176246 | &nbsp;&nbsp;9584454 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Aeroports de Paris <br>SA<br>| 115143 | &nbsp;&nbsp;15212901 |
|  | Air Liquide SA | 186338 | &nbsp;&nbsp;34894068 |
|  | Airbus SE | 335774 | &nbsp;&nbsp;76875366 |
|  | AKWEL SADIR | 42316 | &nbsp;&nbsp;397575 |
| \* | Alstom SA | 1447546 | &nbsp;&nbsp;46217794 |
| # | Altamir | 46348 | &nbsp;&nbsp;1626660 |
|  | Alten SA | 109095 | &nbsp;&nbsp;10694680 |
| Ω | Amundi SA | 159801 | &nbsp;&nbsp;14207765 |
| #\*Ω | Aramis Group SAS | 2892 | &nbsp;&nbsp;15797 |
|  | Arkema SA | 128661 | &nbsp;&nbsp;7748228 |
| # | Assystem SA | 31250 | &nbsp;&nbsp;1757511 |
|  | Aubay | 19547 | &nbsp;&nbsp;1387077 |
|  | AXA SA | 929826 | &nbsp;&nbsp;42399213 |
| Ω | Ayvens SA | 478015 | &nbsp;&nbsp;6930176 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Bastide le Confort <br>Medical<br>| 12568 | &nbsp;&nbsp;346591 |
| # | Beneteau SACA | 121362 | &nbsp;&nbsp;1141369 |
|  | BioMerieux | 84082 | &nbsp;&nbsp;9764145 |
|  | BNP Paribas SA | 765928 | &nbsp;&nbsp;82821641 |
|  | Boiron SA | 27994 | &nbsp;&nbsp;990720 |
|  | Bollore SE | 1578356 | &nbsp;&nbsp;8998872 |
|  | Bonduelle SCA | 39640 | &nbsp;&nbsp;497113 |
|  | Bouygues SA | 818582 | &nbsp;&nbsp;44247461 |
|  | Bureau Veritas SA | 789401 | &nbsp;&nbsp;25412654 |
|  | Capgemini SE | 169369 | &nbsp;&nbsp;26316225 |
|  | Carrefour SA | 2133725 | &nbsp;&nbsp;34948644 |
| # | Catana Group | 52297 | &nbsp;&nbsp;173027 |
|  | CBo Territoria | 2301 | &nbsp;&nbsp;10143 |
| \* | Cegedim SA | 23260 | &nbsp;&nbsp;368656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cie de Saint-Gobain <br>SA<br>| 1009345 | &nbsp;&nbsp;99627859 |
|  | Cie des Alpes | 104420 | &nbsp;&nbsp;3214959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cie Generale des <br>Etablissements <br>Michelin SCA<br>| 1811968 | &nbsp;&nbsp;67288563 |
| \* | Claranova SE | 66511 | &nbsp;&nbsp;99391 |
| \* | Clariane SE | 471405 | &nbsp;&nbsp;2128974 |
|  | Coface SA | 656019 | &nbsp;&nbsp;11998029 |
|  | Credit Agricole SA | 892367 | &nbsp;&nbsp;19325477 |
|  | Danone SA | 504787 | &nbsp;&nbsp;39555049 |
|  | Dassault Aviation SA | 22343 | &nbsp;&nbsp;8494247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dassault Systemes <br>SE<br>| 275618 | &nbsp;&nbsp;7580817 |
|  | Derichebourg SA | 617319 | &nbsp;&nbsp;5818158 |
|  | Edenred SE | 318063 | &nbsp;&nbsp;6662083 |
|  | Eiffage SA | 402573 | &nbsp;&nbsp;59704515 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Electricite de <br>Strasbourg SA<br>| 2201 | &nbsp;&nbsp;$568141 |
| \*Ω | Elior Group SA | 318549 | &nbsp;&nbsp;1074925 |
|  | Elis SA | 1003894 | &nbsp;&nbsp;29147503 |
| \* | Emeis SA | 52696 | &nbsp;&nbsp;851001 |
|  | Engie SA | 4907783 | &nbsp;&nbsp;146528765 |
|  | Equasens | 965 | &nbsp;&nbsp;45399 |
| # | Eramet SA | 12636 | &nbsp;&nbsp;1095087 |
|  | EssilorLuxottica SA | 103853 | &nbsp;&nbsp;31747430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Etablissements Maurel <br>et Prom SA<br>| 353940 | &nbsp;&nbsp;2765640 |
|  | Eurazeo SE | 117636 | &nbsp;&nbsp;7066276 |
| \* | Euroapi SA | 80117 | &nbsp;&nbsp;201048 |
|  | Eurofins Scientific SE | 427834 | &nbsp;&nbsp;34608764 |
| Ω | Euronext NV | 206245 | &nbsp;&nbsp;28885383 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Eutelsat <br>Communications <br>SACA<br>| 1521096 | &nbsp;&nbsp;4129201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Exel Industries SA, <br>Class A<br>| 4936 | &nbsp;&nbsp;226290 |
|  | FDJ UNITED | 179230 | &nbsp;&nbsp;4743484 |
| \* | Figeac Aero | 5688 | &nbsp;&nbsp;72543 |
|  | Fnac Darty SA | 3099 | &nbsp;&nbsp;130389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fnac Darty SA (0QSH <br>LI)<br>| 12150 | &nbsp;&nbsp;509816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fnac Darty SA (FNAC <br>FP)<br>| 49216 | &nbsp;&nbsp;2072071 |
| \* | Forvia SE (1EO IM) | 64858 | &nbsp;&nbsp;1060046 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Forvia SE (FRVIA <br>FP)<br>| 762295 | &nbsp;&nbsp;12446312 |
| \* | Gaumont SA | 768 | &nbsp;&nbsp;92039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gaztransport Et <br>Technigaz SA<br>| 149223 | &nbsp;&nbsp;32149854 |
|  | GEA | 181 | &nbsp;&nbsp;18130 |
|  | Getlink SE | 525430 | &nbsp;&nbsp;10400569 |
|  | GL Events SACA | 44209 | &nbsp;&nbsp;1685477 |
|  | Groupe Crit SA | 21095 | &nbsp;&nbsp;1590816 |
| #\* | Guerbet | 15529 | &nbsp;&nbsp;252599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hermes International <br>SCA<br>| 23367 | &nbsp;&nbsp;56220950 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ID Logistics Group <br>SACA<br>| 14668 | &nbsp;&nbsp;7114578 |
|  | Imerys SA | 85517 | &nbsp;&nbsp;2666497 |
|  | Infotel SA | 4862 | &nbsp;&nbsp;250867 |
|  | Interparfums SA | 47568 | &nbsp;&nbsp;1448112 |
|  | Ipsen SA | 147194 | &nbsp;&nbsp;24046381 |
|  | IPSOS SA | 184972 | &nbsp;&nbsp;7847190 |
|  | Jacquet Metals SACA | 61081 | &nbsp;&nbsp;1681790 |
|  | JCDecaux SE | 294485 | &nbsp;&nbsp;5808350 |
|  | Kaufman & Broad SA | 57638 | &nbsp;&nbsp;2144609 |
|  | Kering SA | 70184 | &nbsp;&nbsp;21909876 |
| # | Laurent-Perrier | 7304 | &nbsp;&nbsp;783048 |
|  | Legrand SA | 218074 | &nbsp;&nbsp;34817219 |
|  | Linedata Services | 3879 | &nbsp;&nbsp;195399 |
|  | LISI SA | 40903 | &nbsp;&nbsp;2593119 |
|  | LNA Sante SA | 24218 | &nbsp;&nbsp;668732 |
|  | L'Oreal SA | 121996 | &nbsp;&nbsp;56049722 |
| \* | Lumibird | 1432 | &nbsp;&nbsp;40148 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LVMH Moet Hennessy <br>Louis Vuitton SE<br>| 247349 | &nbsp;&nbsp;$159640101 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Maison Pommery & <br>Associes SA<br>| 1916 | &nbsp;&nbsp;26036 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Maisons du Monde <br>SA<br>| 101731 | &nbsp;&nbsp;193004 |
|  | Manitou BF SA | 30465 | &nbsp;&nbsp;803208 |
|  | Mersen SA | 74342 | &nbsp;&nbsp;2273084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Metropole Television <br>SA<br>| 88933 | &nbsp;&nbsp;1273911 |
|  | Nexans SA | 123301 | &nbsp;&nbsp;19421426 |
| #\* | Nexity SA | 94816 | &nbsp;&nbsp;1072101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;North Atlantic <br>Energies<br>| 11456 | &nbsp;&nbsp;639188 |
|  | NRJ Group | 87380 | &nbsp;&nbsp;752040 |
| # | Oeneo SA | 138265 | &nbsp;&nbsp;1514258 |
|  | Opmobility | 228574 | &nbsp;&nbsp;4379410 |
|  | Orange SA (ORA FP) | 6835313 | &nbsp;&nbsp;127068578 |
| #\* | OSE Immuno | 6923 | &nbsp;&nbsp;39014 |
| #\* | OVH Groupe SA | 19027 | &nbsp;&nbsp;224824 |
|  | Pernod Ricard SA | 211565 | &nbsp;&nbsp;18917431 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pierre Et Vacances <br>SA<br>| 318514 | &nbsp;&nbsp;683626 |
|  | Pluxee NV | 150993 | &nbsp;&nbsp;2000358 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Publicis Groupe SA <br>(PUB FP)<br>| 468162 | &nbsp;&nbsp;46791976 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Publicis Groupe SA <br>(PUBGY US), ADR<br>| 28265 | &nbsp;&nbsp;709169 |
|  | Quadient SA | 90469 | &nbsp;&nbsp;1712039 |
| # | Remy Cointreau SA | 20672 | &nbsp;&nbsp;985831 |
|  | Renault SA | 561905 | &nbsp;&nbsp;21205937 |
|  | Rexel SA | 1118316 | &nbsp;&nbsp;46863663 |
|  | Robertet SA | 1577 | &nbsp;&nbsp;1581187 |
|  | Rubis SCA | 145874 | &nbsp;&nbsp;5906885 |
|  | Safran SA | 250617 | &nbsp;&nbsp;89543236 |
|  | Samse SACA | 989 | &nbsp;&nbsp;141869 |
|  | Sanofi SA (SAN FP) | 552673 | &nbsp;&nbsp;52130130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanofi SA (SNY US), <br>ADR<br>| 68537 | &nbsp;&nbsp;3223981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sartorius Stedim <br>Biotech<br>| 9917 | &nbsp;&nbsp;2216130 |
|  | Savencia SA | 19067 | &nbsp;&nbsp;1351347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Schneider Electric SE <br>(0NWV LI)<br>| 19869 | &nbsp;&nbsp;5682106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Schneider Electric SE <br>(SU FP)<br>| 154363 | &nbsp;&nbsp;44256155 |
|  | SCOR SE | 635994 | &nbsp;&nbsp;20725244 |
|  | SEB SA | 56902 | &nbsp;&nbsp;3209753 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Seche Environnement <br>SACA<br>| 12569 | &nbsp;&nbsp;1171757 |
|  | SES SA | 1635104 | &nbsp;&nbsp;13392377 |
| \*Ω | SMCP SA | 137504 | &nbsp;&nbsp;999599 |
|  | Societe BIC SA | 75075 | &nbsp;&nbsp;4836250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Societe des Bains de <br>Mer et du Cercle <br>des Etrangers a <br>Monaco<br>| 755 | &nbsp;&nbsp;117778 |
|  | Societe Generale SA | 1071889 | &nbsp;&nbsp;93929027 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |  |
|  | Societe LDC SADIR | 6312 | &nbsp;&nbsp;$707709 |
|  | Sodexo SA | 203994 | &nbsp;&nbsp;10422378 |
|  | Sodexo, Inc. | 8908 | &nbsp;&nbsp;455519 |
| \* | SOITEC | 43863 | &nbsp;&nbsp;1366013 |
| \* | Solutions 30 SE | 85849 | &nbsp;&nbsp;92800 |
|  | Sopra Steria Group | 69910 | &nbsp;&nbsp;12770203 |
|  | SPIE SA | 625848 | &nbsp;&nbsp;34292635 |
| # | Stef SA | 22312 | &nbsp;&nbsp;3311435 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;STMicroelectronics <br>NV (STM FP)<br>| 876681 | &nbsp;&nbsp;24755744 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;STMicroelectronics <br>NV (STM US)<br>| 553066 | &nbsp;&nbsp;15425011 |
|  | Sword Group | 24643 | &nbsp;&nbsp;1066570 |
|  | Synergie SE | 41044 | &nbsp;&nbsp;1492307 |
|  | Technip Energies NV | 613753 | &nbsp;&nbsp;24052615 |
|  | Teleperformance SE | 123471 | &nbsp;&nbsp;7975655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Television Francaise 1 <br>SA<br>| 201714 | &nbsp;&nbsp;1949630 |
|  | TFF Group | 795 | &nbsp;&nbsp;15975 |
|  | Thales SA | 142400 | &nbsp;&nbsp;43592286 |
|  | Thermador Groupe | 11691 | &nbsp;&nbsp;1091085 |
| # | Tikehau Capital SCA | 25541 | &nbsp;&nbsp;487652 |
|  | TotalEnergies SE | 215223 | &nbsp;&nbsp;15582145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TotalEnergies SE <br>(TTE FP)<br>| 4080101 | &nbsp;&nbsp;296740387 |
|  | Trigano SA | 43525 | &nbsp;&nbsp;8660215 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Ubisoft Entertainment <br>SA<br>| 294274 | &nbsp;&nbsp;1518217 |
|  | Valeo SE | 1017973 | &nbsp;&nbsp;14217406 |
|  | Vallourec SACA | 802756 | &nbsp;&nbsp;17036766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Veolia Environnement <br>SA (VIE FP)<br>| 577031 | &nbsp;&nbsp;21642790 |
|  | Vetoquinol SA | 4626 | &nbsp;&nbsp;476573 |
|  | Vicat SACA | 79141 | &nbsp;&nbsp;7333237 |
|  | VIEL & Cie SA | 80059 | &nbsp;&nbsp;1713034 |
|  | Vinci SA | 701249 | &nbsp;&nbsp;100828810 |
|  | Virbac SACA | 13467 | &nbsp;&nbsp;5613971 |
| \* | Viridien | 31583 | &nbsp;&nbsp;4777562 |
|  | Vivendi SE | 1767896 | &nbsp;&nbsp;4932321 |
| #\* | Voltalia SA | 51820 | &nbsp;&nbsp;435957 |
| # | Vusion | 13755 | &nbsp;&nbsp;2141352 |
| # | Wavestone | 19684 | &nbsp;&nbsp;1405348 |
| #\*Ω | Worldline SA | 414872 | &nbsp;&nbsp;702734 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;X-Fab Silicon <br>Foundries SE<br>| 145687 | &nbsp;&nbsp;884644 |
| TOTAL FRANCE | TOTAL FRANCE |  | &nbsp;&nbsp;2917545584 |
| GERMANY — (7.1%) | GERMANY — (7.1%) | GERMANY — (7.1%) |  |
| # | 1&1 AG | 166280 | &nbsp;&nbsp;5295440 |
| \* | 7C Solarparken AG | 156477 | &nbsp;&nbsp;314370 |
|  | Adesso SE | 7254 | &nbsp;&nbsp;699533 |
|  | adidas AG | 151974 | &nbsp;&nbsp;26945526 |
|  | Adtran Networks SE | 25248 | &nbsp;&nbsp;664513 |
|  | AIXTRON SE | 186774 | &nbsp;&nbsp;4284847 |
|  | All for One Group SE | 6073 | &nbsp;&nbsp;288973 |
|  | Allgeier SE | 20517 | &nbsp;&nbsp;544743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Allianz SE (ALIZY <br>US), ADR<br>| 50320 | &nbsp;&nbsp;2217099 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |  |
|  | Allianz SE (ALV GR) | 195310 | &nbsp;&nbsp;$85999214 |
|  | Alzchem Group AG | 22911 | &nbsp;&nbsp;4188471 |
| # | Amadeus Fire AG | 12068 | &nbsp;&nbsp;556527 |
| \* | Aroundtown SA | 1010976 | &nbsp;&nbsp;3212617 |
|  | Atoss Software SE | 37599 | &nbsp;&nbsp;4333244 |
| #Ω | Aumann AG | 5308 | &nbsp;&nbsp;88409 |
| \* | Aumovio SE | 168165 | &nbsp;&nbsp;8069263 |
| # | Aurubis AG | 152294 | &nbsp;&nbsp;28758278 |
| # | BASF SE | 2256371 | &nbsp;&nbsp;122326792 |
| \* | Basler AG | 10042 | &nbsp;&nbsp;191686 |
|  | Bayer AG | 2168062 | &nbsp;&nbsp;114672363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bayerische Motoren <br>Werke AG<br>| 480386 | &nbsp;&nbsp;49470282 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;BayWa AG (BYW6 <br>GR)<br>| 185901 | &nbsp;&nbsp;753062 |
| # | Bechtle AG | 310976 | &nbsp;&nbsp;16118562 |
| Ω | Befesa SA | 93245 | &nbsp;&nbsp;3415160 |
| # | Beiersdorf AG | 71238 | &nbsp;&nbsp;8497222 |
|  | Bertrandt AG | 13560 | &nbsp;&nbsp;308622 |
|  | Bijou Brigitte AG | 15021 | &nbsp;&nbsp;771546 |
|  | Bilfinger SE | 133177 | &nbsp;&nbsp;18659255 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Borussia Dortmund <br>GmbH & Co. KGaA<br>| 196935 | &nbsp;&nbsp;760830 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;BRANICKS Group <br>AG<br>| 89107 | &nbsp;&nbsp;204963 |
| # | Brenntag SE | 430382 | &nbsp;&nbsp;26184294 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Brockhaus <br>Technologies AG<br>| 900 | &nbsp;&nbsp;18518 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;CANCOM SE (COK <br>GR)<br>| 78416 | &nbsp;&nbsp;2638417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Carl Zeiss Meditec <br>AG<br>| 70829 | &nbsp;&nbsp;2350778 |
| \* | Ceconomy AG | 503707 | &nbsp;&nbsp;2661793 |
| \* | CENIT AG | 26633 | &nbsp;&nbsp;221464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cewe Stiftung & Co. <br>KGaA<br>| 34614 | &nbsp;&nbsp;4145934 |
|  | Commerzbank AG | 1576057 | &nbsp;&nbsp;64783316 |
|  | Continental AG | 316088 | &nbsp;&nbsp;24872723 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;CTS Eventim AG & <br>Co. KGaA<br>| 211308 | &nbsp;&nbsp;17758537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daimler Truck Holding <br>AG<br>| 1531261 | &nbsp;&nbsp;74142024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Data Modul AG <br>Produktion Und <br>Vertrieb Von <br>Elektronischen <br>Systemen<br>| 2656 | &nbsp;&nbsp;91110 |
| \*Ω | Delivery Hero SE | 22132 | &nbsp;&nbsp;617243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dermapharm Holding <br>SE<br>| 49783 | &nbsp;&nbsp;2056602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Bank AG <br>(DB US)<br>| 429871 | &nbsp;&nbsp;16859541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Bank AG <br>(DBK GR)<br>| 1854208 | &nbsp;&nbsp;73169065 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Beteiligungs <br>AG<br>| 51590 | &nbsp;&nbsp;1558752 |
|  | Deutsche Boerse AG | 259172 | &nbsp;&nbsp;65628877 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche EuroShop <br>AG<br>| 19397 | &nbsp;&nbsp;$443151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Lufthansa <br>AG<br>| 1409207 | &nbsp;&nbsp;14516897 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche <br>Pfandbriefbank AG<br>| 482407 | &nbsp;&nbsp;2380341 |
|  | Deutsche Post AG | 2262064 | &nbsp;&nbsp;126513779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Telekom AG <br>(DTE GR)<br>| 5657728 | &nbsp;&nbsp;189863470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Telekom AG <br>(DTEGY US), <br>Sponsored ADR<br>| 4026 | &nbsp;&nbsp;134509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Wohnen <br>SE<br>| 71545 | &nbsp;&nbsp;1778772 |
|  | Deutz AG | 225216 | &nbsp;&nbsp;2884049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Draegerwerk AG & <br>Co. KGaA<br>| 11918 | &nbsp;&nbsp;1003429 |
|  | Duerr AG | 158820 | &nbsp;&nbsp;4233098 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;DWS Group GmbH & <br>Co. KGaA<br>| 150180 | &nbsp;&nbsp;10995292 |
|  | E.ON SE | 7028200 | &nbsp;&nbsp;149066956 |
| # | Eckert & Ziegler SE | 179981 | &nbsp;&nbsp;3186376 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;EDAG Engineering <br>Group AG<br>| 20949 | &nbsp;&nbsp;94199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elmos Semiconductor <br>SE<br>| 32846 | &nbsp;&nbsp;4469853 |
|  | ElringKlinger AG | 131846 | &nbsp;&nbsp;664444 |
| # | Energiekontor AG | 15356 | &nbsp;&nbsp;697843 |
|  | Evonik Industries AG | 564453 | &nbsp;&nbsp;8743327 |
| #\* | Evotec SE | 530682 | &nbsp;&nbsp;3908167 |
|  | Fabasoft AG | 14694 | &nbsp;&nbsp;268408 |
|  | Fielmann Group AG | 93991 | &nbsp;&nbsp;4606777 |
|  | flatexDEGIRO SE | 346933 | &nbsp;&nbsp;16923294 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fraport AG Frankfurt <br>Airport Services <br>Worldwide<br>| 165271 | &nbsp;&nbsp;15291741 |
|  | Freenet AG | 753145 | &nbsp;&nbsp;27195431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fresenius Medical <br>Care AG (FME GR)<br>| 474425 | &nbsp;&nbsp;21358125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fresenius Medical <br>Care AG (FMS US), <br>ADR<br>| 1074 | &nbsp;&nbsp;24380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fresenius SE & Co. <br>KGaA<br>| 703880 | &nbsp;&nbsp;39373459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Friedrich Vorwerk <br>Group SE<br>| 33300 | &nbsp;&nbsp;3577266 |
|  | FUCHS SE | 94058 | &nbsp;&nbsp;3310200 |
|  | GEA Group AG | 645850 | &nbsp;&nbsp;46180100 |
| # | Gerresheimer AG | 72535 | &nbsp;&nbsp;2166553 |
|  | Gesco SE | 27744 | &nbsp;&nbsp;494836 |
| # | GFT Technologies SE | 89405 | &nbsp;&nbsp;2201638 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grand City Properties <br>SA<br>| 92710 | &nbsp;&nbsp;1039070 |
| # | Grenke AG | 51938 | &nbsp;&nbsp;886513 |
|  | Hannover Rueck SE | 86988 | &nbsp;&nbsp;24595817 |
| #Ω | Hapag-Lloyd AG | 53970 | &nbsp;&nbsp;7753403 |
|  | Hawesko Holding SE | 2489 | &nbsp;&nbsp;59960 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heidelberg Materials <br>AG<br>| 378779 | &nbsp;&nbsp;$103736426 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Heidelberger <br>Druckmaschinen <br>AG<br>| 576979 | &nbsp;&nbsp;1254446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hella GmbH & Co. <br>KGaA<br>| 560 | &nbsp;&nbsp;54127 |
| #\* | HelloFresh SE | 300284 | &nbsp;&nbsp;1972386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henkel AG & Co. <br>KGaA<br>| 133684 | &nbsp;&nbsp;11035495 |
| # | Hensoldt AG | 255371 | &nbsp;&nbsp;25369216 |
| # | HOCHTIEF AG | 70657 | &nbsp;&nbsp;29629624 |
| \* | Hoenle AG | 4366 | &nbsp;&nbsp;48350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hornbach Holding AG <br>& Co. KGaA<br>| 42842 | &nbsp;&nbsp;4093746 |
|  | HUGO BOSS AG | 195930 | &nbsp;&nbsp;8123969 |
|  | Indus Holding AG | 40127 | &nbsp;&nbsp;1526780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Infineon Technologies <br>AG (IFNNY US), <br>ADR<br>| 173010 | &nbsp;&nbsp;8479220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Infineon Technologies <br>AG (IFX GR)<br>| 1809236 | &nbsp;&nbsp;88439957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Init Innovation in <br>Traffic Systems SE<br>| 15979 | &nbsp;&nbsp;908198 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Instone Real Estate <br>Group SE<br>| 104491 | &nbsp;&nbsp;1066886 |
| \* | IONOS Group SE | 74924 | &nbsp;&nbsp;2415551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IVU Traffic <br>Technologies AG<br>| 28696 | &nbsp;&nbsp;713656 |
|  | Jenoptik AG | 128609 | &nbsp;&nbsp;4058813 |
| Ω | JOST Werke SE | 41515 | &nbsp;&nbsp;3079224 |
| # | K&S AG | 701271 | &nbsp;&nbsp;11490155 |
|  | KION Group AG | 377709 | &nbsp;&nbsp;26679402 |
| # | Kloeckner & Co. SE | 80248 | &nbsp;&nbsp;1045398 |
| #\* | Knaus Tabbert AG | 9810 | &nbsp;&nbsp;148836 |
|  | Knorr-Bremse AG | 199104 | &nbsp;&nbsp;23182716 |
| \* | Koenig & Bauer AG | 23479 | &nbsp;&nbsp;258605 |
| # | Kontron AG | 175896 | &nbsp;&nbsp;4880083 |
|  | Krones AG | 60146 | &nbsp;&nbsp;9678680 |
|  | KSB SE & Co. KGaA | 267 | &nbsp;&nbsp;328141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KWS Saat SE & Co. <br>KGaA<br>| 39005 | &nbsp;&nbsp;3465264 |
| # | Lanxess AG | 190165 | &nbsp;&nbsp;3927924 |
|  | LEG Immobilien SE | 141653 | &nbsp;&nbsp;10242586 |
| # | Leifheit AG | 23645 | &nbsp;&nbsp;430585 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;LPKF Laser & <br>Electronics SE<br>| 19933 | &nbsp;&nbsp;184842 |
| #\* | Medios AG | 6587 | &nbsp;&nbsp;124850 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mercedes-Benz Group <br>AG<br>| 1014994 | &nbsp;&nbsp;69368961 |
| # | Merck KGaA | 26178 | &nbsp;&nbsp;3900330 |
|  | MLP SE | 287864 | &nbsp;&nbsp;2509305 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;MTU Aero Engines <br>AG<br>| 114967 | &nbsp;&nbsp;51111435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Muenchener <br>Rueckversicherungs-Gesellschaft <br>AG in Muenchen<br>| 122464 | &nbsp;&nbsp;74222537 |
|  | Multitude AG | 12058 | &nbsp;&nbsp;86728 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mutares SE & Co. <br>KGaA<br>| 44085 | &nbsp;&nbsp;$1703679 |
| # | Nagarro SE | 18167 | &nbsp;&nbsp;1526809 |
| # | Nemetschek SE | 195375 | &nbsp;&nbsp;17070763 |
| \* | Nordex SE | 402394 | &nbsp;&nbsp;16110410 |
| # | Norma Group SE | 56627 | &nbsp;&nbsp;985663 |
| # | Patrizia SE | 135270 | &nbsp;&nbsp;1368958 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pentixapharm Holding <br>AG<br>| 27609 | &nbsp;&nbsp;61794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pfeiffer Vacuum <br>Technology AG<br>| 12503 | &nbsp;&nbsp;2431906 |
|  | ProCredit Holding AG | 62600 | &nbsp;&nbsp;630626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ProSiebenSat.1 Media <br>SE<br>| 3304 | &nbsp;&nbsp;19797 |
| # | Puma SE (PUM GR) | 228178 | &nbsp;&nbsp;5832693 |
| \* | PVA TePla AG | 42881 | &nbsp;&nbsp;1346457 |
|  | PWO AG | 5903 | &nbsp;&nbsp;188301 |
| \* | q.beyond AG | 436615 | &nbsp;&nbsp;418024 |
| \* | R Stahl AG | 4599 | &nbsp;&nbsp;79661 |
|  | Rational AG | 13596 | &nbsp;&nbsp;10894696 |
| # | RENK Group AG | 61910 | &nbsp;&nbsp;3985882 |
|  | Rheinmetall AG | 84035 | &nbsp;&nbsp;178057242 |
| # | RTL Group SA | 121644 | &nbsp;&nbsp;5303654 |
|  | RWE AG | 868514 | &nbsp;&nbsp;55153987 |
|  | SAF-Holland SE | 82602 | &nbsp;&nbsp;1660570 |
|  | Salzgitter AG | 94156 | &nbsp;&nbsp;5052527 |
|  | SAP SE (SAP GR) | 198124 | &nbsp;&nbsp;39578908 |
|  | Schaeffler AG | 560144 | &nbsp;&nbsp;6606394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Schott Pharma AG & <br>Co. KGaA<br>| 13870 | &nbsp;&nbsp;235910 |
| Ω | Scout24 SE | 104903 | &nbsp;&nbsp;10444267 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Secunet Security <br>Networks AG<br>| 4685 | &nbsp;&nbsp;1316113 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;SFC Energy AG, <br>Class BR<br>| 2564 | &nbsp;&nbsp;42714 |
| \* | SGL Carbon SE | 158399 | &nbsp;&nbsp;769541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Siemens AG (SIE <br>GR)<br>| 235038 | &nbsp;&nbsp;71059066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Siemens AG (SIEGY <br>US), Sponsored <br>ADR<br>| 5196 | &nbsp;&nbsp;786259 |
| \* | Siemens Energy AG | 534674 | &nbsp;&nbsp;91097767 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Siemens Healthineers <br>AG<br>| 223519 | &nbsp;&nbsp;11156607 |
| # | Siltronic AG | 32352 | &nbsp;&nbsp;2008690 |
|  | Sixt SE | 38792 | &nbsp;&nbsp;3039797 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;SMA Solar Technology <br>AG<br>| 30257 | &nbsp;&nbsp;1316270 |
|  | Stabilus SE | 52968 | &nbsp;&nbsp;1215977 |
|  | STRATEC SE | 8076 | &nbsp;&nbsp;213979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stroeer SE & Co. <br>KGaA<br>| 74448 | &nbsp;&nbsp;2976531 |
| # | Suedzucker AG | 136114 | &nbsp;&nbsp;1558366 |
|  | Surteco Group SE | 32698 | &nbsp;&nbsp;501662 |
| # | SUSS MicroTec SE | 61566 | &nbsp;&nbsp;3621243 |
| # | Symrise AG | 243700 | &nbsp;&nbsp;20516385 |
| # | TAG Immobilien AG | 643850 | &nbsp;&nbsp;10923134 |
| # | Takkt AG | 59507 | &nbsp;&nbsp;254454 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |  |
| \* | Talanx AG | 198352 | &nbsp;&nbsp;$25018268 |
| #\*Ω | TeamViewer SE | 41775 | &nbsp;&nbsp;279322 |
|  | Technotrans SE | 18490 | &nbsp;&nbsp;727571 |
|  | thyssenkrupp AG | 2004565 | &nbsp;&nbsp;26722303 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Thyssenkrupp Nucera <br>AG & Co. KGaA<br>| 15120 | &nbsp;&nbsp;160721 |
| \* | Tkms AG& Co. KGaA | 100228 | &nbsp;&nbsp;11713420 |
| \* | TUI AG | 2098082 | &nbsp;&nbsp;22369787 |
|  | United Internet AG | 354756 | &nbsp;&nbsp;11541252 |
| #\* | Verbio SE | 36978 | &nbsp;&nbsp;1091913 |
|  | Volkswagen AG | 46430 | &nbsp;&nbsp;5635109 |
|  | Vonovia SE | 358617 | &nbsp;&nbsp;10500050 |
| # | Vossloh AG | 42621 | &nbsp;&nbsp;4080086 |
| # | Wacker Chemie AG | 57452 | &nbsp;&nbsp;4665824 |
|  | Wacker Neuson SE | 120226 | &nbsp;&nbsp;2745818 |
|  | Washtec AG | 51324 | &nbsp;&nbsp;2925622 |
| \* | Westwing Group SE | 23766 | &nbsp;&nbsp;404436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuestenrot & <br>Wuerttembergische <br>AG<br>| 78281 | &nbsp;&nbsp;1393393 |
| #\*Ω | Zalando SE | 687125 | &nbsp;&nbsp;19758528 |
|  | Zeal Network SE | 21473 | &nbsp;&nbsp;1236046 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp;2972622358 |
| HONG KONG — (1.5%) | HONG KONG — (1.5%) | HONG KONG — (1.5%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aeon Credit Service <br>Asia Co. Ltd.<br>| 90000 | &nbsp;&nbsp;85878 |
|  | AIA Group Ltd. | 7285200 | &nbsp;&nbsp;84052800 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Aidigong Maternal & <br>Child Health Ltd.<br>| 67466 | &nbsp;&nbsp;2159 |
| \* | Allied Group Ltd. | 1776000 | &nbsp;&nbsp;660565 |
|  | APAC Resources Ltd. | 481197 | &nbsp;&nbsp;172061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asia Financial <br>Holdings Ltd.<br>| 400000 | &nbsp;&nbsp;249856 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Asia Standard <br>International Group <br>Ltd.<br>| 565561 | &nbsp;&nbsp;16470 |
|  | ASMPT Ltd. | 798800 | &nbsp;&nbsp;10652778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Associated <br>International Hotels <br>Ltd.<br>| 79000 | &nbsp;&nbsp;53828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of East Asia <br>Ltd.<br>| 3018137 | &nbsp;&nbsp;5764950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Best Mart 360 <br>Holdings Ltd.<br>| 528000 | &nbsp;&nbsp;135877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BOC Hong Kong <br>Holdings Ltd.<br>| 3312000 | &nbsp;&nbsp;17440952 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Bright Smart <br>Securities & <br>Commodities Group <br>Ltd.<br>| 3018000 | &nbsp;&nbsp;3418367 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Budweiser Brewing <br>Co. APAC Ltd.<br>| 1482700 | &nbsp;&nbsp;1461899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Build King Holdings <br>Ltd.<br>| 960000 | &nbsp;&nbsp;171858 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cafe de Coral <br>Holdings Ltd.<br>| 1304000 | &nbsp;&nbsp;784838 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cathay Pacific <br>Airways Ltd.<br>| 6407180 | &nbsp;&nbsp;$10045913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cheuk Nang Holdings <br>Ltd.<br>| 104488 | &nbsp;&nbsp;15817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chevalier International <br>Holdings Ltd.<br>| 130276 | &nbsp;&nbsp;72042 |
| \* | Chi Kan Holdings Ltd. | 88000 | &nbsp;&nbsp;25940 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chia Tai Enterprises <br>International Ltd.<br>| 15500 | &nbsp;&nbsp;13352 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Energy <br>Development <br>Holdings Ltd.<br>| 846000 | &nbsp;&nbsp;170992 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Motor Bus Co. <br>Ltd.<br>| 6800 | &nbsp;&nbsp;51137 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;China Star <br>Entertainment Ltd.<br>| 6896000 | &nbsp;&nbsp;3922769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chinese Estates <br>Holdings Ltd.<br>| 1775000 | &nbsp;&nbsp;288426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chow Sang Sang <br>Holdings <br>International Ltd.<br>| 1192000 | &nbsp;&nbsp;2231745 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chuang's Consortium <br>International Ltd.<br>| 3235553 | &nbsp;&nbsp;132794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CITIC Telecom <br>International <br>Holdings Ltd.<br>| 7890000 | &nbsp;&nbsp;2596948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CK Asset Holdings <br>Ltd.<br>| 1873624 | &nbsp;&nbsp;10975949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CK Hutchison <br>Holdings Ltd.<br>| 2034408 | &nbsp;&nbsp;16404042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CK Infrastructure <br>Holdings Ltd.<br>| 792045 | &nbsp;&nbsp;6505265 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CK Life Sciences <br>International <br>Holdings, Inc.<br>| 7186000 | &nbsp;&nbsp;773687 |
|  | CLP Holdings Ltd. | 1016500 | &nbsp;&nbsp;9608496 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;C-Mer Medical <br>Holdings Ltd.<br>| 1248000 | &nbsp;&nbsp;244467 |
| #†† | Convoy, Inc. | 23823171 | &nbsp;&nbsp;95450 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Cowell e Holdings, <br>Inc.<br>| 881000 | &nbsp;&nbsp;3425683 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Crystal International <br>Group Ltd.<br>| 2080500 | &nbsp;&nbsp;1961766 |
| \* | CSC Holdings Ltd. | 89370000 | &nbsp;&nbsp;343187 |
| \* | CSI Properties Ltd. | 40033880 | &nbsp;&nbsp;1014015 |
|  | CTF Services Ltd. | 4726911 | &nbsp;&nbsp;5537281 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;CW Group Holdings <br>Ltd.<br>| 1730500 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dah Sing Banking <br>Group Ltd.<br>| 2226902 | &nbsp;&nbsp;3172120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dah Sing Financial <br>Holdings Ltd.<br>| 851244 | &nbsp;&nbsp;4116382 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Deep Source Holdings <br>Ltd.<br>| 9980000 | &nbsp;&nbsp;1052483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dickson Concepts <br>International Ltd.<br>| 443000 | &nbsp;&nbsp;321010 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dream International <br>Ltd.<br>| 352500 | &nbsp;&nbsp;$400547 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;DTXS Silk Road <br>Investment Holdings <br>Co. Ltd.<br>| 6000 | &nbsp;&nbsp;360 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dynamic Holdings <br>Ltd.<br>| 106000 | &nbsp;&nbsp;161842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eagle Nice <br>International <br>Holdings Ltd.<br>| 1394000 | &nbsp;&nbsp;620616 |
|  | EC Healthcare | 994000 | &nbsp;&nbsp;89156 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;EcoGreen <br>International Group <br>Ltd.<br>| 468240 | &nbsp;&nbsp;21356 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Emperor Capital <br>Group Ltd.<br>| 3954000 | &nbsp;&nbsp;47536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emperor Watch & <br>Jewellery Ltd.<br>| 9490000 | &nbsp;&nbsp;358603 |
| \* | ENM Holdings Ltd. | 1504000 | &nbsp;&nbsp;70354 |
| \* | Esprit Holdings Ltd. | 1013096 | &nbsp;&nbsp;129167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fairwood Holdings <br>Ltd.<br>| 267000 | &nbsp;&nbsp;154570 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Far East Consortium <br>International Ltd.<br>| 6742465 | &nbsp;&nbsp;717275 |
|  | First Pacific Co. Ltd. | 7047756 | &nbsp;&nbsp;5514478 |
| #\*Ω | FIT Hon Teng Ltd. | 9411000 | &nbsp;&nbsp;5882661 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Four Seas Mercantile <br>Holdings Ltd.<br>| 36000 | &nbsp;&nbsp;12686 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Frontage Holdings <br>Corp.<br>| 1256000 | &nbsp;&nbsp;169935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FSE Lifestyle Services <br>Ltd.<br>| 430000 | &nbsp;&nbsp;313536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Galaxy Entertainment <br>Group Ltd.<br>| 1896000 | &nbsp;&nbsp;9633126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Get Nice Holdings <br>Ltd.<br>| 159764 | &nbsp;&nbsp;62033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Giordano International <br>Ltd.<br>| 3930000 | &nbsp;&nbsp;739486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Glorious Sun <br>Enterprises Ltd.<br>| 1763000 | &nbsp;&nbsp;309291 |
| \* | GR Life Style Co. Ltd. | 2932000 | &nbsp;&nbsp;859336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great Eagle Holdings <br>Ltd.<br>| 560652 | &nbsp;&nbsp;1157455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;G-Resources Group <br>Ltd.<br>| 6254820 | &nbsp;&nbsp;9616448 |
| # | Guoco Group Ltd. | 27000 | &nbsp;&nbsp;247004 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Guotai Junan <br>International <br>Holdings Ltd.<br>| 11609000 | &nbsp;&nbsp;3970368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hang Lung Group <br>Ltd.<br>| 2683000 | &nbsp;&nbsp;5777590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hang Lung Properties <br>Ltd.<br>| 3923656 | &nbsp;&nbsp;4734570 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hanison Construction <br>Holdings Ltd.<br>| 269496 | &nbsp;&nbsp;7582 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hao Tian International <br>Construction <br>Investment Group <br>Ltd.<br>| 15992000 | &nbsp;&nbsp;$176135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harbour Centre <br>Development Ltd.<br>| 158000 | &nbsp;&nbsp;96698 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Henderson Land <br>Development Co. <br>Ltd.<br>| 1439104 | &nbsp;&nbsp;5724204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HK Electric <br>Investments & HK <br>Electric Investments <br>Ltd.<br>| 4131500 | &nbsp;&nbsp;3531955 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HKR International <br>Ltd.<br>| 3905238 | &nbsp;&nbsp;612917 |
|  | HKT Trust & HKT Ltd. | 12108000 | &nbsp;&nbsp;18145294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hong Kong & China <br>Gas Co. Ltd.<br>| 10605586 | &nbsp;&nbsp;9988859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hong Kong <br>Exchanges & <br>Clearing Ltd.<br>| 812318 | &nbsp;&nbsp;44783964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hong Kong Ferry <br>Holdings Co. Ltd.<br>| 506000 | &nbsp;&nbsp;318426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hong Kong <br>Technology Venture <br>Co. Ltd.<br>| 1480535 | &nbsp;&nbsp;271044 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hongkong & Shanghai <br>Hotels Ltd.<br>| 2191726 | &nbsp;&nbsp;1759096 |
| \*Ω | Honma Golf Ltd. | 558000 | &nbsp;&nbsp;222760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hutchison <br>Telecommunications <br>Hong Kong <br>Holdings Ltd.<br>| 4062000 | &nbsp;&nbsp;603194 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hysan Development <br>Co. Ltd.<br>| 960215 | &nbsp;&nbsp;2637112 |
|  | IGG, Inc. | 2951000 | &nbsp;&nbsp;1391898 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Impro Precision <br>Industries Ltd.<br>| 810000 | &nbsp;&nbsp;663911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International <br>Housewares Retail <br>Co. Ltd.<br>| 657000 | &nbsp;&nbsp;58804 |
| \* | IPE Group Ltd. | 565000 | &nbsp;&nbsp;51200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jacobson Pharma <br>Corp. Ltd.<br>| 572000 | &nbsp;&nbsp;90621 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jakota Capital Holding <br>Group<br>| 2020000 | &nbsp;&nbsp;29406 |
|  | JBM Healthcare Ltd. | 210000 | &nbsp;&nbsp;72013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Electric <br>Holdings Ltd.<br>| 1775318 | &nbsp;&nbsp;6115106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;K Wah International <br>Holdings Ltd.<br>| 3163000 | &nbsp;&nbsp;1051535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Karrie International <br>Holdings Ltd.<br>| 2258000 | &nbsp;&nbsp;711173 |
|  | Kerry Properties Ltd. | 1243083 | &nbsp;&nbsp;3773705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KLN Logistics Group <br>Ltd.<br>| 1465291 | &nbsp;&nbsp;1322812 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kowloon Development <br>Co. Ltd.<br>| 1480984 | &nbsp;&nbsp;$930865 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lai Sun Development <br>Co. Ltd.<br>| 1641880 | &nbsp;&nbsp;139506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lam Soon Hong Kong <br>Ltd.<br>| 12000 | &nbsp;&nbsp;19768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Langham Hospitality <br>Investments & <br>Langham Hospitality <br>Investments Ltd.<br>| 401126 | &nbsp;&nbsp;25358 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lerado Financial <br>Group Co. Ltd.<br>| 74000 | &nbsp;&nbsp;1918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Liu Chong Hing <br>Investment Ltd.<br>| 766000 | &nbsp;&nbsp;435942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luk Fook Holdings <br>International Ltd.<br>| 1720000 | &nbsp;&nbsp;7065987 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Man Wah Holdings <br>Ltd.<br>| 8522000 | &nbsp;&nbsp;5285749 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MECOM Power & <br>Construction Ltd.<br>| 1177500 | &nbsp;&nbsp;25414 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Melco International <br>Development Ltd.<br>| 1622000 | &nbsp;&nbsp;876849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MGM China Holdings <br>Ltd.<br>| 1381200 | &nbsp;&nbsp;2205591 |
| \* | Midland Holdings Ltd. | 1650364 | &nbsp;&nbsp;642509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Miramar Hotel & <br>Investment<br>| 590000 | &nbsp;&nbsp;816270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Modern Dental Group <br>Ltd.<br>| 1402000 | &nbsp;&nbsp;1056682 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Modern Innovative <br>Digital Technology <br>Co. Ltd.<br>| 2656000 | &nbsp;&nbsp;39998 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Mongolian Mining <br>Corp.<br>| 2307000 | &nbsp;&nbsp;3995220 |
| # | MTR Corp. Ltd. | 1259632 | &nbsp;&nbsp;5569865 |
|  | NagaCorp Ltd. | 4352192 | &nbsp;&nbsp;2563926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nameson Holdings <br>Ltd.<br>| 1980000 | &nbsp;&nbsp;266106 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National United <br>Resources Holdings <br>Ltd.<br>| 33200 | &nbsp;&nbsp;2633 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;New World <br>Development Co. <br>Ltd.<br>| 3310284 | &nbsp;&nbsp;4816352 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;NewOcean Energy <br>Holdings Ltd.<br>| 4088000 | &nbsp;&nbsp;0 |
| # | Nissin Foods Co. Ltd. | 834000 | &nbsp;&nbsp;778986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orbusneich Medical <br>Group Holdings <br>Ltd.<br>| 15500 | &nbsp;&nbsp;7401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oriental Watch <br>Holdings<br>| 1663793 | &nbsp;&nbsp;726144 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Oshidori International <br>Holdings Ltd.<br>| 17466000 | &nbsp;&nbsp;2013872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Basin Shipping <br>Ltd.<br>| 23407000 | &nbsp;&nbsp;9192709 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Textiles <br>Holdings Ltd.<br>| 2144000 | &nbsp;&nbsp;$338020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PAX Global <br>Technology Ltd.<br>| 2123000 | &nbsp;&nbsp;1339770 |
|  | PCCW Ltd. | 16086308 | &nbsp;&nbsp;12022026 |
| #\*†† | &nbsp;&nbsp;&nbsp;&nbsp;Peace Mark Holdings <br>Ltd.<br>| 232000 | &nbsp;&nbsp;0 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Perfect Medical Health <br>Management Ltd.<br>| 1024000 | &nbsp;&nbsp;158706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pico Far East <br>Holdings Ltd.<br>| 3070000 | &nbsp;&nbsp;1103693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Playmates Holdings <br>Ltd.<br>| 878000 | &nbsp;&nbsp;55615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Plover Bay <br>Technologies Ltd.<br>| 1048000 | &nbsp;&nbsp;935317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Power Assets <br>Holdings Ltd.<br>| 1129000 | &nbsp;&nbsp;8757371 |
|  | PRADA SpA | 871400 | &nbsp;&nbsp;4454923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Public Financial <br>Holdings Ltd.<br>| 1422000 | &nbsp;&nbsp;273218 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Regina Miracle <br>International <br>Holdings Ltd.<br>| 1231000 | &nbsp;&nbsp;366662 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sa Sa International <br>Holdings Ltd.<br>| 3150000 | &nbsp;&nbsp;237512 |
| Ω | Samsonite Group SA | 4019100 | &nbsp;&nbsp;10211205 |
|  | Sands China Ltd. | 1671200 | &nbsp;&nbsp;3626970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SAS Dragon Holdings <br>Ltd.<br>| 1326000 | &nbsp;&nbsp;778186 |
|  | SEA Holdings Ltd. | 989918 | &nbsp;&nbsp;166391 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Hi-Speed <br>Holdings Group <br>Ltd.<br>| 569000 | &nbsp;&nbsp;114803 |
|  | Shangri-La Asia Ltd. | 4052166 | &nbsp;&nbsp;2526724 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shenwan Hongyuan <br>HK Ltd.<br>| 1225000 | &nbsp;&nbsp;214127 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shun Tak Holdings <br>Ltd.<br>| 7414250 | &nbsp;&nbsp;636984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Singamas Container <br>Holdings Ltd.<br>| 4296000 | &nbsp;&nbsp;352079 |
|  | Sino Land Co. Ltd. | 6503156 | &nbsp;&nbsp;9786657 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sinohope Technology <br>Holdings Ltd.<br>| 176500 | &nbsp;&nbsp;57549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SITC International <br>Holdings Co. Ltd.<br>| 4284000 | &nbsp;&nbsp;15997197 |
| #\* | SJM Holdings Ltd. | 6231125 | &nbsp;&nbsp;1912372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SmarTone <br>Telecommunications <br>Holdings Ltd.<br>| 1301930 | &nbsp;&nbsp;814208 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Solomon Systech <br>International Ltd.<br>| 3932000 | &nbsp;&nbsp;218891 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Soundwill Holdings <br>Ltd.<br>| 172500 | &nbsp;&nbsp;142944 |
| \* | Starcoin Group Ltd. | 1730000 | &nbsp;&nbsp;18859 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Stella International <br>Holdings Ltd.<br>| 2215000 | &nbsp;&nbsp;4094951 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sun Hung Kai & Co. <br>Ltd.<br>| 2459787 | &nbsp;&nbsp;$1352451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun Hung Kai <br>Properties Ltd.<br>| 636011 | &nbsp;&nbsp;10213629 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SUNeVision Holdings <br>Ltd.<br>| 2264000 | &nbsp;&nbsp;1931593 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Swire Pacific Ltd. (19 <br>HK), Class A<br>| 885500 | &nbsp;&nbsp;8544977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Swire Pacific Ltd. (87 <br>HK), Class B<br>| 1550000 | &nbsp;&nbsp;2516493 |
|  | Swire Properties Ltd. | 859050 | &nbsp;&nbsp;2603824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TAI Cheung Holdings <br>Ltd.<br>| 1033000 | &nbsp;&nbsp;499560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tai Hing Group <br>Holdings Ltd.<br>| 1534000 | &nbsp;&nbsp;211860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tai Sang Land <br>Development Ltd.<br>| 84523 | &nbsp;&nbsp;26488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tan Chong <br>International Ltd.<br>| 372000 | &nbsp;&nbsp;90040 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Taung Gold <br>International Ltd.<br>| 1110000 | &nbsp;&nbsp;76771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Techtronic Industries <br>Co. Ltd.<br>| 1513500 | &nbsp;&nbsp;20661541 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Television Broadcasts <br>Ltd.<br>| 1132800 | &nbsp;&nbsp;440622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texhong International <br>Group Ltd.<br>| 902500 | &nbsp;&nbsp;644516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texwinca Holdings <br>Ltd.<br>| 1796000 | &nbsp;&nbsp;299244 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tongda Group <br>Holdings Ltd.<br>| 215399 | &nbsp;&nbsp;102488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Town Health <br>International <br>Medical Group Ltd.<br>| 2602000 | &nbsp;&nbsp;79911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tradelink Electronic <br>Commerce Ltd.<br>| 1506000 | &nbsp;&nbsp;208348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transport International <br>Holdings Ltd.<br>| 1032697 | &nbsp;&nbsp;1372364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Laboratories <br>International <br>Holdings Ltd.<br>| 5269500 | &nbsp;&nbsp;8023373 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Unity Group Holdings <br>International Ltd.<br>| 1868000 | &nbsp;&nbsp;62124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Value Partners Group <br>Ltd.<br>| 3578000 | &nbsp;&nbsp;1116047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vedan International <br>Holdings Ltd.<br>| 1188000 | &nbsp;&nbsp;111795 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Vitasoy International <br>Holdings Ltd.<br>| 2454000 | &nbsp;&nbsp;2195189 |
| \* | Viva Goods Co. Ltd. | 752000 | &nbsp;&nbsp;61609 |
| #\* | Vobile Group Ltd. | 488000 | &nbsp;&nbsp;302618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VSTECS Holdings <br>Ltd.<br>| 3775200 | &nbsp;&nbsp;3735225 |
|  | VTech Holdings Ltd. | 617100 | &nbsp;&nbsp;4805659 |
| \* | Wang On Group Ltd. | 16240000 | &nbsp;&nbsp;49846 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Wealthink <br>AI-Innovation <br>Capital Ltd.<br>| 2748000 | &nbsp;&nbsp;$64379 |
| Ω | WH Group Ltd. | 26649234 | &nbsp;&nbsp;31448641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wharf Real Estate <br>Investment Co. Ltd.<br>| 1488750 | &nbsp;&nbsp;5168586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wing On Co. <br>International Ltd.<br>| 123137 | &nbsp;&nbsp;217275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wing Tai Properties <br>Ltd.<br>| 462000 | &nbsp;&nbsp;114648 |
|  | Wynn Macau Ltd. | 3486400 | &nbsp;&nbsp;2580019 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Xingye Alloy Materials <br>Group Ltd.<br>| 279000 | &nbsp;&nbsp;36667 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Xinyi Glass Holdings <br>Ltd.<br>| 7617439 | &nbsp;&nbsp;9953809 |
|  | YesAsia Holdings Ltd. | 93000 | &nbsp;&nbsp;42038 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yue Yuen Industrial <br>Holdings Ltd.<br>| 2608000 | &nbsp;&nbsp;5816611 |
| \* | ZO Future Group | 244000 | &nbsp;&nbsp;69946 |
| TOTAL HONG KONG | TOTAL HONG KONG |  | &nbsp;&nbsp;625295477 |
| IRELAND — (0.6%) | IRELAND — (0.6%) | IRELAND — (0.6%) |  |
|  | AIB Group PLC | 6712417 | &nbsp;&nbsp;75032275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Ireland Group <br>PLC<br>| 4521858 | &nbsp;&nbsp;91872635 |
|  | Cairn Homes PLC | 2901465 | &nbsp;&nbsp;7169960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FBD Holdings PLC <br>(FBD ID)<br>| 59632 | &nbsp;&nbsp;1140636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FBD Holdings PLC <br>(FBH LN)<br>| 18709 | &nbsp;&nbsp;359263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Glanbia PLC (GLB <br>ID)<br>| 655090 | &nbsp;&nbsp;12624192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Glanbia PLC (GLB <br>LN)<br>| 74909 | &nbsp;&nbsp;1435452 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Glenveagh Properties <br>PLC<br>| 2284305 | &nbsp;&nbsp;5296399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Irish Continental <br>Group PLC (IR5B <br>ID)<br>| 491312 | &nbsp;&nbsp;3717802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kerry Group PLC <br>(KYGA ID), Class A<br>| 52707 | &nbsp;&nbsp;4685227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kerry Group PLC <br>(KYGA LN), <br>Class A<br>| 76886 | &nbsp;&nbsp;6910734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kingspan Group PLC <br>(KGP LN)<br>| 19320 | &nbsp;&nbsp;1673364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kingspan Group PLC <br>(KSP ID)<br>| 273347 | &nbsp;&nbsp;23801575 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Permanent TSB <br>Group Holdings <br>PLC<br>| 107914 | &nbsp;&nbsp;399132 |
| TOTAL IRELAND | TOTAL IRELAND |  | &nbsp;&nbsp;236118646 |
| ISRAEL — (1.4%) | ISRAEL — (1.4%) | ISRAEL — (1.4%) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Abra Information <br>Technologies Ltd.<br>| 2156 | &nbsp;&nbsp;3806 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |  |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Accel Solutions Group <br>Ltd.<br>| 153743 | &nbsp;&nbsp;$90231 |
| # | Ackerstein Group Ltd. | 28881 | &nbsp;&nbsp;73457 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Adgar Investment & <br>Development Ltd.<br>| 169819 | &nbsp;&nbsp;258792 |
|  | Afcon Holdings Ltd. | 3076 | &nbsp;&nbsp;319701 |
| #\* | AFI Properties Ltd. | 46860 | &nbsp;&nbsp;3596889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Africa Israel <br>Residences Ltd.<br>| 13587 | &nbsp;&nbsp;1272684 |
| \* | Airport City Ltd. | 134264 | &nbsp;&nbsp;2497685 |
| \* | Allot Ltd. | 48893 | &nbsp;&nbsp;501996 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Alony Hetz Properties <br>& Investments Ltd.<br>| 164092 | &nbsp;&nbsp;2165231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alrov Properties & <br>Lodgings Ltd.<br>| 27535 | &nbsp;&nbsp;2288083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Altshuler Shaham <br>Finance Ltd.<br>| 212795 | &nbsp;&nbsp;428599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amot Investments <br>Ltd.<br>| 284975 | &nbsp;&nbsp;2206773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Analyst IMS <br>Investment <br>Management <br>Services Ltd.<br>| 5882 | &nbsp;&nbsp;296733 |
|  | Arad Ltd. | 40774 | &nbsp;&nbsp;685000 |
| \* | Argo Properties NV | 21000 | &nbsp;&nbsp;849525 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ari Real Estate Arena <br>Investment Ltd.<br>| 90628 | &nbsp;&nbsp;126619 |
|  | Aryt Industries Ltd. | 9314 | &nbsp;&nbsp;185571 |
| \* | Ashdod Refinery Ltd. | 25528 | &nbsp;&nbsp;527545 |
| # | Ashtrom Group Ltd. | 98372 | &nbsp;&nbsp;2174877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AudioCodes Ltd. <br>(AUDC IT)<br>| 9004 | &nbsp;&nbsp;74855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AudioCodes Ltd. <br>(AUDC US)<br>| 51659 | &nbsp;&nbsp;431353 |
| # | Aura Investments Ltd. | 183463 | &nbsp;&nbsp;1293689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Automatic Bank <br>Services Ltd.<br>| 36980 | &nbsp;&nbsp;276710 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Avgol Industries 1953 <br>Ltd.<br>| 189621 | &nbsp;&nbsp;79422 |
|  | Ayalon Holdings Ltd. | 25763 | &nbsp;&nbsp;779598 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Azorim-Investment <br>Development & <br>Construction Co. <br>Ltd.<br>| 211589 | &nbsp;&nbsp;1354238 |
|  | Azrieli Group Ltd. | 23130 | &nbsp;&nbsp;3101851 |
|  | Bank Hapoalim BM | 1400697 | &nbsp;&nbsp;34627233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Leumi Le-Israel <br>BM<br>| 2382401 | &nbsp;&nbsp;57271322 |
|  | Baran Group Ltd. | 8955 | &nbsp;&nbsp;79469 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bet Shemesh Engines <br>Holdings 1997 Ltd.<br>| 17612 | &nbsp;&nbsp;4448144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bezeq The Israeli <br>Telecommunication <br>Corp. Ltd.<br>| 3178137 | &nbsp;&nbsp;8162040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Big Shopping Centers <br>Ltd.<br>| 18371 | &nbsp;&nbsp;4418852 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Blue Square Real <br>Estate Ltd.<br>| 18512 | &nbsp;&nbsp;$2701335 |
| \* | Camtek Ltd. | 10598 | &nbsp;&nbsp;1583998 |
| # | Carasso Motors Ltd. | 146352 | &nbsp;&nbsp;1754850 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Carasso Real Estate <br>Ltd.<br>| 11846 | &nbsp;&nbsp;129427 |
|  | Castro Model Ltd. | 249 | &nbsp;&nbsp;11226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cellcom Israel Ltd. <br>(CEL IT)<br>| 479698 | &nbsp;&nbsp;5696092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cellcom Israel Ltd. <br>(CELJF US)<br>| 48866 | &nbsp;&nbsp;588591 |
| \* | Cielo-Blu Group Ltd. | 108368 | &nbsp;&nbsp;111236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Clal Insurance <br>Enterprises <br>Holdings Ltd.<br>| 259218 | &nbsp;&nbsp;18852164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cohen Development <br>Gas & Oil Ltd.<br>| 1276 | &nbsp;&nbsp;80512 |
| \* | Compugen Ltd. | 69497 | &nbsp;&nbsp;133028 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Danel Adir Yeoshua <br>Ltd.<br>| 17414 | &nbsp;&nbsp;2653314 |
|  | Danya Cebus Ltd. | 20883 | &nbsp;&nbsp;976260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Delek Automotive <br>Systems Ltd.<br>| 102214 | &nbsp;&nbsp;763269 |
|  | Delek Group Ltd. | 33597 | &nbsp;&nbsp;9454828 |
| # | Delta Galil Ltd. | 50740 | &nbsp;&nbsp;2759396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Delta Israel Brands <br>Ltd.<br>| 2958 | &nbsp;&nbsp;140581 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Diplomat Holdings <br>Ltd.<br>| 21354 | &nbsp;&nbsp;359071 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Direct Finance of <br>Direct Group 2006 <br>Ltd.<br>| 5145 | &nbsp;&nbsp;903774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dor Alon Energy in <br>Israel 1988 Ltd.<br>| 1634 | &nbsp;&nbsp;87157 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Doral Group <br>Renewable Energy <br>Resources Ltd.<br>| 281488 | &nbsp;&nbsp;3937778 |
| # | Duniec Brothers Ltd. | 4382 | &nbsp;&nbsp;382915 |
|  | El Al Israel Airlines | 889826 | &nbsp;&nbsp;5032154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elbit Systems Ltd. <br>(ESLT IT)<br>| 1279 | &nbsp;&nbsp;904635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elbit Systems Ltd. <br>(ESLT US)<br>| 1864 | &nbsp;&nbsp;1309590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Electra Consumer <br>Products 1970 Ltd.<br>| 40775 | &nbsp;&nbsp;1305258 |
|  | Electra Ltd. | 142780 | &nbsp;&nbsp;4952080 |
| \* | Ellomay Capital Ltd. | 2636 | &nbsp;&nbsp;70853 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Energix-Renewable <br>Energies Ltd.<br>| 185882 | &nbsp;&nbsp;1181487 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Enlight Renewable <br>Energy Ltd. (ENLT <br>IT)<br>| 27899 | &nbsp;&nbsp;1574423 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Enlight Renewable <br>Energy Ltd. (ENLT <br>US)<br>| 25101 | &nbsp;&nbsp;1394863 |
| \* | Equital Ltd. | 110684 | &nbsp;&nbsp;5180356 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fattal Holdings 1998 <br>Ltd.<br>| 23100 | &nbsp;&nbsp;$4752057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First International <br>Bank of Israel Ltd.<br>| 163656 | &nbsp;&nbsp;13894692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FMS Enterprises <br>Migun Ltd.<br>| 12696 | &nbsp;&nbsp;1096037 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Formula Systems <br>1985 Ltd. (FORTY <br>IT)<br>| 49097 | &nbsp;&nbsp;7835608 |
|  | Fox Wizel Ltd. | 45474 | &nbsp;&nbsp;4591007 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gilat Satellite <br>Networks Ltd.<br>| 136944 | &nbsp;&nbsp;2654279 |
|  | Globrands Ltd. | 140 | &nbsp;&nbsp;20732 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Hagag Group Real <br>Estate <br>Development<br>| 70548 | &nbsp;&nbsp;568035 |
|  | Hamat Group Ltd. | 16096 | &nbsp;&nbsp;88539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harel Insurance <br>Investments & <br>Financial Services <br>Ltd.<br>| 463049 | &nbsp;&nbsp;21239320 |
|  | Hilan Ltd. | 69162 | &nbsp;&nbsp;5518295 |
|  | ICL Group Ltd. | 636253 | &nbsp;&nbsp;3454757 |
|  | IDI Insurance Co. Ltd. | 38826 | &nbsp;&nbsp;3049490 |
| \* | IES Holdings Ltd. | 6171 | &nbsp;&nbsp;866856 |
|  | Ilex Medical Ltd. | 11771 | &nbsp;&nbsp;240174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inrom Construction <br>Industries Ltd.<br>| 343199 | &nbsp;&nbsp;2234334 |
|  | Isracard Ltd. | 750285 | &nbsp;&nbsp;3558890 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Israel Canada TR <br>Ltd.<br>| 290996 | &nbsp;&nbsp;1642014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Israel Discount Bank <br>Ltd., Class A<br>| 1850248 | &nbsp;&nbsp;21798440 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Israel Shipyards <br>Industries Ltd.<br>| 7736 | &nbsp;&nbsp;442329 |
| \* | Israir Group Ltd. | 210321 | &nbsp;&nbsp;112450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Isras Investment Co. <br>Ltd.<br>| 6182 | &nbsp;&nbsp;1955647 |
|  | Isrotel Ltd. | 6135 | &nbsp;&nbsp;341457 |
|  | Issta Ltd. | 31881 | &nbsp;&nbsp;1138611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kamada Ltd. (KMDA <br>IT)<br>| 38092 | &nbsp;&nbsp;320172 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kamada Ltd. (KMDA <br>US)<br>| 60456 | &nbsp;&nbsp;502994 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kardan Real Estate <br>Enterprise & <br>Development Ltd.<br>| 236728 | &nbsp;&nbsp;463814 |
|  | Kenon Holdings Ltd. | 57414 | &nbsp;&nbsp;4094421 |
|  | Kerur Holdings Ltd. | 23328 | &nbsp;&nbsp;699194 |
| # | Klil Industries Ltd. | 3657 | &nbsp;&nbsp;231259 |
|  | Kvutzat Acro Ltd. | 42396 | &nbsp;&nbsp;591772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lahav L.R. Real <br>Estate Ltd.<br>| 70544 | &nbsp;&nbsp;217117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Land Development <br>Nimrodi Group Ltd.<br>| 78934 | &nbsp;&nbsp;945779 |
|  | Lapidoth Capital Ltd. | 23201 | &nbsp;&nbsp;729687 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Libra Insurance Co. <br>Ltd.<br>| 40052 | &nbsp;&nbsp;$233631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;M Yochananof & Sons <br>Ltd.<br>| 19427 | &nbsp;&nbsp;2314390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magic Software <br>Enterprises Ltd. <br>(MGIC IT)<br>| 23624 | &nbsp;&nbsp;615571 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Magic Software <br>Enterprises Ltd. <br>(MGIC US)<br>| 80193 | &nbsp;&nbsp;2060158 |
| \* | Malam - Team Ltd. | 15562 | &nbsp;&nbsp;659632 |
|  | Matrix IT Ltd. | 159053 | &nbsp;&nbsp;7139028 |
| # | Max Stock Ltd. | 279739 | &nbsp;&nbsp;2524848 |
| #\* | Maytronics Ltd. | 105870 | &nbsp;&nbsp;124034 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mediterranean Towers <br>Ltd.<br>| 331622 | &nbsp;&nbsp;1648154 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mega Or Holdings <br>Ltd.<br>| 65529 | &nbsp;&nbsp;7130570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meitav Investment <br>House Ltd.<br>| 163940 | &nbsp;&nbsp;6384148 |
| # | Melisron Ltd. | 31412 | &nbsp;&nbsp;4115466 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;MENIF - Financial <br>Services Ltd.<br>| 51070 | &nbsp;&nbsp;411491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Menora Mivtachim <br>Holdings Ltd.<br>| 101172 | &nbsp;&nbsp;13000109 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Meshek Energy <br>Renewable <br>Energies Ltd.<br>| 141298 | &nbsp;&nbsp;489107 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Meshulam Levinstein <br>Contracting & <br>Engineering Ltd.<br>| 6523 | &nbsp;&nbsp;1315457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Migdal Insurance & <br>Financial Holdings <br>Ltd.<br>| 1676481 | &nbsp;&nbsp;8995361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mivne Real Estate KD <br>Ltd.<br>| 839510 | &nbsp;&nbsp;3912222 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mivtach Shamir <br>Holdings Ltd.<br>| 20143 | &nbsp;&nbsp;2664677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mizrahi Tefahot Bank <br>Ltd.<br>| 271604 | &nbsp;&nbsp;21247318 |
|  | Nawi Group Ltd. | 61800 | &nbsp;&nbsp;1094679 |
| \* | Nayax Ltd. | 8950 | &nbsp;&nbsp;502451 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Neto Malinda Trading <br>Ltd.<br>| 23959 | &nbsp;&nbsp;1380179 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Neto ME Holdings <br>Ltd.<br>| 7170 | &nbsp;&nbsp;617216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Next Vision Stabilized <br>Systems Ltd.<br>| 166916 | &nbsp;&nbsp;15056013 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Nice Ltd. (NICE US), <br>Sponsored ADR<br>| 12419 | &nbsp;&nbsp;1321506 |
| \* | Nova Ltd. (NVMI IT) | 17977 | &nbsp;&nbsp;8775386 |
| # | Novolog Ltd. | 615015 | &nbsp;&nbsp;243836 |
|  | Oil Refineries Ltd. | 6604009 | &nbsp;&nbsp;2171652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;One Software <br>Technologies Ltd.<br>| 92305 | &nbsp;&nbsp;2653467 |
| \* | OPC Energy Ltd. | 126781 | &nbsp;&nbsp;3448854 |
| \* | OY Nofar Energy Ltd. | 14133 | &nbsp;&nbsp;705908 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Palram Industries <br>1990 Ltd.<br>| 28635 | &nbsp;&nbsp;$522766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Partner <br>Communications <br>Co. Ltd.<br>| 543882 | &nbsp;&nbsp;6608819 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paz Retail & Energy <br>Ltd.<br>| 41742 | &nbsp;&nbsp;10215080 |
|  | Peninsula Group Ltd. | 100100 | &nbsp;&nbsp;116037 |
| \* | Perion Network Ltd. | 84353 | &nbsp;&nbsp;730837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Phoenix Financial <br>Ltd.<br>| 485234 | &nbsp;&nbsp;23552123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Plasson Industries <br>Ltd.<br>| 12200 | &nbsp;&nbsp;675888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Polyram Plastic <br>Industries Ltd.<br>| 33733 | &nbsp;&nbsp;112648 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Prashkovsky <br>Investments & <br>Construction Ltd.<br>| 27948 | &nbsp;&nbsp;1411001 |
| #\* | Priortech Ltd. | 17231 | &nbsp;&nbsp;1439379 |
|  | Qualitau Ltd. | 7822 | &nbsp;&nbsp;1691478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rami Levy Chain <br>Stores Hashikma <br>Marketing 2006 <br>Ltd.<br>| 37873 | &nbsp;&nbsp;4316024 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Rani Zim Shopping <br>Centers Ltd.<br>| 78875 | &nbsp;&nbsp;123933 |
|  | Retailors Ltd. | 39723 | &nbsp;&nbsp;566913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sano-Brunos <br>Enterprises Ltd.<br>| 139 | &nbsp;&nbsp;18718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Scope Metals Group <br>Ltd.<br>| 33609 | &nbsp;&nbsp;1986215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shapir Engineering & <br>Industry Ltd.<br>| 107995 | &nbsp;&nbsp;1037746 |
| \* | Shikun & Binui Ltd. | 787838 | &nbsp;&nbsp;4593279 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shikun & Binui Soltec <br>Renewable Energy<br>| 268590 | &nbsp;&nbsp;295099 |
|  | Shufersal Ltd. | 406997 | &nbsp;&nbsp;5256384 |
|  | Strauss Group Ltd. | 63527 | &nbsp;&nbsp;2397660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Summit Real Estate <br>Holdings Ltd.<br>| 179065 | &nbsp;&nbsp;3643525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suny Cellular <br>Communication <br>Ltd.<br>| 79718 | &nbsp;&nbsp;41797 |
| # | Tadiran Group Ltd. | 11528 | &nbsp;&nbsp;571443 |
| Ω | Tamar Petroleum Ltd. | 104308 | &nbsp;&nbsp;1147493 |
| #\* | TAT Technologies Ltd. | 7244 | &nbsp;&nbsp;356151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tel Aviv Stock <br>Exchange Ltd.<br>| 202604 | &nbsp;&nbsp;7784117 |
| # | Telsys Ltd. | 9672 | &nbsp;&nbsp;713258 |
| \* | Tera Light Ltd. | 1738 | &nbsp;&nbsp;8573 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Teva Pharmaceutical <br>Industries Ltd. <br>(TEVA IT)<br>| 314182 | &nbsp;&nbsp;10659681 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Teva Pharmaceutical <br>Industries Ltd. <br>(TEVA US), <br>Sponsored ADR<br>| 556446 | &nbsp;&nbsp;18963680 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tiv Taam Holdings 1 <br>Ltd.<br>| 178520 | &nbsp;&nbsp;$642143 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tower Semiconductor <br>Ltd. (TSEM IT)<br>| 600 | &nbsp;&nbsp;79226 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tower Semiconductor <br>Ltd. (TSEM US)<br>| 15892 | &nbsp;&nbsp;2141129 |
|  | Turpaz Industries Ltd. | 18282 | &nbsp;&nbsp;460924 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Veridis Environment <br>Ltd.<br>| 55219 | &nbsp;&nbsp;637640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Victory Supermarket <br>Chain Ltd.<br>| 102 | &nbsp;&nbsp;1817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Villar International <br>Ltd.<br>| 2888 | &nbsp;&nbsp;171701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YD More Investments <br>Ltd.<br>| 95730 | &nbsp;&nbsp;1482344 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;YH Dimri Construction <br>& Development <br>Ltd.<br>| 14793 | &nbsp;&nbsp;1878173 |
| TOTAL ISRAEL | TOTAL ISRAEL |  | &nbsp;&nbsp;569814694 |
| ITALY — (3.4%) | ITALY — (3.4%) | ITALY — (3.4%) |  |
|  | A2A SpA | 6781820 | &nbsp;&nbsp;20459378 |
|  | ACEA SpA | 221961 | &nbsp;&nbsp;6186561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aeroporto Guglielmo <br>Marconi Di Bologna <br>SpA<br>| 1089 | &nbsp;&nbsp;13953 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Altea Green Power <br>SpA<br>| 8867 | &nbsp;&nbsp;82419 |
|  | Amplifon SpA | 285153 | &nbsp;&nbsp;4597424 |
| #\* | Aquafil SpA | 6915 | &nbsp;&nbsp;11759 |
|  | Ariston Holding NV | 147396 | &nbsp;&nbsp;831270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arnoldo Mondadori <br>Editore SpA<br>| 683078 | &nbsp;&nbsp;1726747 |
|  | Ascopiave SpA | 306115 | &nbsp;&nbsp;1221032 |
|  | Avio SpA | 5224 | &nbsp;&nbsp;215003 |
|  | Azimut Holding SpA | 502932 | &nbsp;&nbsp;21245811 |
|  | Banca Generali SpA | 294523 | &nbsp;&nbsp;19844975 |
|  | Banca IFIS SpA | 132780 | &nbsp;&nbsp;4323867 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banca Mediolanum <br>SpA<br>| 636988 | &nbsp;&nbsp;14942594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banca Monte dei <br>Paschi di Siena <br>SpA<br>| 6979209 | &nbsp;&nbsp;72400893 |
| # | Banca Profilo SpA | 801513 | &nbsp;&nbsp;170012 |
| \*Ω | Banca Sistema SpA | 116545 | &nbsp;&nbsp;220375 |
|  | Banco BPM SpA | 4773661 | &nbsp;&nbsp;71553898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco di Desio e della <br>Brianza SpA<br>| 113245 | &nbsp;&nbsp;1252330 |
|  | BasicNet SpA | 4285 | &nbsp;&nbsp;36274 |
| \*Ω | BFF Bank SpA | 616198 | &nbsp;&nbsp;5908837 |
| # | Biesse SpA | 19053 | &nbsp;&nbsp;140798 |
|  | BPER Banca SpA | 8255460 | &nbsp;&nbsp;116265186 |
|  | Brembo NV | 370920 | &nbsp;&nbsp;4461921 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Brunello Cucinelli <br>SpA<br>| 136585 | &nbsp;&nbsp;13090884 |
|  | Buzzi SpA | 359898 | &nbsp;&nbsp;20485961 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cairo Communication <br>SpA<br>| 249371 | &nbsp;&nbsp;$829464 |
|  | Cembre SpA | 6702 | &nbsp;&nbsp;553374 |
|  | Cementir Holding NV | 193185 | &nbsp;&nbsp;4343751 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CIR SpA-Compagnie <br>Industriali<br>| 2238490 | &nbsp;&nbsp;1855401 |
|  | Comer Industries SpA | 993 | &nbsp;&nbsp;60720 |
|  | Credito Emiliano SpA | 406582 | &nbsp;&nbsp;7478292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;d'Amico International <br>Shipping SA<br>| 228606 | &nbsp;&nbsp;1614704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Danieli & C Officine <br>Meccaniche SpA <br>(DAN IM)<br>| 55127 | &nbsp;&nbsp;4069923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Danieli & C Officine <br>Meccaniche SpA <br>(DANR IM)<br>| 168930 | &nbsp;&nbsp;8715338 |
|  | Datalogic SpA | 47372 | &nbsp;&nbsp;233403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Davide <br>Campari-Milano NV<br>| 477879 | &nbsp;&nbsp;3405939 |
|  | De' Longhi SpA | 147083 | &nbsp;&nbsp;6502125 |
| \*Ω | doValue SpA | 357757 | &nbsp;&nbsp;1111818 |
|  | Emak SpA | 236352 | &nbsp;&nbsp;264221 |
| Ω | Enav SpA | 107033 | &nbsp;&nbsp;617746 |
|  | Enel SpA | 7879569 | &nbsp;&nbsp;87057788 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Eni SpA (E US), <br>Sponsored ADR<br>| 33688 | &nbsp;&nbsp;1378513 |
|  | Eni SpA (ENI IM) | 4730086 | &nbsp;&nbsp;96678733 |
| # | ERG SpA | 76058 | &nbsp;&nbsp;2024203 |
|  | Esprinet SpA | 111973 | &nbsp;&nbsp;824068 |
|  | Ferrari NV (RACE IM) | 106547 | &nbsp;&nbsp;35538371 |
| # | Ferretti SpA | 309514 | &nbsp;&nbsp;1319940 |
|  | Fiera Milano SpA | 15032 | &nbsp;&nbsp;124035 |
|  | Fila SpA | 71207 | &nbsp;&nbsp;773379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FinecoBank Banca <br>Fineco SpA<br>| 1740117 | &nbsp;&nbsp;46130906 |
| # | FNM SpA | 327405 | &nbsp;&nbsp;192501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Garofalo Health Care <br>SpA<br>| 26893 | &nbsp;&nbsp;178136 |
|  | Gefran SpA | 22463 | &nbsp;&nbsp;289440 |
|  | Generali | 174768 | &nbsp;&nbsp;7128852 |
| # | GPI SpA | 4446 | &nbsp;&nbsp;95002 |
|  | Hera SpA | 3371107 | &nbsp;&nbsp;16682611 |
|  | IMMSI SpA | 455316 | &nbsp;&nbsp;287776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Industrie De Nora <br>SpA<br>| 33416 | &nbsp;&nbsp;301534 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Infrastrutture Wireless <br>Italiane SpA<br>| 334133 | &nbsp;&nbsp;2953956 |
|  | Intercos SpA | 80070 | &nbsp;&nbsp;1211680 |
|  | Interpump Group SpA | 69068 | &nbsp;&nbsp;4006982 |
|  | Intesa Sanpaolo SpA | 8812451 | &nbsp;&nbsp;62386715 |
|  | Iren SpA | 1706523 | &nbsp;&nbsp;5462311 |
|  | Italgas SpA | 1801331 | &nbsp;&nbsp;21641516 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Italian Sea Group <br>SpA<br>| 43184 | &nbsp;&nbsp;217586 |
|  | Italmobiliare SpA | 46986 | &nbsp;&nbsp;1551486 |
| # | Iveco Group NV | 824488 | &nbsp;&nbsp;18442705 |
|  | Leonardo SpA | 226762 | &nbsp;&nbsp;15153735 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lottomatica Group <br>SpA<br>| 190688 | &nbsp;&nbsp;$4690566 |
|  | LU-VE SpA | 14085 | &nbsp;&nbsp;670478 |
|  | Maire SpA | 626222 | &nbsp;&nbsp;10941568 |
| #\*†† | &nbsp;&nbsp;&nbsp;&nbsp;Mariella Burani <br>Fashion Group <br>SpA<br>| 2868 | &nbsp;&nbsp;0 |
| # | MARR SpA | 59867 | &nbsp;&nbsp;635929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MFE-MediaForEurope <br>NV, Class A<br>| 813705 | &nbsp;&nbsp;2990027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MFE-MediaForEurope <br>NV (MFEA IM), <br>Class A<br>| 209625 | &nbsp;&nbsp;781967 |
|  | Moltiply Group SpA | 61269 | &nbsp;&nbsp;2531195 |
|  | Moncler SpA | 320938 | &nbsp;&nbsp;18699027 |
| \* | NewPrinces SpA | 37066 | &nbsp;&nbsp;862842 |
| #Ω | Nexi SpA | 1176974 | &nbsp;&nbsp;5025047 |
|  | Orsero SpA | 37607 | &nbsp;&nbsp;869900 |
| Ω | OVS SpA | 1268772 | &nbsp;&nbsp;7171522 |
| # | Pharmanutra SpA | 10709 | &nbsp;&nbsp;801814 |
| \*Ω | Philogen SpA | 1900 | &nbsp;&nbsp;47377 |
| # | Piaggio & C SpA | 527512 | &nbsp;&nbsp;1090932 |
| Ω | Pirelli & C SpA | 1635842 | &nbsp;&nbsp;12318233 |
| Ω | Poste Italiane SpA | 532813 | &nbsp;&nbsp;14033310 |
|  | Prysmian SpA | 502780 | &nbsp;&nbsp;59550898 |
| Ω | RAI Way SpA | 443480 | &nbsp;&nbsp;3007110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Recordati Industria <br>Chimica e <br>Farmaceutica SpA<br>| 249193 | &nbsp;&nbsp;13730366 |
|  | Reply SpA | 53401 | &nbsp;&nbsp;7001030 |
| \* | Revo SpA | 3895 | &nbsp;&nbsp;103283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rizzoli Corriere Della <br>Sera Mediagroup <br>SpA<br>| 497877 | &nbsp;&nbsp;575377 |
|  | Sabaf SpA | 30524 | &nbsp;&nbsp;499762 |
| \* | Safilo Group SpA | 347582 | &nbsp;&nbsp;881024 |
| # | Saipem SpA | 4762999 | &nbsp;&nbsp;17590971 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Salvatore Ferragamo <br>SpA<br>| 84773 | &nbsp;&nbsp;667822 |
| # | Sanlorenzo SpA | 47892 | &nbsp;&nbsp;1835034 |
|  | Sesa SpA | 28162 | &nbsp;&nbsp;2987365 |
|  | Snam SpA | 2079886 | &nbsp;&nbsp;14294399 |
|  | Sogefi SpA | 283296 | &nbsp;&nbsp;1079091 |
|  | SOL SpA | 145703 | &nbsp;&nbsp;7844446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stellantis NV (STLA <br>UX)<br>| 11429 | &nbsp;&nbsp;112804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stellantis NV (STLAM <br>IM)<br>| 4345647 | &nbsp;&nbsp;42641425 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tamburi Investment <br>Partners SpA<br>| 249351 | &nbsp;&nbsp;2822870 |
| Ω | Technogym SpA | 468672 | &nbsp;&nbsp;9787227 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Telecom Italia SpA <br>(TIIAY US), <br>Sponsored ADR<br>| 175544 | &nbsp;&nbsp;1179656 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Telecom Italia SpA <br>(TIT IM)<br>| 43017389 | &nbsp;&nbsp;29180109 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Telecom Italia SpA <br>(TITR IM)<br>| 15117382 | &nbsp;&nbsp;12003585 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |  |
|  | Tenaris SA (TEN IM) | 417015 | &nbsp;&nbsp;$9263130 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tenaris SA (TS US), <br>ADR<br>| 169329 | &nbsp;&nbsp;7501275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Terna - Rete Elettrica <br>Nazionale<br>| 2080599 | &nbsp;&nbsp;22546019 |
| \* | Tesmec SpA | 990230 | &nbsp;&nbsp;190082 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TREVI - Finanziaria <br>Industriale SpA<br>| 627902 | &nbsp;&nbsp;521112 |
| # | TXT e-solutions SpA | 17157 | &nbsp;&nbsp;579803 |
|  | UniCredit SpA | 1613223 | &nbsp;&nbsp;140585973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unipol Assicurazioni <br>SpA<br>| 2005427 | &nbsp;&nbsp;44664392 |
|  | Webuild SpA | 1771194 | &nbsp;&nbsp;7336122 |
| # | Wiit SpA | 44398 | &nbsp;&nbsp;1375112 |
| # | Zignago Vetro SpA | 22251 | &nbsp;&nbsp;199863 |
| TOTAL ITALY | TOTAL ITALY |  | &nbsp;&nbsp;1421681112 |
| JAPAN — (21.2%) | JAPAN — (21.2%) | JAPAN — (21.2%) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;&Do Holdings Co. <br>Ltd.<br>| 31000 | &nbsp;&nbsp;218796 |
|  | 77 Bank Ltd. | 289675 | &nbsp;&nbsp;15908780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;A&D HOLON Holdings <br>Co. Ltd.<br>| 107100 | &nbsp;&nbsp;1582042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AB & Company Co. <br>Ltd.<br>| 13700 | &nbsp;&nbsp;106916 |
| # | ABC-Mart, Inc. | 305100 | &nbsp;&nbsp;4887699 |
| # | Achilles Corp. | 35900 | &nbsp;&nbsp;338290 |
|  | Acom Co. Ltd. | 809700 | &nbsp;&nbsp;2678513 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;AD Works Group Co. <br>Ltd.<br>| 181599 | &nbsp;&nbsp;520489 |
|  | ADEKA Corp. | 369800 | &nbsp;&nbsp;10992052 |
| # | Ad-sol Nissin Corp. | 60600 | &nbsp;&nbsp;691984 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Adtec Plasma <br>Technology Co. <br>Ltd.<br>| 5600 | &nbsp;&nbsp;58306 |
| # | Advan Group Co. Ltd. | 48000 | &nbsp;&nbsp;294934 |
| # | Advanced Media, Inc. | 34100 | &nbsp;&nbsp;237794 |
|  | Advantest Corp. | 654100 | &nbsp;&nbsp;108179295 |
|  | Aeon Co. Ltd. | 2057460 | &nbsp;&nbsp;28141108 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Aeon Fantasy Co. <br>Ltd.<br>| 25500 | &nbsp;&nbsp;469572 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;AEON Financial <br>Service Co. Ltd.<br>| 246700 | &nbsp;&nbsp;2692902 |
| # | Aeon Hokkaido Corp. | 124100 | &nbsp;&nbsp;751857 |
| # | Aeon Kyushu Co. Ltd. | 7100 | &nbsp;&nbsp;133633 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;AFC-HD AMS Life <br>Science Co. Ltd.<br>| 22471 | &nbsp;&nbsp;128431 |
|  | AGC, Inc. | 260200 | &nbsp;&nbsp;9601244 |
| # | Ahresty Corp. | 70500 | &nbsp;&nbsp;377427 |
|  | Ai Holdings Corp. | 66600 | &nbsp;&nbsp;1148151 |
|  | Aica Kogyo Co. Ltd. | 197700 | &nbsp;&nbsp;4487505 |
|  | Aichi Corp. | 141700 | &nbsp;&nbsp;1249301 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Aichi Financial Group, <br>Inc.<br>| 91551 | &nbsp;&nbsp;3248294 |
|  | Aichi Steel Corp. | 236800 | &nbsp;&nbsp;4715330 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Aichi Tokei Denki Co. <br>Ltd.<br>| 34800 | &nbsp;&nbsp;627515 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Aida Engineering Ltd. | 119500 | &nbsp;&nbsp;$925684 |
| # | Aidma Holdings, Inc. | 4300 | &nbsp;&nbsp;59239 |
|  | Aiful Corp. | 1007600 | &nbsp;&nbsp;3582738 |
| # | AIMECHATEC Ltd. | 9900 | &nbsp;&nbsp;553456 |
|  | Ain Holdings, Inc. | 92698 | &nbsp;&nbsp;3871050 |
|  | Aiphone Co. Ltd. | 49000 | &nbsp;&nbsp;941551 |
|  | Air Water, Inc. | 703800 | &nbsp;&nbsp;10683130 |
| # | Airman Corp. | 91200 | &nbsp;&nbsp;1138538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Airport Facilities Co. <br>Ltd.<br>| 123000 | &nbsp;&nbsp;781115 |
| # | Airtech Japan Ltd. | 16800 | &nbsp;&nbsp;133902 |
| # | Airtrip Corp. | 25000 | &nbsp;&nbsp;119615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aisan Industry Co. <br>Ltd.<br>| 198800 | &nbsp;&nbsp;2829643 |
|  | Aisin Corp. | 998546 | &nbsp;&nbsp;17888953 |
| # | AIT Corp. | 35800 | &nbsp;&nbsp;519310 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Aizawa Securities <br>Group Co. Ltd.<br>| 29800 | &nbsp;&nbsp;273633 |
|  | Ajinomoto Co., Inc. | 659000 | &nbsp;&nbsp;15075837 |
|  | Ajis Co. Ltd. | 17700 | &nbsp;&nbsp;361779 |
|  | Akatsuki Corp. | 80800 | &nbsp;&nbsp;325142 |
|  | Akatsuki, Inc. | 20900 | &nbsp;&nbsp;344096 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Akebono Brake <br>Industry Co. Ltd.<br>| 407724 | &nbsp;&nbsp;298444 |
| # | Akita Bank Ltd. | 48000 | &nbsp;&nbsp;1577357 |
| # | Albis Co. Ltd. | 17400 | &nbsp;&nbsp;294719 |
|  | Alconix Corp. | 107135 | &nbsp;&nbsp;1879958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alfresa Holdings <br>Corp.<br>| 545200 | &nbsp;&nbsp;8780376 |
| # | Alinco, Inc. | 65700 | &nbsp;&nbsp;476119 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Alleanza Holdings Co. <br>Ltd.<br>| 30800 | &nbsp;&nbsp;215031 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Allied Telesis Holdings <br>KK<br>| 36900 | &nbsp;&nbsp;75862 |
| # | Alpen Co. Ltd. | 55874 | &nbsp;&nbsp;784114 |
|  | Alpha Corp. | 28109 | &nbsp;&nbsp;232303 |
| # | Alpha Systems, Inc. | 14420 | &nbsp;&nbsp;353243 |
| # | AlphaPolis Co. Ltd. | 29200 | &nbsp;&nbsp;295164 |
|  | Alps Alpine Co. Ltd. | 610204 | &nbsp;&nbsp;7992388 |
|  | ALSOK Co. Ltd. | 1001400 | &nbsp;&nbsp;7757756 |
| # | Altech Corp. | 90210 | &nbsp;&nbsp;1533894 |
|  | Amada Co. Ltd. | 1035300 | &nbsp;&nbsp;13262866 |
|  | Amano Corp. | 196700 | &nbsp;&nbsp;4992161 |
| # | Amiyaki Tei Co. Ltd. | 35700 | &nbsp;&nbsp;320509 |
|  | Amuse, Inc. | 43379 | &nbsp;&nbsp;565502 |
| # | Amvis Holdings, Inc. | 92200 | &nbsp;&nbsp;284544 |
|  | ANA Holdings, Inc. | 76752 | &nbsp;&nbsp;1490133 |
|  | Anabuki Kosan, Inc. | 10600 | &nbsp;&nbsp;159625 |
|  | Anest Iwata Corp. | 140700 | &nbsp;&nbsp;1504423 |
|  | Anicom Holdings, Inc. | 243700 | &nbsp;&nbsp;1658160 |
|  | Anrakutei Co. Ltd. | 5900 | &nbsp;&nbsp;141862 |
| # | Anycolor, Inc. | 87300 | &nbsp;&nbsp;2492118 |
| # | AnyMind Group, Inc. | 24000 | &nbsp;&nbsp;104039 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;AOI Electronics Co. <br>Ltd.<br>| 10400 | &nbsp;&nbsp;176507 |
|  | AOKI Holdings, Inc. | 134600 | &nbsp;&nbsp;1607356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aoyama Trading Co. <br>Ltd.<br>| 104100 | &nbsp;&nbsp;1766942 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Aoyama Zaisan <br>Networks Co. Ltd.<br>| 90200 | &nbsp;&nbsp;$882442 |
|  | Aozora Bank Ltd. | 238800 | &nbsp;&nbsp;3868818 |
|  | Appier Group, Inc. | 216800 | &nbsp;&nbsp;1456151 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Arakawa Chemical <br>Industries Ltd.<br>| 58204 | &nbsp;&nbsp;495119 |
|  | Arata Corp. | 89500 | &nbsp;&nbsp;1785588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Araya Industrial Co. <br>Ltd.<br>| 17500 | &nbsp;&nbsp;595667 |
| # | ARCLANDS Corp. | 189286 | &nbsp;&nbsp;2343785 |
|  | Arcs Co. Ltd. | 156673 | &nbsp;&nbsp;3519854 |
|  | ARE Holdings, Inc. | 263800 | &nbsp;&nbsp;6184296 |
|  | Arealink Co. Ltd. | 146400 | &nbsp;&nbsp;1052039 |
| \* | Arent, Inc. | 4000 | &nbsp;&nbsp;93483 |
|  | Argo Graphics, Inc. | 192800 | &nbsp;&nbsp;1795634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arisawa <br>Manufacturing Co. <br>Ltd.<br>| 138300 | &nbsp;&nbsp;1598245 |
|  | Artience Co. Ltd. | 147400 | &nbsp;&nbsp;3533813 |
| # | Artnature, Inc. | 43100 | &nbsp;&nbsp;230080 |
| # | Artner Co. Ltd. | 20400 | &nbsp;&nbsp;273536 |
|  | As One Corp. | 172460 | &nbsp;&nbsp;2590517 |
|  | Asahi Co. Ltd. | 64200 | &nbsp;&nbsp;535352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asahi Diamond <br>Industrial Co. Ltd.<br>| 152227 | &nbsp;&nbsp;890899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asahi Group Holdings <br>Ltd.<br>| 1878100 | &nbsp;&nbsp;19661549 |
|  | Asahi Intecc Co. Ltd. | 402100 | &nbsp;&nbsp;6703071 |
|  | Asahi Kasei Corp. | 3073200 | &nbsp;&nbsp;29813136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asahi Kogyosha Co. <br>Ltd.<br>| 72600 | &nbsp;&nbsp;1692348 |
| # | Asahi Net, Inc. | 66100 | &nbsp;&nbsp;303534 |
| # | Asahi Yukizai Corp. | 70100 | &nbsp;&nbsp;2449276 |
|  | Asanuma Corp. | 315600 | &nbsp;&nbsp;2157109 |
|  | Asax Co. Ltd. | 6600 | &nbsp;&nbsp;39854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asia Pile Holdings <br>Corp.<br>| 181100 | &nbsp;&nbsp;1648593 |
|  | Asics Corp. | 894500 | &nbsp;&nbsp;21533009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASKA Pharmaceutical <br>Holdings Co. Ltd.<br>| 78800 | &nbsp;&nbsp;1274282 |
|  | ASKUL Corp. | 113500 | &nbsp;&nbsp;1002491 |
|  | Astellas Pharma, Inc. | 2404400 | &nbsp;&nbsp;33444929 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Astena Holdings Co. <br>Ltd.<br>| 113300 | &nbsp;&nbsp;350598 |
| # | Asteria Corp. | 8800 | &nbsp;&nbsp;73889 |
|  | Asti Corp. | 3099 | &nbsp;&nbsp;53136 |
|  | Atrae, Inc. | 67800 | &nbsp;&nbsp;304198 |
| \* | Atsugi Co. Ltd. | 32400 | &nbsp;&nbsp;242144 |
|  | Aucnet, Inc. | 86000 | &nbsp;&nbsp;1143667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Autobacs Seven Co. <br>Ltd.<br>| 151800 | &nbsp;&nbsp;1617059 |
|  | Aval Data Corp. | 12800 | &nbsp;&nbsp;244763 |
|  | Avant Group Corp. | 83700 | &nbsp;&nbsp;889196 |
|  | Avex, Inc. | 86415 | &nbsp;&nbsp;668798 |
|  | Awa Bank Ltd. | 247522 | &nbsp;&nbsp;8323443 |
| # | Axell Corp. | 18200 | &nbsp;&nbsp;144535 |
|  | Axial Retailing, Inc. | 192856 | &nbsp;&nbsp;1448222 |
|  | Azbil Corp. | 1000220 | &nbsp;&nbsp;8753631 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AZ-COM MARUWA <br>Holdings, Inc.<br>| 229600 | &nbsp;&nbsp;$1473697 |
|  | AZOOM Co. Ltd. | 16900 | &nbsp;&nbsp;495102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bandai Namco <br>Holdings, Inc.<br>| 655000 | &nbsp;&nbsp;16996406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bando Chemical <br>Industries Ltd.<br>| 150900 | &nbsp;&nbsp;1976821 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Innovation, <br>Inc.<br>| 1200 | &nbsp;&nbsp;48744 |
|  | Bank of Iwate Ltd. | 43900 | &nbsp;&nbsp;1736243 |
|  | Bank of Nagoya Ltd. | 164097 | &nbsp;&nbsp;5199651 |
|  | Bank of Saga Ltd. | 53580 | &nbsp;&nbsp;1594846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of the Ryukyus <br>Ltd.<br>| 277500 | &nbsp;&nbsp;3959425 |
|  | Base Co. Ltd. | 21100 | &nbsp;&nbsp;415830 |
| \* | baudroie, Inc. | 17800 | &nbsp;&nbsp;235482 |
|  | BayCurrent, Inc. | 265000 | &nbsp;&nbsp;9337352 |
| # | Beauty Garage, Inc. | 13300 | &nbsp;&nbsp;125918 |
|  | Belc Co. Ltd. | 44638 | &nbsp;&nbsp;2211375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bell System24 <br>Holdings, Inc.<br>| 101900 | &nbsp;&nbsp;944902 |
|  | Bell-Park Co. Ltd. | 4400 | &nbsp;&nbsp;72780 |
|  | Belluna Co. Ltd. | 219708 | &nbsp;&nbsp;1383635 |
| \* | Bengo4.com, Inc. | 16600 | &nbsp;&nbsp;312109 |
| # | Bewith, Inc. | 13700 | &nbsp;&nbsp;147152 |
|  | Bic Camera, Inc. | 314300 | &nbsp;&nbsp;3492519 |
|  | BIPROGY, Inc. | 247200 | &nbsp;&nbsp;8209351 |
|  | B-Lot Co. Ltd. | 41200 | &nbsp;&nbsp;400901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Blue Zones Holdings <br>Co. Ltd.<br>| 94000 | &nbsp;&nbsp;5393892 |
|  | BML, Inc. | 110500 | &nbsp;&nbsp;2796409 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bookoff Group <br>Holdings Ltd.<br>| 42000 | &nbsp;&nbsp;430707 |
|  | Bourbon Corp. | 2800 | &nbsp;&nbsp;49247 |
| \*†† | Bourbon Corp. SA | 56660 | &nbsp;&nbsp;0 |
| # | Br Holdings Corp. | 76900 | &nbsp;&nbsp;175540 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;B-R31 Ice Cream Co. <br>Ltd.<br>| 4200 | &nbsp;&nbsp;108330 |
|  | Bridgestone Corp. | 1727000 | &nbsp;&nbsp;38882123 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Broadband Tower, <br>Inc.<br>| 108000 | &nbsp;&nbsp;124480 |
|  | Broadleaf Co. Ltd. | 69300 | &nbsp;&nbsp;296260 |
| # | Broadmedia Corp. | 5800 | &nbsp;&nbsp;72653 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;BRONCO BILLY Co. <br>Ltd.<br>| 6800 | &nbsp;&nbsp;168444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brother Industries <br>Ltd.<br>| 633000 | &nbsp;&nbsp;12905346 |
| # | Buffalo, Inc. | 23000 | &nbsp;&nbsp;669797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bunka Shutter Co. <br>Ltd.<br>| 243600 | &nbsp;&nbsp;3185110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Business Brain <br>Showa-Ota, Inc.<br>| 20900 | &nbsp;&nbsp;454321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Business Engineering <br>Corp.<br>| 79000 | &nbsp;&nbsp;732424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BuySell Technologies <br>Co. Ltd.<br>| 13900 | &nbsp;&nbsp;440753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;C Uyemura & Co. <br>Ltd.<br>| 21700 | &nbsp;&nbsp;2509534 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | CAC Holdings Corp. | 44300 | &nbsp;&nbsp;$574641 |
|  | Calbee, Inc. | 292500 | &nbsp;&nbsp;5723066 |
| # | Can Do Co. Ltd. | 3100 | &nbsp;&nbsp;68637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canon Marketing <br>Japan, Inc.<br>| 144000 | &nbsp;&nbsp;6282520 |
|  | Canon, Inc. (7751 JP) | 522734 | &nbsp;&nbsp;15911436 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Canon, Inc. (CAJ US), <br>Sponsored ADR<br>| 28383 | &nbsp;&nbsp;863695 |
|  | Capcom Co. Ltd. | 622300 | &nbsp;&nbsp;15861746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Career Design Center <br>Co. Ltd.<br>| 16300 | &nbsp;&nbsp;257924 |
| # | Careerlink Co. Ltd. | 17000 | &nbsp;&nbsp;290353 |
| # | Carlit Co. Ltd. | 63800 | &nbsp;&nbsp;936523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Casio Computer Co. <br>Ltd.<br>| 305600 | &nbsp;&nbsp;2987850 |
|  | Cawachi Ltd. | 76500 | &nbsp;&nbsp;1533257 |
|  | CCI Group, Inc. | 1005000 | &nbsp;&nbsp;6028014 |
| # | CDS Co. Ltd. | 5900 | &nbsp;&nbsp;69328 |
|  | Celsys, Inc. | 170800 | &nbsp;&nbsp;1597921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Automotive <br>Products Ltd.<br>| 111900 | &nbsp;&nbsp;1513024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Glass Co. <br>Ltd.<br>| 124100 | &nbsp;&nbsp;2925505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Japan Railway <br>Co.<br>| 205900 | &nbsp;&nbsp;5744212 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Central Security <br>Patrols Co. Ltd.<br>| 26000 | &nbsp;&nbsp;490346 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Central Sports Co. <br>Ltd.<br>| 15106 | &nbsp;&nbsp;237892 |
| # | Ceres, Inc. | 28900 | &nbsp;&nbsp;342858 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Change Holdings, <br>Inc.<br>| 84400 | &nbsp;&nbsp;574108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charm Care Corp. <br>KK<br>| 62400 | &nbsp;&nbsp;526170 |
|  | Chiba Bank Ltd.  | 893763 | &nbsp;&nbsp;12100402 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chiba Kogyo Bank <br>Ltd.<br>| 204900 | &nbsp;&nbsp;2635901 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chikaranomoto <br>Holdings Co. Ltd.<br>| 33000 | &nbsp;&nbsp;306464 |
| # | Chino Corp. | 62600 | &nbsp;&nbsp;569441 |
|  | Chiyoda Co. Ltd. | 57500 | &nbsp;&nbsp;408631 |
| \* | Chiyoda Corp. | 342600 | &nbsp;&nbsp;2847760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chiyoda Integre Co. <br>Ltd.<br>| 54000 | &nbsp;&nbsp;1155225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chofu Seisakusho Co. <br>Ltd.<br>| 42500 | &nbsp;&nbsp;550069 |
|  | Chori Co. Ltd. | 47000 | &nbsp;&nbsp;1200347 |
| # | Choushimaru Co. Ltd. | 6100 | &nbsp;&nbsp;64087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chubu Electric Power <br>Co., Inc.<br>| 538900 | &nbsp;&nbsp;7829465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chubu Shiryo Co. <br>Ltd.<br>| 112498 | &nbsp;&nbsp;1316020 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chubu Steel Plate Co. <br>Ltd.<br>| 5000 | &nbsp;&nbsp;71335 |
|  | Chudenko Corp. | 153300 | &nbsp;&nbsp;4372598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chuetsu Pulp & Paper <br>Co. Ltd.<br>| 25911 | &nbsp;&nbsp;337921 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chugai <br>Pharmaceutical Co. <br>Ltd.<br>| 439200 | &nbsp;&nbsp;$25087405 |
| # | Chugai Ro Co. Ltd. | 24100 | &nbsp;&nbsp;730855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chugin Financial <br>Group, Inc.<br>| 471300 | &nbsp;&nbsp;8530652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chugoku Electric <br>Power Co., Inc.<br>| 499300 | &nbsp;&nbsp;3187068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chugoku Marine <br>Paints Ltd.<br>| 139900 | &nbsp;&nbsp;3945728 |
|  | Chuo Gyorui Co. Ltd. | 3800 | &nbsp;&nbsp;90617 |
| # | Chuo Spring Co. Ltd. | 85869 | &nbsp;&nbsp;1897152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chuo Warehouse Co. <br>Ltd.<br>| 6500 | &nbsp;&nbsp;71898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citizen Watch Co. <br>Ltd.<br>| 1008150 | &nbsp;&nbsp;8910236 |
|  | CKD Corp. | 147900 | &nbsp;&nbsp;3945108 |
| # | CK-San-Etsu Co. Ltd. | 12900 | &nbsp;&nbsp;356809 |
| # | Cleanup Corp. | 135600 | &nbsp;&nbsp;766239 |
| # | CMK Corp. | 213600 | &nbsp;&nbsp;756497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola Bottlers <br>Japan Holdings, <br>Inc.<br>| 397552 | &nbsp;&nbsp;8868071 |
|  | COLOPL, Inc. | 210372 | &nbsp;&nbsp;607406 |
| # | Colowide Co. Ltd. | 337900 | &nbsp;&nbsp;3854649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Computer Engineering <br>& Consulting Ltd.<br>| 85900 | &nbsp;&nbsp;1224711 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Computer Institute of <br>Japan Ltd.<br>| 143970 | &nbsp;&nbsp;488069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COMSYS Holdings <br>Corp.<br>| 283594 | &nbsp;&nbsp;8860596 |
|  | Comture Corp. | 72500 | &nbsp;&nbsp;761317 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Copro-Holdings Co. <br>Ltd.<br>| 33400 | &nbsp;&nbsp;232289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Core Concept <br>Technologies, Inc.<br>| 5700 | &nbsp;&nbsp;46927 |
| # | Core Corp. | 17200 | &nbsp;&nbsp;255569 |
| # | Corona Corp. | 47600 | &nbsp;&nbsp;292622 |
| # | Cosel Co. Ltd. | 52000 | &nbsp;&nbsp;392165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cosmo Energy <br>Holdings Co. Ltd.<br>| 531600 | &nbsp;&nbsp;15941155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cosmos Initia Co. <br>Ltd.<br>| 46200 | &nbsp;&nbsp;350837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cosmos <br>Pharmaceutical <br>Corp.<br>| 97400 | &nbsp;&nbsp;4363158 |
| # | Cota Co. Ltd. | 68481 | &nbsp;&nbsp;520147 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Create Restaurants <br>Holdings, Inc.<br>| 950800 | &nbsp;&nbsp;4550415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Create SD Holdings <br>Co. Ltd.<br>| 88100 | &nbsp;&nbsp;1850548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Credit Saison Co. <br>Ltd.<br>| 591900 | &nbsp;&nbsp;15980161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Creek & River Co. <br>Ltd.<br>| 34600 | &nbsp;&nbsp;340500 |
|  | Cresco Ltd. | 134600 | &nbsp;&nbsp;1461403 |
| # | Cross Cat Co. Ltd. | 18700 | &nbsp;&nbsp;125426 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| \* | CrowdWorks, Inc. | 42599 | &nbsp;&nbsp;$214162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CTI Engineering Co. <br>Ltd.<br>| 107200 | &nbsp;&nbsp;2049173 |
| # | CTS Co. Ltd. | 57200 | &nbsp;&nbsp;377236 |
| #\* | CUC, Inc. | 24800 | &nbsp;&nbsp;135812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Curves Holdings Co. <br>Ltd.<br>| 170500 | &nbsp;&nbsp;822304 |
|  | CyberAgent, Inc. | 791100 | &nbsp;&nbsp;7176925 |
| # | Cybozu, Inc. | 112900 | &nbsp;&nbsp;1741210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dai Nippon Printing <br>Co. Ltd.<br>| 568800 | &nbsp;&nbsp;10205524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dai Nippon Toryo Co. <br>Ltd.<br>| 107600 | &nbsp;&nbsp;959125 |
|  | Daicel Corp. | 955500 | &nbsp;&nbsp;9020102 |
|  | Dai-Dan Co. Ltd. | 331800 | &nbsp;&nbsp;5755283 |
| # | Daido Metal Co. Ltd. | 171824 | &nbsp;&nbsp;1143091 |
|  | Daido Steel Co. Ltd. | 446600 | &nbsp;&nbsp;5736949 |
|  | Daiei Kankyo Co. Ltd. | 35800 | &nbsp;&nbsp;944238 |
|  | Daifuku Co. Ltd. | 323200 | &nbsp;&nbsp;11594214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daihatsu Infinearth <br>Mfg Co. Ltd.<br>| 76100 | &nbsp;&nbsp;1210065 |
|  | Daiho Corp. | 143000 | &nbsp;&nbsp;726694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dai-Ichi Cutter Kogyo <br>KK<br>| 25300 | &nbsp;&nbsp;225312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiichi Jitsugyo Co. <br>Ltd.<br>| 78000 | &nbsp;&nbsp;1605484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiichi Kigenso <br>Kagaku-Kogyo Co. <br>Ltd.<br>| 45000 | &nbsp;&nbsp;679513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dai-ichi Life Holdings, <br>Inc.<br>| 2981752 | &nbsp;&nbsp;26221953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiichi Sankyo Co. <br>Ltd.<br>| 237700 | &nbsp;&nbsp;4354572 |
|  | Daiichikosho Co. Ltd. | 256589 | &nbsp;&nbsp;2774398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiken Medical Co. <br>Ltd.<br>| 51100 | &nbsp;&nbsp;154979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiki Aluminium <br>Industry Co. Ltd.<br>| 158400 | &nbsp;&nbsp;1344051 |
|  | Daikin Industries Ltd. | 174100 | &nbsp;&nbsp;20862469 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Daikoku Denki Co. <br>Ltd.<br>| 30200 | &nbsp;&nbsp;555384 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Daikokutenbussan Co. <br>Ltd.<br>| 30600 | &nbsp;&nbsp;1004708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daikyonishikawa <br>Corp.<br>| 147000 | &nbsp;&nbsp;779311 |
|  | Dainichi Co. Ltd. | 14200 | &nbsp;&nbsp;83381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dainichiseika Color & <br>Chemicals <br>Manufacturing Co. <br>Ltd.<br>| 61459 | &nbsp;&nbsp;1731185 |
| # | Daio Paper Corp. | 334800 | &nbsp;&nbsp;2100999 |
|  | Daiseki Co. Ltd. | 138947 | &nbsp;&nbsp;3122912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daishi Hokuetsu <br>Financial Group, <br>Inc.<br>| 1104144 | &nbsp;&nbsp;13163704 |
| # | Daishinku Corp. | 162200 | &nbsp;&nbsp;617902 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daisue Construction <br>Co. Ltd.<br>| 42100 | &nbsp;&nbsp;$1043166 |
| # | Daisyo Corp. | 12400 | &nbsp;&nbsp;91598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daito Pharmaceutical <br>Co. Ltd.<br>| 87068 | &nbsp;&nbsp;751628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daito Trust <br>Construction Co. <br>Ltd.<br>| 362300 | &nbsp;&nbsp;7353756 |
|  | Daitron Co. Ltd. | 88200 | &nbsp;&nbsp;1445924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiwa House Industry <br>Co. Ltd.<br>| 1163900 | &nbsp;&nbsp;39658806 |
|  | Daiwa Industries Ltd. | 108100 | &nbsp;&nbsp;1087105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiwa Securities <br>Group, Inc.<br>| 1774500 | &nbsp;&nbsp;17291406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiwabo Holdings Co. <br>Ltd.<br>| 442200 | &nbsp;&nbsp;8696230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DCM Holdings Co. <br>Ltd.<br>| 532280 | &nbsp;&nbsp;5612226 |
| # | Dear Life Co. Ltd. | 135400 | &nbsp;&nbsp;1004430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Delica Foods Holdings <br>Co. Ltd.<br>| 22500 | &nbsp;&nbsp;129222 |
| # | DeNA Co. Ltd. | 333700 | &nbsp;&nbsp;5472314 |
| # | Denka Co. Ltd. | 408800 | &nbsp;&nbsp;7868514 |
|  | Denso Corp. | 846100 | &nbsp;&nbsp;11739436 |
|  | Dentsu Group, Inc. | 295300 | &nbsp;&nbsp;5732226 |
|  | Dentsu Soken, Inc. | 299100 | &nbsp;&nbsp;4714735 |
| # | Denyo Co. Ltd. | 75900 | &nbsp;&nbsp;1799942 |
|  | Dexerials Corp. | 547200 | &nbsp;&nbsp;9600205 |
|  | DIC Corp. | 321084 | &nbsp;&nbsp;7858488 |
|  | Digital Arts, Inc. | 38200 | &nbsp;&nbsp;1387416 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Digital Hearts <br>Holdings Co. Ltd.<br>| 26400 | &nbsp;&nbsp;157120 |
| \* | Digital Holdings, Inc. | 41000 | &nbsp;&nbsp;535135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Digital Information <br>Technologies Corp.<br>| 79800 | &nbsp;&nbsp;656826 |
| # | Dip Corp. | 75286 | &nbsp;&nbsp;999230 |
|  | Disco Corp. | 80600 | &nbsp;&nbsp;34355798 |
| # | DKK Co. Ltd. | 18400 | &nbsp;&nbsp;318926 |
| # | DKS Co. Ltd. | 33353 | &nbsp;&nbsp;2214182 |
|  | DMG Mori Co. Ltd. | 459900 | &nbsp;&nbsp;8116426 |
|  | DMW Corp. | 900 | &nbsp;&nbsp;31413 |
|  | Doshisha Co. Ltd. | 89300 | &nbsp;&nbsp;1866824 |
| # | Double Standard, Inc. | 16200 | &nbsp;&nbsp;176330 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Doutor Nichires <br>Holdings Co. Ltd.<br>| 132223 | &nbsp;&nbsp;2410885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dowa Holdings Co. <br>Ltd.<br>| 211900 | &nbsp;&nbsp;12550412 |
|  | DTS Corp. | 689600 | &nbsp;&nbsp;5617822 |
|  | Duskin Co. Ltd. | 168600 | &nbsp;&nbsp;4630849 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;DyDo Group Holdings, <br>Inc.<br>| 67600 | &nbsp;&nbsp;1078849 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Eagle Industry Co. <br>Ltd.<br>| 93500 | &nbsp;&nbsp;1872761 |
|  | Earth Corp. | 4700 | &nbsp;&nbsp;148549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;East Japan Railway <br>Co.<br>| 310800 | &nbsp;&nbsp;7802398 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;EAT&HOLDINGS Co. <br>Ltd.<br>| 15200 | &nbsp;&nbsp;202905 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | Ebara Corp. | 926000 | &nbsp;&nbsp;$28034493 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ebara Foods Industry, <br>Inc.<br>| 12000 | &nbsp;&nbsp;202513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ebara Jitsugyo Co. <br>Ltd.<br>| 51800 | &nbsp;&nbsp;717699 |
|  | Ebase Co. Ltd. | 66762 | &nbsp;&nbsp;188533 |
| # | Eco's Co. Ltd. | 42100 | &nbsp;&nbsp;829939 |
|  | EDION Corp. | 436100 | &nbsp;&nbsp;5969516 |
|  | eGuarantee, Inc. | 99200 | &nbsp;&nbsp;1124393 |
| # | Ehime Bank Ltd. | 135298 | &nbsp;&nbsp;1488253 |
|  | Eidai Co. Ltd. | 13700 | &nbsp;&nbsp;20824 |
|  | Eisai Co. Ltd. | 147387 | &nbsp;&nbsp;4109066 |
|  | Eizo Corp. | 144000 | &nbsp;&nbsp;2016304 |
|  | EJ Holdings, Inc. | 42900 | &nbsp;&nbsp;499310 |
|  | Elan Corp. | 54400 | &nbsp;&nbsp;235879 |
|  | Elecom Co. Ltd. | 141200 | &nbsp;&nbsp;1509015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Electric Power <br>Development Co. <br>Ltd.<br>| 184300 | &nbsp;&nbsp;3914205 |
|  | EM Systems Co. Ltd. | 88600 | &nbsp;&nbsp;417084 |
|  | en, Inc. | 93176 | &nbsp;&nbsp;865878 |
|  | Endo Lighting Corp. | 54000 | &nbsp;&nbsp;831048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ENEOS Holdings, <br>Inc.<br>| 6605020 | &nbsp;&nbsp;55825052 |
|  | Enomoto Co. Ltd. | 32800 | &nbsp;&nbsp;516386 |
| # | Enplas Corp. | 19600 | &nbsp;&nbsp;1152105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ensuiko Sugar <br>Refining Co. Ltd.<br>| 16700 | &nbsp;&nbsp;58355 |
|  | Entrust, Inc. | 26700 | &nbsp;&nbsp;194571 |
| # | eRex Co. Ltd. | 39000 | &nbsp;&nbsp;158900 |
|  | ERI Holdings Co. Ltd. | 10700 | &nbsp;&nbsp;298433 |
| # | ES-Con Japan Ltd. | 125900 | &nbsp;&nbsp;972096 |
|  | Eslead Corp. | 38800 | &nbsp;&nbsp;1697549 |
|  | ESPEC Corp. | 68000 | &nbsp;&nbsp;1512322 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Eternal Hospitality <br>Group Co. Ltd.<br>| 15900 | &nbsp;&nbsp;362795 |
| \* | euglena Co. Ltd. | 124900 | &nbsp;&nbsp;336590 |
|  | eWeLL Co. Ltd. | 22700 | &nbsp;&nbsp;367565 |
| \* | ExaWizards, Inc. | 73200 | &nbsp;&nbsp;338841 |
|  | Exedy Corp. | 149100 | &nbsp;&nbsp;5494413 |
|  | EXEO Group, Inc. | 672895 | &nbsp;&nbsp;11226728 |
|  | Ezaki Glico Co. Ltd. | 111600 | &nbsp;&nbsp;4008778 |
| # | F&M Co. Ltd. | 23100 | &nbsp;&nbsp;363939 |
|  | FaithNetwork Co. Ltd. | 36500 | &nbsp;&nbsp;197631 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;FALCO HOLDINGS <br>Co. Ltd.<br>| 40100 | &nbsp;&nbsp;693940 |
|  | FANUC Corp. | 123066 | &nbsp;&nbsp;4941663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fast Retailing Co. <br>Ltd.<br>| 125800 | &nbsp;&nbsp;47996829 |
|  | FCC Co. Ltd. | 168100 | &nbsp;&nbsp;4092497 |
| \* | f-code, Inc. | 13000 | &nbsp;&nbsp;139163 |
|  | Feed One Co. Ltd. | 65316 | &nbsp;&nbsp;471001 |
| # | Ferrotec Corp. | 305100 | &nbsp;&nbsp;11665035 |
| # | FFRI Security, Inc. | 13600 | &nbsp;&nbsp;816967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FIDEA Holdings Co. <br>Ltd.<br>| 119140 | &nbsp;&nbsp;1545861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Financial Partners <br>Group Co. Ltd.<br>| 251600 | &nbsp;&nbsp;3305381 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | FINDEX, Inc. | 29500 | &nbsp;&nbsp;$164026 |
| # | Fintech Global, Inc. | 632200 | &nbsp;&nbsp;598442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Bank of Toyama <br>Ltd.<br>| 54000 | &nbsp;&nbsp;777822 |
| # | Fixstars Corp. | 63900 | &nbsp;&nbsp;627850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FJ Next Holdings Co. <br>Ltd.<br>| 90900 | &nbsp;&nbsp;862317 |
| # | Focus Systems Corp. | 33300 | &nbsp;&nbsp;395500 |
|  | Food & Life Cos. Ltd. | 407300 | &nbsp;&nbsp;22250782 |
|  | Forval Corp. | 4000 | &nbsp;&nbsp;29561 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Foster Electric Co. <br>Ltd.<br>| 92510 | &nbsp;&nbsp;1660817 |
|  | FP Corp. | 151800 | &nbsp;&nbsp;2584086 |
| # | FP Partner, Inc. | 13000 | &nbsp;&nbsp;188870 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;France Bed Holdings <br>Co. Ltd.<br>| 103000 | &nbsp;&nbsp;886724 |
|  | Freebit Co. Ltd. | 55800 | &nbsp;&nbsp;594916 |
| #\* | Fronteo, Inc. | 17100 | &nbsp;&nbsp;92534 |
|  | F-Tech, Inc. | 69700 | &nbsp;&nbsp;355847 |
|  | FTGroup Co. Ltd. | 45100 | &nbsp;&nbsp;373899 |
| # | Fudo Tetra Corp. | 67920 | &nbsp;&nbsp;1319313 |
| # | Fuji Co. Ltd. | 15000 | &nbsp;&nbsp;204423 |
|  | Fuji Corp. (6134 JP) | 277200 | &nbsp;&nbsp;6829333 |
|  | Fuji Corp. Ltd. | 154155 | &nbsp;&nbsp;823057 |
|  | Fuji Electric Co. Ltd. | 284760 | &nbsp;&nbsp;20284199 |
| # | Fuji Kyuko Co. Ltd. | 59600 | &nbsp;&nbsp;789545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fuji Media Holdings, <br>Inc.<br>| 160200 | &nbsp;&nbsp;4034034 |
|  | Fuji Nihon Corp. | 10800 | &nbsp;&nbsp;44100 |
|  | Fuji Oil Co. Ltd. | 187500 | &nbsp;&nbsp;4908298 |
| # | Fuji Pharma Co. Ltd. | 53500 | &nbsp;&nbsp;661169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fuji Seal International, <br>Inc.<br>| 147407 | &nbsp;&nbsp;3048475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fuji United Holdings <br>Co. Ltd.<br>| 10700 | &nbsp;&nbsp;87587 |
| # | Fujibo Holdings, Inc. | 47400 | &nbsp;&nbsp;2640233 |
| # | Fujicco Co. Ltd. | 42100 | &nbsp;&nbsp;440082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FUJIFILM Holdings <br>Corp.<br>| 569025 | &nbsp;&nbsp;11366422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fujikura Composites, <br>Inc.<br>| 101100 | &nbsp;&nbsp;1484553 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Fujikura Kasei Co. <br>Ltd.<br>| 84700 | &nbsp;&nbsp;407944 |
|  | Fujikura Ltd. | 428900 | &nbsp;&nbsp;53907121 |
|  | Fujimi, Inc. | 92000 | &nbsp;&nbsp;1626256 |
|  | Fujishoji Co. Ltd. | 21200 | &nbsp;&nbsp;149544 |
|  | Fujita Kanko, Inc. | 124500 | &nbsp;&nbsp;2006681 |
|  | Fujitsu Ltd. | 1360790 | &nbsp;&nbsp;37810615 |
| # | Fujiya Co. Ltd. | 40900 | &nbsp;&nbsp;677433 |
| # | FuKoKu Co. Ltd. | 45600 | &nbsp;&nbsp;592548 |
|  | Fukuda Corp. | 23900 | &nbsp;&nbsp;1205725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fukuda Denshi Co. <br>Ltd.<br>| 80100 | &nbsp;&nbsp;4392179 |
|  | Fukui Bank Ltd. | 56242 | &nbsp;&nbsp;1062569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fukui Computer <br>Holdings, Inc.<br>| 26500 | &nbsp;&nbsp;542377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fukuoka Financial <br>Group, Inc.<br>| 312656 | &nbsp;&nbsp;11369370 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fukuyama <br>Transporting Co. <br>Ltd.<br>| 78100 | &nbsp;&nbsp;$2322641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FULLCAST Holdings <br>Co. Ltd.<br>| 54900 | &nbsp;&nbsp;597685 |
|  | Fumakilla Ltd. | 16801 | &nbsp;&nbsp;125859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Funai Soken Holdings, <br>Inc.<br>| 175440 | &nbsp;&nbsp;1271713 |
| # | Furukawa Co. Ltd. | 133164 | &nbsp;&nbsp;3988073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Furukawa Electric Co. <br>Ltd.<br>| 217688 | &nbsp;&nbsp;18962547 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Furuno Electric Co. <br>Ltd.<br>| 108000 | &nbsp;&nbsp;4984387 |
| # | Furuya Metal Co. Ltd. | 46300 | &nbsp;&nbsp;1264042 |
|  | Furyu Corp. | 39500 | &nbsp;&nbsp;263578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fuso Chemical Co. <br>Ltd.<br>| 108200 | &nbsp;&nbsp;5214996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fuso Pharmaceutical <br>Industries Ltd.<br>| 24398 | &nbsp;&nbsp;358884 |
| # | Futaba Corp. | 78800 | &nbsp;&nbsp;326848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Futaba Industrial Co. <br>Ltd.<br>| 268800 | &nbsp;&nbsp;1808593 |
|  | Future Corp. | 213800 | &nbsp;&nbsp;2623585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fuyo General Lease <br>Co. Ltd.<br>| 283500 | &nbsp;&nbsp;7972569 |
|  | G-7 Holdings, Inc. | 126400 | &nbsp;&nbsp;1193425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GA Technologies Co. <br>Ltd.<br>| 58000 | &nbsp;&nbsp;583600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gakken Holdings Co. <br>Ltd.<br>| 112000 | &nbsp;&nbsp;759070 |
|  | Gakkyusha Co. Ltd. | 28400 | &nbsp;&nbsp;441056 |
|  | Gakujo Co. Ltd. | 32900 | &nbsp;&nbsp;377462 |
|  | Galilei Co. Ltd. | 113600 | &nbsp;&nbsp;2833821 |
|  | Gecoss Corp. | 56149 | &nbsp;&nbsp;575378 |
| #\* | Geniee, Inc. | 19700 | &nbsp;&nbsp;139949 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Genki Global Dining <br>Concepts Corp.<br>| 55800 | &nbsp;&nbsp;1121584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genky DrugStores Co. <br>Ltd.<br>| 81600 | &nbsp;&nbsp;2225106 |
|  | Geo Holdings Corp. | 113200 | &nbsp;&nbsp;1333493 |
| # | Gift Holdings, Inc. | 28100 | &nbsp;&nbsp;666887 |
| # | giftee, Inc. | 42300 | &nbsp;&nbsp;348260 |
| # | Giken Ltd. | 26400 | &nbsp;&nbsp;341594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Link <br>Management KK<br>| 20800 | &nbsp;&nbsp;279144 |
| # | Global Ltd. | 6700 | &nbsp;&nbsp;39660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Security <br>Experts, Inc.<br>| 3400 | &nbsp;&nbsp;64971 |
|  | GLOBERIDE, Inc. | 91298 | &nbsp;&nbsp;1298522 |
|  | Glory Ltd. | 174345 | &nbsp;&nbsp;4541308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GLtechno Holdings, <br>Inc.<br>| 31300 | &nbsp;&nbsp;659011 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;GMO Financial Gate, <br>Inc.<br>| 7000 | &nbsp;&nbsp;230211 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;GMO Financial <br>Holdings, Inc.<br>| 144300 | &nbsp;&nbsp;830421 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;GMO GlobalSign <br>Holdings KK<br>| 13800 | &nbsp;&nbsp;$201123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GMO internet group, <br>Inc.<br>| 262700 | &nbsp;&nbsp;6546797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GMO Payment <br>Gateway, Inc.<br>| 86100 | &nbsp;&nbsp;4972784 |
|  | Godo Steel Ltd. | 53900 | &nbsp;&nbsp;1395322 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Gokurakuyu Holdings <br>Co. Ltd.<br>| 39100 | &nbsp;&nbsp;123092 |
|  | Goldcrest Co. Ltd. | 79030 | &nbsp;&nbsp;1698686 |
|  | Goldwin, Inc. | 183600 | &nbsp;&nbsp;3064129 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Good Com Asset Co. <br>Ltd.<br>| 17100 | &nbsp;&nbsp;145065 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gourmet Kineya Co. <br>Ltd.<br>| 6500 | &nbsp;&nbsp;42070 |
| # | Grandy House Corp. | 64100 | &nbsp;&nbsp;260579 |
|  | GREE Holdings, Inc. | 204100 | &nbsp;&nbsp;534999 |
|  | Greens Co. Ltd. | 36900 | &nbsp;&nbsp;504001 |
|  | grems, Inc. | 28400 | &nbsp;&nbsp;441766 |
|  | GS Yuasa Corp. | 337199 | &nbsp;&nbsp;7849490 |
|  | GSI Creos Corp. | 42300 | &nbsp;&nbsp;686915 |
|  | G-Tekt Corp. | 66389 | &nbsp;&nbsp;842479 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gun-Ei Chemical <br>Industry Co. Ltd.<br>| 15000 | &nbsp;&nbsp;474566 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GungHo Online <br>Entertainment, Inc.<br>| 11058 | &nbsp;&nbsp;187941 |
|  | Gunma Bank Ltd. | 1197801 | &nbsp;&nbsp;15079963 |
|  | Gunosy, Inc. | 21700 | &nbsp;&nbsp;80123 |
|  | Gunze Ltd. | 147600 | &nbsp;&nbsp;4290564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;H.U. Group Holdings, <br>Inc.<br>| 162500 | &nbsp;&nbsp;3375267 |
|  | H2O Retailing Corp. | 332560 | &nbsp;&nbsp;4554033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hachijuni Nagano <br>Bank Ltd.<br>| 1450673 | &nbsp;&nbsp;18123794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hagihara Industries, <br>Inc.<br>| 39900 | &nbsp;&nbsp;439711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hagiwara Electric <br>Holdings Co. Ltd.<br>| 25700 | &nbsp;&nbsp;612751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hagoromo Foods <br>Corp.<br>| 1500 | &nbsp;&nbsp;32896 |
| # | Hakudo Co. Ltd. | 16300 | &nbsp;&nbsp;247527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hakuhodo DY <br>Holdings, Inc.<br>| 565100 | &nbsp;&nbsp;4222413 |
| # | Hakuto Co. Ltd. | 9700 | &nbsp;&nbsp;260428 |
|  | Halows Co. Ltd. | 52200 | &nbsp;&nbsp;1535149 |
|  | Hamakyorex Co. Ltd. | 356400 | &nbsp;&nbsp;4227544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hamamatsu Photonics <br>KK<br>| 309198 | &nbsp;&nbsp;3455060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hankyu Hanshin <br>Holdings, Inc.<br>| 271200 | &nbsp;&nbsp;7572727 |
|  | Hanwa Co. Ltd. | 163800 | &nbsp;&nbsp;8329908 |
|  | Happinet Corp. | 157600 | &nbsp;&nbsp;2823152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hard Off Corp. Co. <br>Ltd.<br>| 44600 | &nbsp;&nbsp;586457 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Harima Chemicals <br>Group, Inc.<br>| 67600 | &nbsp;&nbsp;430291 |
|  | Haseko Corp. | 1089900 | &nbsp;&nbsp;22338984 |
|  | Hazama Ando Corp. | 644280 | &nbsp;&nbsp;8331318 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Heiwa Corp. | 61300 | &nbsp;&nbsp;$802979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heiwa Real Estate <br>Co. Ltd.<br>| 103100 | &nbsp;&nbsp;1508689 |
| # | Heiwado Co. Ltd. | 166696 | &nbsp;&nbsp;3176513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Helios Techno Holding <br>Co. Ltd.<br>| 1400 | &nbsp;&nbsp;9448 |
| # | Hennge KK | 39200 | &nbsp;&nbsp;294260 |
|  | Hibino Corp. | 13300 | &nbsp;&nbsp;277186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hibiya Engineering <br>Ltd.<br>| 87900 | &nbsp;&nbsp;2737599 |
|  | Hiday Hidaka Corp. | 47200 | &nbsp;&nbsp;948545 |
|  | Hikari Tsushin, Inc. | 13900 | &nbsp;&nbsp;3838919 |
| # | HI-LEX Corp. | 71400 | &nbsp;&nbsp;1598026 |
|  | Himacs Ltd. | 1200 | &nbsp;&nbsp;10152 |
|  | Himaraya Co. Ltd. | 6600 | &nbsp;&nbsp;37502 |
| \* | Hino Motors Ltd. | 1166889 | &nbsp;&nbsp;3140927 |
| # | Hioki EE Corp. | 28100 | &nbsp;&nbsp;1119116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hirakawa Hewtech <br>Corp.<br>| 52710 | &nbsp;&nbsp;938525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hirano Tecseed Co. <br>Ltd.<br>| 25500 | &nbsp;&nbsp;303650 |
| # | Hirata Corp. | 60100 | &nbsp;&nbsp;998678 |
|  | Hirogin Holdings, Inc. | 984300 | &nbsp;&nbsp;11148085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hirose Electric Co. <br>Ltd.<br>| 70625 | &nbsp;&nbsp;7624798 |
| # | Hirose Tusyo, Inc. | 5200 | &nbsp;&nbsp;124404 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hiroshima Gas Co. <br>Ltd.<br>| 67100 | &nbsp;&nbsp;159770 |
|  | HIS Co. Ltd. | 185393 | &nbsp;&nbsp;1539858 |
|  | Hisaka Works Ltd. | 72800 | &nbsp;&nbsp;726195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hisamitsu <br>Pharmaceutical Co., <br>Inc.<br>| 165908 | &nbsp;&nbsp;6834617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hitachi Construction <br>Machinery Co. Ltd.<br>| 361200 | &nbsp;&nbsp;11810876 |
|  | Hitachi Ltd. (6501 JP) | 3959625 | &nbsp;&nbsp;137399416 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hitachi Ltd. (HTHIY <br>US), ADR<br>| 516300 | &nbsp;&nbsp;17941425 |
| # | Hochiki Corp. | 62800 | &nbsp;&nbsp;2008557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hoden Seimitsu Kako <br>Kenkyusho Co. Ltd.<br>| 3200 | &nbsp;&nbsp;63951 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hodogaya Chemical <br>Co. Ltd.<br>| 46383 | &nbsp;&nbsp;684937 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hokkaido Electric <br>Power Co., Inc.<br>| 420300 | &nbsp;&nbsp;2852420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hokkaido Gas Co. <br>Ltd.<br>| 234400 | &nbsp;&nbsp;1249083 |
|  | Hokkan Holdings Ltd. | 63400 | &nbsp;&nbsp;957669 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hokko Chemical <br>Industry Co. Ltd.<br>| 94000 | &nbsp;&nbsp;1065144 |
| # | Hokuetsu Corp. | 491895 | &nbsp;&nbsp;2891309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hokuhoku Financial <br>Group, Inc.<br>| 604310 | &nbsp;&nbsp;20769431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hokuriku Electric <br>Industry Co. Ltd.<br>| 27993 | &nbsp;&nbsp;547657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hokuriku Electric <br>Power Co.<br>| 267629 | &nbsp;&nbsp;1692761 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hokuriku Electrical <br>Construction Co. <br>Ltd.<br>| 32720 | &nbsp;&nbsp;$333165 |
|  | Hokuryo Co. Ltd. | 2900 | &nbsp;&nbsp;56678 |
|  | Hokuto Corp. | 46976 | &nbsp;&nbsp;602311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Honda Motor Co. Ltd. <br>(7267 JP)<br>| 3092769 | &nbsp;&nbsp;31105624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Honda Motor Co. Ltd. <br>(HMC US), <br>Sponsored ADR<br>| 440457 | &nbsp;&nbsp;13359061 |
| # | H-One Co. Ltd. | 115705 | &nbsp;&nbsp;1083839 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Honeys Holdings Co. <br>Ltd.<br>| 62230 | &nbsp;&nbsp;592879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hoosiers Holdings Co. <br>Ltd.<br>| 141500 | &nbsp;&nbsp;1213969 |
|  | Horiba Ltd. | 116200 | &nbsp;&nbsp;13781971 |
|  | Hoshizaki Corp. | 85900 | &nbsp;&nbsp;2831700 |
|  | Hosiden Corp. | 235100 | &nbsp;&nbsp;3916533 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hosokawa Micron <br>Corp.<br>| 63100 | &nbsp;&nbsp;2502915 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hotland Holdings Co. <br>Ltd.<br>| 45000 | &nbsp;&nbsp;566701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;House Foods Group, <br>Inc.<br>| 203500 | &nbsp;&nbsp;3941637 |
| # | Howa Machinery Ltd. | 66800 | &nbsp;&nbsp;596848 |
|  | Hoya Corp. | 298900 | &nbsp;&nbsp;50142214 |
|  | HS Holdings Co. Ltd. | 84558 | &nbsp;&nbsp;712779 |
|  | Hulic Co. Ltd. | 1065217 | &nbsp;&nbsp;12694098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Human Technologies, <br>Inc.<br>| 8500 | &nbsp;&nbsp;100319 |
|  | Hyakugo Bank Ltd. | 1067698 | &nbsp;&nbsp;9709905 |
|  | Hyakujushi Bank Ltd. | 128400 | &nbsp;&nbsp;6942972 |
|  | Ibiden Co. Ltd. | 430810 | &nbsp;&nbsp;22710033 |
|  | IBJ, Inc. | 49200 | &nbsp;&nbsp;230115 |
| # | Ichibanya Co. Ltd. | 106660 | &nbsp;&nbsp;618496 |
|  | Ichiken Co. Ltd. | 18300 | &nbsp;&nbsp;590693 |
| # | Ichikoh Industries Ltd. | 204000 | &nbsp;&nbsp;678779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ichinen Holdings Co. <br>Ltd.<br>| 113472 | &nbsp;&nbsp;1549024 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ichiyoshi Securities <br>Co. Ltd.<br>| 61100 | &nbsp;&nbsp;476219 |
| # | Icom, Inc. | 26400 | &nbsp;&nbsp;510495 |
| # | ID Holdings Corp. | 51225 | &nbsp;&nbsp;662677 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;IDEA Consultants, <br>Inc.<br>| 2900 | &nbsp;&nbsp;77238 |
|  | Idec Corp. | 82100 | &nbsp;&nbsp;1530160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Idemitsu Kosan Co. <br>Ltd.<br>| 1913555 | &nbsp;&nbsp;16237012 |
| # | IDOM, Inc. | 387300 | &nbsp;&nbsp;3812891 |
|  | Ifuji Sangyo Co. Ltd. | 1600 | &nbsp;&nbsp;21490 |
| # | IG Port, Inc. | 20700 | &nbsp;&nbsp;161713 |
|  | IHI Corp. | 476000 | &nbsp;&nbsp;11012823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Iida Group Holdings <br>Co. Ltd.<br>| 423995 | &nbsp;&nbsp;7002572 |
|  | Iino Kaiun Kaisha Ltd. | 388500 | &nbsp;&nbsp;3942103 |
| # | IKK Holdings, Inc. | 37700 | &nbsp;&nbsp;194310 |
| # | I'll, Inc. | 34000 | &nbsp;&nbsp;545791 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Imasen Electric <br>Industrial<br>| 11400 | &nbsp;&nbsp;$65428 |
|  | i-mobile Co. Ltd. | 91100 | &nbsp;&nbsp;305457 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Imuraya Group Co. <br>Ltd.<br>| 22800 | &nbsp;&nbsp;367389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inaba Denki Sangyo <br>Co. Ltd.<br>| 338800 | &nbsp;&nbsp;5643138 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Inaba Seisakusho Co. <br>Ltd.<br>| 41400 | &nbsp;&nbsp;427925 |
|  | Inabata & Co. Ltd. | 212200 | &nbsp;&nbsp;5370889 |
|  | I-NE Co. Ltd. | 7500 | &nbsp;&nbsp;64900 |
|  | Ines Corp. | 92300 | &nbsp;&nbsp;1121150 |
| # | Infomart Corp. | 424900 | &nbsp;&nbsp;1241696 |
| \* | Inforich, Inc. | 11800 | &nbsp;&nbsp;139473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;INFRONEER <br>Holdings, Inc.<br>| 669008 | &nbsp;&nbsp;10020126 |
| # | Innotech Corp. | 64600 | &nbsp;&nbsp;885967 |
|  | Inpex Corp. | 3030900 | &nbsp;&nbsp;67904941 |
|  | Insource Co. Ltd. | 177296 | &nbsp;&nbsp;831664 |
|  | Intage Holdings, Inc. | 33200 | &nbsp;&nbsp;363764 |
| # | Intelligent Wave, Inc. | 35100 | &nbsp;&nbsp;215971 |
|  | Inter Action Corp. | 15300 | &nbsp;&nbsp;143446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Internet Initiative <br>Japan, Inc.<br>| 368800 | &nbsp;&nbsp;5959110 |
| \* | Intloop, Inc. | 8600 | &nbsp;&nbsp;200643 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Inui Global Logistics <br>Co. Ltd.<br>| 42700 | &nbsp;&nbsp;357912 |
| # | IPS, Inc. | 23001 | &nbsp;&nbsp;439818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Iriso Electronics Co. <br>Ltd.<br>| 55814 | &nbsp;&nbsp;1205398 |
|  | ISB Corp. | 38300 | &nbsp;&nbsp;449393 |
| # | Ise Chemicals Corp. | 78000 | &nbsp;&nbsp;2997095 |
| # | Iseki & Co. Ltd. | 65600 | &nbsp;&nbsp;759043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Isetan Mitsukoshi <br>Holdings Ltd.<br>| 574040 | &nbsp;&nbsp;9212521 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ishihara Chemical Co. <br>Ltd.<br>| 8100 | &nbsp;&nbsp;121305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ishihara Sangyo <br>Kaisha Ltd.<br>| 168900 | &nbsp;&nbsp;3206705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ishizuka Glass Co. <br>Ltd.<br>| 7699 | &nbsp;&nbsp;182847 |
| # | Istyle, Inc. | 289700 | &nbsp;&nbsp;849892 |
|  | Isuzu Motors Ltd. | 1792107 | &nbsp;&nbsp;28870493 |
|  | Itfor, Inc. | 97200 | &nbsp;&nbsp;1066199 |
| # | ITmedia, Inc. | 19800 | &nbsp;&nbsp;220179 |
|  | Ito En Ltd. | 249295 | &nbsp;&nbsp;4607004 |
|  | ITOCHU Corp. | 1918500 | &nbsp;&nbsp;24561735 |
|  | Itochu Enex Co. Ltd. | 288100 | &nbsp;&nbsp;3569291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Itochu-Shokuhin Co. <br>Ltd.<br>| 24300 | &nbsp;&nbsp;1735820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Itoham Yonekyu <br>Holdings, Inc.<br>| 158129 | &nbsp;&nbsp;6156187 |
| # | Itoki Corp. | 211500 | &nbsp;&nbsp;3567228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IwaiCosmo Holdings, <br>Inc.<br>| 94800 | &nbsp;&nbsp;2133445 |
| # | Iwaki Co. Ltd. | 23700 | &nbsp;&nbsp;411035 |
|  | Iwatani Corp. | 862000 | &nbsp;&nbsp;10224174 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Iwatsuka <br>Confectionery Co. <br>Ltd.<br>| 1000 | &nbsp;&nbsp;$19723 |
|  | Iyogin Holdings, Inc. | 915257 | &nbsp;&nbsp;17037468 |
|  | Izumi Co. Ltd. | 78900 | &nbsp;&nbsp;1560828 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;J Front Retailing Co. <br>Ltd.<br>| 994301 | &nbsp;&nbsp;14515901 |
|  | J Trust Co. Ltd. | 138719 | &nbsp;&nbsp;438446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JAC Recruitment Co. <br>Ltd.<br>| 288800 | &nbsp;&nbsp;1848139 |
|  | Jaccs Co. Ltd. | 121500 | &nbsp;&nbsp;3330524 |
| #\* | Jade Group, Inc. | 20100 | &nbsp;&nbsp;217029 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;JAFCO Group Co. <br>Ltd.<br>| 282300 | &nbsp;&nbsp;4456440 |
|  | JANOME Corp. | 64699 | &nbsp;&nbsp;501981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Airlines Co. <br>Ltd.<br>| 334800 | &nbsp;&nbsp;6326115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Airport Terminal <br>Co. Ltd.<br>| 246699 | &nbsp;&nbsp;7724999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Animal Referral <br>Medical Center Co. <br>Ltd.<br>| 34500 | &nbsp;&nbsp;278360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Aviation <br>Electronics Industry <br>Ltd.<br>| 238700 | &nbsp;&nbsp;3729276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Business <br>Systems, Inc.<br>| 31100 | &nbsp;&nbsp;368641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Cash Machine <br>Co. Ltd.<br>| 44000 | &nbsp;&nbsp;289569 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Japan <br>Communications, <br>Inc.<br>| 318900 | &nbsp;&nbsp;294601 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Japan Creative <br>Platform Group Co. <br>Ltd.<br>| 5500 | &nbsp;&nbsp;26639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Electronic <br>Materials Corp.<br>| 42600 | &nbsp;&nbsp;1314181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Elevator <br>Service Holdings <br>Co. Ltd.<br>| 504800 | &nbsp;&nbsp;5315076 |
| # | Japan Engine Corp. | 900 | &nbsp;&nbsp;79647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Exchange <br>Group, Inc.<br>| 1469400 | &nbsp;&nbsp;16034412 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Japan Eyewear <br>Holdings Co. Ltd.<br>| 8300 | &nbsp;&nbsp;107981 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Japan Foundation <br>Engineering Co. <br>Ltd.<br>| 67200 | &nbsp;&nbsp;291045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Investment <br>Adviser Co. Ltd.<br>| 109700 | &nbsp;&nbsp;1580326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Lifeline Co. <br>Ltd.<br>| 179900 | &nbsp;&nbsp;1796964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Material Co. <br>Ltd.<br>| 181400 | &nbsp;&nbsp;2103629 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Japan Medical <br>Dynamic Marketing, <br>Inc.<br>| 36941 | &nbsp;&nbsp;116260 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Oil <br>Transportation Co. <br>Ltd.<br>| 4179 | &nbsp;&nbsp;$146478 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Japan Petroleum <br>Exploration Co. <br>Ltd.<br>| 429000 | &nbsp;&nbsp;5281718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Post Bank Co. <br>Ltd.<br>| 681300 | &nbsp;&nbsp;12104931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Post Holdings <br>Co. Ltd.<br>| 826100 | &nbsp;&nbsp;9940306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Post Insurance <br>Co. Ltd.<br>| 231300 | &nbsp;&nbsp;7163837 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Japan Property <br>Management <br>Center Co. Ltd.<br>| 33200 | &nbsp;&nbsp;275013 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Japan Pulp & Paper <br>Co. Ltd.<br>| 581100 | &nbsp;&nbsp;3621466 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Japan Pure Chemical <br>Co. Ltd.<br>| 2200 | &nbsp;&nbsp;69673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Securities <br>Finance Co. Ltd.<br>| 397500 | &nbsp;&nbsp;5467639 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Japan Steel Works <br>Ltd.<br>| 124400 | &nbsp;&nbsp;6885868 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Japan System <br>Techniques Co. <br>Ltd.<br>| 44400 | &nbsp;&nbsp;696724 |
|  | Japan Tobacco, Inc. | 865000 | &nbsp;&nbsp;31262539 |
| # | Japan Transcity Corp. | 160200 | &nbsp;&nbsp;1265251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Wool Textile <br>Co. Ltd.<br>| 225700 | &nbsp;&nbsp;2719953 |
|  | JBCC Holdings, Inc. | 216400 | &nbsp;&nbsp;2084462 |
|  | JCU Corp. | 105600 | &nbsp;&nbsp;3859921 |
|  | JDC Corp. | 145700 | &nbsp;&nbsp;594180 |
|  | Jeol Ltd. | 171800 | &nbsp;&nbsp;6930930 |
|  | JFE Holdings, Inc. | 598208 | &nbsp;&nbsp;8053781 |
|  | JFE Systems, Inc. | 23400 | &nbsp;&nbsp;343151 |
|  | JGC Holdings Corp. | 592800 | &nbsp;&nbsp;8307538 |
|  | Jichodo Co. Ltd. | 100 | &nbsp;&nbsp;6489 |
| #\* | JIG-SAW, Inc. | 6200 | &nbsp;&nbsp;108187 |
| # | JINS Holdings, Inc. | 26700 | &nbsp;&nbsp;893753 |
|  | JINUSHI Co. Ltd. | 62900 | &nbsp;&nbsp;1289459 |
| # | JK Holdings Co. Ltd. | 66600 | &nbsp;&nbsp;617429 |
|  | J-Lease Co. Ltd. | 55200 | &nbsp;&nbsp;512400 |
|  | JM Holdings Co. Ltd. | 142200 | &nbsp;&nbsp;1647705 |
| # | JMS Co. Ltd. | 87940 | &nbsp;&nbsp;249196 |
|  | J-Oil Mills, Inc. | 58000 | &nbsp;&nbsp;762084 |
|  | Joshin Denki Co. Ltd. | 60117 | &nbsp;&nbsp;1067786 |
|  | Joyful Honda Co. Ltd. | 103000 | &nbsp;&nbsp;1416787 |
| # | JP-Holdings, Inc. | 259300 | &nbsp;&nbsp;1173508 |
| # | JSB Co. Ltd. | 29400 | &nbsp;&nbsp;616081 |
| # | JSP Corp. | 50600 | &nbsp;&nbsp;798115 |
|  | JTEKT Corp. | 451499 | &nbsp;&nbsp;5331230 |
| # | Juki Corp. | 87099 | &nbsp;&nbsp;302745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Juroku Financial <br>Group, Inc.<br>| 139600 | &nbsp;&nbsp;7423224 |
|  | Justsystems Corp. | 105499 | &nbsp;&nbsp;3258525 |
|  | JVCKenwood Corp. | 847570 | &nbsp;&nbsp;6888960 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;K&O Energy Group, <br>Inc.<br>| 59600 | &nbsp;&nbsp;$1635704 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kadoya Sesame Mills, <br>Inc.<br>| 7500 | &nbsp;&nbsp;194289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kaga Electronics Co. <br>Ltd.<br>| 175800 | &nbsp;&nbsp;4415038 |
| # | Kagome Co. Ltd. | 119000 | &nbsp;&nbsp;2107320 |
|  | Kajima Corp. | 516000 | &nbsp;&nbsp;21050610 |
|  | Kakaku.com, Inc. | 366400 | &nbsp;&nbsp;5000688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kaken Pharmaceutical <br>Co. Ltd.<br>| 73400 | &nbsp;&nbsp;1929213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kakiyasu Honten Co. <br>Ltd.<br>| 8000 | &nbsp;&nbsp;142567 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kamakura Shinsho <br>Ltd.<br>| 60200 | &nbsp;&nbsp;225444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kameda Seika Co. <br>Ltd.<br>| 27000 | &nbsp;&nbsp;680847 |
|  | Kamei Corp. | 112500 | &nbsp;&nbsp;2246308 |
|  | Kamigumi Co. Ltd. | 279000 | &nbsp;&nbsp;9763826 |
| # | Kanaden Corp. | 81200 | &nbsp;&nbsp;1119834 |
|  | Kanadevia Corp. | 835500 | &nbsp;&nbsp;5516565 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kanagawa Chuo <br>Kotsu Co. Ltd.<br>| 19800 | &nbsp;&nbsp;470216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kanamic Network Co. <br>Ltd.<br>| 79400 | &nbsp;&nbsp;253371 |
|  | Kanamoto Co. Ltd. | 114259 | &nbsp;&nbsp;2755812 |
|  | Kandenko Co. Ltd. | 341600 | &nbsp;&nbsp;12298413 |
|  | Kaneka Corp. | 132200 | &nbsp;&nbsp;4008812 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kaneko Seeds Co. <br>Ltd.<br>| 20100 | &nbsp;&nbsp;193314 |
|  | Kanematsu Corp. | 840800 | &nbsp;&nbsp;11043640 |
|  | Kanemi Co. Ltd. | 3400 | &nbsp;&nbsp;77452 |
| # | Kanro, Inc. | 52200 | &nbsp;&nbsp;544984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kansai Electric Power <br>Co., Inc. <br>| 786600 | &nbsp;&nbsp;12550146 |
|  | Kansai Paint Co. Ltd. | 543600 | &nbsp;&nbsp;8675512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kanto Denka Kogyo <br>Co. Ltd.<br>| 161218 | &nbsp;&nbsp;1348953 |
|  | Kao Corp. | 432900 | &nbsp;&nbsp;17317068 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kappa Create Co. <br>Ltd.<br>| 20900 | &nbsp;&nbsp;213144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Katakura Industries <br>Co. Ltd.<br>| 108400 | &nbsp;&nbsp;2060786 |
|  | Katitas Co. Ltd. | 158977 | &nbsp;&nbsp;3141157 |
|  | Kato Sangyo Co. Ltd. | 84900 | &nbsp;&nbsp;3573523 |
|  | Kato Works Co. Ltd. | 26326 | &nbsp;&nbsp;232909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kawada Technologies, <br>Inc.<br>| 76400 | &nbsp;&nbsp;2313689 |
|  | Kawaden Corp. | 8500 | &nbsp;&nbsp;113271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kawagishi Bridge <br>Works Co. Ltd.<br>| 2500 | &nbsp;&nbsp;71264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kawai Musical <br>Instruments <br>Manufacturing Co. <br>Ltd.<br>| 18200 | &nbsp;&nbsp;318759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kawasaki Heavy <br>Industries Ltd.<br>| 156600 | &nbsp;&nbsp;13072371 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kawasaki Kisen <br>Kaisha Ltd.<br>| 555798 | &nbsp;&nbsp;$8031314 |
|  | KDDI Corp. | 3424200 | &nbsp;&nbsp;57814110 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;KeePer Technical <br>Laboratory Co. Ltd.<br>| 61300 | &nbsp;&nbsp;1269189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keihan Holdings Co. <br>Ltd.<br>| 328877 | &nbsp;&nbsp;7305587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keihanshin Building <br>Co. Ltd.<br>| 109800 | &nbsp;&nbsp;1361618 |
|  | Keihin Co. Ltd. | 9500 | &nbsp;&nbsp;179459 |
|  | Keikyu Corp. | 362600 | &nbsp;&nbsp;3563748 |
|  | Keio Corp. | 145200 | &nbsp;&nbsp;3621484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keisei Electric Railway <br>Co. Ltd.<br>| 497940 | &nbsp;&nbsp;3934776 |
|  | KEIWA, Inc. | 33500 | &nbsp;&nbsp;287610 |
|  | Keiyo Bank Ltd. | 588355 | &nbsp;&nbsp;7069147 |
|  | Keiyo Gas Co. Ltd. | 1300 | &nbsp;&nbsp;9893 |
|  | KEL Corp. | 9400 | &nbsp;&nbsp;92436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kenko Mayonnaise <br>Co. Ltd.<br>| 21930 | &nbsp;&nbsp;284315 |
|  | Kewpie Corp. | 230400 | &nbsp;&nbsp;6465920 |
|  | Keyence Corp. | 42520 | &nbsp;&nbsp;15598903 |
|  | KH Neochem Co. Ltd. | 117299 | &nbsp;&nbsp;1929405 |
| # | Kibun Foods, Inc. | 31100 | &nbsp;&nbsp;221391 |
|  | Kikkoman Corp. | 725550 | &nbsp;&nbsp;6563009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kimura Chemical <br>Plants Co. Ltd.<br>| 73400 | &nbsp;&nbsp;599755 |
|  | Kimura Kohki Co. Ltd. | 200 | &nbsp;&nbsp;16524 |
|  | Kimura Unity Co. Ltd. | 34000 | &nbsp;&nbsp;201102 |
|  | Kinden Corp. | 299400 | &nbsp;&nbsp;13248431 |
| # | King Jim Co. Ltd. | 9300 | &nbsp;&nbsp;48874 |
| # | Kinjiro Co. Ltd. | 25500 | &nbsp;&nbsp;178454 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kintetsu Department <br>Store Co. Ltd.<br>| 31100 | &nbsp;&nbsp;365369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kintetsu Group <br>Holdings Co. Ltd.<br>| 240423 | &nbsp;&nbsp;4989697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kirin Holdings Co. <br>Ltd.<br>| 746180 | &nbsp;&nbsp;11601042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kissei Pharmaceutical <br>Co. Ltd.<br>| 149300 | &nbsp;&nbsp;4446909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ki-Star Real Estate <br>Co. Ltd.<br>| 46800 | &nbsp;&nbsp;1914339 |
|  | Kitagawa Corp. | 33481 | &nbsp;&nbsp;383357 |
|  | Kita-Nippon Bank Ltd. | 38400 | &nbsp;&nbsp;1166662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kitano Construction <br>Corp.<br>| 60400 | &nbsp;&nbsp;605926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kitoku Shinryo Co. <br>Ltd.<br>| 3400 | &nbsp;&nbsp;56304 |
|  | Kitz Corp. | 374100 | &nbsp;&nbsp;4882591 |
|  | Kiyo Bank Ltd. | 464500 | &nbsp;&nbsp;11343908 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;KNT-CT Holdings Co. <br>Ltd.<br>| 30400 | &nbsp;&nbsp;343360 |
| # | Koa Corp. | 91021 | &nbsp;&nbsp;917215 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Koa Shoji Holdings <br>Co. Ltd.<br>| 31800 | &nbsp;&nbsp;172669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koatsu Gas Kogyo <br>Co. Ltd.<br>| 137686 | &nbsp;&nbsp;999377 |
|  | Kobe Bussan Co. Ltd. | 158199 | &nbsp;&nbsp;3866301 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kobe Electric Railway <br>Co. Ltd.<br>| 8100 | &nbsp;&nbsp;$129654 |
|  | Kobe Steel Ltd. | 1343982 | &nbsp;&nbsp;19346361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koei Tecmo Holdings <br>Co. Ltd.<br>| 42700 | &nbsp;&nbsp;473633 |
|  | Kohnan Shoji Co. Ltd. | 121800 | &nbsp;&nbsp;3065318 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kohoku Kogyo Co. <br>Ltd.<br>| 8700 | &nbsp;&nbsp;180832 |
|  | Kohsoku Corp. | 39800 | &nbsp;&nbsp;773752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koike Sanso Kogyo <br>Co. Ltd.<br>| 17700 | &nbsp;&nbsp;214995 |
| # | Koike-ya, Inc. | 4500 | &nbsp;&nbsp;134679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koito Manufacturing <br>Co. Ltd.<br>| 583899 | &nbsp;&nbsp;9141059 |
| # | Kojima Co. Ltd. | 160400 | &nbsp;&nbsp;1296023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kokusai Electric <br>Corp.<br>| 369600 | &nbsp;&nbsp;15344424 |
|  | Kokuyo Co. Ltd. | 1175356 | &nbsp;&nbsp;6886359 |
|  | Komatsu Ltd. | 1366800 | &nbsp;&nbsp;52314528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Komatsu Matere Co. <br>Ltd.<br>| 108600 | &nbsp;&nbsp;610377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Komatsu Wall Industry <br>Co. Ltd.<br>| 74700 | &nbsp;&nbsp;1370940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KOMEDA Holdings <br>Co. Ltd.<br>| 206000 | &nbsp;&nbsp;3776457 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Komehyo Holdings <br>Co. Ltd.<br>| 34900 | &nbsp;&nbsp;753403 |
|  | Komeri Co. Ltd. | 97100 | &nbsp;&nbsp;2071995 |
|  | Komori Corp. | 157613 | &nbsp;&nbsp;1710797 |
|  | Konaka Co. Ltd. | 26580 | &nbsp;&nbsp;42968 |
|  | Konami Group Corp. | 120262 | &nbsp;&nbsp;17561042 |
| # | Kondotec, Inc. | 72200 | &nbsp;&nbsp;696271 |
|  | Konica Minolta, Inc. | 1944700 | &nbsp;&nbsp;8512418 |
|  | Konishi Co. Ltd. | 218500 | &nbsp;&nbsp;1843199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Konoike Transport Co. <br>Ltd.<br>| 117400 | &nbsp;&nbsp;2526803 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Konoshima Chemical <br>Co. Ltd.<br>| 23500 | &nbsp;&nbsp;247933 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kosaido Holdings Co. <br>Ltd.<br>| 345800 | &nbsp;&nbsp;1116107 |
|  | Kose Holdings Corp. | 82800 | &nbsp;&nbsp;2953979 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Koshidaka Holdings <br>Co. Ltd.<br>| 225524 | &nbsp;&nbsp;1741311 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kotobuki Spirits Co. <br>Ltd.<br>| 325699 | &nbsp;&nbsp;3782617 |
| \* | Kourakuen Corp. | 14500 | &nbsp;&nbsp;105529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kozo Keikaku <br>Engineering <br>Holdings, Inc.<br>| 19500 | &nbsp;&nbsp;394690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KPP Group Holdings <br>Co. Ltd.<br>| 160400 | &nbsp;&nbsp;916751 |
|  | Kraftia Corp. | 176800 | &nbsp;&nbsp;9220419 |
|  | Krosaki Harima Corp. | 110000 | &nbsp;&nbsp;2984630 |
| # | KRS Corp. | 58467 | &nbsp;&nbsp;1129302 |
|  | K's Holdings Corp. | 713580 | &nbsp;&nbsp;7421156 |
|  | KSK Co. Ltd. | 700 | &nbsp;&nbsp;19824 |
|  | KU Holdings Co. Ltd. | 37200 | &nbsp;&nbsp;302838 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kubota Corp. (6326 <br>JP)<br>| 830699 | &nbsp;&nbsp;$12727687 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kubota Corp. (KUBTY <br>US), Sponsored <br>ADR<br>| 39134 | &nbsp;&nbsp;3005687 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kumagai Gumi Co. <br>Ltd.<br>| 778800 | &nbsp;&nbsp;8740569 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kumiai Chemical <br>Industry Co. Ltd.<br>| 165565 | &nbsp;&nbsp;753210 |
|  | Kura Sushi, Inc. | 33699 | &nbsp;&nbsp;741327 |
|  | Kurabo Industries Ltd. | 66814 | &nbsp;&nbsp;3925158 |
|  | Kuraray Co. Ltd. | 1007200 | &nbsp;&nbsp;10873237 |
|  | Kureha Corp. | 216200 | &nbsp;&nbsp;6139921 |
| # | Kurimoto Ltd. | 250000 | &nbsp;&nbsp;2776362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kurita Water <br>Industries Ltd.<br>| 285700 | &nbsp;&nbsp;14290649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuriyama Holdings <br>Corp.<br>| 66800 | &nbsp;&nbsp;734608 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kushikatsu Tanaka <br>Holdings Co.<br>| 15700 | &nbsp;&nbsp;184873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kusuri No. Aoki <br>Holdings Co. Ltd.<br>| 206300 | &nbsp;&nbsp;5407164 |
|  | KYB Corp. | 194400 | &nbsp;&nbsp;5523034 |
|  | Kyocera Corp. | 1536620 | &nbsp;&nbsp;23053611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyodo Printing Co. <br>Ltd.<br>| 145700 | &nbsp;&nbsp;1542240 |
|  | Kyoei Steel Ltd. | 70876 | &nbsp;&nbsp;1142344 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kyokuto Boeki Kaisha <br>Ltd.<br>| 45618 | &nbsp;&nbsp;565040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyokuto Kaihatsu <br>Kogyo Co. Ltd.<br>| 152200 | &nbsp;&nbsp;3251103 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kyokuto Securities <br>Co. Ltd.<br>| 67443 | &nbsp;&nbsp;754022 |
|  | Kyokuyo Co. Ltd. | 45500 | &nbsp;&nbsp;1514739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyorin Pharmaceutical <br>Co. Ltd.<br>| 88200 | &nbsp;&nbsp;925711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyoritsu Maintenance <br>Co. Ltd.<br>| 229599 | &nbsp;&nbsp;4175000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyosan Electric <br>Manufacturing Co. <br>Ltd.<br>| 144000 | &nbsp;&nbsp;626608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyoto Financial <br>Group, Inc.<br>| 480644 | &nbsp;&nbsp;11611547 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kyowa Electronic <br>Instruments Co. <br>Ltd.<br>| 37700 | &nbsp;&nbsp;180845 |
|  | Kyowa Kirin Co. Ltd. | 179763 | &nbsp;&nbsp;2918290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyowa Leather Cloth <br>Co. Ltd.<br>| 38524 | &nbsp;&nbsp;271503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyushu Electric Power <br>Co., Inc.<br>| 586800 | &nbsp;&nbsp;6532203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyushu Financial <br>Group, Inc.<br>| 1198848 | &nbsp;&nbsp;8986399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyushu Leasing <br>Service Co. Ltd.<br>| 3300 | &nbsp;&nbsp;30697 |
|  | Kyushu Railway Co. | 186700 | &nbsp;&nbsp;4754408 |
| # | LA Holdings Co. Ltd. | 23200 | &nbsp;&nbsp;1499612 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | Lacto Japan Co. Ltd. | 43000 | &nbsp;&nbsp;$979224 |
|  | Lasertec Corp. | 82300 | &nbsp;&nbsp;18907387 |
| # | LEC, Inc. | 87800 | &nbsp;&nbsp;584637 |
|  | Leopalace21 Corp. | 701200 | &nbsp;&nbsp;3134546 |
|  | Life Corp. | 229500 | &nbsp;&nbsp;3787773 |
|  | Lifedrink Co., Inc. | 148700 | &nbsp;&nbsp;1559293 |
| # | LIFULL Co. Ltd. | 170600 | &nbsp;&nbsp;193731 |
| # | LIKE, Inc. | 22100 | &nbsp;&nbsp;218493 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Link & Motivation, <br>Inc.<br>| 161700 | &nbsp;&nbsp;526907 |
|  | Lintec Corp. | 174200 | &nbsp;&nbsp;5374535 |
|  | Lion Corp. | 758001 | &nbsp;&nbsp;8125719 |
| # | LITALICO, Inc. | 63300 | &nbsp;&nbsp;486993 |
|  | Lixil Corp. | 581219 | &nbsp;&nbsp;6667585 |
|  | Loadstar Capital KK | 25800 | &nbsp;&nbsp;503035 |
| # | Look Holdings, Inc. | 31700 | &nbsp;&nbsp;505965 |
|  | Luckland Co. Ltd. | 1900 | &nbsp;&nbsp;22391 |
|  | LY Corp. | 3464283 | &nbsp;&nbsp;8870019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;M&A Capital Partners <br>Co. Ltd.<br>| 48600 | &nbsp;&nbsp;989924 |
| # | M3, Inc. | 423859 | &nbsp;&nbsp;5230010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mabuchi Motor Co. <br>Ltd.<br>| 430700 | &nbsp;&nbsp;4045950 |
| # | Macbee Planet, Inc. | 8900 | &nbsp;&nbsp;84760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Macnica Holdings, <br>Inc.<br>| 483050 | &nbsp;&nbsp;8282171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maeda Kosen Co. <br>Ltd.<br>| 203200 | &nbsp;&nbsp;2431944 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Maezawa Industries, <br>Inc.<br>| 51900 | &nbsp;&nbsp;704773 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Maezawa Kasei <br>Industries Co. Ltd.<br>| 55800 | &nbsp;&nbsp;831943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maezawa Kyuso <br>Industries Co. Ltd.<br>| 82500 | &nbsp;&nbsp;872591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Makino Milling <br>Machine Co. Ltd.<br>| 113188 | &nbsp;&nbsp;8341604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Makita Corp. (6586 <br>JP)<br>| 237591 | &nbsp;&nbsp;8255228 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Makita Corp. (MKTAY <br>US), Sponsored <br>ADR<br>| 800 | &nbsp;&nbsp;28008 |
|  | Mamiya-Op Co. Ltd. | 2300 | &nbsp;&nbsp;25385 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mammy Mart Holdings <br>Corp.<br>| 34000 | &nbsp;&nbsp;310052 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Management <br>Solutions Co. Ltd.<br>| 22600 | &nbsp;&nbsp;190394 |
|  | Mandom Corp. | 144200 | &nbsp;&nbsp;2956100 |
| # | Mani, Inc. | 186700 | &nbsp;&nbsp;1841943 |
|  | MarkLines Co. Ltd. | 42900 | &nbsp;&nbsp;433569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mars Group Holdings <br>Corp.<br>| 34500 | &nbsp;&nbsp;727836 |
|  | Marubeni Corp. | 759159 | &nbsp;&nbsp;25164715 |
|  | Marubun Corp. | 71100 | &nbsp;&nbsp;630300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marudai Food Co. <br>Ltd.<br>| 102514 | &nbsp;&nbsp;1520237 |
|  | Maruha Nichiro Corp. | 479488 | &nbsp;&nbsp;4318499 |
|  | Marui Group Co. Ltd. | 465900 | &nbsp;&nbsp;9117619 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maruichi Steel Tube <br>Ltd.<br>| 632700 | &nbsp;&nbsp;$6269342 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Marusan Securities <br>Co. Ltd.<br>| 174800 | &nbsp;&nbsp;1195048 |
|  | Maruwa Co. Ltd. | 23000 | &nbsp;&nbsp;7071515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maruyama <br>Manufacturing Co., <br>Inc.<br>| 2200 | &nbsp;&nbsp;33847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maruzen CHI Holdings <br>Co. Ltd.<br>| 59900 | &nbsp;&nbsp;129343 |
| # | Maruzen Co. Ltd. | 26400 | &nbsp;&nbsp;632046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maruzen Showa Unyu <br>Co. Ltd.<br>| 57400 | &nbsp;&nbsp;3122640 |
| # | Marvelous, Inc. | 42500 | &nbsp;&nbsp;131937 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Matching Service <br>Japan Co. Ltd.<br>| 21800 | &nbsp;&nbsp;148423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Matsuda Sangyo Co. <br>Ltd.<br>| 63362 | &nbsp;&nbsp;2517007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Matsui Construction <br>Co. Ltd.<br>| 74400 | &nbsp;&nbsp;721679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Matsui Securities Co. <br>Ltd.<br>| 262200 | &nbsp;&nbsp;1542652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MatsukiyoCocokara & <br>Co.<br>| 671155 | &nbsp;&nbsp;10751134 |
|  | Matsuoka Corp. | 10400 | &nbsp;&nbsp;170253 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Matsuyafoods <br>Holdings Co. Ltd.<br>| 26200 | &nbsp;&nbsp;1116832 |
|  | Max Co. Ltd. | 82700 | &nbsp;&nbsp;3497075 |
|  | Maxell Ltd. | 247542 | &nbsp;&nbsp;3561137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maxvalu Tokai Co. <br>Ltd.<br>| 30300 | &nbsp;&nbsp;734066 |
| # | Mazda Motor Corp. | 912241 | &nbsp;&nbsp;7020016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;McDonald's Holdings <br>Co. Japan Ltd.<br>| 162500 | &nbsp;&nbsp;7046566 |
|  | MCJ Co. Ltd. | 369300 | &nbsp;&nbsp;3763307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mebuki Financial <br>Group, Inc.<br>| 3021591 | &nbsp;&nbsp;22795473 |
|  | MEC Co. Ltd. | 52600 | &nbsp;&nbsp;1888457 |
| # | Media Do Co. Ltd. | 13617 | &nbsp;&nbsp;144439 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Medical System <br>Network Co. Ltd.<br>| 44600 | &nbsp;&nbsp;150102 |
|  | Medikit Co. Ltd. | 3300 | &nbsp;&nbsp;63680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Medipal Holdings <br>Corp.<br>| 397400 | &nbsp;&nbsp;7202619 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Medius Holdings Co. <br>Ltd.<br>| 23100 | &nbsp;&nbsp;122575 |
| #\* | Medley, Inc. | 34100 | &nbsp;&nbsp;526587 |
|  | Megachips Corp. | 16700 | &nbsp;&nbsp;914689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Megmilk Snow Brand <br>Co. Ltd.<br>| 135100 | &nbsp;&nbsp;2942336 |
|  | Meidensha Corp. | 165300 | &nbsp;&nbsp;6478169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meiho Facility Works <br>Ltd.<br>| 19600 | &nbsp;&nbsp;138994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meiji Electric <br>Industries Co. Ltd.<br>| 21500 | &nbsp;&nbsp;327727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MEIJI Holdings Co. <br>Ltd.<br>| 500140 | &nbsp;&nbsp;11734304 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Meiji Shipping Group <br>Co. Ltd.<br>| 60800 | &nbsp;&nbsp;$281797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meiko Electronics Co. <br>Ltd.<br>| 126300 | &nbsp;&nbsp;10357921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meiko Network Japan <br>Co. Ltd.<br>| 2900 | &nbsp;&nbsp;13327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meisei Industrial Co. <br>Ltd.<br>| 139200 | &nbsp;&nbsp;1551238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MEITEC Group <br>Holdings, Inc.<br>| 334900 | &nbsp;&nbsp;7491337 |
| # | Meito Co. Ltd. | 33800 | &nbsp;&nbsp;561239 |
|  | Meiwa Corp. | 106000 | &nbsp;&nbsp;633827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meiwa Estate Co. <br>Ltd.<br>| 47300 | &nbsp;&nbsp;349330 |
|  | Members Co. Ltd. | 3800 | &nbsp;&nbsp;34723 |
| # | Menicon Co. Ltd. | 234999 | &nbsp;&nbsp;2464373 |
| \* | Mercari, Inc. | 328299 | &nbsp;&nbsp;7285700 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mercuria Holdings Co. <br>Ltd.<br>| 15400 | &nbsp;&nbsp;82429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;METAWATER Co. <br>Ltd.<br>| 60400 | &nbsp;&nbsp;1293697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Micronics Japan Co. <br>Ltd.<br>| 97900 | &nbsp;&nbsp;5660442 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Midac Holdings Co. <br>Ltd.<br>| 30000 | &nbsp;&nbsp;388309 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mie Kotsu Group <br>Holdings, Inc.<br>| 182461 | &nbsp;&nbsp;653639 |
| # | Migalo Holdings, Inc. | 32800 | &nbsp;&nbsp;89777 |
|  | Mikuni Corp. | 59378 | &nbsp;&nbsp;148768 |
|  | Milbon Co. Ltd. | 35472 | &nbsp;&nbsp;582802 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;MIMAKI <br>ENGINEERING Co. <br>Ltd.<br>| 87300 | &nbsp;&nbsp;998218 |
|  | Minebea Mitsumi, Inc. | 793725 | &nbsp;&nbsp;16221306 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mirai Industry Co. <br>Ltd.<br>| 13100 | &nbsp;&nbsp;283797 |
| # | Miraial Co. Ltd. | 15400 | &nbsp;&nbsp;127261 |
|  | Mirait One Corp. | 359210 | &nbsp;&nbsp;8619552 |
| # | Mirarth Holdings, Inc. | 257300 | &nbsp;&nbsp;656837 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Miroku Jyoho Service <br>Co. Ltd.<br>| 48000 | &nbsp;&nbsp;599474 |
|  | MISUMI Group, Inc. | 357500 | &nbsp;&nbsp;5909577 |
|  | Mitachi Co. Ltd. | 3800 | &nbsp;&nbsp;52830 |
|  | Mitani Corp. | 141600 | &nbsp;&nbsp;2180914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitani Sekisan Co. <br>Ltd.<br>| 12100 | &nbsp;&nbsp;599175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mito Securities Co. <br>Ltd.<br>| 286700 | &nbsp;&nbsp;1116444 |
| # | Mitsuba Corp. | 138600 | &nbsp;&nbsp;1171280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Chemical <br>Group Corp.<br>| 4275560 | &nbsp;&nbsp;28228101 |
|  | Mitsubishi Corp. | 1678800 | &nbsp;&nbsp;44599553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Electric <br>Corp.<br>| 771600 | &nbsp;&nbsp;24121675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Estate Co. <br>Ltd.<br>| 594720 | &nbsp;&nbsp;15156983 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Gas <br>Chemical Co., Inc.<br>| 398800 | &nbsp;&nbsp;$7911273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi HC Capital, <br>Inc.<br>| 3511270 | &nbsp;&nbsp;30642638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Heavy <br>Industries Ltd.<br>| 853000 | &nbsp;&nbsp;25115673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Kakoki <br>Kaisha Ltd.<br>| 89100 | &nbsp;&nbsp;1891740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Logisnext <br>Co. Ltd.<br>| 181500 | &nbsp;&nbsp;1837760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Logistics <br>Corp.<br>| 665495 | &nbsp;&nbsp;5684628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Materials <br>Corp.<br>| 480278 | &nbsp;&nbsp;13814763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Motors <br>Corp.<br>| 1210999 | &nbsp;&nbsp;2977029 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Paper Mills <br>Ltd.<br>| 74400 | &nbsp;&nbsp;321217 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Pencil Co. <br>Ltd.<br>| 87000 | &nbsp;&nbsp;1290567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Research <br>Institute, Inc.<br>| 36700 | &nbsp;&nbsp;1152625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Steel <br>Manufacturing Co. <br>Ltd.<br>| 23500 | &nbsp;&nbsp;285635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ <br>Financial Group, <br>Inc. (8306 JP)<br>| 6195400 | &nbsp;&nbsp;112200888 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ <br>Financial Group, <br>Inc. (MUFG US), <br>Sponsored ADR<br>| 563089 | &nbsp;&nbsp;10163756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsuboshi Belting <br>Ltd.<br>| 97400 | &nbsp;&nbsp;2537385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsui & Co. Ltd. <br>(8031 JP)<br>| 1170590 | &nbsp;&nbsp;38237362 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mitsui & Co. Ltd. <br>(MITSY US), <br>Sponsored ADR<br>| 18547 | &nbsp;&nbsp;12164421 |
|  | Mitsui Chemicals, Inc. | 798278 | &nbsp;&nbsp;11663695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsui DM Sugar Co. <br>Ltd.<br>| 78900 | &nbsp;&nbsp;1715051 |
|  | Mitsui E&S Co. Ltd. | 386519 | &nbsp;&nbsp;17176532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsui Fudosan Co. <br>Ltd.<br>| 1418500 | &nbsp;&nbsp;16265800 |
| # | Mitsui High-Tec, Inc. | 425000 | &nbsp;&nbsp;2055090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsui Kinzoku Co. <br>Ltd.<br>| 237400 | &nbsp;&nbsp;30982798 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mitsui Matsushima <br>Holdings Co. Ltd.<br>| 248500 | &nbsp;&nbsp;2297688 |
| # | Mitsui OSK Lines Ltd. | 562700 | &nbsp;&nbsp;17637797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsui-Soko Holdings <br>Co. Ltd.<br>| 362400 | &nbsp;&nbsp;8476932 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mitsuuroko Group <br>Holdings Co. Ltd.<br>| 128700 | &nbsp;&nbsp;1810333 |
|  | Miura Co. Ltd. | 272700 | &nbsp;&nbsp;5607272 |
|  | MIXI, Inc. | 98100 | &nbsp;&nbsp;1726898 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Miyaji Engineering <br>Group, Inc.<br>| 108000 | &nbsp;&nbsp;$1360421 |
| # | Miyazaki Bank Ltd. | 101900 | &nbsp;&nbsp;5136284 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Miyoshi Oil & Fat Co. <br>Ltd.<br>| 31045 | &nbsp;&nbsp;500718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mizuho Financial <br>Group, Inc. (8411 <br>JP)<br>| 1707696 | &nbsp;&nbsp;74144584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mizuho Leasing Co. <br>Ltd.<br>| 803600 | &nbsp;&nbsp;7419392 |
| # | Mizuho Medy Co. Ltd. | 50200 | &nbsp;&nbsp;578904 |
|  | Mizuno Corp. | 276963 | &nbsp;&nbsp;5738181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mochida <br>Pharmaceutical Co. <br>Ltd.<br>| 55948 | &nbsp;&nbsp;1311604 |
|  | Modec, Inc. | 31200 | &nbsp;&nbsp;3042544 |
|  | Monogatari Corp. | 122600 | &nbsp;&nbsp;3292012 |
|  | MonotaRO Co. Ltd. | 364300 | &nbsp;&nbsp;4914023 |
| # | MORESCO Corp. | 5000 | &nbsp;&nbsp;61168 |
|  | Morinaga & Co. Ltd. | 325800 | &nbsp;&nbsp;5697854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morinaga Milk Industry <br>Co. Ltd.<br>| 365600 | &nbsp;&nbsp;9441223 |
|  | Moriroku Co. Ltd. | 24662 | &nbsp;&nbsp;387484 |
|  | Morita Holdings Corp. | 133600 | &nbsp;&nbsp;2423522 |
|  | Morito Co. Ltd. | 74100 | &nbsp;&nbsp;863270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Moriya Transportation <br>Engineering & <br>Manufacturing Co. <br>Ltd.<br>| 12900 | &nbsp;&nbsp;420487 |
|  | Morozoff Ltd. | 36994 | &nbsp;&nbsp;371860 |
|  | Mory Industries, Inc. | 114000 | &nbsp;&nbsp;739431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MOS Food Services, <br>Inc.<br>| 37900 | &nbsp;&nbsp;1032472 |
|  | MrMax Holdings Ltd. | 118300 | &nbsp;&nbsp;601422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MS&AD Insurance <br>Group Holdings, <br>Inc.<br>| 1195522 | &nbsp;&nbsp;30458985 |
|  | MTG Co. Ltd. | 27900 | &nbsp;&nbsp;762812 |
| # | MTI Ltd. | 30800 | &nbsp;&nbsp;146625 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mugen Estate Co. <br>Ltd.<br>| 57251 | &nbsp;&nbsp;772891 |
|  | m-up Holdings, Inc. | 223400 | &nbsp;&nbsp;1193721 |
| # | Murakami Corp. | 2100 | &nbsp;&nbsp;88164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Murata Manufacturing <br>Co. Ltd.<br>| 652560 | &nbsp;&nbsp;13257115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Musashi Seimitsu <br>Industry Co. Ltd.<br>| 245800 | &nbsp;&nbsp;4350093 |
|  | Musashino Bank Ltd. | 143301 | &nbsp;&nbsp;5114231 |
|  | Muto Seiko Co. | 6100 | &nbsp;&nbsp;88254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mutoh Holdings Co. <br>Ltd.<br>| 5300 | &nbsp;&nbsp;101991 |
|  | Nabtesco Corp. | 46300 | &nbsp;&nbsp;1254621 |
| # | NAC Co. Ltd. | 40500 | &nbsp;&nbsp;142141 |
|  | Nachi-Fujikoshi Corp. | 66564 | &nbsp;&nbsp;2107238 |
|  | Nafco Co. Ltd. | 32200 | &nbsp;&nbsp;453602 |
|  | Nagaileben Co. Ltd. | 3400 | &nbsp;&nbsp;39280 |
| # | Nagano Keiki Co. Ltd. | 62500 | &nbsp;&nbsp;1076763 |
|  | Nagase & Co. Ltd. | 454400 | &nbsp;&nbsp;11810146 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Nagase Brothers, Inc. | 24800 | &nbsp;&nbsp;$425504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nagoya Railroad Co. <br>Ltd.<br>| 343799 | &nbsp;&nbsp;3842400 |
|  | Nakabayashi Co. Ltd. | 135300 | &nbsp;&nbsp;515783 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nakamoto Packs Co. <br>Ltd.<br>| 22000 | &nbsp;&nbsp;282298 |
| # | Nakamuraya Co. Ltd. | 11800 | &nbsp;&nbsp;232998 |
|  | Nakanishi, Inc. | 128400 | &nbsp;&nbsp;1800298 |
| # | Nakano Corp. | 12600 | &nbsp;&nbsp;103092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nakayama Steel <br>Works Ltd.<br>| 78700 | &nbsp;&nbsp;320391 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Namura Shipbuilding <br>Co. Ltd.<br>| 162548 | &nbsp;&nbsp;4431085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nankai Electric <br>Railway Co. Ltd.<br>| 224000 | &nbsp;&nbsp;4147954 |
|  | Nanto Bank Ltd. | 151101 | &nbsp;&nbsp;6521336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Narasaki Sangyo Co. <br>Ltd.<br>| 13400 | &nbsp;&nbsp;344734 |
|  | Nareru Group, Inc. | 900 | &nbsp;&nbsp;13808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nasu Denki Tekko Co. <br>Ltd.<br>| 1000 | &nbsp;&nbsp;114264 |
| # | Natori Co. Ltd. | 25100 | &nbsp;&nbsp;305821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NCD Co. <br>Ltd./Shinagawa<br>| 12900 | &nbsp;&nbsp;267536 |
|  | NCS&A Co. Ltd. | 4700 | &nbsp;&nbsp;47101 |
| \* | NE, Inc. | 20200 | &nbsp;&nbsp;94630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NEC Capital Solutions <br>Ltd.<br>| 53100 | &nbsp;&nbsp;1398286 |
|  | NEC Corp. | 799400 | &nbsp;&nbsp;27099373 |
|  | NEOJAPAN, Inc. | 8200 | &nbsp;&nbsp;94496 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Net Protections <br>Holdings, Inc.<br>| 163700 | &nbsp;&nbsp;507136 |
|  | Neturen Co. Ltd. | 148900 | &nbsp;&nbsp;1272503 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;New Art Holdings Co. <br>Ltd.<br>| 18059 | &nbsp;&nbsp;169934 |
|  | Nexon Co. Ltd. | 180200 | &nbsp;&nbsp;4311140 |
| # | Nextage Co. Ltd. | 189600 | &nbsp;&nbsp;4016715 |
| #\* | NexTone, Inc. | 18500 | &nbsp;&nbsp;202536 |
|  | NGK Insulators Ltd. | 553388 | &nbsp;&nbsp;13258057 |
|  | NH Foods Ltd. | 282399 | &nbsp;&nbsp;12821351 |
|  | NHK Spring Co. Ltd. | 824637 | &nbsp;&nbsp;14986698 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nicca Chemical Co. <br>Ltd.<br>| 36401 | &nbsp;&nbsp;379844 |
|  | Nice Corp. | 22561 | &nbsp;&nbsp;283204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nichia Steel Works <br>Ltd.<br>| 93201 | &nbsp;&nbsp;222637 |
|  | Nichias Corp. | 321500 | &nbsp;&nbsp;16129285 |
| # | Nichiban Co. Ltd. | 42800 | &nbsp;&nbsp;543443 |
|  | Nichicon Corp. | 234700 | &nbsp;&nbsp;2568493 |
|  | Nichiden Corp. | 45600 | &nbsp;&nbsp;744752 |
|  | Nichiha Corp. | 97000 | &nbsp;&nbsp;2135106 |
|  | Nichimo Co. Ltd. | 16959 | &nbsp;&nbsp;276345 |
|  | Nichirei Corp. | 986441 | &nbsp;&nbsp;12240806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nichireki Group Co. <br>Ltd.<br>| 108000 | &nbsp;&nbsp;1683081 |
|  | Nichirin Co. Ltd. | 54130 | &nbsp;&nbsp;1286508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NIDEC Corp. (6594 <br>JP)<br>| 754187 | &nbsp;&nbsp;10788462 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Nifco, Inc. | 304300 | &nbsp;&nbsp;$9474065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon Dempa Kogyo <br>Co. Ltd.<br>| 51300 | &nbsp;&nbsp;339618 |
| # | Nihon Dengi Co. Ltd. | 15900 | &nbsp;&nbsp;1088930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon Denkei Co. <br>Ltd.<br>| 27100 | &nbsp;&nbsp;413507 |
|  | Nihon Flush Co. Ltd. | 44200 | &nbsp;&nbsp;234720 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nihon House Holdings <br>Co. Ltd.<br>| 107477 | &nbsp;&nbsp;225966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon Kagaku Sangyo <br>Co. Ltd.<br>| 53700 | &nbsp;&nbsp;918640 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nihon M&A Center <br>Holdings, Inc.<br>| 903199 | &nbsp;&nbsp;4148081 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nihon Nohyaku Co. <br>Ltd.<br>| 195000 | &nbsp;&nbsp;1280184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon Parkerizing Co. <br>Ltd.<br>| 255300 | &nbsp;&nbsp;2433732 |
| # | Nihon Seiko Co. Ltd. | 1100 | &nbsp;&nbsp;91204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon Tokushu Toryo <br>Co. Ltd.<br>| 76300 | &nbsp;&nbsp;1155745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon Yamamura <br>Glass Co. Ltd.<br>| 15600 | &nbsp;&nbsp;311570 |
|  | Niitaka Co. Ltd. | 8200 | &nbsp;&nbsp;129847 |
|  | Nikkiso Co. Ltd. | 192700 | &nbsp;&nbsp;2222877 |
| # | Nikko Co. Ltd. | 101900 | &nbsp;&nbsp;537159 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nikkon Holdings Co. <br>Ltd.<br>| 483800 | &nbsp;&nbsp;11468738 |
| # | Nikon Corp. | 587200 | &nbsp;&nbsp;7390891 |
|  | Nintendo Co. Ltd. | 151711 | &nbsp;&nbsp;9394781 |
|  | Nippi, Inc. | 8500 | &nbsp;&nbsp;771863 |
|  | Nippn Corp. | 239800 | &nbsp;&nbsp;4093501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Air <br>Conditioning <br>Services Co. Ltd.<br>| 91700 | &nbsp;&nbsp;877303 |
|  | Nippon Aqua Co. Ltd. | 45400 | &nbsp;&nbsp;259728 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Avionics Co. <br>Ltd.<br>| 26000 | &nbsp;&nbsp;858255 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Beet Sugar <br>Manufacturing Co. <br>Ltd.<br>| 51541 | &nbsp;&nbsp;1381433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Carbide <br>Industries Co., Inc.<br>| 30000 | &nbsp;&nbsp;527030 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Carbon Co. <br>Ltd.<br>| 21600 | &nbsp;&nbsp;643664 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Chemical <br>Industrial Co. Ltd.<br>| 31700 | &nbsp;&nbsp;670631 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Chemi-Con <br>Corp.<br>| 45200 | &nbsp;&nbsp;438790 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Coke & <br>Engineering Co. <br>Ltd.<br>| 505855 | &nbsp;&nbsp;359629 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Concrete <br>Industries Co. Ltd.<br>| 172401 | &nbsp;&nbsp;383159 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Denko Co. <br>Ltd.<br>| 486350 | &nbsp;&nbsp;1209264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Densetsu <br>Kogyo Co. Ltd.<br>| 116300 | &nbsp;&nbsp;2623290 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Dry-Chemical <br>Co. Ltd.<br>| 6200 | &nbsp;&nbsp;$430842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Electric Glass <br>Co. Ltd.<br>| 325401 | &nbsp;&nbsp;14151682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Express <br>Holdings, Inc.<br>| 824028 | &nbsp;&nbsp;18717490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Fine Chemical <br>Co. Ltd.<br>| 43300 | &nbsp;&nbsp;734270 |
|  | Nippon Gas Co. Ltd. | 544500 | &nbsp;&nbsp;10326456 |
|  | Nippon Hume Corp. | 201200 | &nbsp;&nbsp;2088826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Kayaku Co. <br>Ltd.<br>| 421100 | &nbsp;&nbsp;4893875 |
| # | Nippon Kodoshi Corp. | 17900 | &nbsp;&nbsp;389676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Light Metal <br>Holdings Co. Ltd.<br>| 173028 | &nbsp;&nbsp;3052582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Paint Holdings <br>Co. Ltd.<br>| 905100 | &nbsp;&nbsp;6009881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Paper <br>Industries Co. Ltd.<br>| 225696 | &nbsp;&nbsp;1713814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Parking <br>Development Co. <br>Ltd.<br>| 932000 | &nbsp;&nbsp;1719380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Rietec Co. <br>Ltd.<br>| 19200 | &nbsp;&nbsp;276874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Sanso <br>Holdings Corp.<br>| 348000 | &nbsp;&nbsp;10559412 |
|  | Nippon Seiki Co. Ltd. | 250400 | &nbsp;&nbsp;4055261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Seisen Co. <br>Ltd.<br>| 41500 | &nbsp;&nbsp;336862 |
|  | Nippon Sharyo Ltd. | 18599 | &nbsp;&nbsp;442098 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Sheet Glass <br>Co. Ltd.<br>| 348960 | &nbsp;&nbsp;1550408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Shinyaku Co. <br>Ltd.<br>| 121194 | &nbsp;&nbsp;4045442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Shokubai Co. <br>Ltd.<br>| 399418 | &nbsp;&nbsp;5752729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Signal Co. <br>Ltd.<br>| 253050 | &nbsp;&nbsp;2170013 |
|  | Nippon Soda Co. Ltd. | 219200 | &nbsp;&nbsp;5231259 |
|  | Nippon Steel Corp. | 5296890 | &nbsp;&nbsp;22072419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Television <br>Holdings, Inc.<br>| 58700 | &nbsp;&nbsp;1410785 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Thompson Co. <br>Ltd.<br>| 323800 | &nbsp;&nbsp;1925635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Yakin Kogyo <br>Co. Ltd.<br>| 64160 | &nbsp;&nbsp;1985912 |
|  | Nippon Yusen KK | 721690 | &nbsp;&nbsp;23718242 |
|  | Nipro Corp. | 664301 | &nbsp;&nbsp;6104703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nishikawa Rubber Co. <br>Ltd.<br>| 6800 | &nbsp;&nbsp;162225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nishimatsu <br>Construction Co. <br>Ltd.<br>| 150000 | &nbsp;&nbsp;5581925 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nishimatsuya Chain <br>Co. Ltd.<br>| 47200 | &nbsp;&nbsp;652922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nishi-Nippon Financial <br>Holdings, Inc.<br>| 635014 | &nbsp;&nbsp;15380696 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nishi-Nippon Railroad <br>Co. Ltd.<br>| 111400 | &nbsp;&nbsp;$2051578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nishio Holdings Co. <br>Ltd.<br>| 71500 | &nbsp;&nbsp;2221169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nissan Chemical <br>Corp.<br>| 324030 | &nbsp;&nbsp;11169148 |
| \* | Nissan Motor Co. Ltd. | 1653813 | &nbsp;&nbsp;4030944 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nissan Shatai Co. <br>Ltd.<br>| 194600 | &nbsp;&nbsp;1251376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nissan Tokyo Sales <br>Holdings Co. Ltd.<br>| 119500 | &nbsp;&nbsp;407687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nissei ASB Machine <br>Co. Ltd.<br>| 27200 | &nbsp;&nbsp;1105653 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nissei Plastic <br>Industrial Co. Ltd.<br>| 31368 | &nbsp;&nbsp;176832 |
|  | Nissha Co. Ltd. | 81883 | &nbsp;&nbsp;662030 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nisshin Group <br>Holdings Co. Ltd.<br>| 119300 | &nbsp;&nbsp;622590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nisshin Oillio Group <br>Ltd.<br>| 136600 | &nbsp;&nbsp;4987363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nisshin Seifun Group, <br>Inc.<br>| 444845 | &nbsp;&nbsp;5648971 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nisshinbo Holdings, <br>Inc.<br>| 583741 | &nbsp;&nbsp;5412230 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nissin Foods Holdings <br>Co. Ltd.<br>| 274481 | &nbsp;&nbsp;5569416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nisso Holdings Co. <br>Ltd.<br>| 75700 | &nbsp;&nbsp;338961 |
|  | Nissui Corp. | 1530100 | &nbsp;&nbsp;12898822 |
|  | Niterra Co. Ltd. | 505400 | &nbsp;&nbsp;22097019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nitori Holdings Co. <br>Ltd.<br>| 612500 | &nbsp;&nbsp;10470058 |
|  | Nitta Corp. | 77100 | &nbsp;&nbsp;2031360 |
|  | Nitta Gelatin, Inc. | 61863 | &nbsp;&nbsp;503373 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nittetsu Mining Co. <br>Ltd.<br>| 322010 | &nbsp;&nbsp;7472326 |
| # | Nitto Boseki Co. Ltd. | 9000 | &nbsp;&nbsp;858905 |
|  | Nitto Denko Corp. | 1604600 | &nbsp;&nbsp;35659556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nitto Fuji Flour Milling <br>Co. Ltd.<br>| 3600 | &nbsp;&nbsp;162581 |
|  | Nitto Kogyo Corp. | 118100 | &nbsp;&nbsp;3159483 |
|  | Nitto Kohki Co. Ltd. | 36600 | &nbsp;&nbsp;443915 |
|  | Nitto Seiko Co. Ltd. | 106305 | &nbsp;&nbsp;495916 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nittoc Construction <br>Co. Ltd.<br>| 84949 | &nbsp;&nbsp;715565 |
| # | Nittoku Co. Ltd. | 33000 | &nbsp;&nbsp;500464 |
| # | No.1 Co. Ltd. | 3600 | &nbsp;&nbsp;43033 |
|  | Noda Corp. | 15052 | &nbsp;&nbsp;65897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Noevir Holdings Co. <br>Ltd.<br>| 28800 | &nbsp;&nbsp;869568 |
|  | NOF Corp. | 452000 | &nbsp;&nbsp;8730145 |
|  | Nojima Corp. | 1202600 | &nbsp;&nbsp;8391338 |
|  | NOK Corp. | 348500 | &nbsp;&nbsp;6787222 |
|  | Nomura Co. Ltd. | 46900 | &nbsp;&nbsp;414543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nomura Holdings, Inc. <br>(8604 JP)<br>| 2202698 | &nbsp;&nbsp;19961592 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nomura Holdings, Inc. <br>(NMR US), <br>Sponsored ADR<br>| 122223 | &nbsp;&nbsp;$1084118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nomura Micro <br>Science Co. Ltd.<br>| 13600 | &nbsp;&nbsp;307329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nomura Real Estate <br>Holdings, Inc.<br>| 1620800 | &nbsp;&nbsp;10770604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nomura Research <br>Institute Ltd.<br>| 328585 | &nbsp;&nbsp;9995682 |
|  | Noritake Co. Ltd. | 96000 | &nbsp;&nbsp;3813817 |
|  | Noritsu Koki Co. Ltd. | 289800 | &nbsp;&nbsp;4130729 |
|  | Noritz Corp. | 129100 | &nbsp;&nbsp;1726116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;North Pacific Bank <br>Ltd.<br>| 1264600 | &nbsp;&nbsp;7554844 |
| # | NPC, Inc. | 27000 | &nbsp;&nbsp;129015 |
|  | NPR-RIKEN Corp. | 115180 | &nbsp;&nbsp;2708994 |
| # | NS Solutions Corp. | 142400 | &nbsp;&nbsp;3762120 |
| # | NS Tool Co. Ltd. | 39300 | &nbsp;&nbsp;213384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NS United Kaiun <br>Kaisha Ltd.<br>| 60800 | &nbsp;&nbsp;2712434 |
|  | NSD Co. Ltd. | 206978 | &nbsp;&nbsp;4344117 |
|  | NSK Ltd. | 1034746 | &nbsp;&nbsp;7196195 |
| # | NSW, Inc. | 31900 | &nbsp;&nbsp;509965 |
|  | NTN Corp. | 1790300 | &nbsp;&nbsp;4290873 |
|  | NTT, Inc. | 14775000 | &nbsp;&nbsp;14847090 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Nxera Pharma Co. <br>Ltd.<br>| 173091 | &nbsp;&nbsp;912335 |
| # | Oat Agrio Co. Ltd. | 26500 | &nbsp;&nbsp;364605 |
| # | Obara Group, Inc. | 21700 | &nbsp;&nbsp;530108 |
|  | Obayashi Corp. | 884000 | &nbsp;&nbsp;19954818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OBIC Business <br>Consultants Co. <br>Ltd.<br>| 15400 | &nbsp;&nbsp;682190 |
|  | Obic Co. Ltd. | 194900 | &nbsp;&nbsp;5417041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Odakyu Electric <br>Railway Co. Ltd.<br>| 299999 | &nbsp;&nbsp;3213338 |
| # | Oenon Holdings, Inc. | 193800 | &nbsp;&nbsp;558865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ogaki Kyoritsu Bank <br>Ltd.<br>| 207846 | &nbsp;&nbsp;7591153 |
| # | Ohara, Inc. | 20600 | &nbsp;&nbsp;142708 |
| # | Ohashi Technica, Inc. | 85000 | &nbsp;&nbsp;630195 |
| # | Ohba Co. Ltd. | 19400 | &nbsp;&nbsp;144783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ohki Healthcare <br>Holdings Co. Ltd.<br>| 3100 | &nbsp;&nbsp;29020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ohsho Food Service <br>Corp.<br>| 111000 | &nbsp;&nbsp;2260091 |
|  | OIE Sangyo Co. Ltd. | 13200 | &nbsp;&nbsp;218162 |
|  | Oiles Corp. | 68701 | &nbsp;&nbsp;1080698 |
| # | Oisix ra daichi, Inc. | 29700 | &nbsp;&nbsp;275405 |
| # | Oita Bank Ltd. | 51000 | &nbsp;&nbsp;2705928 |
|  | Oji Holdings Corp. | 2263100 | &nbsp;&nbsp;13405396 |
|  | Okabe Co. Ltd. | 115400 | &nbsp;&nbsp;712034 |
| # | Okada Aiyon Corp. | 22200 | &nbsp;&nbsp;336146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Okamoto Industries, <br>Inc.<br>| 29400 | &nbsp;&nbsp;1046892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Okamoto Machine <br>Tool Works Ltd.<br>| 21561 | &nbsp;&nbsp;676774 |
|  | Okamura Corp. | 260400 | &nbsp;&nbsp;3996640 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Okasan Securities <br>Group, Inc.<br>| 408378 | &nbsp;&nbsp;$2338583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oki Electric Industry <br>Co. Ltd.<br>| 392178 | &nbsp;&nbsp;5174795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Okinawa Cellular <br>Telephone Co.<br>| 165400 | &nbsp;&nbsp;3467122 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Okinawa Electric <br>Power Co., Inc.<br>| 57558 | &nbsp;&nbsp;408808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Okinawa Financial <br>Group, Inc.<br>| 75732 | &nbsp;&nbsp;2579800 |
|  | OKUMA Corp. | 221500 | &nbsp;&nbsp;5497364 |
|  | Okumura Corp. | 130400 | &nbsp;&nbsp;5430685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Okura Industrial Co. <br>Ltd.<br>| 38751 | &nbsp;&nbsp;1194813 |
| # | Okuwa Co. Ltd. | 65873 | &nbsp;&nbsp;370748 |
|  | Olympus Corp. | 1783600 | &nbsp;&nbsp;21304218 |
|  | Omron Corp. | 315800 | &nbsp;&nbsp;8057555 |
|  | One Career, Inc. | 7200 | &nbsp;&nbsp;112126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ono Pharmaceutical <br>Co. Ltd.<br>| 645059 | &nbsp;&nbsp;9610313 |
| # | Onoken Co. Ltd. | 94100 | &nbsp;&nbsp;866924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Onward Holdings Co. <br>Ltd.<br>| 416396 | &nbsp;&nbsp;1974734 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ootoya Holdings Co. <br>Ltd.<br>| 8700 | &nbsp;&nbsp;368587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Open House Group <br>Co. Ltd.<br>| 298598 | &nbsp;&nbsp;17570030 |
|  | Open Up Group, Inc. | 118100 | &nbsp;&nbsp;1419728 |
|  | Optex Group Co. Ltd. | 79960 | &nbsp;&nbsp;1241447 |
| #\* | Optim Corp. | 62800 | &nbsp;&nbsp;202055 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Optimus Group Co. <br>Ltd.<br>| 16300 | &nbsp;&nbsp;37366 |
|  | Optorun Co. Ltd. | 6400 | &nbsp;&nbsp;84462 |
|  | Oracle Corp. Japan | 50473 | &nbsp;&nbsp;3415257 |
|  | Organo Corp. | 97500 | &nbsp;&nbsp;10295159 |
|  | Orient Corp. | 176144 | &nbsp;&nbsp;1252234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oriental Land Co. <br>Ltd.<br>| 253700 | &nbsp;&nbsp;4441375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oriental Shiraishi <br>Corp.<br>| 566000 | &nbsp;&nbsp;1502927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ORIX Corp. (8591 <br>JP)<br>| 1170800 | &nbsp;&nbsp;35680588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ORIX Corp. (IX US), <br>Sponsored ADR<br>| 25055 | &nbsp;&nbsp;764929 |
| # | Oro Co. Ltd. | 28100 | &nbsp;&nbsp;381879 |
|  | Osaka Gas Co. Ltd. | 346400 | &nbsp;&nbsp;13004776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Osaka Organic <br>Chemical Industry <br>Ltd.<br>| 70000 | &nbsp;&nbsp;1841299 |
| # | Osaka Steel Co. Ltd. | 46900 | &nbsp;&nbsp;955242 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;OSAKA Titanium <br>Technologies Co. <br>Ltd.<br>| 60900 | &nbsp;&nbsp;906889 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Osaki Electric Co. <br>Ltd.<br>| 191300 | &nbsp;&nbsp;1537184 |
| # | OSG Corp. | 166900 | &nbsp;&nbsp;2818381 |
|  | Otsuka Corp. | 258800 | &nbsp;&nbsp;5131095 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Otsuka Holdings Co. <br>Ltd.<br>| 170800 | &nbsp;&nbsp;$10225519 |
|  | OUG Holdings, Inc. | 3900 | &nbsp;&nbsp;100379 |
|  | Oval Corp. | 3300 | &nbsp;&nbsp;15889 |
|  | Oyo Corp. | 96600 | &nbsp;&nbsp;1798584 |
| # | Ozu Corp. | 7200 | &nbsp;&nbsp;84016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Industrial Co. <br>Ltd.<br>| 158500 | &nbsp;&nbsp;3090263 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Metals Co. <br>Ltd.<br>| 79458 | &nbsp;&nbsp;1498154 |
|  | Pack Corp. | 150400 | &nbsp;&nbsp;1261273 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;PAL GROUP Holdings <br>Co. Ltd.<br>| 421200 | &nbsp;&nbsp;4521040 |
|  | PALTAC Corp. | 101358 | &nbsp;&nbsp;3171910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pan Pacific <br>International <br>Holdings Corp.<br>| 2037500 | &nbsp;&nbsp;12063099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Panasonic Holdings <br>Corp.<br>| 2188742 | &nbsp;&nbsp;30009172 |
|  | Paraca, Inc. | 13122 | &nbsp;&nbsp;171915 |
|  | Park24 Co. Ltd. | 289301 | &nbsp;&nbsp;4031604 |
|  | Parker Corp. | 7400 | &nbsp;&nbsp;70829 |
| # | Pasona Group, Inc. | 101600 | &nbsp;&nbsp;1308484 |
|  | Pegasus Co. Ltd. | 115156 | &nbsp;&nbsp;540543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Penta-Ocean <br>Construction Co. <br>Ltd.<br>| 1444700 | &nbsp;&nbsp;15162400 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;People Dreams & <br>Technologies Group <br>Co. Ltd.<br>| 15400 | &nbsp;&nbsp;153323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Persol Holdings Co. <br>Ltd.<br>| 4683501 | &nbsp;&nbsp;8202769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pharma Foods <br>International Co. <br>Ltd.<br>| 45600 | &nbsp;&nbsp;198252 |
|  | PHC Holdings Corp. | 130100 | &nbsp;&nbsp;913107 |
| #\* | PIA Corp. | 14000 | &nbsp;&nbsp;241705 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Pickles Holdings Co. <br>Ltd.<br>| 28282 | &nbsp;&nbsp;228935 |
|  | Pigeon Corp. | 214300 | &nbsp;&nbsp;2233355 |
|  | PILLAR Corp. | 97200 | &nbsp;&nbsp;4058756 |
|  | Pilot Corp. | 83600 | &nbsp;&nbsp;2628439 |
|  | Piolax, Inc. | 70800 | &nbsp;&nbsp;795937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Plus Alpha Consulting <br>Co. Ltd.<br>| 54200 | &nbsp;&nbsp;778618 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Pole To Win Holdings, <br>Inc.<br>| 56800 | &nbsp;&nbsp;116231 |
| # | Port, Inc. | 20900 | &nbsp;&nbsp;294500 |
|  | PR Times Corp. | 19026 | &nbsp;&nbsp;325229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Premium Group Co. <br>Ltd.<br>| 150000 | &nbsp;&nbsp;1751013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Premium Water <br>Holdings, Inc.<br>| 9200 | &nbsp;&nbsp;198822 |
|  | Press Kogyo Co. Ltd. | 379700 | &nbsp;&nbsp;2146014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prestige International, <br>Inc.<br>| 278500 | &nbsp;&nbsp;1248165 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prima Meat Packers <br>Ltd.<br>| 127999 | &nbsp;&nbsp;$2286487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Procrea Holdings, <br>Inc.<br>| 84927 | &nbsp;&nbsp;1472324 |
| # | Pronexus, Inc. | 39300 | &nbsp;&nbsp;294227 |
|  | Properst Co. Ltd. | 7700 | &nbsp;&nbsp;18956 |
| # | Pro-Ship, Inc. | 59600 | &nbsp;&nbsp;622374 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;PS Construction Co. <br>Ltd.<br>| 45817 | &nbsp;&nbsp;900252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;QB Net Holdings Co. <br>Ltd.<br>| 29921 | &nbsp;&nbsp;268832 |
|  | Qol Holdings Co. Ltd. | 97300 | &nbsp;&nbsp;1336100 |
|  | Quick Co. Ltd. | 126700 | &nbsp;&nbsp;712614 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Raccoon Holdings, <br>Inc.<br>| 37700 | &nbsp;&nbsp;157074 |
|  | Raito Kogyo Co. Ltd. | 201800 | &nbsp;&nbsp;4563154 |
|  | Raiznext Corp. | 123700 | &nbsp;&nbsp;2017333 |
|  | Raksul, Inc. | 181500 | &nbsp;&nbsp;2385636 |
| # | Rakumachi, Inc. | 15700 | &nbsp;&nbsp;107977 |
|  | Rakus Co. Ltd. | 550998 | &nbsp;&nbsp;3135908 |
| \* | Rakuten Bank Ltd. | 151300 | &nbsp;&nbsp;7240945 |
| \* | Rakuten Group, Inc. | 1497800 | &nbsp;&nbsp;8980375 |
| # | Rasa Corp. | 34900 | &nbsp;&nbsp;462459 |
| # | Rasa Industries Ltd. | 37799 | &nbsp;&nbsp;1788653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Recruit Holdings Co. <br>Ltd.<br>| 1047700 | &nbsp;&nbsp;55186300 |
|  | Relo Group, Inc. | 353099 | &nbsp;&nbsp;4011078 |
| # | Renaissance, Inc. | 31700 | &nbsp;&nbsp;223178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Renesas Electronics <br>Corp.<br>| 921299 | &nbsp;&nbsp;15317014 |
|  | Rengo Co. Ltd. | 1290810 | &nbsp;&nbsp;11058046 |
| #\* | RENOVA, Inc. | 116300 | &nbsp;&nbsp;520085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Resol Holdings Co. <br>Ltd.<br>| 4700 | &nbsp;&nbsp;235803 |
|  | Resona Holdings, Inc. | 1500590 | &nbsp;&nbsp;17497071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Resonac Holdings <br>Corp.<br>| 640200 | &nbsp;&nbsp;37179584 |
|  | Resorttrust, Inc. | 604700 | &nbsp;&nbsp;7046309 |
|  | Restar Corp. | 99000 | &nbsp;&nbsp;1884480 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Retail Partners Co. <br>Ltd.<br>| 56000 | &nbsp;&nbsp;489146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rheon Automatic <br>Machinery Co. Ltd.<br>| 68100 | &nbsp;&nbsp;677823 |
|  | Rhythm Co. Ltd. | 40300 | &nbsp;&nbsp;1058850 |
|  | Ricoh Co. Ltd. | 1841819 | &nbsp;&nbsp;16297616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ricoh Leasing Co. <br>Ltd.<br>| 77500 | &nbsp;&nbsp;3003295 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ride On Express <br>Holdings Co. Ltd.<br>| 19900 | &nbsp;&nbsp;132768 |
|  | Riken Keiki Co. Ltd. | 88900 | &nbsp;&nbsp;1898626 |
|  | Riken Technos Corp. | 190900 | &nbsp;&nbsp;2057732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Riken Vitamin Co. <br>Ltd.<br>| 65400 | &nbsp;&nbsp;1314909 |
| # | Ringer Hut Co. Ltd. | 22900 | &nbsp;&nbsp;333502 |
|  | Rinnai Corp. | 177100 | &nbsp;&nbsp;4651602 |
|  | Rion Co. Ltd. | 23800 | &nbsp;&nbsp;422466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rise Consulting <br>Group, Inc.<br>| 28000 | &nbsp;&nbsp;97924 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Riso Kagaku Corp. | 26716 | &nbsp;&nbsp;$210925 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Riso Kyoiku Group <br>Corp.<br>| 142193 | &nbsp;&nbsp;189688 |
| # | Rix Corp. | 8000 | &nbsp;&nbsp;191497 |
| # | Rock Field Co. Ltd. | 49300 | &nbsp;&nbsp;444573 |
|  | Rohm Co. Ltd. | 751799 | &nbsp;&nbsp;13165315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rohto Pharmaceutical <br>Co. Ltd.<br>| 448800 | &nbsp;&nbsp;7430233 |
| # | Rokko Butter Co. Ltd. | 32812 | &nbsp;&nbsp;252107 |
|  | Roland Corp. | 33600 | &nbsp;&nbsp;829356 |
|  | Rorze Corp. | 419500 | &nbsp;&nbsp;8886713 |
|  | Round One Corp. | 770641 | &nbsp;&nbsp;5444428 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Royal Holdings Co. <br>Ltd.<br>| 201100 | &nbsp;&nbsp;1724278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RS Technologies Co. <br>Ltd.<br>| 28100 | &nbsp;&nbsp;691057 |
|  | Ryobi Ltd. | 86667 | &nbsp;&nbsp;1525862 |
|  | RYODEN Corp. | 68800 | &nbsp;&nbsp;1640063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ryohin Keikaku Co. <br>Ltd.<br>| 996100 | &nbsp;&nbsp;19867012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ryoyo Ryosan <br>Holdings, Inc.<br>| 88360 | &nbsp;&nbsp;1780782 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ryoyu Systems Co. <br>Ltd.<br>| 8700 | &nbsp;&nbsp;203866 |
|  | S Foods, Inc. | 47300 | &nbsp;&nbsp;931638 |
|  | S&B Foods, Inc. | 10600 | &nbsp;&nbsp;299414 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sac's Bar Holdings, <br>Inc.<br>| 40600 | &nbsp;&nbsp;213762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sagami Holdings <br>Corp.<br>| 4600 | &nbsp;&nbsp;57393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sagami Rubber <br>Industries Co. Ltd.<br>| 16200 | &nbsp;&nbsp;71555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saibu Gas Holdings <br>Co. Ltd.<br>| 32600 | &nbsp;&nbsp;503772 |
|  | Saizeriya Co. Ltd. | 94100 | &nbsp;&nbsp;3806449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sakai Chemical <br>Industry Co. Ltd.<br>| 78200 | &nbsp;&nbsp;1682941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sakai Heavy <br>Industries Ltd.<br>| 30900 | &nbsp;&nbsp;439031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sakai Moving Service <br>Co. Ltd.<br>| 71800 | &nbsp;&nbsp;1355306 |
|  | Sakata INX Corp. | 194000 | &nbsp;&nbsp;2975016 |
|  | Sakata Seed Corp. | 61600 | &nbsp;&nbsp;1620273 |
|  | Sala Corp. | 208660 | &nbsp;&nbsp;1496429 |
| # | Samco, Inc. | 4300 | &nbsp;&nbsp;132139 |
|  | San Holdings, Inc. | 96200 | &nbsp;&nbsp;923812 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;San ju San Financial <br>Group, Inc.<br>| 83317 | &nbsp;&nbsp;2703019 |
|  | San-A Co. Ltd. | 130400 | &nbsp;&nbsp;2485897 |
|  | San-Ai Obbli Co. Ltd. | 259200 | &nbsp;&nbsp;3683564 |
|  | Sangetsu Corp. | 183100 | &nbsp;&nbsp;3737902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;San-In Godo Bank <br>Ltd.<br>| 677997 | &nbsp;&nbsp;6935467 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Sanken Electric Co. <br>Ltd.<br>| 86600 | &nbsp;&nbsp;4081962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanki Engineering Co. <br>Ltd.<br>| 161700 | &nbsp;&nbsp;6966095 |
|  | Sanko Gosei Ltd. | 88352 | &nbsp;&nbsp;550507 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanko Metal Industrial <br>Co. Ltd.<br>| 56500 | &nbsp;&nbsp;$526460 |
|  | Sankyo Co. Ltd. | 808850 | &nbsp;&nbsp;12652462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sankyo Frontier Co. <br>Ltd.<br>| 22300 | &nbsp;&nbsp;306731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sankyo Seiko Co. <br>Ltd.<br>| 115800 | &nbsp;&nbsp;589818 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sankyo Tateyama, <br>Inc.<br>| 102235 | &nbsp;&nbsp;425791 |
|  | Sankyu, Inc. | 252000 | &nbsp;&nbsp;15012990 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sanoh Industrial Co. <br>Ltd.<br>| 108100 | &nbsp;&nbsp;596789 |
|  | Sanrio Co. Ltd. | 277100 | &nbsp;&nbsp;8573042 |
| \* | Sansan, Inc. | 121100 | &nbsp;&nbsp;1170267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sansei Landic Co. <br>Ltd.<br>| 6400 | &nbsp;&nbsp;56296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sansei Technologies, <br>Inc.<br>| 44700 | &nbsp;&nbsp;702411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sansha Electric <br>Manufacturing Co. <br>Ltd.<br>| 26500 | &nbsp;&nbsp;173879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanshin Electronics <br>Co. Ltd.<br>| 36000 | &nbsp;&nbsp;730207 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Santec Holdings <br>Corp.<br>| 18100 | &nbsp;&nbsp;1219253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Santen <br>Pharmaceutical Co. <br>Ltd.<br>| 814399 | &nbsp;&nbsp;9161688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanwa Holdings <br>Corp.<br>| 511400 | &nbsp;&nbsp;11583877 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sanyo Chemical <br>Industries Ltd.<br>| 52500 | &nbsp;&nbsp;1875599 |
|  | Sanyo Denki Co. Ltd. | 131400 | &nbsp;&nbsp;3533030 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sanyo Electric <br>Railway Co. Ltd.<br>| 22400 | &nbsp;&nbsp;293554 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sanyo Engineering & <br>Construction, Inc.<br>| 32400 | &nbsp;&nbsp;296127 |
|  | Sanyo Industries Ltd. | 1500 | &nbsp;&nbsp;42567 |
|  | Sanyo Shokai Ltd. | 42299 | &nbsp;&nbsp;1203065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanyo Trading Co. <br>Ltd.<br>| 88500 | &nbsp;&nbsp;909519 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sapporo Holdings <br>Ltd.<br>| 428500 | &nbsp;&nbsp;4574668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sata Construction Co. <br>Ltd.<br>| 46000 | &nbsp;&nbsp;361518 |
|  | Sato Corp. | 102182 | &nbsp;&nbsp;1533151 |
| # | Sato Shoji Corp. | 48400 | &nbsp;&nbsp;737072 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Satori Electric Co. <br>Ltd.<br>| 47500 | &nbsp;&nbsp;577587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sawai Group Holdings <br>Co. Ltd.<br>| 261000 | &nbsp;&nbsp;4003414 |
|  | SAXA, Inc. | 22700 | &nbsp;&nbsp;967742 |
| #\* | SBI ARUHI Corp. | 35770 | &nbsp;&nbsp;205455 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SBI Global Asset <br>Management Co. <br>Ltd.<br>| 37500 | &nbsp;&nbsp;154212 |
|  | SBI Holdings, Inc. | 1134760 | &nbsp;&nbsp;25661474 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | SBS Holdings, Inc. | 102800 | &nbsp;&nbsp;$2562711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SCREEN Holdings <br>Co. Ltd.<br>| 145400 | &nbsp;&nbsp;18517126 |
|  | Scroll Corp. | 141300 | &nbsp;&nbsp;1191244 |
|  | SEC Carbon Ltd. | 14000 | &nbsp;&nbsp;242633 |
|  | Secom Co. Ltd. | 182800 | &nbsp;&nbsp;6696618 |
|  | Seed Co. Ltd. | 45300 | &nbsp;&nbsp;169373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sega Sammy <br>Holdings, Inc.<br>| 293112 | &nbsp;&nbsp;4597439 |
| # | Segue Group Co. Ltd. | 21300 | &nbsp;&nbsp;70684 |
|  | Seibu Giken Co. Ltd. | 1200 | &nbsp;&nbsp;13541 |
|  | Seibu Holdings, Inc. | 378200 | &nbsp;&nbsp;10020855 |
|  | Seika Corp. | 108402 | &nbsp;&nbsp;1630807 |
|  | Seikagaku Corp. | 83100 | &nbsp;&nbsp;375504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seikitokyu Kogyo Co. <br>Ltd.<br>| 95399 | &nbsp;&nbsp;1030748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seiko Electric Co. <br>Ltd.<br>| 12500 | &nbsp;&nbsp;179355 |
|  | Seiko Epson Corp. | 949732 | &nbsp;&nbsp;12220870 |
|  | Seiko Group Corp. | 132500 | &nbsp;&nbsp;6619027 |
|  | Seikoh Giken Co. Ltd. | 700 | &nbsp;&nbsp;60212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seino Holdings Co. <br>Ltd.<br>| 381400 | &nbsp;&nbsp;5937413 |
|  | Seiren Co. Ltd. | 182200 | &nbsp;&nbsp;3728682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sekisui Chemical Co. <br>Ltd.<br>| 804500 | &nbsp;&nbsp;14229498 |
| # | Sekisui House Ltd. | 526700 | &nbsp;&nbsp;11738456 |
|  | Sekisui Jushi Corp. | 84100 | &nbsp;&nbsp;1131615 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Sekisui Kasei Co. <br>Ltd.<br>| 88221 | &nbsp;&nbsp;241076 |
|  | SEMITEC Corp. | 30000 | &nbsp;&nbsp;466690 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Senko Group Holdings <br>Co. Ltd.<br>| 605000 | &nbsp;&nbsp;7536108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Senshu Electric Co. <br>Ltd.<br>| 43900 | &nbsp;&nbsp;1640468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Senshu Ikeda <br>Holdings, Inc.<br>| 996460 | &nbsp;&nbsp;5274936 |
| \* | Senshukai Co. Ltd. | 52000 | &nbsp;&nbsp;69341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Septeni Holdings Co. <br>Ltd.<br>| 22500 | &nbsp;&nbsp;63475 |
|  | SERAKU Co. Ltd. | 10800 | &nbsp;&nbsp;115824 |
|  | Seria Co. Ltd. | 141600 | &nbsp;&nbsp;3364516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seven & i Holdings <br>Co. Ltd.<br>| 4047856 | &nbsp;&nbsp;57967713 |
|  | Seven Bank Ltd. | 1963172 | &nbsp;&nbsp;3778967 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SFP Holdings Co. <br>Ltd.<br>| 7700 | &nbsp;&nbsp;110237 |
| # | SG Holdings Co. Ltd. | 650230 | &nbsp;&nbsp;6259628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sharingtechnology, <br>Inc.<br>| 64200 | &nbsp;&nbsp;482497 |
| #\* | Sharp Corp. | 878733 | &nbsp;&nbsp;4010244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shibaura Machine Co. <br>Ltd.<br>| 97000 | &nbsp;&nbsp;2670467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shibaura <br>Mechatronics Corp.<br>| 47700 | &nbsp;&nbsp;7191171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shibusawa Logistics <br>Corp.<br>| 150000 | &nbsp;&nbsp;1260725 |
| # | Shibuya Corp. | 54400 | &nbsp;&nbsp;1238829 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| #\* | SHIFT, Inc. | 657785 | &nbsp;&nbsp;$3118510 |
|  | Shiga Bank Ltd. | 195336 | &nbsp;&nbsp;9990072 |
|  | Shikibo Ltd. | 67700 | &nbsp;&nbsp;472734 |
| # | Shikoku Bank Ltd. | 225500 | &nbsp;&nbsp;2972379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shikoku Electric <br>Power Co., Inc.<br>| 304400 | &nbsp;&nbsp;3081297 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shikoku Kasei <br>Holdings Corp.<br>| 117600 | &nbsp;&nbsp;3274652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shima Seiki <br>Manufacturing Ltd.<br>| 75769 | &nbsp;&nbsp;498976 |
| # | Shimadaya Corp. | 16700 | &nbsp;&nbsp;193231 |
|  | Shimadzu Corp. | 293100 | &nbsp;&nbsp;7943628 |
|  | Shimamura Co. Ltd. | 138892 | &nbsp;&nbsp;9309237 |
|  | Shimano, Inc. | 43807 | &nbsp;&nbsp;4993449 |
| # | Shimizu Bank Ltd. | 22300 | &nbsp;&nbsp;362189 |
|  | Shimizu Corp. | 792900 | &nbsp;&nbsp;14081043 |
|  | Shimojima Co. Ltd. | 15000 | &nbsp;&nbsp;134350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shin Maint Holdings <br>Co. Ltd.<br>| 17100 | &nbsp;&nbsp;134876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shin Nippon Air <br>Technologies Co. <br>Ltd.<br>| 89600 | &nbsp;&nbsp;1905065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinagawa Refra Co. <br>Ltd.<br>| 141400 | &nbsp;&nbsp;1962616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shindengen Electric <br>Manufacturing Co. <br>Ltd.<br>| 25200 | &nbsp;&nbsp;596805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shin-Etsu Chemical <br>Co. Ltd.<br>| 1116800 | &nbsp;&nbsp;36725475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shin-Etsu Polymer <br>Co. Ltd.<br>| 190900 | &nbsp;&nbsp;2493653 |
| # | Shinko Shoji Co. Ltd. | 147900 | &nbsp;&nbsp;1031373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinmaywa Industries <br>Ltd.<br>| 287100 | &nbsp;&nbsp;4056714 |
|  | Shinnihon Corp. | 141400 | &nbsp;&nbsp;1825437 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shinnihonseiyaku Co. <br>Ltd.<br>| 21600 | &nbsp;&nbsp;287356 |
|  | Shinsho Corp. | 76500 | &nbsp;&nbsp;1315389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinwa Co. Ltd. (3447 <br>JP)<br>| 39600 | &nbsp;&nbsp;242818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinwa Co. Ltd. (7607 <br>JP)<br>| 33500 | &nbsp;&nbsp;678099 |
|  | Shionogi & Co. Ltd. | 718800 | &nbsp;&nbsp;14799504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ship Healthcare <br>Holdings, Inc.<br>| 389800 | &nbsp;&nbsp;6425411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shirai Electronics <br>Industrial Co. Ltd.<br>| 16600 | &nbsp;&nbsp;81516 |
|  | Shiseido Co. Ltd. | 307204 | &nbsp;&nbsp;5246958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shizuki Electric Co., <br>Inc.<br>| 10200 | &nbsp;&nbsp;60221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shizuoka Financial <br>Group, Inc.<br>| 823630 | &nbsp;&nbsp;13454810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shizuoka Gas Co. <br>Ltd.<br>| 222200 | &nbsp;&nbsp;1758811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SHO-BOND Holdings <br>Co. Ltd.<br>| 410000 | &nbsp;&nbsp;3680467 |
|  | Shoei Co. Ltd. | 207300 | &nbsp;&nbsp;2385580 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | Shoei Foods Corp. | 28100 | &nbsp;&nbsp;$740217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Showa Sangyo Co. <br>Ltd.<br>| 44228 | &nbsp;&nbsp;900970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Showa Shinku Co. <br>Ltd.<br>| 6200 | &nbsp;&nbsp;63890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SIGMAXYZ Holdings, <br>Inc.<br>| 284400 | &nbsp;&nbsp;1436893 |
|  | Siix Corp. | 85080 | &nbsp;&nbsp;695429 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Simplex Holdings, <br>Inc.<br>| 462000 | &nbsp;&nbsp;2864188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinanen Holdings Co. <br>Ltd.<br>| 26400 | &nbsp;&nbsp;1088465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinfonia Technology <br>Co. Ltd.<br>| 111500 | &nbsp;&nbsp;7545887 |
|  | Sinko Industries Ltd. | 172500 | &nbsp;&nbsp;1656381 |
|  | Sintokogio Ltd. | 119200 | &nbsp;&nbsp;878880 |
|  | SK Kaken Co. Ltd. | 2500 | &nbsp;&nbsp;172504 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SK-Electronics Co. <br>Ltd.<br>| 34722 | &nbsp;&nbsp;748367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SKY Perfect JSAT <br>Holdings, Inc.<br>| 760300 | &nbsp;&nbsp;10990034 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Skylark Holdings Co. <br>Ltd.<br>| 722000 | &nbsp;&nbsp;14711677 |
| # | Smaregi, Inc. | 22100 | &nbsp;&nbsp;390609 |
|  | SMC Corp. | 37100 | &nbsp;&nbsp;14423414 |
| # | SMK Corp. | 11599 | &nbsp;&nbsp;208414 |
|  | SMS Co. Ltd. | 201700 | &nbsp;&nbsp;2134517 |
| # | Socionext, Inc. | 557521 | &nbsp;&nbsp;7460334 |
| # | Soda Nikka Co. Ltd. | 68500 | &nbsp;&nbsp;518441 |
|  | Sodick Co. Ltd. | 262334 | &nbsp;&nbsp;1773953 |
|  | SoftBank Corp. | 19213000 | &nbsp;&nbsp;26115443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SoftBank Group <br>Corp.<br>| 4772248 | &nbsp;&nbsp;130317625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Softcreate Holdings <br>Corp.<br>| 63000 | &nbsp;&nbsp;845323 |
|  | Software Service, Inc. | 9300 | &nbsp;&nbsp;768567 |
|  | Sojitz Corp. | 439519 | &nbsp;&nbsp;16027193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Soken Chemical & <br>Engineering Co. <br>Ltd.<br>| 55300 | &nbsp;&nbsp;1008739 |
|  | Solasto Corp. | 115342 | &nbsp;&nbsp;682901 |
| # | Soliton Systems KK | 27400 | &nbsp;&nbsp;346432 |
|  | Sompo Holdings, Inc. | 1157100 | &nbsp;&nbsp;39902027 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sony Financial Group, <br>Inc. 8729 JP<br>| 2077000 | &nbsp;&nbsp;2090492 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sony Financial Group, <br>Inc. SFGYY US, <br>ADR<br>| 274721 | &nbsp;&nbsp;1365363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sony Group Corp. <br>(6758 JP)<br>| 5644000 | &nbsp;&nbsp;124438386 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sony Group Corp. <br>(SONY US), <br>Sponsored ADR<br>| 1305723 | &nbsp;&nbsp;28856478 |
|  | Sotetsu Holdings, Inc. | 181400 | &nbsp;&nbsp;3278604 |
| # | Space Co. Ltd. | 49360 | &nbsp;&nbsp;492662 |
|  | Sparx Group Co. Ltd. | 93039 | &nbsp;&nbsp;990956 |
|  | SPK Corp. | 31600 | &nbsp;&nbsp;474537 |
|  | S-Pool, Inc. | 150799 | &nbsp;&nbsp;251070 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | Sprix, Inc. | 3700 | &nbsp;&nbsp;$30707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Square Enix Holdings <br>Co. Ltd.<br>| 191100 | &nbsp;&nbsp;3302490 |
| # | SRA Holdings | 51500 | &nbsp;&nbsp;1872447 |
| # | SRE Holdings Corp. | 28300 | &nbsp;&nbsp;541413 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SRS Holdings Co. <br>Ltd.<br>| 42700 | &nbsp;&nbsp;343965 |
|  | ST Corp. | 19100 | &nbsp;&nbsp;188657 |
| # | ST HD Co. Ltd. | 155500 | &nbsp;&nbsp;2798470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;St. Marc Holdings Co. <br>Ltd.<br>| 41500 | &nbsp;&nbsp;754635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stanley Electric Co. <br>Ltd.<br>| 320800 | &nbsp;&nbsp;6319825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Star Mica Holdings <br>Co. Ltd.<br>| 82800 | &nbsp;&nbsp;781783 |
|  | Startia Holdings, Inc. | 10500 | &nbsp;&nbsp;191005 |
|  | Starts Corp., Inc. | 200800 | &nbsp;&nbsp;6370389 |
|  | Starzen Co. Ltd. | 205494 | &nbsp;&nbsp;1755400 |
| # | Stella Chemifa Corp. | 42300 | &nbsp;&nbsp;1453467 |
| # | Step Co. Ltd. | 27700 | &nbsp;&nbsp;438622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;STI Foods Holdings, <br>Inc.<br>| 28200 | &nbsp;&nbsp;237780 |
|  | Strike Co. Ltd. | 32400 | &nbsp;&nbsp;883076 |
| # | Studio Alice Co. Ltd. | 33800 | &nbsp;&nbsp;435317 |
|  | Subaru Corp. | 1810200 | &nbsp;&nbsp;38861659 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Subaru Enterprise Co. <br>Ltd.<br>| 32000 | &nbsp;&nbsp;625662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sugi Holdings Co. <br>Ltd.<br>| 317000 | &nbsp;&nbsp;7286000 |
|  | Sugimoto & Co. Ltd. | 88700 | &nbsp;&nbsp;814570 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sukegawa Electric Co. <br>Ltd.<br>| 1300 | &nbsp;&nbsp;66031 |
|  | SUMCO Corp. | 1167460 | &nbsp;&nbsp;12188297 |
|  | Sumida Corp. | 127200 | &nbsp;&nbsp;973963 |
|  | Suminoe Co. Ltd. | 15600 | &nbsp;&nbsp;128211 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sumiseki Holdings, <br>Inc.<br>| 124200 | &nbsp;&nbsp;539914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Bakelite <br>Co. Ltd.<br>| 200700 | &nbsp;&nbsp;7068638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Chemical <br>Co. Ltd.<br>| 3088952 | &nbsp;&nbsp;9396973 |
|  | Sumitomo Corp. | 627700 | &nbsp;&nbsp;25490327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Electric <br>Industries Ltd.<br>| 1367900 | &nbsp;&nbsp;59885997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Forestry <br>Co. Ltd.<br>| 1592100 | &nbsp;&nbsp;17262045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Heavy <br>Industries Ltd.<br>| 322763 | &nbsp;&nbsp;10049103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Metal <br>Mining Co. Ltd.<br>| 371400 | &nbsp;&nbsp;20987208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui <br>Financial Group, <br>Inc. (8316 JP)<br>| 2617410 | &nbsp;&nbsp;92107829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Trust <br>Group, Inc.<br>| 638646 | &nbsp;&nbsp;21330001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Osaka <br>Cement Co. Ltd.<br>| 69599 | &nbsp;&nbsp;1875887 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Pharma <br>Co. Ltd.<br>| 68400 | &nbsp;&nbsp;$1017861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Realty & <br>Development Co. <br>Ltd.<br>| 758600 | &nbsp;&nbsp;21124719 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Rubber <br>Industries Ltd.<br>| 417863 | &nbsp;&nbsp;6734347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Seika <br>Chemicals Co. Ltd.<br>| 36701 | &nbsp;&nbsp;1272445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Warehouse <br>Co. Ltd.<br>| 276100 | &nbsp;&nbsp;6623089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun Frontier <br>Fudousan Co. Ltd.<br>| 163500 | &nbsp;&nbsp;2593463 |
| # | Suncall Corp. | 117300 | &nbsp;&nbsp;726160 |
|  | Sundrug Co. Ltd. | 228300 | &nbsp;&nbsp;6079188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suntory Beverage & <br>Food Ltd.<br>| 171700 | &nbsp;&nbsp;5439290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun-Wa Technos <br>Corp.<br>| 44900 | &nbsp;&nbsp;872166 |
|  | Suruga Bank Ltd. | 431800 | &nbsp;&nbsp;5423391 |
| # | Suzuden Corp. | 17700 | &nbsp;&nbsp;196466 |
|  | Suzuken Co. Ltd. | 246399 | &nbsp;&nbsp;9932255 |
|  | Suzuki Co. Ltd. | 56200 | &nbsp;&nbsp;908417 |
|  | Suzuki Motor Corp. | 2121500 | &nbsp;&nbsp;28926798 |
|  | SWCC Corp. | 184800 | &nbsp;&nbsp;13773353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Synchro Food Co. <br>Ltd.<br>| 13200 | &nbsp;&nbsp;51118 |
|  | Sysmex Corp. | 1250800 | &nbsp;&nbsp;11835399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;System Research Co. <br>Ltd.<br>| 23800 | &nbsp;&nbsp;302557 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;System Support <br>Holdings, Inc.<br>| 37400 | &nbsp;&nbsp;338021 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Systems Engineering <br>Consultants Co. <br>Ltd.<br>| 17200 | &nbsp;&nbsp;383940 |
|  | Systena Corp. | 1023900 | &nbsp;&nbsp;3359929 |
| # | Syuppin Co. Ltd. | 56400 | &nbsp;&nbsp;423058 |
|  | T Hasegawa Co. Ltd. | 100892 | &nbsp;&nbsp;1856040 |
|  | T RAD Co. Ltd. | 21100 | &nbsp;&nbsp;1165215 |
|  | T&D Holdings, Inc. | 654210 | &nbsp;&nbsp;16158320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tachibana Eletech Co. <br>Ltd.<br>| 78580 | &nbsp;&nbsp;1547456 |
| # | Tachikawa Corp. | 47339 | &nbsp;&nbsp;591930 |
|  | Tachi-S Co. Ltd. | 96300 | &nbsp;&nbsp;1312699 |
|  | Tadano Ltd. | 190845 | &nbsp;&nbsp;1410428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taihei Dengyo Kaisha <br>Ltd.<br>| 168300 | &nbsp;&nbsp;2431264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiheiyo Cement <br>Corp.<br>| 411491 | &nbsp;&nbsp;11307513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiheiyo Kouhatsu, <br>Inc.<br>| 4199 | &nbsp;&nbsp;24637 |
|  | Taiho Kogyo Co. Ltd. | 75200 | &nbsp;&nbsp;412082 |
|  | Taikisha Ltd. | 176400 | &nbsp;&nbsp;3940611 |
|  | Taiko Bank Ltd. | 16200 | &nbsp;&nbsp;248616 |
|  | Taisei Corp. | 120480 | &nbsp;&nbsp;12017631 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taisei Lamick Group <br>Head Quarter & <br>Innovation Co. Ltd.<br>| 17700 | &nbsp;&nbsp;$295473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiyo Holdings Co. <br>Ltd.<br>| 257800 | &nbsp;&nbsp;8344184 |
|  | Taiyo Yuden Co. Ltd. | 538199 | &nbsp;&nbsp;11380484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takamatsu <br>Construction Group <br>Co. Ltd.<br>| 69100 | &nbsp;&nbsp;1709372 |
| # | Takamiya Co. Ltd. | 88643 | &nbsp;&nbsp;253377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takaoka Toko Co. <br>Ltd.<br>| 49974 | &nbsp;&nbsp;1493910 |
| # | Takara & Co. Ltd. | 25600 | &nbsp;&nbsp;702458 |
| # | Takara Bio, Inc. | 109200 | &nbsp;&nbsp;573657 |
| # | Takara Holdings, Inc. | 373800 | &nbsp;&nbsp;3860704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takara Standard Co. <br>Ltd.<br>| 189445 | &nbsp;&nbsp;3617370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takasago International <br>Corp.<br>| 350300 | &nbsp;&nbsp;3420626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takasago Thermal <br>Engineering Co. <br>Ltd.<br>| 229700 | &nbsp;&nbsp;6640794 |
|  | Takashima & Co. Ltd. | 136800 | &nbsp;&nbsp;801082 |
| # | Takashimaya Co. Ltd. | 1059800 | &nbsp;&nbsp;13246937 |
| # | TAKEBISHI Corp. | 28200 | &nbsp;&nbsp;416943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takeda <br>Pharmaceutical Co. <br>Ltd. (4502 JP)<br>| 1299907 | &nbsp;&nbsp;44248450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takemoto Yohki Co. <br>Ltd.<br>| 23000 | &nbsp;&nbsp;130179 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Takeuchi <br>Manufacturing Co. <br>Ltd.<br>| 173000 | &nbsp;&nbsp;7162890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taki Chemical Co. <br>Ltd.<br>| 7200 | &nbsp;&nbsp;182967 |
| # | Tama Home Co. Ltd. | 92800 | &nbsp;&nbsp;2229282 |
|  | Tamron Co. Ltd. | 626000 | &nbsp;&nbsp;4178682 |
|  | Tamura Corp. | 227500 | &nbsp;&nbsp;937672 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tanabe Engineering <br>Corp.<br>| 23900 | &nbsp;&nbsp;431639 |
| # | Tanseisha Co. Ltd. | 108949 | &nbsp;&nbsp;1078015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taoka Chemical Co. <br>Ltd.<br>| 23200 | &nbsp;&nbsp;169902 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tauns Laboratories, <br>Inc.<br>| 30700 | &nbsp;&nbsp;105837 |
| # | Tayca Corp. | 52600 | &nbsp;&nbsp;474043 |
| # | Tazmo Co. Ltd. | 27200 | &nbsp;&nbsp;444721 |
|  | Tbk Co. Ltd. | 79201 | &nbsp;&nbsp;193150 |
|  | TBS Holdings, Inc. | 118700 | &nbsp;&nbsp;4602348 |
| # | TDC Soft, Inc. | 107900 | &nbsp;&nbsp;854941 |
|  | TDK Corp. (6762 JP) | 2302500 | &nbsp;&nbsp;29709681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TDK Corp. (TTDKY <br>US), Sponsored <br>ADR<br>| 597870 | &nbsp;&nbsp;7652736 |
|  | TechMatrix Corp. | 162200 | &nbsp;&nbsp;2218514 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Techno Medica Co. <br>Ltd.<br>| 15700 | &nbsp;&nbsp;226127 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Techno Ryowa Ltd. | 24270 | &nbsp;&nbsp;$1222346 |
|  | Techno Smart Corp. | 28200 | &nbsp;&nbsp;377102 |
|  | Teijin Ltd. | 580168 | &nbsp;&nbsp;5612758 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Teikoku Electric <br>Manufacturing Co. <br>Ltd.<br>| 47300 | &nbsp;&nbsp;932213 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Teikoku Sen-I Co. <br>Ltd.<br>| 75200 | &nbsp;&nbsp;1460074 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Teikoku Tsushin <br>Kogyo Co. Ltd.<br>| 39800 | &nbsp;&nbsp;705081 |
|  | Tekken Corp. | 51899 | &nbsp;&nbsp;1634432 |
| # | Temairazu, Inc. | 7999 | &nbsp;&nbsp;160696 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tenpos Holdings Co. <br>Ltd.<br>| 2000 | &nbsp;&nbsp;48684 |
|  | Tera Probe, Inc. | 11100 | &nbsp;&nbsp;527385 |
|  | Terumo Corp. | 1085500 | &nbsp;&nbsp;14199697 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tess Holdings Co. <br>Ltd.<br>| 99188 | &nbsp;&nbsp;236289 |
|  | THK Co. Ltd. | 169400 | &nbsp;&nbsp;5061214 |
|  | Tigers Polymer Corp. | 6600 | &nbsp;&nbsp;41115 |
|  | TIS, Inc. | 412201 | &nbsp;&nbsp;11994434 |
|  | TKC Corp. | 82100 | &nbsp;&nbsp;2158664 |
|  | Toa Corp. (1885 JP) | 278400 | &nbsp;&nbsp;5661594 |
|  | Toa Corp. (6809 JP) | 153216 | &nbsp;&nbsp;1637219 |
|  | TOA ROAD Corp. | 151100 | &nbsp;&nbsp;1703277 |
|  | Toagosei Co. Ltd. | 475150 | &nbsp;&nbsp;5400799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TOBISHIMA <br>HOLDINGS, Inc.<br>| 87240 | &nbsp;&nbsp;1370892 |
|  | Tobu Railway Co. Ltd. | 332700 | &nbsp;&nbsp;5873625 |
|  | TOC Co. Ltd. | 106900 | &nbsp;&nbsp;578612 |
|  | Tocalo Co. Ltd. | 303700 | &nbsp;&nbsp;5080846 |
| # | Tochigi Bank Ltd. | 548501 | &nbsp;&nbsp;2975485 |
|  | Toda Corp. | 878600 | &nbsp;&nbsp;7669058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toei Animation Co. <br>Ltd.<br>| 183400 | &nbsp;&nbsp;3048611 |
|  | Toei Co. Ltd. | 55300 | &nbsp;&nbsp;2013040 |
|  | Toell Co. Ltd. | 8400 | &nbsp;&nbsp;46988 |
|  | Toenec Corp. | 194800 | &nbsp;&nbsp;2580625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Togami Electric <br>Manufacturing Co. <br>Ltd.<br>| 11600 | &nbsp;&nbsp;351095 |
| # | Toho Bank Ltd. | 830855 | &nbsp;&nbsp;3235668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toho Chemical <br>Industry Co. Ltd.<br>| 23000 | &nbsp;&nbsp;112267 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Toho Co. Ltd. (8142 <br>JP)<br>| 121200 | &nbsp;&nbsp;1002974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toho Co. Ltd. (9602 <br>JP)<br>| 60000 | &nbsp;&nbsp;3058794 |
|  | Toho Gas Co. Ltd. | 148955 | &nbsp;&nbsp;4934338 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Toho Holdings Co. <br>Ltd.<br>| 208100 | &nbsp;&nbsp;6221399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toho System Science <br>Co. Ltd.<br>| 1800 | &nbsp;&nbsp;13376 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Toho Titanium Co. <br>Ltd.<br>| 173600 | &nbsp;&nbsp;2087406 |
| #\* | Toho Zinc Co. Ltd. | 41599 | &nbsp;&nbsp;445399 |
|  | Tohoku Bank Ltd. | 60500 | &nbsp;&nbsp;597510 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tohoku Electric Power <br>Co., Inc.<br>| 745100 | &nbsp;&nbsp;$5374313 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tohokushinsha Film <br>Corp.<br>| 45000 | &nbsp;&nbsp;184789 |
|  | Tokai Carbon Co. Ltd. | 458300 | &nbsp;&nbsp;3171146 |
|  | Tokai Corp. | 57402 | &nbsp;&nbsp;914980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TOKAI Holdings <br>Corp.<br>| 345800 | &nbsp;&nbsp;2569181 |
|  | Tokai Rika Co. Ltd. | 215467 | &nbsp;&nbsp;4367208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokai Tokyo Financial <br>Holdings, Inc.<br>| 503217 | &nbsp;&nbsp;2410940 |
|  | Token Corp. | 25470 | &nbsp;&nbsp;2447606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokio Marine <br>Holdings, Inc. (8766 <br>JP)<br>| 1440936 | &nbsp;&nbsp;53707336 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tokio Marine <br>Holdings, Inc. <br>(TKOMY US), ADR<br>| 167916 | &nbsp;&nbsp;6261588 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tokushu Tokai Paper <br>Co. Ltd.<br>| 98614 | &nbsp;&nbsp;1053237 |
|  | Tokuyama Corp. | 308112 | &nbsp;&nbsp;8055357 |
|  | Tokyo Base Co. Ltd. | 85200 | &nbsp;&nbsp;232851 |
|  | Tokyo Century Corp. | 671720 | &nbsp;&nbsp;9357501 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Electric Power <br>Co. Holdings, Inc.<br>| 1843312 | &nbsp;&nbsp;6924049 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Electron Device <br>Ltd.<br>| 107400 | &nbsp;&nbsp;2457009 |
|  | Tokyo Electron Ltd. | 393800 | &nbsp;&nbsp;104931492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Energy & <br>Systems, Inc.<br>| 88900 | &nbsp;&nbsp;1057169 |
|  | Tokyo Gas Co. Ltd. | 343500 | &nbsp;&nbsp;15239593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Kiraboshi <br>Financial Group, <br>Inc.<br>| 134674 | &nbsp;&nbsp;8792794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Ohka Kogyo <br>Co. Ltd.<br>| 210900 | &nbsp;&nbsp;9954811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Printing Ink <br>Manufacturing Co. <br>Ltd.<br>| 9900 | &nbsp;&nbsp;94441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Rope <br>Manufacturing Co. <br>Ltd.<br>| 26599 | &nbsp;&nbsp;288577 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Sangyo Co. <br>Ltd.<br>| 78400 | &nbsp;&nbsp;484444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Seimitsu Co. <br>Ltd.<br>| 126200 | &nbsp;&nbsp;11433789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Steel <br>Manufacturing Co. <br>Ltd.<br>| 277000 | &nbsp;&nbsp;2704555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Tatemono Co. <br>Ltd.<br>| 708600 | &nbsp;&nbsp;16674932 |
| # | Tokyo Tekko Co. Ltd. | 40400 | &nbsp;&nbsp;1609824 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Theatres Co., <br>Inc.<br>| 17900 | &nbsp;&nbsp;173478 |
|  | Tokyotokeiba Co. Ltd. | 56100 | &nbsp;&nbsp;1943222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyu Construction <br>Co. Ltd.<br>| 341080 | &nbsp;&nbsp;2818422 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Tokyu Corp. | 352206 | &nbsp;&nbsp;$3976386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyu Fudosan <br>Holdings Corp.<br>| 2165594 | &nbsp;&nbsp;20052342 |
|  | Toli Corp. | 183400 | &nbsp;&nbsp;904071 |
|  | Tomato Bank Ltd. | 29600 | &nbsp;&nbsp;308099 |
| # | Tomen Devices Corp. | 12400 | &nbsp;&nbsp;935663 |
| # | Tomoe Corp. | 119600 | &nbsp;&nbsp;1567382 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tomoe Engineering <br>Co. Ltd.<br>| 86400 | &nbsp;&nbsp;1078880 |
|  | Tomoku Co. Ltd. | 52600 | &nbsp;&nbsp;1179174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TOMONY Holdings, <br>Inc.<br>| 1084760 | &nbsp;&nbsp;6139188 |
|  | Tomy Co. Ltd. | 305000 | &nbsp;&nbsp;5385847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TOPPAN Holdings, <br>Inc.<br>| 398120 | &nbsp;&nbsp;12297827 |
|  | Topre Corp. | 126636 | &nbsp;&nbsp;2062945 |
| # | Topy Industries Ltd. | 78300 | &nbsp;&nbsp;1586929 |
|  | Toray Industries, Inc. | 2517900 | &nbsp;&nbsp;18572556 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Torex Semiconductor <br>Ltd.<br>| 19500 | &nbsp;&nbsp;185905 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Toridoll Holdings <br>Corp.<br>| 181300 | &nbsp;&nbsp;4890561 |
| # | Torigoe Co. Ltd. | 47600 | &nbsp;&nbsp;322416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Torishima Pump <br>Manufacturing Co. <br>Ltd.<br>| 82900 | &nbsp;&nbsp;1159354 |
|  | Tosei Corp. | 348200 | &nbsp;&nbsp;3547295 |
|  | Toshiba TEC Corp. | 133900 | &nbsp;&nbsp;2251796 |
| # | Tosho Co. Ltd. | 60300 | &nbsp;&nbsp;291686 |
|  | Tosoh Corp. | 749113 | &nbsp;&nbsp;12225980 |
|  | Totech Corp. | 91200 | &nbsp;&nbsp;2373016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Totetsu Kogyo Co. <br>Ltd.<br>| 91500 | &nbsp;&nbsp;2755029 |
|  | TOTO Ltd. | 191898 | &nbsp;&nbsp;6031142 |
| # | Tottori Bank Ltd. | 23600 | &nbsp;&nbsp;261372 |
| # | Toumei Co. Ltd. | 19100 | &nbsp;&nbsp;135421 |
| # | Tow Co. Ltd. | 152700 | &nbsp;&nbsp;373584 |
|  | Towa Bank Ltd. | 86900 | &nbsp;&nbsp;648494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Towa Pharmaceutical <br>Co. Ltd.<br>| 142100 | &nbsp;&nbsp;3309589 |
|  | Toyo Corp. | 64100 | &nbsp;&nbsp;742058 |
|  | Toyo Denki Seizo KK | 17100 | &nbsp;&nbsp;220205 |
| # | Toyo Gosei Co. Ltd. | 27500 | &nbsp;&nbsp;1576498 |
| # | Toyo Innovex Co. Ltd. | 54600 | &nbsp;&nbsp;240061 |
|  | Toyo Kanetsu KK | 68200 | &nbsp;&nbsp;1174227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toyo Seikan Group <br>Holdings Ltd.<br>| 429600 | &nbsp;&nbsp;10778599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toyo Suisan Kaisha <br>Ltd.<br>| 59500 | &nbsp;&nbsp;4248093 |
| # | Toyo Tanso Co. Ltd. | 59800 | &nbsp;&nbsp;2089355 |
|  | Toyo Tire Corp. | 606300 | &nbsp;&nbsp;16339616 |
|  | Toyobo Co. Ltd. | 183778 | &nbsp;&nbsp;1577162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toyoda Gosei Co. <br>Ltd.<br>| 399400 | &nbsp;&nbsp;10850857 |
|  | Toyokumo, Inc. | 5700 | &nbsp;&nbsp;88651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Boshoku <br>Corp.<br>| 344600 | &nbsp;&nbsp;5786498 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Industries <br>Corp.<br>| 82100 | &nbsp;&nbsp;$10505188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Motor Corp. <br>(7203 JP)<br>| 12370491 | &nbsp;&nbsp;280383200 |
|  | Toyota Tsusho Corp. | 1237638 | &nbsp;&nbsp;45073813 |
|  | TPR Co. Ltd. | 137534 | &nbsp;&nbsp;1195249 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Traders Holdings Co. <br>Ltd.<br>| 84219 | &nbsp;&nbsp;529626 |
| # | Transaction Co. Ltd. | 107400 | &nbsp;&nbsp;828380 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Transaction Media <br>Networks, Inc.<br>| 31700 | &nbsp;&nbsp;91765 |
|  | Transcosmos, Inc. | 52900 | &nbsp;&nbsp;1290088 |
| # | TRE Holdings Corp. | 167312 | &nbsp;&nbsp;1856715 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Treasure Factory Co. <br>Ltd.<br>| 48800 | &nbsp;&nbsp;537256 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Trend Micro, Inc. <br>(4704 JP)<br>| 218500 | &nbsp;&nbsp;8571303 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Trend Micro, Inc. <br>(TMICY US), <br>Sponsored ADR<br>| 3140 | &nbsp;&nbsp;122962 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tri Chemical <br>Laboratories, Inc.<br>| 84600 | &nbsp;&nbsp;1813425 |
|  | Trinity Industrial Corp. | 7900 | &nbsp;&nbsp;66973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trusco Nakayama <br>Corp.<br>| 104522 | &nbsp;&nbsp;1651919 |
|  | TS Tech Co. Ltd. | 367400 | &nbsp;&nbsp;4513549 |
|  | TSI Holdings Co. Ltd. | 261690 | &nbsp;&nbsp;1784998 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Tsubaki Nakashima <br>Co. Ltd.<br>| 97025 | &nbsp;&nbsp;218781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tsubakimoto Chain <br>Co.<br>| 393000 | &nbsp;&nbsp;6028565 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tsubakimoto Kogyo <br>Co. Ltd.<br>| 52200 | &nbsp;&nbsp;964735 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tsuburaya Fields <br>Holdings, Inc.<br>| 134400 | &nbsp;&nbsp;1592348 |
|  | Tsugami Corp. | 191300 | &nbsp;&nbsp;3978900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tsukada Global <br>Holdings, Inc.<br>| 41300 | &nbsp;&nbsp;152141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tsukishima Holdings <br>Co. Ltd.<br>| 117600 | &nbsp;&nbsp;2259471 |
| # | Tsukuba Bank Ltd. | 243300 | &nbsp;&nbsp;804548 |
|  | Tsumura & Co. | 223778 | &nbsp;&nbsp;5915530 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tsuruha Holdings, <br>Inc.<br>| 1004690 | &nbsp;&nbsp;16009498 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tsurumi Manufacturing <br>Co. Ltd.<br>| 130200 | &nbsp;&nbsp;1837856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tsutsumi Jewelry Co. <br>Ltd.<br>| 21800 | &nbsp;&nbsp;371701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tsuzuki Denki Co. <br>Ltd.<br>| 23900 | &nbsp;&nbsp;563076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TV Asahi Holdings <br>Corp.<br>| 147200 | &nbsp;&nbsp;3404306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tv Tokyo Holdings <br>Corp.<br>| 37700 | &nbsp;&nbsp;1115102 |
| # | TWOSTONE&Sons | 26300 | &nbsp;&nbsp;113617 |
|  | TYK Corp. | 55000 | &nbsp;&nbsp;219614 |
|  | UACJ Corp. | 656856 | &nbsp;&nbsp;10396400 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | UBE Corp. | 219065 | &nbsp;&nbsp;$3788355 |
| # | Ubicom Holdings, Inc. | 14226 | &nbsp;&nbsp;95545 |
|  | Uchida Yoko Co. Ltd. | 201000 | &nbsp;&nbsp;2701954 |
|  | Ukai Co. Ltd. | 1000 | &nbsp;&nbsp;21633 |
|  | ULS Group, Inc. | 108000 | &nbsp;&nbsp;398177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ultrafabrics Holdings <br>Co. Ltd.<br>| 17600 | &nbsp;&nbsp;85123 |
|  | Ulvac, Inc. | 115695 | &nbsp;&nbsp;6211912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;U-Next Holdings Co. <br>Ltd.<br>| 251500 | &nbsp;&nbsp;3027634 |
|  | Unicharm Corp. | 1106599 | &nbsp;&nbsp;6720591 |
|  | Unipres Corp. | 125941 | &nbsp;&nbsp;1113926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UNISOL Holdings <br>Corp.<br>| 69076 | &nbsp;&nbsp;1020397 |
|  | United Arrows Ltd. | 72800 | &nbsp;&nbsp;1133426 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;United Super Markets <br>Holdings, Inc.<br>| 141623 | &nbsp;&nbsp;853606 |
| # | UNITED, Inc. | 8500 | &nbsp;&nbsp;29590 |
|  | Univance Corp. | 7200 | &nbsp;&nbsp;37725 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Universal <br>Entertainment <br>Corp.<br>| 46500 | &nbsp;&nbsp;234520 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Urbanet Corp. Co. <br>Ltd.<br>| 121800 | &nbsp;&nbsp;445533 |
| # | User Local, Inc. | 14900 | &nbsp;&nbsp;178419 |
|  | Ushio, Inc. | 449800 | &nbsp;&nbsp;8085888 |
|  | USS Co. Ltd. | 827000 | &nbsp;&nbsp;9137795 |
| # | UT Group Co. Ltd. | 1434000 | &nbsp;&nbsp;1914138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;V Technology Co. <br>Ltd.<br>| 22900 | &nbsp;&nbsp;461980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valor Holdings Co. <br>Ltd.<br>| 141713 | &nbsp;&nbsp;3208462 |
|  | Valqua Ltd. | 78700 | &nbsp;&nbsp;2232045 |
| # | Value HR Co. Ltd. | 63000 | &nbsp;&nbsp;565655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ValueCommerce Co. <br>Ltd.<br>| 80700 | &nbsp;&nbsp;338321 |
|  | Vector, Inc. | 66800 | &nbsp;&nbsp;631940 |
|  | Vertex Corp. | 213360 | &nbsp;&nbsp;1828161 |
|  | Vision, Inc. | 96900 | &nbsp;&nbsp;812511 |
| \* | Visional, Inc. | 75900 | &nbsp;&nbsp;4182844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vital KSK Holdings, <br>Inc.<br>| 196385 | &nbsp;&nbsp;1783152 |
|  | VT Holdings Co. Ltd. | 223400 | &nbsp;&nbsp;785294 |
| # | WA, Inc. | 7200 | &nbsp;&nbsp;62050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wacoal Holdings <br>Corp.<br>| 160500 | &nbsp;&nbsp;4525418 |
|  | Wacom Co. Ltd. | 246500 | &nbsp;&nbsp;1194548 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Wakachiku <br>Construction Co. <br>Ltd.<br>| 33200 | &nbsp;&nbsp;987745 |
|  | Wakita & Co. Ltd. | 190600 | &nbsp;&nbsp;2483697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Warabeya Nichiyo <br>Holdings Co. Ltd.<br>| 59732 | &nbsp;&nbsp;1329707 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Waseda Academy Co. <br>Ltd.<br>| 27900 | &nbsp;&nbsp;376353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Washington Hotel <br>Corp.<br>| 1400 | &nbsp;&nbsp;11473 |
| # | Watahan & Co. Ltd. | 52000 | &nbsp;&nbsp;476381 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | WATAMI Co. Ltd. | 71700 | &nbsp;&nbsp;$442336 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;WDB Holdings Co. <br>Ltd.<br>| 23200 | &nbsp;&nbsp;240613 |
|  | WDI Corp. | 3300 | &nbsp;&nbsp;68277 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Wealth Management, <br>Inc.<br>| 5800 | &nbsp;&nbsp;39575 |
|  | Weathernews, Inc. | 30800 | &nbsp;&nbsp;811878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wellneo Sugar Co. <br>Ltd.<br>| 55600 | &nbsp;&nbsp;1028222 |
|  | Wellnet Corp. | 57800 | &nbsp;&nbsp;246927 |
| # | West Holdings Corp. | 138406 | &nbsp;&nbsp;1424247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;West Japan Railway <br>Co.<br>| 263400 | &nbsp;&nbsp;5382431 |
| # | Will Group, Inc. | 38000 | &nbsp;&nbsp;292470 |
| \* | WingArc1st, Inc. | 59400 | &nbsp;&nbsp;1251513 |
|  | Workman Co. Ltd. | 45200 | &nbsp;&nbsp;1859550 |
|  | World Co. Ltd. | 103800 | &nbsp;&nbsp;2106418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;World Holdings Co. <br>Ltd.<br>| 32500 | &nbsp;&nbsp;532014 |
|  | Wowow, Inc. | 14300 | &nbsp;&nbsp;134039 |
| #\* | W-Scope Corp. | 86200 | &nbsp;&nbsp;94268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xebio Holdings Co. <br>Ltd.<br>| 82139 | &nbsp;&nbsp;572002 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;YAC Holdings Co. <br>Ltd.<br>| 61624 | &nbsp;&nbsp;441454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yahagi Construction <br>Co. Ltd.<br>| 110900 | &nbsp;&nbsp;1664583 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yakult Honsha Co. <br>Ltd.<br>| 340500 | &nbsp;&nbsp;5502370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YAKUODO Holdings <br>Co. Ltd.<br>| 25500 | &nbsp;&nbsp;330728 |
|  | YAMABIKO Corp. | 168640 | &nbsp;&nbsp;3510740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YAMADA Consulting <br>Group Co. Ltd.<br>| 20500 | &nbsp;&nbsp;229474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamada Holdings Co. <br>Ltd.<br>| 1772338 | &nbsp;&nbsp;6213375 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yamae Group <br>Holdings Co. Ltd.<br>| 60400 | &nbsp;&nbsp;1092694 |
| # | Yamagata Bank Ltd. | 54399 | &nbsp;&nbsp;778742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamaguchi Financial <br>Group, Inc.<br>| 651900 | &nbsp;&nbsp;10384068 |
|  | Yamaha Corp. | 960097 | &nbsp;&nbsp;6978431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamaha Motor Co. <br>Ltd.<br>| 2797400 | &nbsp;&nbsp;21125121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamaichi Electronics <br>Co. Ltd.<br>| 126500 | &nbsp;&nbsp;4807556 |
| # | Yamami Co. | 11800 | &nbsp;&nbsp;372275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamanashi Chuo <br>Bank Ltd.<br>| 119000 | &nbsp;&nbsp;3652014 |
| # | Yamatane Corp. | 91800 | &nbsp;&nbsp;1342195 |
|  | Yamato Corp. | 80400 | &nbsp;&nbsp;1215564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamato Holdings Co. <br>Ltd.<br>| 405300 | &nbsp;&nbsp;5299185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamato Kogyo Co. <br>Ltd.<br>| 112100 | &nbsp;&nbsp;8081518 |
| # | Yamaura Corp. | 31400 | &nbsp;&nbsp;298705 |
| # | Yamax Corp. | 13000 | &nbsp;&nbsp;170944 |
| # | Yamaya Corp. | 8810 | &nbsp;&nbsp;126785 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamazaki Baking Co. <br>Ltd.<br>| 395700 | &nbsp;&nbsp;$8383880 |
|  | Yamazen Corp. | 214700 | &nbsp;&nbsp;1980251 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yashima Denki Co. <br>Ltd.<br>| 42800 | &nbsp;&nbsp;850447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yaskawa Electric <br>Corp.<br>| 149900 | &nbsp;&nbsp;4784698 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yasuda Logistics <br>Corp.<br>| 75700 | &nbsp;&nbsp;1090802 |
| # | YE DIGITAL Corp. | 31400 | &nbsp;&nbsp;161265 |
|  | Yellow Hat Ltd. | 300400 | &nbsp;&nbsp;3279687 |
|  | Yodoko Ltd. | 538200 | &nbsp;&nbsp;4875978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yokogawa Bridge <br>Holdings Corp.<br>| 140100 | &nbsp;&nbsp;2819793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yokogawa Electric <br>Corp.<br>| 296400 | &nbsp;&nbsp;9881638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yokohama Financial <br>Group, Inc.<br>| 1891211 | &nbsp;&nbsp;17224637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yokohama Rubber <br>Co. Ltd. <br>| 532300 | &nbsp;&nbsp;21010036 |
| # | Yokorei Co. Ltd. | 196300 | &nbsp;&nbsp;1611980 |
|  | Yokowo Co. Ltd. | 61900 | &nbsp;&nbsp;881672 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yomeishu Seizo Co. <br>Ltd.<br>| 17900 | &nbsp;&nbsp;494794 |
|  | Yondenko Corp. | 118380 | &nbsp;&nbsp;1282738 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yondoshi Holdings, <br>Inc.<br>| 38600 | &nbsp;&nbsp;454743 |
|  | Yonex Co. Ltd. | 204100 | &nbsp;&nbsp;4302968 |
| # | Yorozu Corp. | 62310 | &nbsp;&nbsp;410402 |
|  | Yoshicon Co. Ltd. | 1900 | &nbsp;&nbsp;35837 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Yoshimura Food <br>Holdings KK<br>| 33200 | &nbsp;&nbsp;187221 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yoshinoya Holdings <br>Co. Ltd.<br>| 222800 | &nbsp;&nbsp;4400226 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yossix Holdings Co. <br>Ltd.<br>| 15300 | &nbsp;&nbsp;311171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yotai Refractories Co. <br>Ltd.<br>| 3400 | &nbsp;&nbsp;40021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuasa Funashoku Co. <br>Ltd.<br>| 11600 | &nbsp;&nbsp;132257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuasa Trading Co. <br>Ltd.<br>| 72700 | &nbsp;&nbsp;2664490 |
|  | Yuken Kogyo Co. Ltd. | 4500 | &nbsp;&nbsp;94437 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yukiguni Factory Co. <br>Ltd.<br>| 45218 | &nbsp;&nbsp;310582 |
|  | Yurtec Corp. | 196400 | &nbsp;&nbsp;3453130 |
| # | Yushin Co. | 50700 | &nbsp;&nbsp;249559 |
|  | Yushiro, Inc. | 34200 | &nbsp;&nbsp;671562 |
| # | Yutaka Foods Corp. | 4000 | &nbsp;&nbsp;54596 |
|  | Yutaka Giken Co. Ltd. | 2200 | &nbsp;&nbsp;46828 |
|  | Zacros Corp. | 234400 | &nbsp;&nbsp;1764883 |
|  | Zaoh Co. Ltd. | 18400 | &nbsp;&nbsp;305330 |
| # | Zenitaka Corp. | 10637 | &nbsp;&nbsp;541128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zenkoku Hosho Co. <br>Ltd.<br>| 376393 | &nbsp;&nbsp;7483292 |
|  | Zenrin Co. Ltd. | 150249 | &nbsp;&nbsp;1019087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zensho Holdings Co. <br>Ltd.<br>| 172797 | &nbsp;&nbsp;9365063 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Zeon Corp. | 593500 | &nbsp;&nbsp;$7252476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZERIA Pharmaceutical <br>Co. Ltd.<br>| 79700 | &nbsp;&nbsp;1058442 |
| # | ZIGExN Co. Ltd. | 226200 | &nbsp;&nbsp;685792 |
|  | Zojirushi Corp. | 32300 | &nbsp;&nbsp;322888 |
|  | ZOZO, Inc. | 740700 | &nbsp;&nbsp;6117777 |
| # | Zuiko Corp. | 53835 | &nbsp;&nbsp;349695 |
| TOTAL JAPAN | TOTAL JAPAN |  | &nbsp;&nbsp;8815444453 |
| NETHERLANDS — (3.4%) | NETHERLANDS — (3.4%) | NETHERLANDS — (3.4%) |  |
|  | Aalberts NV | 454850 | &nbsp;&nbsp;17465572 |
| Ω | ABN AMRO Bank NV | 1010931 | &nbsp;&nbsp;37245977 |
|  | Acomo NV | 81893 | &nbsp;&nbsp;2415332 |
| \*Ω | Adyen NV | 9183 | &nbsp;&nbsp;13616954 |
|  | Aegon Ltd. (AEG US) | 532037 | &nbsp;&nbsp;4144569 |
|  | Aegon Ltd. (AGN NA) | 4973600 | &nbsp;&nbsp;39065021 |
| # | Akzo Nobel NV | 459878 | &nbsp;&nbsp;32217763 |
| \*Ω | Alfen NV | 12665 | &nbsp;&nbsp;168961 |
|  | Allfunds Group PLC | 773184 | &nbsp;&nbsp;7492984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AMG Critical Materials <br>NV<br>| 104276 | &nbsp;&nbsp;4460902 |
| # | Aperam SA | 237788 | &nbsp;&nbsp;10231639 |
| # | Arcadis NV | 312262 | &nbsp;&nbsp;14023724 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;ArcelorMittal SA (MT <br>US)<br>| 803577 | &nbsp;&nbsp;43369063 |
|  | ASM International NV | 65587 | &nbsp;&nbsp;55082140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASML Holding NV <br>(ASML NA)<br>| 119915 | &nbsp;&nbsp;171946739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASML Holding NV <br>(ASML US)<br>| 179801 | &nbsp;&nbsp;255856823 |
|  | ASR Nederland NV | 630540 | &nbsp;&nbsp;45796524 |
| #\* | Avantium NV | 7876 | &nbsp;&nbsp;61599 |
| \*Ω | Basic-Fit NV | 174813 | &nbsp;&nbsp;6664082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BE Semiconductor <br>Industries NV<br>| 157088 | &nbsp;&nbsp;30576128 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Brunel International <br>NV<br>| 50834 | &nbsp;&nbsp;451093 |
| #\* | CM.com NV | 12593 | &nbsp;&nbsp;65845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola Europacific <br>Partners PLC<br>| 270395 | &nbsp;&nbsp;24725897 |
|  | Corbion NV | 159591 | &nbsp;&nbsp;3833261 |
| Ω | CTP NV | 265748 | &nbsp;&nbsp;5793488 |
| #\* | Fastned BV | 733 | &nbsp;&nbsp;19076 |
| \* | Flow Traders Ltd. | 141512 | &nbsp;&nbsp;4603741 |
|  | ForFarmers NV | 80438 | &nbsp;&nbsp;531957 |
|  | Fugro NV | 248807 | &nbsp;&nbsp;3438168 |
|  | HAL Trust | 7074 | &nbsp;&nbsp;1305706 |
|  | Havas NV | 208852 | &nbsp;&nbsp;4315296 |
|  | Heineken NV | 248667 | &nbsp;&nbsp;20527359 |
| # | IMCD NV | 129789 | &nbsp;&nbsp;12131692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ING Groep NV (ING <br>US), Sponsored <br>ADR<br>| 17787 | &nbsp;&nbsp;522759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ING Groep NV (INGA <br>NA)<br>| 2231490 | &nbsp;&nbsp;65808639 |
| #\* | InPost SA | 547638 | &nbsp;&nbsp;8583572 |
|  | JDE Peet's NV | 118659 | &nbsp;&nbsp;4467171 |
| # | Kendrion NV | 32984 | &nbsp;&nbsp;581032 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koninklijke Ahold <br>Delhaize NV (AD <br>NA)<br>| 1866433 | &nbsp;&nbsp;$72977795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koninklijke BAM <br>Groep NV<br>| 1590527 | &nbsp;&nbsp;16680970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koninklijke Heijmans <br>NV<br>| 143047 | &nbsp;&nbsp;11655518 |
|  | Koninklijke KPN NV | 14717370 | &nbsp;&nbsp;72078501 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Koninklijke Philips NV <br>(PHG US)<br>| 1017635 | &nbsp;&nbsp;29206124 |
|  | Koninklijke Vopak NV | 309427 | &nbsp;&nbsp;15443176 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Magnum Ice Cream <br>Co. NV<br>| 50656 | &nbsp;&nbsp;899364 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Magnum Ice Cream <br>Co. NV MICC NA<br>| 276749 | &nbsp;&nbsp;4918696 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Magnum Ice Cream <br>Co. NV MICC US<br>| 110211 | &nbsp;&nbsp;1956245 |
|  | Nedap NV | 23107 | &nbsp;&nbsp;2385085 |
|  | NN Group NV | 899946 | &nbsp;&nbsp;71336197 |
| \* | NX Filtration NV | 3533 | &nbsp;&nbsp;8875 |
| \* | Pharming Group NV | 2173311 | &nbsp;&nbsp;4430921 |
|  | PostNL NV | 919208 | &nbsp;&nbsp;1287207 |
|  | Prosus NV (PRX NA) | 778407 | &nbsp;&nbsp;44759371 |
|  | Randstad NV | 231844 | &nbsp;&nbsp;8296891 |
|  | SBM Offshore NV | 886185 | &nbsp;&nbsp;31831975 |
| #\* | SIF Holding NV | 9744 | &nbsp;&nbsp;88662 |
| Ω | Signify NV | 268521 | &nbsp;&nbsp;5700579 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sligro Food Group <br>NV<br>| 53442 | &nbsp;&nbsp;719984 |
|  | TKH Group NV | 186987 | &nbsp;&nbsp;8205846 |
| \* | TomTom NV | 136910 | &nbsp;&nbsp;1028677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Music <br>Group NV<br>| 958047 | &nbsp;&nbsp;23488955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Van Lanschot Kempen <br>NV<br>| 107778 | &nbsp;&nbsp;6535559 |
|  | Wolters Kluwer NV | 410028 | &nbsp;&nbsp;38502853 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | &nbsp;&nbsp;1428032274 |
| NEW ZEALAND — (0.2%) | NEW ZEALAND — (0.2%) | NEW ZEALAND — (0.2%) |  |
| # | a2 Milk Co. Ltd.  | 539823 | &nbsp;&nbsp;3207997 |
|  | Air New Zealand Ltd. | 5900968 | &nbsp;&nbsp;2060077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Auckland International <br>Airport Ltd.<br>| 804016 | &nbsp;&nbsp;4006416 |
|  | Briscoe Group Ltd. | 3458 | &nbsp;&nbsp;10401 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Channel Infrastructure <br>NZ Ltd.<br>| 1125529 | &nbsp;&nbsp;1973907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chorus Ltd. (CHRYY <br>US), ADR<br>| 10086 | &nbsp;&nbsp;285131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chorus Ltd. (CNU <br>NZ)<br>| 2046206 | &nbsp;&nbsp;11700565 |
|  | Contact Energy Ltd. | 1319165 | &nbsp;&nbsp;7434597 |
|  | EBOS Group Ltd. | 289816 | &nbsp;&nbsp;4489731 |
| #\* | Eroad Ltd. | 31578 | &nbsp;&nbsp;22178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fisher & Paykel <br>Healthcare Corp. <br>Ltd.<br>| 349622 | &nbsp;&nbsp;8167637 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) |  |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Fletcher Building Ltd. <br>(FBU AU)<br>| 46679 | &nbsp;&nbsp;$104898 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fletcher Building Ltd. <br>(FBU NZ)<br>| 2939911 | &nbsp;&nbsp;6609451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fonterra Co-Operative <br>Group Ltd.<br>| 193658 | &nbsp;&nbsp;955029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Freightways Group <br>Ltd.<br>| 687706 | &nbsp;&nbsp;6040358 |
|  | Genesis Energy Ltd. | 1619975 | &nbsp;&nbsp;2370799 |
| \* | Gentrack Group Ltd. | 111983 | &nbsp;&nbsp;514275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hallenstein Glasson <br>Holdings Ltd.<br>| 175096 | &nbsp;&nbsp;1045590 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Heartland Group <br>Holdings Ltd.<br>| 2011721 | &nbsp;&nbsp;1459235 |
| # | Infratil Ltd. | 531030 | &nbsp;&nbsp;3532546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Investore Property <br>Ltd.<br>| 544731 | &nbsp;&nbsp;362220 |
| \* | KMD Brands Ltd. | 3029320 | &nbsp;&nbsp;500199 |
|  | Mainfreight Ltd. | 101371 | &nbsp;&nbsp;4103466 |
|  | Mercury NZ Ltd. | 446849 | &nbsp;&nbsp;1704734 |
|  | Meridian Energy Ltd. | 205855 | &nbsp;&nbsp;698340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Napier Port Holdings <br>Ltd.<br>| 20388 | &nbsp;&nbsp;46261 |
| # | NZME Ltd. (NZM AU) | 832068 | &nbsp;&nbsp;568428 |
|  | NZX Ltd. | 1102835 | &nbsp;&nbsp;1002036 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oceania Healthcare <br>Ltd.<br>| 1710767 | &nbsp;&nbsp;871315 |
|  | Port of Tauranga Ltd. | 394422 | &nbsp;&nbsp;1904773 |
| \* | Rakon Ltd. | 153337 | &nbsp;&nbsp;130488 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ryman Healthcare <br>Ltd.<br>| 1709524 | &nbsp;&nbsp;2865120 |
|  | Sanford Ltd. | 268979 | &nbsp;&nbsp;1184035 |
|  | Scales Corp. Ltd. | 471644 | &nbsp;&nbsp;1631034 |
| \* | Serko Ltd. | 66043 | &nbsp;&nbsp;117382 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Skellerup Holdings <br>Ltd.<br>| 734322 | &nbsp;&nbsp;2286500 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SKY Network <br>Television Ltd.<br>| 795781 | &nbsp;&nbsp;1598328 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;SKYCITY <br>Entertainment <br>Group Ltd.<br>| 2892122 | &nbsp;&nbsp;1612093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Spark New Zealand <br>Ltd.<br>| 1698838 | &nbsp;&nbsp;2312403 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Steel & Tube Holdings <br>Ltd.<br>| 706501 | &nbsp;&nbsp;284302 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Summerset Group <br>Holdings Ltd.<br>| 1077108 | &nbsp;&nbsp;7490779 |
| # | Tourism Holdings Ltd. | 671768 | &nbsp;&nbsp;1042596 |
|  | TOWER Ltd. | 1029385 | &nbsp;&nbsp;1196604 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Turners Automotive <br>Group Ltd.<br>| 22040 | &nbsp;&nbsp;114373 |
|  | Vector Ltd. | 284783 | &nbsp;&nbsp;826864 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vista Group <br>International Ltd.<br>| 317313 | &nbsp;&nbsp;354096 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Warehouse Group <br>Ltd.<br>| 366083 | &nbsp;&nbsp;161077 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  | &nbsp;&nbsp;102960664 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (0.7%) | NORWAY — (0.7%) | NORWAY — (0.7%) |  |
|  | 2020 Bulkers Ltd. | 66756 | &nbsp;&nbsp;$991387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ABG Sundal Collier <br>Holding ASA<br>| 1407891 | &nbsp;&nbsp;1184709 |
|  | AF Gruppen ASA | 92610 | &nbsp;&nbsp;1773366 |
|  | Akastor ASA | 348402 | &nbsp;&nbsp;484627 |
|  | Aker ASA, Class A | 14573 | &nbsp;&nbsp;1342265 |
| \* | Aker BioMarine ASA | 6188 | &nbsp;&nbsp;62154 |
|  | Aker BP ASA | 422563 | &nbsp;&nbsp;12439345 |
|  | Aker Solutions ASA | 1330206 | &nbsp;&nbsp;4860642 |
|  | Archer Ltd. | 241827 | &nbsp;&nbsp;637620 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ArcticZymes <br>Technologies ASA<br>| 28327 | &nbsp;&nbsp;64721 |
|  | Atea ASA | 310060 | &nbsp;&nbsp;4961855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Austevoll Seafood <br>ASA<br>| 314274 | &nbsp;&nbsp;3021134 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;AutoStore Holdings <br>Ltd.<br>| 160654 | &nbsp;&nbsp;186229 |
| \* | Axactor ASA | 277336 | &nbsp;&nbsp;240749 |
|  | B2 Impact ASA | 932946 | &nbsp;&nbsp;2012904 |
| # | Bakkafrost P | 48508 | &nbsp;&nbsp;2343275 |
|  | Bluenord ASA | 68218 | &nbsp;&nbsp;3188581 |
|  | Bonheur ASA | 100934 | &nbsp;&nbsp;2642204 |
|  | Borregaard ASA | 307322 | &nbsp;&nbsp;6184668 |
| # | Bouvet ASA | 196819 | &nbsp;&nbsp;1189177 |
| \* | BW Energy Ltd. | 31588 | &nbsp;&nbsp;152274 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;BW LPG Ltd. BWLPG <br>NO<br>| 471056 | &nbsp;&nbsp;7457119 |
|  | BW Offshore Ltd. | 509470 | &nbsp;&nbsp;2482688 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cadeler AS (CADLR <br>NO)<br>| 128116 | &nbsp;&nbsp;762658 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Cadeler AS (CDLR <br>US), ADR<br>| 6566 | &nbsp;&nbsp;156927 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cloudberry Clean <br>Energy ASA<br>| 727928 | &nbsp;&nbsp;935472 |
| # | DNB Bank ASA | 682028 | &nbsp;&nbsp;19556018 |
|  | DNO ASA | 2226670 | &nbsp;&nbsp;3782147 |
|  | DOF Group ASA | 384992 | &nbsp;&nbsp;4505974 |
| #Ω | Elkem ASA | 680905 | &nbsp;&nbsp;2022730 |
| Ω | Elmera Group ASA | 302288 | &nbsp;&nbsp;1262221 |
|  | Elopak ASA | 317458 | &nbsp;&nbsp;1649921 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Ensurge Micropower <br>ASA<br>| 377894 | &nbsp;&nbsp;33381 |
| Ω | Entra ASA | 59011 | &nbsp;&nbsp;691117 |
|  | Equinor ASA | 1136966 | &nbsp;&nbsp;30559951 |
| Ω | Europris ASA | 634066 | &nbsp;&nbsp;5825100 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;FLEX LNG Ltd. <br>(FLNG NO)<br>| 68867 | &nbsp;&nbsp;1838746 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;FLEX LNG Ltd. <br>(FLNG US)<br>| 4783 | &nbsp;&nbsp;127706 |
| # | Frontline PLC | 233889 | &nbsp;&nbsp;6657652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gjensidige Forsikring <br>ASA<br>| 36956 | &nbsp;&nbsp;1051862 |
| # | Golar LNG Ltd. | 19800 | &nbsp;&nbsp;803682 |
| #\* | Grieg Seafood ASA | 251982 | &nbsp;&nbsp;1951102 |
|  | Hafnia Ltd. | 565512 | &nbsp;&nbsp;3466500 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Hexagon Composites <br>ASA<br>| 318507 | &nbsp;&nbsp;256802 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Himalaya Shipping <br>Ltd. HSHP US<br>| 1591 | &nbsp;&nbsp;$17278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hoegh Autoliners <br>ASA<br>| 408163 | &nbsp;&nbsp;4548117 |
| #Ω | Kid ASA | 115577 | &nbsp;&nbsp;1495646 |
|  | Kitron ASA | 557120 | &nbsp;&nbsp;4788659 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Klaveness <br>Combination <br>Carriers ASA<br>| 65365 | &nbsp;&nbsp;600366 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kongsberg Automotive <br>ASA<br>| 3499532 | &nbsp;&nbsp;784756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kongsberg Gruppen <br>ASA<br>| 214860 | &nbsp;&nbsp;7380673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Leroy Seafood Group <br>ASA<br>| 451590 | &nbsp;&nbsp;2225364 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LINK Mobility Group <br>Holding ASA<br>| 797615 | &nbsp;&nbsp;2781379 |
|  | Magnora ASA | 98465 | &nbsp;&nbsp;213986 |
|  | Medistim ASA | 15709 | &nbsp;&nbsp;365022 |
|  | Mowi ASA | 150940 | &nbsp;&nbsp;3479475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MPC Container Ships <br>ASA<br>| 1633801 | &nbsp;&nbsp;3166344 |
| #Ω | Multiconsult ASA | 34394 | &nbsp;&nbsp;607251 |
| \* | Napatech AS | 5952 | &nbsp;&nbsp;20754 |
| \* | Nekkar ASA | 115588 | &nbsp;&nbsp;146202 |
| #\* | NEL ASA | 1897209 | &nbsp;&nbsp;432801 |
|  | Norbit ASA | 102991 | &nbsp;&nbsp;1979477 |
|  | Norconsult Norge AS | 69400 | &nbsp;&nbsp;327273 |
| \* | Nordic Mining ASA | 103303 | &nbsp;&nbsp;127828 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Nordic Semiconductor <br>ASA<br>| 53268 | &nbsp;&nbsp;715359 |
|  | Norsk Hydro ASA | 817996 | &nbsp;&nbsp;7262069 |
| #\*Ω | Norske Skog ASA | 121010 | &nbsp;&nbsp;234517 |
| \* | Northern Ocean Ltd. | 39056 | &nbsp;&nbsp;37158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Norwegian Air Shuttle <br>ASA<br>| 150444 | &nbsp;&nbsp;253944 |
| \* | NRC Group ASA | 43123 | &nbsp;&nbsp;40980 |
|  | Odfjell Drilling Ltd. | 499918 | &nbsp;&nbsp;4975922 |
|  | Odfjell SE, Class A | 78205 | &nbsp;&nbsp;1103251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Odfjell Technology <br>Ltd.<br>| 85243 | &nbsp;&nbsp;520488 |
| \* | OKEA ASA | 113976 | &nbsp;&nbsp;277845 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Okeanis Eco Tankers <br>Corp.<br>| 63287 | &nbsp;&nbsp;2552200 |
| # | Orkla ASA | 151121 | &nbsp;&nbsp;1798092 |
| \* | Otello Corp. ASA | 177781 | &nbsp;&nbsp;336867 |
| # | Panoro Energy ASA | 200956 | &nbsp;&nbsp;460452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paratus Energy <br>Services Ltd.<br>| 50277 | &nbsp;&nbsp;244287 |
|  | Pareto Bank ASA | 67059 | &nbsp;&nbsp;563611 |
|  | Petronor E&P ASA | 151028 | &nbsp;&nbsp;161493 |
|  | Pexip Holding ASA | 120836 | &nbsp;&nbsp;967963 |
| \* | PhotoCure ASA | 28695 | &nbsp;&nbsp;205616 |
| \*Ω | poLight ASA | 46889 | &nbsp;&nbsp;31659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Protector Forsikring <br>ASA<br>| 144955 | &nbsp;&nbsp;7852361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Public Property Invest <br>AS<br>| 151000 | &nbsp;&nbsp;374356 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |  |
|  | Rana Gruber ASA | 106359 | &nbsp;&nbsp;$857943 |
|  | Reach Subsea ASA | 86000 | &nbsp;&nbsp;66300 |
| # | Salmar ASA | 17953 | &nbsp;&nbsp;1069495 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Salmon Evolution <br>ASA<br>| 421019 | &nbsp;&nbsp;214353 |
|  | SATS ASA | 343647 | &nbsp;&nbsp;1432297 |
| \*Ω | Scatec ASA | 420364 | &nbsp;&nbsp;5021866 |
| \* | Sea1 offshore, Inc. | 189487 | &nbsp;&nbsp;491322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SED Energy Holdings <br>PLC<br>| 106166 | &nbsp;&nbsp;92200 |
|  | Selvaag Bolig ASA | 99160 | &nbsp;&nbsp;357034 |
| #\* | SmartCraft ASA | 36787 | &nbsp;&nbsp;82669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Solstad Maritime <br>Holding AS<br>| 291014 | &nbsp;&nbsp;660040 |
|  | Solstad Offshore ASA | 111139 | &nbsp;&nbsp;588146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SpareBank 1 <br>Helgeland<br>| 808 | &nbsp;&nbsp;14251 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sparebank 1 <br>Oestlandet<br>| 29884 | &nbsp;&nbsp;607456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SpareBank 1 <br>Sor-Norge ASA<br>| 354103 | &nbsp;&nbsp;7138445 |
|  | Sparebanken More | 17451 | &nbsp;&nbsp;198530 |
|  | Sparebanken Norge | 1063 | &nbsp;&nbsp;21185 |
|  | Stolt-Nielsen Ltd. | 119567 | &nbsp;&nbsp;3750724 |
|  | Storebrand ASA | 940744 | &nbsp;&nbsp;16462883 |
|  | Subsea 7 SA | 494470 | &nbsp;&nbsp;12639686 |
|  | Telenor ASA | 346171 | &nbsp;&nbsp;5833890 |
|  | TGS ASA | 531039 | &nbsp;&nbsp;5597326 |
| \* | Thor Medical ASA | 434307 | &nbsp;&nbsp;219736 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;TOMRA Systems <br>ASA<br>| 96069 | &nbsp;&nbsp;1274469 |
|  | Var Energi ASA | 593287 | &nbsp;&nbsp;2169313 |
|  | Veidekke ASA | 379003 | &nbsp;&nbsp;6984486 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Vend Marketplaces <br>ASA, Class B<br>| 41916 | &nbsp;&nbsp;1160513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wallenius Wilhelmsen <br>ASA<br>| 287819 | &nbsp;&nbsp;3344083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wilh Wilhelmsen <br>Holding ASA, <br>Class A<br>| 51941 | &nbsp;&nbsp;3698049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yara International <br>ASA<br>| 137167 | &nbsp;&nbsp;6304572 |
| # | Zalaris ASA | 15804 | &nbsp;&nbsp;146897 |
| \* | Zaptec ASA | 39092 | &nbsp;&nbsp;93559 |
| TOTAL NORWAY | TOTAL NORWAY |  | &nbsp;&nbsp;302854221 |
| PORTUGAL — (0.4%) | PORTUGAL — (0.4%) | PORTUGAL — (0.4%) |  |
| # | Altri SGPS SA | 345107 | &nbsp;&nbsp;1770727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Comercial <br>Portugues SA, <br>Class R<br>| 43547651 | &nbsp;&nbsp;47136062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corticeira Amorim <br>SGPS SA<br>| 94194 | &nbsp;&nbsp;747183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CTT-Correios de <br>Portugal SA<br>| 261986 | &nbsp;&nbsp;2107828 |
|  | EDP Renovaveis SA | 661555 | &nbsp;&nbsp;10049932 |
|  | EDP SA (EDP PL) | 3481135 | &nbsp;&nbsp;17800589 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| PORTUGAL — (Continued) | PORTUGAL — (Continued) | PORTUGAL — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EDP SA (EDPFY US), <br>Sponsored ADR<br>| 6700 | &nbsp;&nbsp;$342270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Galp Energia SGPS <br>SA<br>| 1746365 | &nbsp;&nbsp;34748522 |
|  | Ibersol SGPS SA | 31281 | &nbsp;&nbsp;394720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jeronimo Martins <br>SGPS SA<br>| 360889 | &nbsp;&nbsp;8510142 |
| # | Mota-Engil SGPS SA | 266220 | &nbsp;&nbsp;1406090 |
| # | Navigator Co. SA | 838866 | &nbsp;&nbsp;3175308 |
|  | NOS SGPS SA | 842718 | &nbsp;&nbsp;4380849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;REN - Redes <br>Energeticas <br>Nacionais SGPS <br>SA<br>| 1159548 | &nbsp;&nbsp;4725556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Semapa-Sociedade <br>de Investimento e <br>Gestao<br>| 10946 | &nbsp;&nbsp;290343 |
|  | Sonae SGPS SA | 4649260 | &nbsp;&nbsp;9756649 |
| \* | Teixeira Duarte SA | 304788 | &nbsp;&nbsp;173165 |
| TOTAL PORTUGAL | TOTAL PORTUGAL |  | &nbsp;&nbsp;147515935 |
| SINGAPORE — (1.2%) | SINGAPORE — (1.2%) | SINGAPORE — (1.2%) |  |
| \*†† | Abterra Ltd. | 189000 | &nbsp;&nbsp;0 |
| #\* | AEM Holdings Ltd. | 1056312 | &nbsp;&nbsp;1604947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASL Marine Holdings <br>Ltd.<br>| 62000 | &nbsp;&nbsp;15004 |
|  | Aztech Global Ltd. | 725200 | &nbsp;&nbsp;375958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banyan Tree Holdings <br>Ltd.<br>| 733700 | &nbsp;&nbsp;387169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bonvests Holdings <br>Ltd.<br>| 51600 | &nbsp;&nbsp;39893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boustead Singapore <br>Ltd.<br>| 1416142 | &nbsp;&nbsp;2174418 |
|  | BRC Asia Ltd. | 66700 | &nbsp;&nbsp;219513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bukit Sembawang <br>Estates Ltd.<br>| 558500 | &nbsp;&nbsp;2245641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bund Center <br>Investment Ltd.<br>| 316000 | &nbsp;&nbsp;106114 |
|  | Capitaland India Trust | 2637321 | &nbsp;&nbsp;2573305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CapitaLand <br>Investment Ltd.<br>| 5295800 | &nbsp;&nbsp;12821806 |
| # | Centurion Corp. Ltd. | 909800 | &nbsp;&nbsp;1086993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Aviation Oil <br>Singapore Corp. <br>Ltd.<br>| 1020500 | &nbsp;&nbsp;1402903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Sunsine <br>Chemical Holdings <br>Ltd.<br>| 3113200 | &nbsp;&nbsp;1789068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;City Developments <br>Ltd.<br>| 1511600 | &nbsp;&nbsp;11014388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ComfortDelGro Corp. <br>Ltd.<br>| 4135869 | &nbsp;&nbsp;4778237 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;COSCO Shipping <br>International <br>Singapore Co. Ltd.<br>| 3824100 | &nbsp;&nbsp;351537 |
| # | CSE Global Ltd. | 1969353 | &nbsp;&nbsp;1738680 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DBS Group Holdings <br>Ltd.<br>| 1692847 | &nbsp;&nbsp;$78687513 |
| \* | Del Monte Pacific Ltd. | 197982 | &nbsp;&nbsp;13338 |
|  | Delfi Ltd. | 769100 | &nbsp;&nbsp;539331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DFI Retail Group <br>Holdings Ltd.<br>| 733000 | &nbsp;&nbsp;3018217 |
| #\*†† | Ezion Holdings Ltd. | 4315348 | &nbsp;&nbsp;0 |
| #\*†† | Ezra Holdings Ltd. | 3719565 | &nbsp;&nbsp;0 |
|  | Far East Orchard Ltd. | 843973 | &nbsp;&nbsp;862944 |
|  | First Resources Ltd. | 2290600 | &nbsp;&nbsp;3852836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Food Empire Holdings <br>Ltd.<br>| 1029400 | &nbsp;&nbsp;2178460 |
|  | Fraser & Neave Ltd. | 23700 | &nbsp;&nbsp;28487 |
|  | Frasers Property Ltd. | 1225300 | &nbsp;&nbsp;1085843 |
| # | Frencken Group Ltd. | 1966100 | &nbsp;&nbsp;2585461 |
| \* | Fu Yu Corp. Ltd. | 1061200 | &nbsp;&nbsp;84772 |
| #\* | Gallant Venture Ltd. | 1774100 | &nbsp;&nbsp;105839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genting Singapore <br>Ltd.<br>| 12110600 | &nbsp;&nbsp;6992017 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Geo Energy <br>Resources Ltd.<br>| 3320700 | &nbsp;&nbsp;1112052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Golden <br>Agri-Resources <br>Ltd.<br>| 28561969 | &nbsp;&nbsp;6483506 |
|  | GSH Corp. Ltd. | 52560 | &nbsp;&nbsp;7685 |
| # | GuocoLand Ltd. | 1008321 | &nbsp;&nbsp;2137792 |
|  | Haw Par Corp. Ltd. | 422200 | &nbsp;&nbsp;5433104 |
|  | Ho Bee Land Ltd. | 910900 | &nbsp;&nbsp;1746334 |
|  | Hong Fok Corp. Ltd. | 1614088 | &nbsp;&nbsp;1082293 |
| # | Hong Leong Asia Ltd. | 2480200 | &nbsp;&nbsp;6694081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hong Leong Finance <br>Ltd.<br>| 236000 | &nbsp;&nbsp;509835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hongkong Land <br>Holdings Ltd.<br>| 1593100 | &nbsp;&nbsp;13517250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hotel Grand Central <br>Ltd.<br>| 183373 | &nbsp;&nbsp;105193 |
| # | Hour Glass Ltd. | 717000 | &nbsp;&nbsp;1261556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hutchison Port <br>Holdings Trust<br>| 18552800 | &nbsp;&nbsp;4267330 |
| #\*†† | Hyflux Ltd. | 2064700 | &nbsp;&nbsp;0 |
|  | iFAST Corp. Ltd. | 522500 | &nbsp;&nbsp;4332868 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Indofood Agri <br>Resources Ltd.<br>| 10388800 | &nbsp;&nbsp;3231643 |
| # | InnoTek Ltd. | 225100 | &nbsp;&nbsp;150789 |
|  | ISDN Holdings Ltd. | 598506 | &nbsp;&nbsp;188874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jardine Cycle & <br>Carriage Ltd.<br>| 271697 | &nbsp;&nbsp;6776719 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Jurong Technologies <br>Industrial Corp. Ltd.<br>| 213200 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keppel Infrastructure <br>Trust<br>| 8738457 | &nbsp;&nbsp;3567682 |
|  | Keppel Ltd. | 2450200 | &nbsp;&nbsp;21078637 |
|  | KSH Holdings Ltd. | 150300 | &nbsp;&nbsp;40721 |
| # | LHN Ltd. | 442000 | &nbsp;&nbsp;236251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marco Polo Marine <br>Ltd.<br>| 7705400 | &nbsp;&nbsp;910238 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mermaid Maritime <br>PCL<br>| 733200 | &nbsp;&nbsp;72387 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |  |
|  | Metro Holdings Ltd. | 1889300 | &nbsp;&nbsp;$799744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mewah International, <br>Inc.<br>| 47900 | &nbsp;&nbsp;12575 |
| #\*†† | Midas Holdings Ltd. | 4664147 | &nbsp;&nbsp;0 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nanofilm Technologies <br>International Ltd.<br>| 435700 | &nbsp;&nbsp;195746 |
|  | Netlink NBN Trust | 5694100 | &nbsp;&nbsp;4380487 |
| \* | Oceanus Group Ltd. | 1015400 | &nbsp;&nbsp;3121 |
|  | OKP Holdings Ltd. | 329700 | &nbsp;&nbsp;217937 |
| # | Olam Group Ltd. | 2437775 | &nbsp;&nbsp;1712362 |
|  | OUE Ltd. | 1085300 | &nbsp;&nbsp;1006518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oversea-Chinese <br>Banking Corp. Ltd.<br>| 2122568 | &nbsp;&nbsp;35424684 |
| \* | Oxley Holdings Ltd. | 3196596 | &nbsp;&nbsp;213451 |
| # | Pan-United Corp. Ltd. | 424800 | &nbsp;&nbsp;384699 |
|  | Propnex Ltd. | 617400 | &nbsp;&nbsp;1063681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Q&M Dental Group <br>Singapore Ltd.<br>| 995240 | &nbsp;&nbsp;403588 |
|  | QAF Ltd. | 904165 | &nbsp;&nbsp;678219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raffles Medical Group <br>Ltd.<br>| 2159263 | &nbsp;&nbsp;1690433 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Rex International <br>Holding Ltd.<br>| 1553900 | &nbsp;&nbsp;191475 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Riverstone Holdings <br>Ltd.<br>| 1983400 | &nbsp;&nbsp;1193197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samudera Shipping <br>Line Ltd.<br>| 916300 | &nbsp;&nbsp;800234 |
|  | SATS Ltd. | 2008421 | &nbsp;&nbsp;5983374 |
|  | SBS Transit Ltd. | 150100 | &nbsp;&nbsp;385881 |
|  | Seatrium Ltd. | 8154791 | &nbsp;&nbsp;13523844 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sembcorp Industries <br>Ltd.<br>| 2975700 | &nbsp;&nbsp;14100287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sheng Siong Group <br>Ltd.<br>| 2739200 | &nbsp;&nbsp;5858815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SIA Engineering Co. <br>Ltd.<br>| 397400 | &nbsp;&nbsp;1031325 |
|  | Sing Holdings Ltd. | 463000 | &nbsp;&nbsp;231646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sing Investments & <br>Finance Ltd.<br>| 36400 | &nbsp;&nbsp;47572 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Singapore Airlines <br>Ltd.<br>| 4201300 | &nbsp;&nbsp;20972952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Singapore Exchange <br>Ltd.<br>| 1399400 | &nbsp;&nbsp;19390232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Singapore Land <br>Group Ltd.<br>| 570723 | &nbsp;&nbsp;1567596 |
| # | Singapore Post Ltd. | 4670716 | &nbsp;&nbsp;1450242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Singapore <br>Technologies <br>Engineering Ltd.<br>| 2257000 | &nbsp;&nbsp;17350885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Singapore <br>Telecommunications <br>Ltd.<br>| 801350 | &nbsp;&nbsp;2891824 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Stamford Land Corp. <br>Ltd.<br>| 2241376 | &nbsp;&nbsp;871873 |
|  | StarHub Ltd. | 1663810 | &nbsp;&nbsp;1488185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Straits Trading Co. <br>Ltd.<br>| 487023 | &nbsp;&nbsp;686116 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |  |
| \*†† | Swiber Holdings Ltd. | 1301500 | &nbsp;&nbsp;$0 |
|  | Tai Sin Electric Ltd. | 48100 | &nbsp;&nbsp;18858 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Thomson Medical <br>Group Ltd.<br>| 4801400 | &nbsp;&nbsp;230577 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tiong Woon Corp. <br>Holding Ltd.<br>| 199750 | &nbsp;&nbsp;154676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tuan Sing Holdings <br>Ltd.<br>| 3115017 | &nbsp;&nbsp;847154 |
| # | UMS Integration Ltd. | 2753635 | &nbsp;&nbsp;2902579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Overseas Bank <br>Ltd.<br>| 1510989 | &nbsp;&nbsp;45539903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Overseas <br>Insurance Ltd.<br>| 1900 | &nbsp;&nbsp;11710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UOB-Kay Hian <br>Holdings Ltd.<br>| 1594137 | &nbsp;&nbsp;3951887 |
|  | UOL Group Ltd. | 1539188 | &nbsp;&nbsp;13145550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valuetronics Holdings <br>Ltd.<br>| 2445960 | &nbsp;&nbsp;1683948 |
|  | Venture Corp. Ltd. | 799700 | &nbsp;&nbsp;10269042 |
|  | Vicom Ltd. | 58800 | &nbsp;&nbsp;76410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wee Hur Holdings <br>Ltd.<br>| 2304800 | &nbsp;&nbsp;1612519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wilmar International <br>Ltd.<br>| 2062500 | &nbsp;&nbsp;5506959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wing Tai Holdings <br>Ltd.<br>| 2004924 | &nbsp;&nbsp;2598916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yangzijiang <br>Shipbuilding <br>Holdings Ltd.<br>| 7940900 | &nbsp;&nbsp;20855278 |
|  | Yeo Hiap Seng Ltd. | 64554 | &nbsp;&nbsp;30763 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | &nbsp;&nbsp;497346981 |
| SPAIN — (3.0%) | SPAIN — (3.0%) | SPAIN — (3.0%) |  |
| # | Acciona SA | 92587 | &nbsp;&nbsp;19898405 |
|  | Acerinox SA | 764657 | &nbsp;&nbsp;11358723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ACS Actividades de <br>Construccion y <br>Servicios SA<br>| 782793 | &nbsp;&nbsp;87826353 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Adveo Group <br>International SA<br>| 60568 | &nbsp;&nbsp;0 |
| Ω | Aedas Homes SA | 31850 | &nbsp;&nbsp;904335 |
| Ω | Aena SME SA | 897990 | &nbsp;&nbsp;27889368 |
|  | Alantra Partners SA | 7431 | &nbsp;&nbsp;80660 |
|  | Almirall SA | 206413 | &nbsp;&nbsp;3089870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amadeus IT Group <br>SA<br>| 603233 | &nbsp;&nbsp;40444745 |
| \* | Amper SA | 3249774 | &nbsp;&nbsp;732087 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Atresmedia Corp. de <br>Medios de <br>Comunicacion SA<br>| 226317 | &nbsp;&nbsp;1408325 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Audax Renovables <br>SA<br>| 75792 | &nbsp;&nbsp;118281 |
|  | Azkoyen SA | 55415 | &nbsp;&nbsp;573532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya <br>Argentaria SA <br>(BBVA SM)<br>| 6497154 | &nbsp;&nbsp;164921442 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya <br>Argentaria SA <br>(BBVA US), <br>Sponsored ADR<br>| 1836298 | &nbsp;&nbsp;$46678695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco de Sabadell <br>SA<br>| 20339535 | &nbsp;&nbsp;79787579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Santander SA <br>(SAN SM)<br>| 11550342 | &nbsp;&nbsp;147475490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Santander SA <br>(SAN US), <br>Sponsored ADR<br>| 93721 | &nbsp;&nbsp;1194943 |
|  | Bankinter SA | 3101692 | &nbsp;&nbsp;52945797 |
|  | CaixaBank SA | 6073288 | &nbsp;&nbsp;80168461 |
| #Ω | Cellnex Telecom SA | 343195 | &nbsp;&nbsp;10615070 |
|  | CIE Automotive SA | 228491 | &nbsp;&nbsp;7783619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Construcciones y <br>Auxiliar de <br>Ferrocarriles SA<br>| 85510 | &nbsp;&nbsp;5700368 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Corp. ACCIONA <br>Energias <br>Renovables SA<br>| 177273 | &nbsp;&nbsp;4487423 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Distribuidora <br>Internacional de <br>Alimentacion SA<br>| 39100 | &nbsp;&nbsp;1814280 |
|  | Ebro Foods SA | 180922 | &nbsp;&nbsp;3943213 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;eDreams ODIGEO <br>SA<br>| 249457 | &nbsp;&nbsp;1032144 |
|  | Elecnor SA | 103773 | &nbsp;&nbsp;3307748 |
|  | Enagas SA | 361928 | &nbsp;&nbsp;5958476 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Ence Energia y <br>Celulosa SA<br>| 475928 | &nbsp;&nbsp;1253236 |
|  | Endesa SA | 621334 | &nbsp;&nbsp;22936373 |
| \* | Ercros SA | 552483 | &nbsp;&nbsp;2238731 |
|  | Faes Farma SA | 1086181 | &nbsp;&nbsp;6734331 |
|  | Ferrovial SE | 339515 | &nbsp;&nbsp;22932553 |
|  | Fluidra SA | 226294 | &nbsp;&nbsp;6582511 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Gestamp Automocion <br>SA<br>| 563172 | &nbsp;&nbsp;2019163 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Global Dominion <br>Access SA<br>| 352953 | &nbsp;&nbsp;1457735 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grenergy Renovables <br>SA<br>| 12122 | &nbsp;&nbsp;1383680 |
| # | Grifols SA | 680994 | &nbsp;&nbsp;8712664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Empresarial <br>San Jose SA<br>| 79303 | &nbsp;&nbsp;781032 |
|  | Iberdrola SA | 24286 | &nbsp;&nbsp;544802 |
|  | Iberdrola SA IBE SM | 1772937 | &nbsp;&nbsp;39860474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Iberpapel Gestion SA <br>(IBG SM)<br>| 8436 | &nbsp;&nbsp;210106 |
| # | Indra Sistemas SA | 469803 | &nbsp;&nbsp;30365233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Industria de Diseno <br>Textil SA<br>| 873477 | &nbsp;&nbsp;56837232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Laboratorio Reig Jofre <br>SA<br>| 7436 | &nbsp;&nbsp;24249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Laboratorios <br>Farmaceuticos Rovi <br>SA<br>| 96819 | &nbsp;&nbsp;8266534 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Linea Directa <br>Aseguradora SA <br>Cia de Seguros y <br>Reaseguros<br>| 787000 | &nbsp;&nbsp;$1097590 |
| # | Logista Integral SA | 315807 | &nbsp;&nbsp;11519593 |
|  | Mapfre SA | 3959364 | &nbsp;&nbsp;18117000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Melia Hotels <br>International SA<br>| 368417 | &nbsp;&nbsp;3287028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Miquel y Costas & <br>Miquel SA<br>| 134649 | &nbsp;&nbsp;2235757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Naturgy Energy Group <br>SA<br>| 339976 | &nbsp;&nbsp;10675572 |
| Ω | Neinor Homes SA | 89940 | &nbsp;&nbsp;2143065 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Nueva Expresion <br>Textil SA<br>| 183763 | &nbsp;&nbsp;212259 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Obrascon Huarte Lain <br>SA<br>| 1798723 | &nbsp;&nbsp;764216 |
| #\* | Oryzon Genomics SA | 17553 | &nbsp;&nbsp;66862 |
|  | Pharma Mar SA | 11766 | &nbsp;&nbsp;1100821 |
|  | Prim SA | 7030 | &nbsp;&nbsp;106275 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Promotora de <br>Informaciones SA, <br>Class A<br>| 715854 | &nbsp;&nbsp;292246 |
| #Ω | Prosegur Cash SA | 530415 | &nbsp;&nbsp;403127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prosegur Cia de <br>Seguridad SA<br>| 68540 | &nbsp;&nbsp;228159 |
| \* | Realia Business SA | 620075 | &nbsp;&nbsp;751862 |
|  | Redeia Corp. SA | 625806 | &nbsp;&nbsp;10815139 |
|  | Repsol SA (REP SM) | 3125645 | &nbsp;&nbsp;61578618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Repsol SA (REPYY <br>US), Sponsored <br>ADR<br>| 74825 | &nbsp;&nbsp;1465082 |
|  | Sacyr SA | 21520 | &nbsp;&nbsp;101168 |
|  | Sacyr SA SCYR SM | 1721676 | &nbsp;&nbsp;8101502 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Solaria Energia y <br>Medio Ambiente <br>SA<br>| 236352 | &nbsp;&nbsp;5212794 |
| #\*†† | &nbsp;&nbsp;&nbsp;&nbsp;Soltec Power Holdings <br>SA<br>| 5663 | &nbsp;&nbsp;5100 |
| #\*Ω | Talgo SA | 32680 | &nbsp;&nbsp;113616 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tecnicas Reunidas <br>SA<br>| 164043 | &nbsp;&nbsp;6211416 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Telefonica SA (TEF <br>SM)<br>| 9701491 | &nbsp;&nbsp;39274506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telefonica SA (TEF <br>US), Sponsored <br>ADR<br>| 40887 | &nbsp;&nbsp;163548 |
| # | Tubacex SA | 447833 | &nbsp;&nbsp;1829695 |
| Ω | Unicaja Banco SA | 4139536 | &nbsp;&nbsp;14185712 |
|  | Vidrala SA | 80633 | &nbsp;&nbsp;8423955 |
|  | Viscofan SA | 183866 | &nbsp;&nbsp;12339363 |
| TOTAL SPAIN | TOTAL SPAIN |  | &nbsp;&nbsp;1248102717 |
| SWEDEN — (2.7%) | SWEDEN — (2.7%) | SWEDEN — (2.7%) |  |
| # | AAK AB | 166713 | &nbsp;&nbsp;4664954 |
| Ω | AcadeMedia AB | 437434 | &nbsp;&nbsp;4635060 |
|  | AddLife AB, Class B | 279031 | &nbsp;&nbsp;4274429 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |  |
|  | Addnode Group AB | 384059 | &nbsp;&nbsp;$3691170 |
|  | AddTech AB, Class B | 358034 | &nbsp;&nbsp;11625000 |
|  | AFRY AB | 265918 | &nbsp;&nbsp;4219583 |
|  | Alfa Laval AB | 191992 | &nbsp;&nbsp;11120610 |
| Ω | Alimak Group AB | 164893 | &nbsp;&nbsp;2524762 |
|  | Alleima AB | 756181 | &nbsp;&nbsp;6608829 |
|  | Alligo AB, Class B | 110880 | &nbsp;&nbsp;1577071 |
| Ω | Ambea AB | 402231 | &nbsp;&nbsp;6133820 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Annehem Fastigheter <br>AB, Class B<br>| 305153 | &nbsp;&nbsp;561568 |
|  | AQ Group AB | 156164 | &nbsp;&nbsp;3437326 |
|  | Arjo AB, Class B | 643698 | &nbsp;&nbsp;1929660 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Asmodee Group AB, <br>Class B<br>| 232768 | &nbsp;&nbsp;2793005 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Assa Abloy AB, <br>Class B<br>| 349304 | &nbsp;&nbsp;14123734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atlas Copco AB <br>(ATCOA SS), <br>Class A<br>| 2042559 | &nbsp;&nbsp;42122031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atlas Copco AB <br>(ATCOB SS), <br>Class B<br>| 1164748 | &nbsp;&nbsp;20951095 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Atrium Ljungberg AB, <br>Class B<br>| 577670 | &nbsp;&nbsp;2187935 |
| Ω | Attendo AB | 531106 | &nbsp;&nbsp;5301765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Avanza Bank Holding <br>AB<br>| 334394 | &nbsp;&nbsp;13028795 |
| # | Axfood AB | 223360 | &nbsp;&nbsp;7652615 |
|  | Beijer Alma AB | 148925 | &nbsp;&nbsp;4425693 |
|  | Beijer Ref AB | 210000 | &nbsp;&nbsp;2989323 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bergman & Beving <br>AB<br>| 131120 | &nbsp;&nbsp;4079243 |
|  | Betsson AB, Class B | 689732 | &nbsp;&nbsp;8098548 |
| #\* | Better Collective AS | 84129 | &nbsp;&nbsp;1003269 |
| \* | BHG Group AB | 384744 | &nbsp;&nbsp;1325306 |
| \* | BICO Group AB | 16963 | &nbsp;&nbsp;32840 |
|  | Bilia AB, Class A | 368992 | &nbsp;&nbsp;5228377 |
|  | Billerud Aktiebolag | 832379 | &nbsp;&nbsp;6730696 |
| \*Ω | BioArctic AB | 20468 | &nbsp;&nbsp;735034 |
|  | BioGaia AB, Class B | 236551 | &nbsp;&nbsp;2909520 |
|  | Bjorn Borg AB | 94604 | &nbsp;&nbsp;622606 |
| \* | Boliden AB | 530095 | &nbsp;&nbsp;37120799 |
| \* | Bonava AB, Class B | 1118515 | &nbsp;&nbsp;1638249 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;BoneSupport Holding <br>AB<br>| 5101 | &nbsp;&nbsp;105924 |
| #\*Ω | Boozt AB | 31308 | &nbsp;&nbsp;317945 |
| Ω | Bravida Holding AB | 348795 | &nbsp;&nbsp;3436356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BTS Group AB, <br>Class B<br>| 400 | &nbsp;&nbsp;5739 |
|  | Bufab AB | 552281 | &nbsp;&nbsp;6113375 |
|  | Bulten AB | 58282 | &nbsp;&nbsp;325093 |
|  | Bure Equity AB | 287877 | &nbsp;&nbsp;7108081 |
|  | Byggmax Group AB | 216650 | &nbsp;&nbsp;1375293 |
| #\* | Camurus AB | 46160 | &nbsp;&nbsp;3465090 |
| \* | Carasent AB | 40141 | &nbsp;&nbsp;116321 |
| # | Castellum AB | 508419 | &nbsp;&nbsp;6285202 |
|  | Catella AB | 76414 | &nbsp;&nbsp;233849 |
|  | Catena AB | 62150 | &nbsp;&nbsp;3226185 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |  |
|  | Cellavision AB | 22307 | &nbsp;&nbsp;$368711 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cibus Nordic Real <br>Estate AB publ<br>| 127710 | &nbsp;&nbsp;2213727 |
| #\* | Cint Group AB | 567545 | &nbsp;&nbsp;184356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Clas Ohlson AB, <br>Class B<br>| 233515 | &nbsp;&nbsp;7995734 |
|  | Cloetta AB, Class B | 1079119 | &nbsp;&nbsp;5278343 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Coffee Stain Group <br>AB, Class B<br>| 367175 | &nbsp;&nbsp;764235 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Coor Service <br>Management <br>Holding AB<br>| 345370 | &nbsp;&nbsp;2048750 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Corem Property <br>Group AB (COREB <br>SS), Class B<br>| 505943 | &nbsp;&nbsp;234212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corem Property <br>Group AB (CORED <br>SS), Class D<br>| 6348 | &nbsp;&nbsp;170500 |
|  | CTT Systems AB | 10437 | &nbsp;&nbsp;191452 |
|  | Dios Fastigheter AB | 285540 | &nbsp;&nbsp;2067994 |
| Ω | Dometic Group AB | 938708 | &nbsp;&nbsp;4040040 |
|  | Duni AB | 14420 | &nbsp;&nbsp;169600 |
| \*Ω | Dustin Group AB | 2918927 | &nbsp;&nbsp;568368 |
| \* | Dynavox Group AB | 173147 | &nbsp;&nbsp;1693917 |
|  | Eastnine AB | 379021 | &nbsp;&nbsp;2119450 |
|  | Elanders AB, Class B | 19079 | &nbsp;&nbsp;127182 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Electrolux AB, <br>Class B<br>| 511925 | &nbsp;&nbsp;4135124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Electrolux <br>Professional AB, <br>Class B<br>| 683690 | &nbsp;&nbsp;4710899 |
|  | Elekta AB, Class B | 834560 | &nbsp;&nbsp;5364720 |
| #\* | Embracer Group AB | 367175 | &nbsp;&nbsp;2011204 |
| #\* | Enad Global 7 AB | 20334 | &nbsp;&nbsp;28043 |
| \* | Enea AB | 39385 | &nbsp;&nbsp;296036 |
| # | Engcon AB | 66688 | &nbsp;&nbsp;598247 |
|  | Eolus AB, Class B | 5761 | &nbsp;&nbsp;21801 |
|  | Ependion AB | 18222 | &nbsp;&nbsp;217594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Epiroc AB (EPIA SS), <br>Class A<br>| 489587 | &nbsp;&nbsp;13724677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Epiroc AB (EPIB SS), <br>Class B<br>| 292831 | &nbsp;&nbsp;7302353 |
| # | EQT AB | 38171 | &nbsp;&nbsp;1448808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Essity AB (ESSITYA <br>SS), Class A<br>| 28265 | &nbsp;&nbsp;833492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Essity AB (ESSITYB <br>SS), Class B<br>| 645520 | &nbsp;&nbsp;19112975 |
| #Ω | Evolution AB | 89986 | &nbsp;&nbsp;5845590 |
|  | Ework Group AB | 29237 | &nbsp;&nbsp;312556 |
| # | Fabege AB | 273124 | &nbsp;&nbsp;2522807 |
|  | Fagerhult Group AB | 166053 | &nbsp;&nbsp;700046 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Fastighets AB Balder, <br>Class B<br>| 678942 | &nbsp;&nbsp;5120991 |
| \* | Fastighets AB Trianon | 28485 | &nbsp;&nbsp;62559 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fastighetsbolaget <br>Emilshus AB, <br>Class B<br>| 11191 | &nbsp;&nbsp;66732 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FastPartner AB <br>(FPARA SS), <br>Class A<br>| 48075 | &nbsp;&nbsp;$247194 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;FastPartner AB <br>(FPARD SS), <br>Class D<br>| 8495 | &nbsp;&nbsp;71517 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Fenix Outdoor <br>International AG<br>| 8828 | &nbsp;&nbsp;519839 |
|  | G5 Entertainment AB | 14272 | &nbsp;&nbsp;150675 |
|  | Getinge AB, Class B | 605472 | &nbsp;&nbsp;13267289 |
|  | Granges AB | 538929 | &nbsp;&nbsp;9043426 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Green Landscaping <br>Group AB<br>| 9902 | &nbsp;&nbsp;49064 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gruvaktiebolaget <br>Viscaria<br>| 34273 | &nbsp;&nbsp;77897 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;H & M Hennes & <br>Mauritz AB, <br>Class B<br>| 520939 | &nbsp;&nbsp;10431874 |
|  | Hanza AB | 97222 | &nbsp;&nbsp;1519150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heba Fastighets AB, <br>Class B<br>| 104447 | &nbsp;&nbsp;353454 |
|  | Hemnet Group AB | 168786 | &nbsp;&nbsp;2691511 |
|  | Hexagon AB, Class B | 747009 | &nbsp;&nbsp;8422555 |
| #\* | Hexatronic Group AB | 405685 | &nbsp;&nbsp;1067246 |
|  | Hexpol AB | 648228 | &nbsp;&nbsp;5305542 |
| #\* | HMS Networks AB | 100558 | &nbsp;&nbsp;4533052 |
| Ω | Hoist Finance AB | 274303 | &nbsp;&nbsp;3858589 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Holmen AB (HOLMB <br>SS), Class B<br>| 155781 | &nbsp;&nbsp;5839127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hufvudstaden AB, <br>Class A<br>| 156396 | &nbsp;&nbsp;2161122 |
|  | Humana AB | 165099 | &nbsp;&nbsp;880919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Husqvarna AB <br>(HUSQA SS), <br>Class A<br>| 41832 | &nbsp;&nbsp;213629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Husqvarna AB <br>(HUSQB SS), <br>Class B<br>| 510665 | &nbsp;&nbsp;2608774 |
|  | Indutrade AB | 370294 | &nbsp;&nbsp;8692830 |
|  | Instalco AB | 545018 | &nbsp;&nbsp;1554582 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;International <br>Petroleum Corp. <br>(IPCO CN)<br>| 23432 | &nbsp;&nbsp;488722 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;International <br>Petroleum Corp. <br>(IPCO SS)<br>| 414659 | &nbsp;&nbsp;8666931 |
|  | INVISIO AB | 79473 | &nbsp;&nbsp;2325507 |
|  | Inwido AB | 373195 | &nbsp;&nbsp;6423540 |
|  | JM AB | 136033 | &nbsp;&nbsp;2093339 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;John Mattson <br>Fastighetsforetagen <br>AB<br>| 46255 | &nbsp;&nbsp;343065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kabe Group AB, <br>Class B<br>| 145 | &nbsp;&nbsp;3385 |
| \* | Karnell Group AB | 31405 | &nbsp;&nbsp;217803 |
| \* | Karnov Group AB | 155881 | &nbsp;&nbsp;1712754 |
| #\* | K-fast Holding AB | 150707 | &nbsp;&nbsp;206958 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Klarabo Sverige AB, <br>Class B<br>| 26335 | &nbsp;&nbsp;$44053 |
|  | KNOW IT AB | 48661 | &nbsp;&nbsp;637205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lagercrantz Group <br>AB, Class B<br>| 631476 | &nbsp;&nbsp;13836020 |
| # | Lifco AB, Class B | 132131 | &nbsp;&nbsp;4540283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lime Technologies <br>AB<br>| 21762 | &nbsp;&nbsp;621162 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Lindab International <br>AB<br>| 321023 | &nbsp;&nbsp;6748622 |
|  | Logistea AB, Class B | 64824 | &nbsp;&nbsp;104671 |
|  | Loomis AB | 367201 | &nbsp;&nbsp;15237459 |
| \* | Medcap AB | 23770 | &nbsp;&nbsp;1311863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Medicover AB, <br>Class B<br>| 169791 | &nbsp;&nbsp;3863903 |
|  | MEKO AB | 89459 | &nbsp;&nbsp;711076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Micro Systemation AB, <br>Class B<br>| 47356 | &nbsp;&nbsp;353685 |
|  | MIPS AB | 12716 | &nbsp;&nbsp;395799 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Modern Times Group <br>MTG AB, Class B<br>| 315120 | &nbsp;&nbsp;3678533 |
|  | Momentum Group AB | 131277 | &nbsp;&nbsp;1938459 |
| \* | Morrow Bank AB | 109423 | &nbsp;&nbsp;161539 |
| Ω | Munters Group AB | 264149 | &nbsp;&nbsp;5215267 |
|  | Mycronic AB | 385770 | &nbsp;&nbsp;8879696 |
| \* | NCAB Group AB | 322608 | &nbsp;&nbsp;1677166 |
|  | NCC AB, Class B | 432896 | &nbsp;&nbsp;11085059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nederman Holding <br>AB<br>| 22260 | &nbsp;&nbsp;359511 |
|  | Nelly Group AB | 24596 | &nbsp;&nbsp;370195 |
| \* | Neobo Fastigheter AB | 188581 | &nbsp;&nbsp;396370 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Net Insight AB, <br>Class B<br>| 808180 | &nbsp;&nbsp;197443 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;New Wave Group AB, <br>Class B<br>| 471376 | &nbsp;&nbsp;5652239 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nibe Industrier AB, <br>Class B<br>| 830405 | &nbsp;&nbsp;3181096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nivika Fastigheter AB, <br>Class B<br>| 49991 | &nbsp;&nbsp;247295 |
| #\* | Nobia AB | 1168415 | &nbsp;&nbsp;507327 |
|  | Nolato AB, Class B | 828717 | &nbsp;&nbsp;5416166 |
| # | Nordnet AB publ | 273288 | &nbsp;&nbsp;8841711 |
| \* | Norion Bank AB | 279729 | &nbsp;&nbsp;2130808 |
|  | Note AB | 46446 | &nbsp;&nbsp;863959 |
| # | NP3 Fastigheter AB | 63402 | &nbsp;&nbsp;1881668 |
| # | Nyfosa AB | 465491 | &nbsp;&nbsp;3700497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OEM International AB, <br>Class B<br>| 255332 | &nbsp;&nbsp;3646648 |
| \* | Orexo AB | 18436 | &nbsp;&nbsp;61896 |
| #\* | Orron Energy AB | 483124 | &nbsp;&nbsp;288507 |
| \* | Ovzon AB | 105144 | &nbsp;&nbsp;647496 |
|  | Pandox AB | 272593 | &nbsp;&nbsp;5881535 |
|  | Peab AB, Class B | 849010 | &nbsp;&nbsp;8485607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Platzer Fastigheter <br>Holding AB, <br>Class B<br>| 78821 | &nbsp;&nbsp;656626 |
|  | Prevas AB, Class B | 8295 | &nbsp;&nbsp;86769 |
| \* | Pricer AB, Class B | 367246 | &nbsp;&nbsp;167395 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |  |
|  | Proact IT Group AB | 146168 | &nbsp;&nbsp;$1672965 |
|  | Ratos AB, Class B | 880357 | &nbsp;&nbsp;3762887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RaySearch <br>Laboratories AB<br>| 134650 | &nbsp;&nbsp;2876229 |
|  | Rejlers AB | 15784 | &nbsp;&nbsp;323120 |
| #\* | Rottneros AB | 546081 | &nbsp;&nbsp;143711 |
|  | Rusta AB | 92833 | &nbsp;&nbsp;853483 |
|  | Rvrc Holding AB | 333191 | &nbsp;&nbsp;2559996 |
| # | Saab AB, Class B | 64958 | &nbsp;&nbsp;5068211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sagax AB (SAGAA <br>SS), Class A<br>| 758 | &nbsp;&nbsp;16653 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sagax AB (SAGAB <br>SS), Class B<br>| 157890 | &nbsp;&nbsp;3481656 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Samhallsbyggnadsbolaget <br>i Norden AB SBBB <br>SS<br>| 2650221 | &nbsp;&nbsp;1459515 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Samhallsbyggnadsbolaget <br>i Norden AB SBBD <br>SS, Class D<br>| 100907 | &nbsp;&nbsp;122917 |
|  | Sandvik AB | 916907 | &nbsp;&nbsp;36205306 |
|  | Scandi Standard AB | 247184 | &nbsp;&nbsp;2997907 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Scandic Hotels Group <br>AB<br>| 765547 | &nbsp;&nbsp;7649919 |
| #\* | Sdiptech AB, Class B | 75061 | &nbsp;&nbsp;1437743 |
|  | Sectra AB, Class B | 303136 | &nbsp;&nbsp;7494856 |
|  | Securitas AB, Class B | 846191 | &nbsp;&nbsp;13993373 |
| \* | Sedana Medical AB | 108158 | &nbsp;&nbsp;121674 |
| \* | Senzime AB | 115844 | &nbsp;&nbsp;65143 |
| \*Ω | Sinch AB | 2497509 | &nbsp;&nbsp;7483571 |
|  | SinterCast AB | 725 | &nbsp;&nbsp;7910 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sivers <br>Semiconductors AB<br>| 560818 | &nbsp;&nbsp;211108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Skandinaviska <br>Enskilda Banken AB <br>(SEBA SS), <br>Class A<br>| 1517986 | &nbsp;&nbsp;32628231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Skandinaviska <br>Enskilda Banken AB <br>(SEBC SS), <br>Class C<br>| 14509 | &nbsp;&nbsp;319646 |
|  | Skanska AB, Class B | 581598 | &nbsp;&nbsp;17664402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SKF AB (SKFA SS), <br>Class A<br>| 44341 | &nbsp;&nbsp;1174007 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SKF AB (SKFB SS), <br>Class B<br>| 557621 | &nbsp;&nbsp;14579946 |
|  | SkiStar AB | 206381 | &nbsp;&nbsp;3884968 |
|  | Softronic AB, Class B | 84880 | &nbsp;&nbsp;203392 |
|  | Solid Forsakring AB | 58918 | &nbsp;&nbsp;609198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SSAB AB (SSABA <br>SS), Class A<br>| 408509 | &nbsp;&nbsp;3377453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SSAB AB (SSABAH <br>FH), Class A<br>| 89315 | &nbsp;&nbsp;739801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SSAB AB (SSABB <br>SS), Class B<br>| 936891 | &nbsp;&nbsp;7707199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SSAB AB (SSABBH <br>FH), Class B<br>| 505629 | &nbsp;&nbsp;4159106 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Stendorren <br>Fastigheter AB<br>| 24355 | &nbsp;&nbsp;$535467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stenhus Fastigheter I <br>Norden AB<br>| 94812 | &nbsp;&nbsp;120252 |
| \* | Stillfront Group AB | 805763 | &nbsp;&nbsp;498503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Storskogen Group AB, <br>Class B<br>| 2669486 | &nbsp;&nbsp;3241022 |
|  | Svedbergs Group AB | 10756 | &nbsp;&nbsp;79829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Svenska Cellulosa AB <br>SCA (SCAA SS), <br>Class A<br>| 36564 | &nbsp;&nbsp;456300 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Svenska Cellulosa AB <br>SCA (SCAB SS), <br>Class B<br>| 762362 | &nbsp;&nbsp;9545468 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Svenska <br>Handelsbanken AB <br>(SHBA SS), <br>Class A<br>| 1037400 | &nbsp;&nbsp;16354665 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Svenska <br>Handelsbanken AB <br>(SHBB SS), <br>Class B<br>| 28441 | &nbsp;&nbsp;745424 |
|  | Sweco AB, Class B | 435011 | &nbsp;&nbsp;7206875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Swedbank AB, <br>Class A<br>| 692195 | &nbsp;&nbsp;26912721 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Swedish Logistic <br>Property AB, <br>Class B<br>| 69837 | &nbsp;&nbsp;328700 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Swedish Orphan <br>Biovitrum AB<br>| 182852 | &nbsp;&nbsp;6943869 |
|  | Synsam AB | 316063 | &nbsp;&nbsp;2324532 |
|  | Systemair AB | 249917 | &nbsp;&nbsp;2432616 |
|  | Tele2 AB, Class B | 1097324 | &nbsp;&nbsp;20189142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telefonaktiebolaget <br>LM Ericsson <br>(ERICA SS), <br>Class A<br>| 49150 | &nbsp;&nbsp;534235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telefonaktiebolaget <br>LM Ericsson <br>(ERICB SS), <br>Class B<br>| 4222272 | &nbsp;&nbsp;45727894 |
|  | Telia Co. AB | 5401056 | &nbsp;&nbsp;24674502 |
|  | TF Bank AB | 94737 | &nbsp;&nbsp;1827618 |
| Ω | Thule Group AB | 149348 | &nbsp;&nbsp;3578032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trelleborg AB, <br>Class B<br>| 288337 | &nbsp;&nbsp;11667909 |
|  | Troax Group AB | 98981 | &nbsp;&nbsp;1614852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Truecaller AB, <br>Class B<br>| 826267 | &nbsp;&nbsp;1430757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VBG Group AB, <br>Class B<br>| 47726 | &nbsp;&nbsp;2062398 |
| \* | Vestum AB | 11637 | &nbsp;&nbsp;10552 |
| \* | Viaplay Group AB | 170328 | &nbsp;&nbsp;23155 |
| #\* | Vimian Group AB | 41416 | &nbsp;&nbsp;124172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vitec Software Group <br>AB, Class B<br>| 59779 | &nbsp;&nbsp;1678599 |
|  | Vitrolife AB | 179457 | &nbsp;&nbsp;2339280 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |  |
|  | Volati AB | 65689 | &nbsp;&nbsp;$702198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Volvo AB (VOLVA SS), <br>Class A<br>| 313529 | &nbsp;&nbsp;11391504 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Volvo AB (VOLVB <br>SS), Class B<br>| 2244131 | &nbsp;&nbsp;81545876 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Volvo Car AB, <br>Class B<br>| 837506 | &nbsp;&nbsp;2794849 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Wallenstam AB, <br>Class B<br>| 551705 | &nbsp;&nbsp;2512504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wihlborgs Fastigheter <br>AB<br>| 637411 | &nbsp;&nbsp;6585778 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;XANO Industri AB, <br>Class B<br>| 26213 | &nbsp;&nbsp;265967 |
| TOTAL SWEDEN | TOTAL SWEDEN |  | &nbsp;&nbsp;1117710961 |
| SWITZERLAND — (7.3%) | SWITZERLAND — (7.3%) | SWITZERLAND — (7.3%) |  |
|  | ABB Ltd. | 1085279 | &nbsp;&nbsp;93440375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Accelleron Industries <br>AG (ACLN SW)<br>| 362880 | &nbsp;&nbsp;34759146 |
|  | Adecco Group AG | 430254 | &nbsp;&nbsp;12643614 |
|  | Alcon AG ALC SW | 410004 | &nbsp;&nbsp;33186658 |
| # | Alcon AG ALC US | 332251 | &nbsp;&nbsp;26905654 |
|  | Allreal Holding AG | 86380 | &nbsp;&nbsp;25267255 |
|  | ALSO Holding AG | 31608 | &nbsp;&nbsp;8145459 |
| \* | Amrize Ltd. | 1196805 | &nbsp;&nbsp;63232944 |
| \* | ams-OSRAM AG | 239169 | &nbsp;&nbsp;2488491 |
|  | APG SGA SA | 4002 | &nbsp;&nbsp;1092100 |
| # | Arbonia AG | 176809 | &nbsp;&nbsp;1155288 |
| \* | Aryzta AG | 62139 | &nbsp;&nbsp;4404679 |
|  | Ascom Holding AG | 116524 | &nbsp;&nbsp;808214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Autoneum Holding <br>AG<br>| 14565 | &nbsp;&nbsp;2382223 |
|  | Avolta AG | 422215 | &nbsp;&nbsp;25848616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banque Cantonale de <br>Geneve<br>| 51243 | &nbsp;&nbsp;1843075 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Banque Cantonale <br>Vaudoise<br>| 150945 | &nbsp;&nbsp;20427404 |
| # | Barry Callebaut AG | 7363 | &nbsp;&nbsp;12988455 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Basilea <br>Pharmaceutica Ag <br>Allschwil<br>| 38284 | &nbsp;&nbsp;2681418 |
|  | Belimo Holding AG | 20246 | &nbsp;&nbsp;22144606 |
|  | Bell Food Group AG | 9025 | &nbsp;&nbsp;2589515 |
|  | Bellevue Group AG | 24520 | &nbsp;&nbsp;359294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Berner Kantonalbank <br>AG<br>| 13778 | &nbsp;&nbsp;5749716 |
|  | BKW AG | 51778 | &nbsp;&nbsp;9789218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bossard Holding AG, <br>Class A<br>| 34927 | &nbsp;&nbsp;6863976 |
|  | Bucher Industries AG | 38775 | &nbsp;&nbsp;17987885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Burckhardt <br>Compression <br>Holding AG<br>| 12328 | &nbsp;&nbsp;8522919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Burkhalter Holding <br>AG<br>| 22390 | &nbsp;&nbsp;4069088 |
|  | Bystronic AG | 4682 | &nbsp;&nbsp;1634038 |
| # | Calida Holding AG | 1925 | &nbsp;&nbsp;30254 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Carlo Gavazzi Holding <br>AG<br>| 1409 | &nbsp;&nbsp;$290292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cembra Money Bank <br>AG<br>| 145362 | &nbsp;&nbsp;18581911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cham Swiss <br>Properties AG<br>| 7519 | &nbsp;&nbsp;245231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chocoladefabriken <br>Lindt & Spruengli <br>AG<br>| 98 | &nbsp;&nbsp;14485548 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cicor Technologies <br>Ltd.<br>| 12785 | &nbsp;&nbsp;2034236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cie Financiere <br>Richemont SA, <br>Class A<br>| 366231 | &nbsp;&nbsp;71088929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cie Financiere <br>Tradition SA, <br>Class BR<br>| 6037 | &nbsp;&nbsp;2299834 |
| # | Clariant AG | 475291 | &nbsp;&nbsp;4397678 |
| # | Coltene Holding AG | 9945 | &nbsp;&nbsp;710057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COSMO <br>Pharmaceuticals <br>NV<br>| 16383 | &nbsp;&nbsp;2456547 |
|  | CPH Group AG | 211 | &nbsp;&nbsp;18416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daetwyler Holding AG, <br>Class BR<br>| 21989 | &nbsp;&nbsp;4494157 |
|  | DKSH Holding AG | 109081 | &nbsp;&nbsp;8003501 |
| #\* | DocMorris AG | 11876 | &nbsp;&nbsp;85932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;dormakaba Holding <br>AG<br>| 130541 | &nbsp;&nbsp;9817035 |
|  | DSM-Firmenich AG | 158513 | &nbsp;&nbsp;12499312 |
|  | EFG International AG | 578542 | &nbsp;&nbsp;14784613 |
|  | Emmi AG | 9210 | &nbsp;&nbsp;9330641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EMS-Chemie Holding <br>AG<br>| 4284 | &nbsp;&nbsp;3330673 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Feintool International <br>Holding AG<br>| 23645 | &nbsp;&nbsp;312742 |
|  | Flughafen Zurich AG | 108580 | &nbsp;&nbsp;33722903 |
| # | Forbo Holding AG | 3084 | &nbsp;&nbsp;3642155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fundamenta Real <br>Estate AG<br>| 4966 | &nbsp;&nbsp;121507 |
|  | Galderma Group AG | 77161 | &nbsp;&nbsp;14382729 |
| Ω | Galenica AG | 242444 | &nbsp;&nbsp;30304909 |
| # | Geberit AG | 72553 | &nbsp;&nbsp;55400756 |
|  | Georg Fischer AG | 374190 | &nbsp;&nbsp;24940086 |
|  | Givaudan SA | 4713 | &nbsp;&nbsp;18218043 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Gurit Holding AG, <br>Class BR<br>| 11685 | &nbsp;&nbsp;311342 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Helvetia Baloise <br>Holding AG<br>| 407647 | &nbsp;&nbsp;103387704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hiag Immobilien <br>Holding AG<br>| 6354 | &nbsp;&nbsp;1021534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Holcim AG (HOLN <br>SW)<br>| 798920 | &nbsp;&nbsp;82343756 |
|  | Huber & Suhner AG | 84965 | &nbsp;&nbsp;17184562 |
|  | Implenia AG | 58715 | &nbsp;&nbsp;5623018 |
|  | Inficon Holding AG | 79750 | &nbsp;&nbsp;12620472 |
|  | Interroll Holding AG | 2317 | &nbsp;&nbsp;5579621 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |
|  | Intershop Holding AG | 18712 | &nbsp;&nbsp;$4055010 |
|  | Investis Holding SA | 6553 | &nbsp;&nbsp;1312453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Julius Baer Group <br>Ltd.<br>| 513092 | &nbsp;&nbsp;42858720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jungfraubahn Holding <br>AG<br>| 11467 | &nbsp;&nbsp;4518796 |
|  | Kardex Holding AG | 21942 | &nbsp;&nbsp;7713444 |
| #\* | Komax Holding AG | 8410 | &nbsp;&nbsp;728594 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Kudelski SA, <br>Class BR<br>| 171927 | &nbsp;&nbsp;272222 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kuehne & Nagel <br>International AG<br>| 76515 | &nbsp;&nbsp;17717981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Landis & Gyr Group <br>AG<br>| 100935 | &nbsp;&nbsp;7090573 |
| # | Lastminute.com NV | 1215 | &nbsp;&nbsp;22438 |
| \* | LEM Holding SA | 2269 | &nbsp;&nbsp;829019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Liechtensteinische <br>Landesbank AG<br>| 46137 | &nbsp;&nbsp;5753053 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Logitech International <br>SA (LOGI US)<br>| 127190 | &nbsp;&nbsp;10917990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Logitech International <br>SA (LOGN SW)<br>| 123141 | &nbsp;&nbsp;10608856 |
|  | Lonza Group AG | 74254 | &nbsp;&nbsp;50451883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luzerner <br>Kantonalbank AG<br>| 56258 | &nbsp;&nbsp;7167063 |
| Ω | Medacta Group SA | 24081 | &nbsp;&nbsp;5152621 |
| Ω | Medmix AG | 54620 | &nbsp;&nbsp;807522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meier Tobler Group <br>AG<br>| 19650 | &nbsp;&nbsp;924548 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Metall Zug AG, <br>Class B<br>| 737 | &nbsp;&nbsp;769422 |
|  | Mikron Holding AG | 51620 | &nbsp;&nbsp;1153273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mobilezone Holding <br>AG<br>| 167487 | &nbsp;&nbsp;3054148 |
|  | Mobimo Holding AG | 43511 | &nbsp;&nbsp;21911467 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Montana Aerospace <br>AG<br>| 37287 | &nbsp;&nbsp;1609376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Naturenergie Holding <br>AG<br>| 17550 | &nbsp;&nbsp;741440 |
|  | Nestle SA | 1775516 | &nbsp;&nbsp;169431301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Novartis AG (NOVN <br>SW)<br>| 119002 | &nbsp;&nbsp;17656300 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Novartis AG (NVS <br>US), Sponsored <br>ADR<br>| 2159606 | &nbsp;&nbsp;321090220 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Novavest Real Estate <br>AG<br>| 1797 | &nbsp;&nbsp;93692 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;OC Oerlikon Corp. AG <br>Pfaeffikon<br>| 412223 | &nbsp;&nbsp;1890734 |
|  | Orell Fuessli AG | 391 | &nbsp;&nbsp;60718 |
| #\* | Orior AG | 15166 | &nbsp;&nbsp;217072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Partners Group <br>Holding AG<br>| 35336 | &nbsp;&nbsp;48182189 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Peach Property Group <br>AG<br>| 2672 | &nbsp;&nbsp;20059 |
|  | Phoenix Mecano AG | 1761 | &nbsp;&nbsp;1008875 |
|  | Plazza AG, Class A | 2787 | &nbsp;&nbsp;1578263 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;PolyPeptide Group <br>AG<br>| 8040 | &nbsp;&nbsp;$284205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PSP Swiss Property <br>AG<br>| 143815 | &nbsp;&nbsp;28866408 |
| # | Rieter Holding AG | 222872 | &nbsp;&nbsp;959242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Roche Holding AG <br>(RO SW), <br>Class BR<br>| 29069 | &nbsp;&nbsp;13433401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Roche Holding AG <br>(ROG SW)<br>| 607318 | &nbsp;&nbsp;276171522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Romande Energie <br>Holding SA<br>| 15686 | &nbsp;&nbsp;868018 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sandoz Group AG <br>(SDZ SW)<br>| 849331 | &nbsp;&nbsp;67288916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sandoz Group AG <br>(SDZNY US), ADR<br>| 324425 | &nbsp;&nbsp;25720430 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Santhera <br>Pharmaceuticals <br>Holding AG<br>| 6025 | &nbsp;&nbsp;98726 |
|  | Schindler Holding AG | 29498 | &nbsp;&nbsp;10848814 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Schweiter <br>Technologies AG<br>| 2283 | &nbsp;&nbsp;743433 |
| \*Ω | Sensirion Holding AG | 4635 | &nbsp;&nbsp;346271 |
|  | SFS Group AG | 85174 | &nbsp;&nbsp;12504750 |
|  | SGS SA | 342017 | &nbsp;&nbsp;41164980 |
|  | Siegfried Holding AG | 219180 | &nbsp;&nbsp;26950745 |
| # | SIG Group AG | 756734 | &nbsp;&nbsp;11709266 |
|  | Sika AG | 109912 | &nbsp;&nbsp;21091066 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Softwareone Holding <br>AG SWON NO<br>| 86308 | &nbsp;&nbsp;890206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Softwareone Holding <br>AG SWON SW<br>| 232082 | &nbsp;&nbsp;2388358 |
|  | Sonova Holding AG | 67226 | &nbsp;&nbsp;18398631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;St. Galler <br>Kantonalbank AG<br>| 11734 | &nbsp;&nbsp;9018709 |
| # | Stadler Rail AG | 106008 | &nbsp;&nbsp;2715911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;StarragTornos Group <br>AG<br>| 2262 | &nbsp;&nbsp;88760 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Straumann Holding <br>AG<br>| 67656 | &nbsp;&nbsp;8136968 |
|  | Sulzer AG | 108989 | &nbsp;&nbsp;23483538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunrise <br>Communications <br>AG, Class A<br>| 89629 | &nbsp;&nbsp;5087017 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Swatch Group AG <br>(UHR SW), <br>Class BR<br>| 84122 | &nbsp;&nbsp;19847539 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Swatch Group AG <br>(UHRN SW)<br>| 134343 | &nbsp;&nbsp;6364955 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Swiss Life Holding <br>AG<br>| 51237 | &nbsp;&nbsp;56184061 |
|  | Swiss Prime Site AG | 374950 | &nbsp;&nbsp;63831707 |
|  | Swiss Re AG | 526787 | &nbsp;&nbsp;84172024 |
| # | Swisscom AG | 73450 | &nbsp;&nbsp;60308392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Swissquote Group <br>Holding SA<br>| 55101 | &nbsp;&nbsp;31369346 |
|  | Tecan Group AG | 986 | &nbsp;&nbsp;173719 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |
|  | Temenos AG | 165222 | &nbsp;&nbsp;$14601303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thurgauer <br>Kantonalbank<br>| 1440 | &nbsp;&nbsp;318357 |
|  | TX Group AG | 12048 | &nbsp;&nbsp;2595261 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;UBS Group AG (UBS <br>US)<br>| 757484 | &nbsp;&nbsp;35715395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UBS Group AG <br>(UBSG SW)<br>| 1737119 | &nbsp;&nbsp;82192451 |
|  | Valiant Holding AG | 85472 | &nbsp;&nbsp;17157969 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Varia U.S. Properties <br>AG<br>| 3801 | &nbsp;&nbsp;99257 |
| Ω | VAT Group AG | 31142 | &nbsp;&nbsp;20138483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vaudoise Assurances <br>Holding SA<br>| 4380 | &nbsp;&nbsp;4171797 |
|  | Vetropack Holding AG | 36491 | &nbsp;&nbsp;1064835 |
|  | Vontobel Holding AG | 154553 | &nbsp;&nbsp;13320295 |
|  | VP Bank AG, Class A | 11783 | &nbsp;&nbsp;1285624 |
|  | VZ Holding AG | 43161 | &nbsp;&nbsp;8460038 |
| # | V-ZUG Holding AG | 6151 | &nbsp;&nbsp;317033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walliser <br>Kantonalbank<br>| 3240 | &nbsp;&nbsp;580544 |
|  | Warteck Invest AG | 347 | &nbsp;&nbsp;883582 |
| # | Ypsomed Holding AG | 12886 | &nbsp;&nbsp;5099831 |
|  | Zehnder Group AG | 47747 | &nbsp;&nbsp;5084261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zug Estates Holding <br>AG, Class B<br>| 466 | &nbsp;&nbsp;1404209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zuger Kantonalbank, <br>Class BR<br>| 235 | &nbsp;&nbsp;2855215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zurich Insurance <br>Group AG<br>| 107485 | &nbsp;&nbsp;76467168 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  | &nbsp;&nbsp;3036208236 |
| UNITED KINGDOM — (11.2%) | UNITED KINGDOM — (11.2%) | UNITED KINGDOM — (11.2%) |  |
|  | 3i Group PLC | 1001955 | &nbsp;&nbsp;46028930 |
|  | 4imprint Group PLC | 81476 | &nbsp;&nbsp;4564824 |
|  | Aberdeen Group PLC | 4686676 | &nbsp;&nbsp;13993424 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Accesso Technology <br>Group PLC<br>| 9570 | &nbsp;&nbsp;36973 |
|  | Admiral Group PLC | 519933 | &nbsp;&nbsp;19567138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Medical <br>Solutions Group <br>PLC<br>| 228603 | &nbsp;&nbsp;673488 |
|  | AEP Plantations PLC | 53485 | &nbsp;&nbsp;1077558 |
| \* | Afentra PLC | 174376 | &nbsp;&nbsp;119437 |
|  | AG Barr PLC | 303239 | &nbsp;&nbsp;2646074 |
| Ω | Airtel Africa PLC | 3878871 | &nbsp;&nbsp;16911992 |
|  | AJ Bell PLC | 1196819 | &nbsp;&nbsp;7600938 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Alfa Financial <br>Software Holdings <br>PLC<br>| 416528 | &nbsp;&nbsp;1229821 |
|  | Anglo American PLC | 1170502 | &nbsp;&nbsp;54273605 |
|  | Antofagasta PLC | 262634 | &nbsp;&nbsp;13013915 |
| \* | AO World PLC | 572598 | &nbsp;&nbsp;847916 |
|  | Ashmore Group PLC | 803601 | &nbsp;&nbsp;2607252 |
|  | Ashtead Group PLC | 726910 | &nbsp;&nbsp;46798249 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ashtead Technology <br>Holdings PLC<br>| 23057 | &nbsp;&nbsp;127919 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
| #\* | ASOS PLC | 92774 | &nbsp;&nbsp;$420675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Associated British <br>Foods PLC<br>| 484861 | &nbsp;&nbsp;12671503 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Aston Martin Lagonda <br>Global Holdings <br>PLC<br>| 190346 | &nbsp;&nbsp;159938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AstraZeneca PLC <br>(AZN LN)<br>| 241813 | &nbsp;&nbsp;45053177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AstraZeneca PLC <br>(AZN US), <br>Sponsored ADR<br>| 1765958 | &nbsp;&nbsp;163827924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atalaya Mining <br>Copper SA<br>| 185897 | &nbsp;&nbsp;2603859 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Auction Technology <br>Group PLC<br>| 68887 | &nbsp;&nbsp;291461 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Autotrader Group <br>PLC<br>| 1719068 | &nbsp;&nbsp;12672084 |
|  | Aviva PLC | 4654765 | &nbsp;&nbsp;40579538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Avon Technologies <br>PLC<br>| 7466 | &nbsp;&nbsp;179862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;B&M European Value <br>Retail SA<br>| 2525809 | &nbsp;&nbsp;6097800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Babcock International <br>Group PLC<br>| 2465972 | &nbsp;&nbsp;48620167 |
|  | BAE Systems PLC | 893626 | &nbsp;&nbsp;24259210 |
|  | Balfour Beatty PLC | 2021799 | &nbsp;&nbsp;19798094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barclays PLC (BARC <br>LN)<br>| 8137027 | &nbsp;&nbsp;54307076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barclays PLC (BCS <br>US), Sponsored <br>ADR<br>| 896402 | &nbsp;&nbsp;23978754 |
|  | Barratt Redrow PLC | 4358702 | &nbsp;&nbsp;23208920 |
|  | Beazley PLC | 2551786 | &nbsp;&nbsp;39643351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Begbies Traynor <br>Group PLC<br>| 48431 | &nbsp;&nbsp;78345 |
|  | Bellway PLC | 566162 | &nbsp;&nbsp;21069684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Berkeley Group <br>Holdings PLC<br>| 323538 | &nbsp;&nbsp;18279514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bloomsbury <br>Publishing PLC<br>| 233399 | &nbsp;&nbsp;1587713 |
|  | Bodycote PLC | 696181 | &nbsp;&nbsp;7121783 |
| #\* | boohoo Group PLC | 1788396 | &nbsp;&nbsp;610503 |
|  | BP PLC (BP LN) | 10974429 | &nbsp;&nbsp;69583986 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;BP PLC (BP US), <br>Sponsored ADR<br>| 1644979 | &nbsp;&nbsp;62311805 |
|  | Braemar PLC | 68420 | &nbsp;&nbsp;203858 |
|  | Breedon Group PLC | 799779 | &nbsp;&nbsp;3683754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brickability Group <br>PLC<br>| 215767 | &nbsp;&nbsp;161048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;British American <br>Tobacco PLC <br>(BATS LN)<br>| 859141 | &nbsp;&nbsp;51903809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;British American <br>Tobacco PLC (BTI <br>US), Sponsored <br>ADR<br>| 47984 | &nbsp;&nbsp;2911669 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Brooks Macdonald <br>Group PLC<br>| 4885 | &nbsp;&nbsp;$107168 |
|  | BT Group PLC | 21381197 | &nbsp;&nbsp;56200909 |
|  | Bunzl PLC | 390599 | &nbsp;&nbsp;10953594 |
| \* | Burberry Group PLC | 853445 | &nbsp;&nbsp;12894635 |
| # | Burford Capital Ltd. | 608313 | &nbsp;&nbsp;5796670 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bytes Technology <br>Group PLC (BYIT <br>LN)<br>| 554172 | &nbsp;&nbsp;2555459 |
| # | C&C Group PLC | 1169747 | &nbsp;&nbsp;1749704 |
| \* | Canal & SA | 2067843 | &nbsp;&nbsp;8967914 |
| \* | Capita PLC | 151990 | &nbsp;&nbsp;786617 |
|  | Capital Ltd. | 181874 | &nbsp;&nbsp;329034 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Capricorn Energy <br>PLC<br>| 457369 | &nbsp;&nbsp;1618188 |
| \* | Carclo PLC | 114973 | &nbsp;&nbsp;87526 |
|  | Card Factory PLC | 1320924 | &nbsp;&nbsp;1228509 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Carnival PLC (CCL <br>LN)<br>| 47585 | &nbsp;&nbsp;1413421 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Carnival PLC (CUK <br>US), ADR<br>| 182351 | &nbsp;&nbsp;5432236 |
|  | Castings PLC | 62771 | &nbsp;&nbsp;235943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Asia Metals <br>PLC<br>| 640860 | &nbsp;&nbsp;1959943 |
|  | Centrica PLC | 17440200 | &nbsp;&nbsp;45667352 |
|  | Chemring Group PLC | 807172 | &nbsp;&nbsp;5518114 |
|  | Chesnara PLC | 835439 | &nbsp;&nbsp;3496507 |
|  | Clarkson PLC | 86620 | &nbsp;&nbsp;4973328 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Close Brothers Group <br>PLC<br>| 799371 | &nbsp;&nbsp;5549126 |
| Ω | CMC Markets PLC | 479654 | &nbsp;&nbsp;2142939 |
|  | Coats Group PLC | 4744436 | &nbsp;&nbsp;5521249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola HBC AG, <br>Class DI<br>| 235914 | &nbsp;&nbsp;12812408 |
|  | Cohort PLC | 4387 | &nbsp;&nbsp;69533 |
|  | Compass Group PLC | 1250534 | &nbsp;&nbsp;37497800 |
|  | Computacenter PLC | 316441 | &nbsp;&nbsp;14482830 |
|  | Conduit Holdings Ltd. | 51802 | &nbsp;&nbsp;272577 |
| Ω | Convatec Group PLC | 2642380 | &nbsp;&nbsp;8334908 |
|  | Costain Group PLC | 372858 | &nbsp;&nbsp;903071 |
|  | Cranswick PLC | 172790 | &nbsp;&nbsp;12472143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crest Nicholson <br>Holdings PLC<br>| 1167227 | &nbsp;&nbsp;2441201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Croda International <br>PLC<br>| 71715 | &nbsp;&nbsp;2679973 |
|  | Currys PLC | 8430378 | &nbsp;&nbsp;16894936 |
|  | CVS Group PLC | 235503 | &nbsp;&nbsp;4202486 |
|  | DCC PLC | 233531 | &nbsp;&nbsp;14803389 |
| \* | DFS Furniture PLC | 698929 | &nbsp;&nbsp;1889954 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Diageo PLC (DEO <br>US), Sponsored <br>ADR<br>| 164254 | &nbsp;&nbsp;15242771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Diageo PLC (DGE <br>LN)<br>| 319548 | &nbsp;&nbsp;7352895 |
|  | Diploma PLC | 150850 | &nbsp;&nbsp;10989669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DiscoverIE Group <br>PLC<br>| 222744 | &nbsp;&nbsp;1918074 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Domino's Pizza Group <br>PLC<br>| 482046 | &nbsp;&nbsp;$1202811 |
| # | dotdigital group PLC | 452142 | &nbsp;&nbsp;458418 |
|  | Dowlais Group PLC | 3540183 | &nbsp;&nbsp;4511960 |
|  | Dr. Martens PLC | 871974 | &nbsp;&nbsp;803874 |
|  | Drax Group PLC | 1827637 | &nbsp;&nbsp;22551136 |
|  | Dunelm Group PLC | 467541 | &nbsp;&nbsp;5905020 |
| †† | Dyson Group PLC | 3999 | &nbsp;&nbsp;120 |
|  | easyJet PLC | 866636 | &nbsp;&nbsp;5670377 |
|  | Ecora Royalties PLC | 1342836 | &nbsp;&nbsp;2650407 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;EKF Diagnostics <br>Holdings PLC<br>| 38270 | &nbsp;&nbsp;12901 |
|  | Elementis PLC | 1942527 | &nbsp;&nbsp;4281511 |
|  | Energean PLC | 563861 | &nbsp;&nbsp;6547957 |
|  | EnQuest PLC | 9446991 | &nbsp;&nbsp;1601177 |
|  | Essentra PLC | 637237 | &nbsp;&nbsp;877913 |
|  | Eurocell PLC | 13646 | &nbsp;&nbsp;23570 |
|  | Everplay Group PLC | 30919 | &nbsp;&nbsp;138665 |
| #\* | Evoke PLC | 280285 | &nbsp;&nbsp;95561 |
|  | Experian PLC | 926401 | &nbsp;&nbsp;35087193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FDM Group Holdings <br>PLC<br>| 177167 | &nbsp;&nbsp;391784 |
|  | Fevara PLC | 28408 | &nbsp;&nbsp;52671 |
|  | Firstgroup PLC | 3282004 | &nbsp;&nbsp;8395028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Foresight Group <br>Holdings Ltd.<br>| 166469 | &nbsp;&nbsp;964912 |
| Ω | Forterra PLC | 473882 | &nbsp;&nbsp;1149641 |
|  | Foxtons Group PLC | 849994 | &nbsp;&nbsp;623595 |
| \* | Frasers Group PLC | 480990 | &nbsp;&nbsp;4581889 |
|  | Fresnillo PLC | 676778 | &nbsp;&nbsp;33328990 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Frontier Developments <br>PLC<br>| 38008 | &nbsp;&nbsp;248050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fuller Smith & Turner <br>PLC, Class A<br>| 98532 | &nbsp;&nbsp;908287 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Funding Circle <br>Holdings PLC<br>| 107963 | &nbsp;&nbsp;240580 |
|  | Future PLC | 211550 | &nbsp;&nbsp;1565755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Galliford Try Holdings <br>PLC<br>| 477687 | &nbsp;&nbsp;3428917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Games Workshop <br>Group PLC<br>| 121379 | &nbsp;&nbsp;28316276 |
| \* | Gaming Realms PLC | 553968 | &nbsp;&nbsp;302443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gamma <br>Communications <br>PLC<br>| 204270 | &nbsp;&nbsp;2544352 |
|  | GB Group PLC | 324750 | &nbsp;&nbsp;1065020 |
| \* | Genel Energy PLC | 639439 | &nbsp;&nbsp;545288 |
|  | Genuit Group PLC | 950180 | &nbsp;&nbsp;4326125 |
| \* | Georgia Capital PLC | 193444 | &nbsp;&nbsp;8944844 |
|  | Glencore PLC | 7357053 | &nbsp;&nbsp;50155637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gooch & Housego <br>PLC<br>| 25295 | &nbsp;&nbsp;241155 |
|  | Goodwin PLC | 896 | &nbsp;&nbsp;308825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grafton Group PLC, <br>CDI<br>| 754381 | &nbsp;&nbsp;9645359 |
|  | Grainger PLC | 2209178 | &nbsp;&nbsp;5880233 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Greencore Group <br>PLC<br>| 792402 | &nbsp;&nbsp;0 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greencore Group PLC <br>GNC LN<br>| 2436187 | &nbsp;&nbsp;$9634673 |
| # | Greggs PLC | 503661 | &nbsp;&nbsp;11082142 |
| \* | Griffin Mining Ltd. | 52130 | &nbsp;&nbsp;219492 |
|  | GSK PLC (GSK LN) | 2312925 | &nbsp;&nbsp;59816079 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;GSK PLC (GSK US), <br>Sponsored ADR<br>| 592289 | &nbsp;&nbsp;30562133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gulf Keystone <br>Petroleum Ltd.<br>| 1348240 | &nbsp;&nbsp;3364371 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gulf Marine Services <br>PLC<br>| 321392 | &nbsp;&nbsp;99997 |
| \*Ω | Gym Group PLC | 528990 | &nbsp;&nbsp;1227616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haleon PLC (HLN <br>LN)<br>| 6861312 | &nbsp;&nbsp;35883971 |
|  | Halfords Group PLC | 878276 | &nbsp;&nbsp;1806229 |
|  | Halma PLC | 201658 | &nbsp;&nbsp;9794243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hargreaves Services <br>PLC<br>| 40490 | &nbsp;&nbsp;414454 |
|  | Harworth Group PLC | 242864 | &nbsp;&nbsp;547658 |
|  | Hays PLC | 3186463 | &nbsp;&nbsp;2072071 |
| \* | Headlam Group PLC | 206157 | &nbsp;&nbsp;124696 |
|  | Helical PLC | 1262475 | &nbsp;&nbsp;3330810 |
| \* | Helios Towers PLC | 2325099 | &nbsp;&nbsp;5517406 |
|  | Henry Boot PLC | 318043 | &nbsp;&nbsp;843923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hikma <br>Pharmaceuticals <br>PLC<br>| 321852 | &nbsp;&nbsp;6751286 |
|  | Hill & Smith PLC | 308366 | &nbsp;&nbsp;9422738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hilton Food Group <br>PLC<br>| 180259 | &nbsp;&nbsp;1165936 |
|  | Hiscox Ltd. | 1226594 | &nbsp;&nbsp;24948117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hochschild Mining <br>PLC<br>| 1594628 | &nbsp;&nbsp;14390799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hollywood Bowl <br>Group PLC<br>| 524848 | &nbsp;&nbsp;1865016 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Hostelworld Group <br>PLC<br>| 156972 | &nbsp;&nbsp;252018 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Howden Joinery <br>Group PLC<br>| 2111292 | &nbsp;&nbsp;24186771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings PLC <br>(HSBA LN)<br>| 1656655 | &nbsp;&nbsp;29224928 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings PLC <br>(HSBC US), <br>Sponsored ADR<br>| 2131133 | &nbsp;&nbsp;187561015 |
|  | Hunting PLC | 597178 | &nbsp;&nbsp;3633258 |
| Ω | Ibstock PLC | 859938 | &nbsp;&nbsp;1496173 |
|  | ICG PLC | 503042 | &nbsp;&nbsp;12517370 |
| # | IDOX PLC | 178554 | &nbsp;&nbsp;172938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IG Group Holdings <br>PLC<br>| 1429024 | &nbsp;&nbsp;26511317 |
|  | IMI PLC | 1060808 | &nbsp;&nbsp;40058517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Impax Asset <br>Management Group <br>PLC<br>| 210177 | &nbsp;&nbsp;470472 |
|  | Imperial Brands PLC | 1665881 | &nbsp;&nbsp;70163218 |
|  | Inchcape PLC | 1762353 | &nbsp;&nbsp;19707357 |
|  | Informa PLC | 2277781 | &nbsp;&nbsp;27487844 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IntegraFin Holdings <br>PLC<br>| 467047 | &nbsp;&nbsp;$2248397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;InterContinental <br>Hotels Group PLC<br>| 102390 | &nbsp;&nbsp;13832844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;InterContinental <br>Hotels Group PLC <br>(IHG US), ADR<br>| 70112 | &nbsp;&nbsp;9622185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International <br>Consolidated <br>Airlines Group SA, <br>Class DI<br>| 937841 | &nbsp;&nbsp;5387969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Personal <br>Finance PLC<br>| 1369001 | &nbsp;&nbsp;4410541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International <br>Workplace Group <br>PLC<br>| 2038081 | &nbsp;&nbsp;6909377 |
|  | Intertek Group PLC | 345716 | &nbsp;&nbsp;21208864 |
|  | Investec PLC | 2134136 | &nbsp;&nbsp;17722349 |
| \* | IP Group PLC | 2698059 | &nbsp;&nbsp;2191163 |
| #\* | IQE PLC | 1127628 | &nbsp;&nbsp;122435 |
|  | Ithaca Energy PLC | 552488 | &nbsp;&nbsp;1395363 |
|  | ITV PLC | 8918842 | &nbsp;&nbsp;9944011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;J D Wetherspoon <br>PLC<br>| 384805 | &nbsp;&nbsp;3528725 |
|  | J Sainsbury PLC | 6799546 | &nbsp;&nbsp;29793654 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;James Fisher & Sons <br>PLC<br>| 177294 | &nbsp;&nbsp;1085451 |
| # | James Halstead PLC | 154912 | &nbsp;&nbsp;292609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JD Sports Fashion <br>PLC<br>| 9562928 | &nbsp;&nbsp;10702133 |
|  | JET2 PLC | 172775 | &nbsp;&nbsp;2928949 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;John Wood Group <br>PLC<br>| 3147101 | &nbsp;&nbsp;1118847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Matthey <br>PLC<br>| 416551 | &nbsp;&nbsp;13470356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Service <br>Group PLC<br>| 1341301 | &nbsp;&nbsp;2594095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jupiter Fund <br>Management PLC<br>| 1000652 | &nbsp;&nbsp;2572282 |
|  | Just Group PLC | 5066110 | &nbsp;&nbsp;15009275 |
|  | Kainos Group PLC | 124067 | &nbsp;&nbsp;1527501 |
|  | Keller Group PLC | 550033 | &nbsp;&nbsp;13387542 |
|  | Kier Group PLC | 1373201 | &nbsp;&nbsp;4207870 |
|  | Kingfisher PLC | 6227196 | &nbsp;&nbsp;28697359 |
|  | Kitwave Group PLC | 108486 | &nbsp;&nbsp;440142 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Knights Group <br>Holdings PLC<br>| 59372 | &nbsp;&nbsp;160032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lancashire Holdings <br>Ltd.<br>| 1031877 | &nbsp;&nbsp;8714551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Legal & General <br>Group PLC<br>| 7305481 | &nbsp;&nbsp;26524850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lion Finance Group <br>PLC<br>| 237307 | &nbsp;&nbsp;32786176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Liontrust Asset <br>Management PLC<br>| 85264 | &nbsp;&nbsp;276218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lloyds Banking Group <br>PLC (LLOY LN)<br>| 65713474 | &nbsp;&nbsp;98123628 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;London Investment <br>Group PLC<br>| 17231 | &nbsp;&nbsp;$91874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;London Stock <br>Exchange Group <br>PLC<br>| 77078 | &nbsp;&nbsp;8597480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LSL Property Services <br>PLC<br>| 225639 | &nbsp;&nbsp;819935 |
| Ω | Luceco PLC | 236219 | &nbsp;&nbsp;509330 |
| # | M&C Saatchi PLC | 41806 | &nbsp;&nbsp;73605 |
|  | M&G PLC | 6063537 | &nbsp;&nbsp;25704828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Macfarlane Group <br>PLC<br>| 248152 | &nbsp;&nbsp;244419 |
|  | Man Group PLC | 4665938 | &nbsp;&nbsp;16841244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marks & Spencer <br>Group PLC<br>| 8767066 | &nbsp;&nbsp;43968598 |
|  | Marshalls PLC | 539890 | &nbsp;&nbsp;1156401 |
| \* | Marston's PLC | 2132159 | &nbsp;&nbsp;1763151 |
|  | McBride PLC | 662210 | &nbsp;&nbsp;1452159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Me Group <br>International PLC<br>| 1194221 | &nbsp;&nbsp;2263017 |
|  | Mears Group PLC | 770592 | &nbsp;&nbsp;3870424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Melrose Industries <br>PLC<br>| 1345700 | &nbsp;&nbsp;11570238 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Metro Bank Holdings <br>PLC<br>| 110399 | &nbsp;&nbsp;201836 |
|  | Midwich Group PLC | 33747 | &nbsp;&nbsp;90296 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mitchells & Butlers <br>PLC<br>| 1846163 | &nbsp;&nbsp;6671734 |
|  | Mitie Group PLC | 5748755 | &nbsp;&nbsp;13142033 |
|  | MJ Gleeson PLC | 128436 | &nbsp;&nbsp;680317 |
| #\* | Mobico Group PLC | 857517 | &nbsp;&nbsp;271854 |
|  | Mondi PLC | 982942 | &nbsp;&nbsp;11486874 |
|  | MONY Group PLC | 1970897 | &nbsp;&nbsp;5031165 |
|  | Moonpig Group PLC | 759527 | &nbsp;&nbsp;2228195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Advanced <br>Materials PLC<br>| 636124 | &nbsp;&nbsp;1992288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Sindall Group <br>PLC<br>| 204478 | &nbsp;&nbsp;13831386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mortgage Advice <br>Bureau Holdings <br>Ltd.<br>| 31076 | &nbsp;&nbsp;332653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MP Evans Group <br>PLC<br>| 33213 | &nbsp;&nbsp;594024 |
| \* | Naked Wines PLC | 123440 | &nbsp;&nbsp;120304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Grid PLC <br>(NG LN)<br>| 938186 | &nbsp;&nbsp;15939358 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Grid PLC <br>(NGG US), <br>Sponsored ADR<br>| 277183 | &nbsp;&nbsp;23635394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NatWest Group PLC <br>(NWG LN)<br>| 8042886 | &nbsp;&nbsp;73309147 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;NatWest Group PLC <br>(NWG US), <br>Sponsored ADR<br>| 386878 | &nbsp;&nbsp;7052786 |
|  | NCC Group PLC | 468191 | &nbsp;&nbsp;902601 |
|  | Next 15 Group PLC | 182906 | &nbsp;&nbsp;881594 |
|  | Next PLC | 204305 | &nbsp;&nbsp;37093384 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | Ninety One PLC | 1657111 | &nbsp;&nbsp;$5768918 |
|  | Norcros PLC | 162118 | &nbsp;&nbsp;787435 |
| #\* | Ocado Group PLC | 1000766 | &nbsp;&nbsp;2999176 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;On the Beach Group <br>PLC<br>| 372451 | &nbsp;&nbsp;1118923 |
|  | OSB Group PLC | 1889775 | &nbsp;&nbsp;15795208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oxford Instruments <br>PLC<br>| 44268 | &nbsp;&nbsp;1531866 |
|  | Pagegroup PLC | 1027911 | &nbsp;&nbsp;2904580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pan African <br>Resources PLC<br>| 7297576 | &nbsp;&nbsp;12915697 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Pantheon Resources <br>PLC<br>| 121086 | &nbsp;&nbsp;12574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paragon Banking <br>Group PLC<br>| 1246947 | &nbsp;&nbsp;15174091 |
| # | PayPoint PLC | 193140 | &nbsp;&nbsp;1405347 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Pearson PLC (PSO <br>US), Sponsored <br>ADR<br>| 349430 | &nbsp;&nbsp;4598499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pearson PLC (PSON <br>LN)<br>| 655233 | &nbsp;&nbsp;8618246 |
|  | Pennon Group PLC | 746463 | &nbsp;&nbsp;5595158 |
|  | Persimmon PLC | 1035514 | &nbsp;&nbsp;19941125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pets at Home Group <br>PLC<br>| 1486843 | &nbsp;&nbsp;4164138 |
|  | Pharos Energy PLC | 1373030 | &nbsp;&nbsp;411497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Phoenix Group <br>Holdings PLC<br>| 1006011 | &nbsp;&nbsp;10196602 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Phoenix Spree <br>Deutschland Ltd.<br>| 67649 | &nbsp;&nbsp;161891 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pinewood <br>Technologies Group <br>PLC<br>| 211374 | &nbsp;&nbsp;1365952 |
|  | Playtech PLC | 835482 | &nbsp;&nbsp;3394616 |
|  | Plus500 Ltd. | 368186 | &nbsp;&nbsp;21193326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Polar Capital Holdings <br>PLC<br>| 235617 | &nbsp;&nbsp;1901808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pollen Street Group <br>Ltd.<br>| 12471 | &nbsp;&nbsp;156918 |
|  | Porvair PLC | 11959 | &nbsp;&nbsp;138680 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;PPHE Hotel Group <br>Ltd.<br>| 32501 | &nbsp;&nbsp;796271 |
|  | Premier Foods PLC | 4477015 | &nbsp;&nbsp;11586084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prudential PLC (PRU <br>LN)<br>| 1930285 | &nbsp;&nbsp;31705407 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Prudential PLC (PUK <br>US), ADR<br>| 554624 | &nbsp;&nbsp;18297046 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PureTech Health PLC <br>(PRTC LN)<br>| 482900 | &nbsp;&nbsp;874906 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PureTech Health PLC <br>(PRTC US), ADR<br>| 137 | &nbsp;&nbsp;2558 |
|  | PZ Cussons PLC | 525014 | &nbsp;&nbsp;526284 |
|  | QinetiQ Group PLC | 1772137 | &nbsp;&nbsp;12208978 |
| Ω | Quilter PLC | 3760033 | &nbsp;&nbsp;10008981 |
|  | Rank Group PLC | 611581 | &nbsp;&nbsp;735905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rathbones Group <br>PLC<br>| 139856 | &nbsp;&nbsp;4233226 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Raven Property Group <br>Ltd.<br>| 96453 | &nbsp;&nbsp;$0 |
|  | Reach PLC | 2162440 | &nbsp;&nbsp;1897629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reckitt Benckiser <br>Group PLC<br>| 841578 | &nbsp;&nbsp;70212016 |
|  | Record PLC | 235471 | &nbsp;&nbsp;187038 |
|  | RELX PLC (REL LN) | 596581 | &nbsp;&nbsp;21150000 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;RELX PLC (RELX <br>US), Sponsored <br>ADR<br>| 366786 | &nbsp;&nbsp;13130936 |
|  | RELX PLC (REN NA) | 437454 | &nbsp;&nbsp;15624746 |
|  | Renew Holdings PLC | 140883 | &nbsp;&nbsp;1806361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rentokil Initial PLC <br>RTO LN<br>| 1779367 | &nbsp;&nbsp;11044202 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Rentokil Initial PLC <br>RTO US, <br>Sponsored ADR<br>| 49587 | &nbsp;&nbsp;1562486 |
|  | RHI Magnesita NV | 12918 | &nbsp;&nbsp;490465 |
|  | Rightmove PLC | 2557301 | &nbsp;&nbsp;17311408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rio Tinto PLC (RIO <br>LN)<br>| 584468 | &nbsp;&nbsp;53323530 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Rio Tinto PLC (RIO <br>US), Sponsored <br>ADR<br>| 640133 | &nbsp;&nbsp;58271307 |
|  | Robert Walters PLC | 180431 | &nbsp;&nbsp;309035 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Rockhopper <br>Exploration PLC<br>| 178451 | &nbsp;&nbsp;173729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rolls-Royce Holdings <br>PLC<br>| 6048245 | &nbsp;&nbsp;101108358 |
|  | Rotork PLC | 2452946 | &nbsp;&nbsp;11903535 |
|  | RS Group PLC | 1084024 | &nbsp;&nbsp;9954115 |
|  | RWS Holdings PLC | 593707 | &nbsp;&nbsp;684342 |
|  | S&U PLC | 8204 | &nbsp;&nbsp;265848 |
| # | S4 Capital PLC | 442489 | &nbsp;&nbsp;159882 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Sabre Insurance <br>Group PLC<br>| 479246 | &nbsp;&nbsp;852968 |
| \* | Saga PLC | 671225 | &nbsp;&nbsp;4785643 |
|  | Sage Group PLC | 1239263 | &nbsp;&nbsp;16250705 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Savannah Energy <br>PLC<br>| 547478 | &nbsp;&nbsp;53809 |
|  | Savills PLC | 614348 | &nbsp;&nbsp;9066729 |
|  | Schroders PLC | 1513590 | &nbsp;&nbsp;9374767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Secure Trust Bank <br>PLC<br>| 26992 | &nbsp;&nbsp;536395 |
|  | Senior PLC | 822257 | &nbsp;&nbsp;2751474 |
|  | Serco Group PLC | 4676711 | &nbsp;&nbsp;19202265 |
|  | Serica Energy PLC | 860759 | &nbsp;&nbsp;2542674 |
|  | Severfield PLC | 852501 | &nbsp;&nbsp;318128 |
|  | Severn Trent PLC | 465562 | &nbsp;&nbsp;18699661 |
|  | Shell PLC (SHEL LN) | 1472115 | &nbsp;&nbsp;56587359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shell PLC (SHEL US), <br>ADR<br>| 3810610 | &nbsp;&nbsp;293531276 |
| \* | SIG PLC | 2359383 | &nbsp;&nbsp;314982 |
| \* | SigmaRoc PLC | 771286 | &nbsp;&nbsp;1513798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Smith & Nephew PLC <br>(SN LN)<br>| 730692 | &nbsp;&nbsp;12453374 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Smith & Nephew PLC <br>(SNN US), <br>Sponsored ADR<br>| 68344 | &nbsp;&nbsp;$2333264 |
|  | Smiths Group PLC | 411883 | &nbsp;&nbsp;14144810 |
|  | Smiths News PLC | 651492 | &nbsp;&nbsp;607808 |
|  | Softcat PLC | 570660 | &nbsp;&nbsp;11175862 |
| \* | SolGold PLC | 618463 | &nbsp;&nbsp;237266 |
|  | Speedy Hire PLC | 1767366 | &nbsp;&nbsp;618171 |
|  | Spirax Group PLC | 62656 | &nbsp;&nbsp;6243298 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Spire Healthcare <br>Group PLC<br>| 1328805 | &nbsp;&nbsp;3723868 |
|  | SSE PLC | 1271987 | &nbsp;&nbsp;42277611 |
|  | SSP Group PLC | 2102343 | &nbsp;&nbsp;5263932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;St. James's Place <br>PLC<br>| 1702246 | &nbsp;&nbsp;35551957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Standard Chartered <br>PLC<br>| 3584275 | &nbsp;&nbsp;91708806 |
|  | SThree PLC | 272834 | &nbsp;&nbsp;715460 |
| \* | Strix Group PLC | 234787 | &nbsp;&nbsp;151023 |
|  | STV Group PLC | 69518 | &nbsp;&nbsp;109199 |
| \* | Synthomer PLC | 288608 | &nbsp;&nbsp;210937 |
|  | Tate & Lyle PLC | 770264 | &nbsp;&nbsp;3985082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tatton Asset <br>Management PLC<br>| 4130 | &nbsp;&nbsp;38520 |
|  | Taylor Wimpey PLC | 11099904 | &nbsp;&nbsp;16227622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TBC Bank Group <br>PLC<br>| 119270 | &nbsp;&nbsp;6934622 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Team Internet Group <br>PLC<br>| 344329 | &nbsp;&nbsp;231174 |
|  | Telecom Plus PLC | 316785 | &nbsp;&nbsp;5787161 |
|  | Tesco PLC | 13419289 | &nbsp;&nbsp;78084163 |
| #\* | THG PLC | 1313037 | &nbsp;&nbsp;669457 |
|  | Topps Tiles PLC | 685870 | &nbsp;&nbsp;396011 |
|  | TP ICAP Group PLC | 5587570 | &nbsp;&nbsp;19491732 |
| \*Ω | Trainline PLC | 883287 | &nbsp;&nbsp;2475443 |
|  | Travis Perkins PLC | 473213 | &nbsp;&nbsp;4050714 |
|  | Treatt PLC | 19168 | &nbsp;&nbsp;53503 |
|  | Trifast PLC | 578792 | &nbsp;&nbsp;593070 |
| \* | TT Electronics PLC | 830665 | &nbsp;&nbsp;1274147 |
| #\* | Tullow Oil PLC | 1676475 | &nbsp;&nbsp;186521 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Unilever PLC UL US, <br>ADR<br>| 489828 | &nbsp;&nbsp;33484642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unilever PLC ULVRL <br>IX<br>| 225138 | &nbsp;&nbsp;15315999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unilever PLC UNA <br>NA<br>| 708162 | &nbsp;&nbsp;48208877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Utilities Group <br>PLC<br>| 1171546 | &nbsp;&nbsp;20063359 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vanquis Banking <br>Group PLC<br>| 601250 | &nbsp;&nbsp;981177 |
|  | Vertu Motors PLC | 900052 | &nbsp;&nbsp;775321 |
|  | Vesuvius PLC | 1117113 | &nbsp;&nbsp;7029852 |
|  | Victrex PLC | 199985 | &nbsp;&nbsp;1797151 |
| \* | Videndum PLC | 75217 | &nbsp;&nbsp;12675 |
| \* | Vistry Group PLC | 1184604 | &nbsp;&nbsp;10794474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vodafone Group PLC <br>(VOD LN)<br>| 13918608 | &nbsp;&nbsp;20498305 |
| # | Volex PLC | 306964 | &nbsp;&nbsp;1851710 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | Volution Group PLC | 424955 | &nbsp;&nbsp;$3719265 |
|  | Vp PLC | 17348 | &nbsp;&nbsp;128077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WAG Payment <br>Solutions PLC<br>| 33517 | &nbsp;&nbsp;57971 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Watches of <br>Switzerland Group <br>PLC<br>| 692065 | &nbsp;&nbsp;4929333 |
| \* | Watkin Jones PLC | 495447 | &nbsp;&nbsp;197298 |
|  | Weir Group PLC  | 346643 | &nbsp;&nbsp;15310776 |
|  | WH Smith PLC | 471329 | &nbsp;&nbsp;4353367 |
|  | Whitbread PLC | 475165 | &nbsp;&nbsp;17737147 |
|  | Wickes Group PLC | 1283417 | &nbsp;&nbsp;4001546 |
|  | Wilmington PLC | 150130 | &nbsp;&nbsp;613368 |
| \* | Wise PLC, Class A | 205474 | &nbsp;&nbsp;2650149 |
|  | WPP PLC (WPP LN) | 430273 | &nbsp;&nbsp;1784868 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;WPP PLC (WPP US), <br>Sponsored ADR<br>| 171226 | &nbsp;&nbsp;3575199 |
| \* | Xaar PLC | 184851 | &nbsp;&nbsp;278199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;XPS Pensions Group <br>PLC<br>| 165843 | &nbsp;&nbsp;789127 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Young & Co.'s <br>Brewery PLC <br>(YNGA LN), <br>Class A<br>| 67621 | &nbsp;&nbsp;769426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Young & Co.'s <br>Brewery PLC <br>(YNGN LN)<br>| 23422 | &nbsp;&nbsp;190488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zegona <br>Communications <br>PLC<br>| 9272 | &nbsp;&nbsp;199944 |
|  | Zigup PLC | 1026420 | &nbsp;&nbsp;5354405 |
|  | Zotefoams PLC | 50520 | &nbsp;&nbsp;287568 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED <br>KINGDOM | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED <br>KINGDOM |  | &nbsp;&nbsp;4662634137 |
| UNITED STATES — (0.2%) | UNITED STATES — (0.2%) | UNITED STATES — (0.2%) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Diversified Energy Co. <br>DEC LN<br>| 36210 | &nbsp;&nbsp;472358 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gran Tierra Energy, <br>Inc. (GTE CN)<br>| 113544 | &nbsp;&nbsp;614562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Paper <br>Co.<br>| 675572 | &nbsp;&nbsp;27068227 |
| # | Qiagen NV | 383515 | &nbsp;&nbsp;20486911 |
|  | Royal Gold, Inc. | 54831 | &nbsp;&nbsp;14437551 |
| #\* | Sunococorp LLC | 149555 | &nbsp;&nbsp;8019174 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | &nbsp;&nbsp;71098783 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS |  | &nbsp;&nbsp;39785856870 |
| PREFERRED STOCKS — (0.3%) | PREFERRED STOCKS — (0.3%) | PREFERRED STOCKS — (0.3%) | PREFERRED STOCKS — (0.3%) |
| CANADA — (0.0%) | CANADA — (0.0%) | CANADA — (0.0%) | CANADA — (0.0%) |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Questerre Energy <br>Corp.Series 2<br>| 145025 | &nbsp;&nbsp;1065 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (0.3%) | GERMANY — (0.3%) | GERMANY — (0.3%) | GERMANY — (0.3%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bayerische Motoren <br>Werke AG, 4.951%<br>| 89054 | &nbsp;&nbsp;$9185517 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Dr. Ing hc F Porsche <br>AG, 5.627%<br>| 174805 | &nbsp;&nbsp;8506514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Draegerwerk AG & <br>Co. KGaA, 2.296%<br>| 41380 | &nbsp;&nbsp;4369690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Einhell Germany AG, <br>1.716%<br>| 14273 | &nbsp;&nbsp;1487604 |
| # | FUCHS SE, 3.204% | 259646 | &nbsp;&nbsp;11223683 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Henkel AG & Co. <br>KGaA, 2.751%<br>| 227937 | &nbsp;&nbsp;20024698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jungheinrich AG, <br>2.208%<br>| 250846 | &nbsp;&nbsp;10795086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Porsche Automobil <br>Holding SE, <br>5.285%<br>| 340216 | &nbsp;&nbsp;14556296 |
| # | Sartorius AG, 0.314% | 17957 | &nbsp;&nbsp;5018853 |
|  | Sixt SE, 5.075% | 89513 | &nbsp;&nbsp;5643782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;STO SE & Co. KGaA, <br>2.829%<br>| 7116 | &nbsp;&nbsp;997558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Villeroy & Boch AG, <br>5.099%<br>| 55169 | &nbsp;&nbsp;1176816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen AG, <br>6.202%<br>| 343264 | &nbsp;&nbsp;41639646 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp;134625743 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL PREFERRED <br>STOCKS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL PREFERRED <br>STOCKS |  | &nbsp;&nbsp;134626808 |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| AUSTRALIA — (0.0%) | AUSTRALIA — (0.0%) | AUSTRALIA — (0.0%) | AUSTRALIA — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Galan Lithium Ltd. <br>Warrants<br>| 10752 | &nbsp;&nbsp;187 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Silver Mines Ltd. <br>Warrants 06/17/26<br>| 28100 | &nbsp;&nbsp;2552 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | &nbsp;&nbsp;2739 |
| CANADA — (0.0%) | CANADA — (0.0%) | CANADA — (0.0%) | CANADA — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Constellation <br>Software, Inc. <br>Warrants <br>03/31/2040<br>| 20401 | &nbsp;&nbsp;0 |
| ITALY — (0.0%) | ITALY — (0.0%) | ITALY — (0.0%) | ITALY — (0.0%) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Webuild SpA Warrants <br>08/02/2030<br>| 66474 | &nbsp;&nbsp;0 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SPAIN — (0.0%) | SPAIN — (0.0%) | SPAIN — (0.0%) | SPAIN — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ACS Actividades de <br>Construccion y <br>Servicios SA Rights <br>02/06/2026<br>| 782793 | &nbsp;&nbsp;$430538 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL <br>RIGHTS/WARRANTS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL <br>RIGHTS/WARRANTS |  | &nbsp;&nbsp;433277 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $21,337,573,876) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $21,337,573,876) |  | &nbsp;&nbsp;39920916955 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| SECURITIES LENDING COLLATERAL — (4.1%) | SECURITIES LENDING COLLATERAL — (4.1%) | SECURITIES LENDING COLLATERAL — (4.1%) | SECURITIES LENDING COLLATERAL — (4.1%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund<br>| 146183177 | &nbsp;&nbsp;$1690900813 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost <br>$23,028,471,999)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost <br>$23,028,471,999)^^ |  | &nbsp;&nbsp;$41611817768 |

---

As of January 31, 2026, International 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;1608 | 03/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;$557897687 | &nbsp;&nbsp;&nbsp;&nbsp;$560046300 | &nbsp;&nbsp;&nbsp;&nbsp;$2148613 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp;**$557897687** | &nbsp;&nbsp;**$560046300** | &nbsp;&nbsp;**$2148613** |

---

As of January 31, 2026, the value of Rule 144A securities amounted to $685,007,360 or 1.6% of net assets.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia | &nbsp;&nbsp;&nbsp;$77463063 | &nbsp;&nbsp;&nbsp;$2281191963 | &nbsp;&nbsp;&nbsp;$2120612 | &nbsp;&nbsp;&nbsp;$2360775638 |
| &nbsp;&nbsp;&nbsp;&nbsp;Austria | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;272552350 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;272552350 |
| &nbsp;&nbsp;&nbsp;&nbsp;Belgium | &nbsp;&nbsp;&nbsp;5763777 | &nbsp;&nbsp;&nbsp;463412715 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;469176492 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;4869207614 | &nbsp;&nbsp;&nbsp;19352364 | &nbsp;&nbsp;&nbsp;26948 | &nbsp;&nbsp;&nbsp;4888586926 |
| &nbsp;&nbsp;&nbsp;&nbsp;China | &nbsp;&nbsp;&nbsp;63023666 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;63023666 |
| &nbsp;&nbsp;&nbsp;&nbsp;Denmark | &nbsp;&nbsp;&nbsp;55199654 | &nbsp;&nbsp;&nbsp;832450287 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;887649941 |
| &nbsp;&nbsp;&nbsp;&nbsp;Finland | &nbsp;&nbsp;&nbsp;12876889 | &nbsp;&nbsp;&nbsp;658227735 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;671104624 |
| &nbsp;&nbsp;&nbsp;&nbsp;France | &nbsp;&nbsp;&nbsp;34940306 | &nbsp;&nbsp;&nbsp;2882605278 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2917545584 |
| &nbsp;&nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;28520805 | &nbsp;&nbsp;&nbsp;2944101553 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2972622358 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hong Kong | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;625176512 | &nbsp;&nbsp;&nbsp;118965 | &nbsp;&nbsp;&nbsp;625295477 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ireland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;236118646 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;236118646 |
| &nbsp;&nbsp;&nbsp;&nbsp;Israel | &nbsp;&nbsp;&nbsp;28713864 | &nbsp;&nbsp;&nbsp;541100830 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;569814694 |
| &nbsp;&nbsp;&nbsp;&nbsp;Italy | &nbsp;&nbsp;&nbsp;13162275 | &nbsp;&nbsp;&nbsp;1408518837 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1421681112 |
| &nbsp;&nbsp;&nbsp;&nbsp;Japan | &nbsp;&nbsp;&nbsp;103747813 | &nbsp;&nbsp;&nbsp;8711696640 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8815444453 |
| &nbsp;&nbsp;&nbsp;&nbsp;Netherlands | &nbsp;&nbsp;&nbsp;340873643 | &nbsp;&nbsp;&nbsp;1087158631 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1428032274 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand | &nbsp;&nbsp;&nbsp;285131 | &nbsp;&nbsp;&nbsp;102675533 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;102960664 |
| &nbsp;&nbsp;&nbsp;&nbsp;Norway | &nbsp;&nbsp;&nbsp;1105593 | &nbsp;&nbsp;&nbsp;301748628 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;302854221 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portugal | &nbsp;&nbsp;&nbsp;342270 | &nbsp;&nbsp;&nbsp;147173665 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;147515935 |
| &nbsp;&nbsp;&nbsp;&nbsp;Singapore | &nbsp;&nbsp;&nbsp;7685 | &nbsp;&nbsp;&nbsp;497339296 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;497346981 |
| &nbsp;&nbsp;&nbsp;&nbsp;Spain | &nbsp;&nbsp;&nbsp;49603436 | &nbsp;&nbsp;&nbsp;1198494181 | &nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;1248102717 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sweden | &nbsp;&nbsp;&nbsp;1414496 | &nbsp;&nbsp;&nbsp;1116296465 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1117710961 |
| &nbsp;&nbsp;&nbsp;&nbsp;Switzerland | &nbsp;&nbsp;&nbsp;434998834 | &nbsp;&nbsp;&nbsp;2601209402 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3036208236 |
| &nbsp;&nbsp;&nbsp;&nbsp;United Kingdom | &nbsp;&nbsp;&nbsp;960925885 | &nbsp;&nbsp;&nbsp;3701708132 | &nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;4662634137 |

---

------

**International Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| &nbsp;&nbsp;&nbsp;&nbsp;United States | &nbsp;&nbsp;&nbsp;$35709888 | &nbsp;&nbsp;&nbsp;$35388895 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$71098783 |
| Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1065 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1065 |
| &nbsp;&nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;134625743 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;134625743 |
| Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2739 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2739 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;Italy | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;Spain | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;430538 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;430538 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1690900813 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1690900813 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$7117886587 | &nbsp;&nbsp;&nbsp;$34491659436 | &nbsp;&nbsp;&nbsp;$2,271,745˂˃ | &nbsp;&nbsp;&nbsp;$41611817768 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts\*\* | &nbsp;&nbsp;&nbsp;2148613 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2148613 |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp;$2148613 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$2148613 |
| &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>|

---

------

**International Small Company Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)** 

---

| | |
|:---|:---|
|  | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (99.1%) | AFFILIATED INVESTMENT COMPANIES — (99.1%) |
| The Continental Small Company Series | $6283589596 |
| The Japanese Small Company Series | 3307950497 |
| The Canadian Small Company Series | 2152711771 |
| The United Kingdom Small Company Series | 1835996734 |
| The Asia Pacific Small Company Series | 1571452035 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES | $15151700633 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Shares** |  |
| TEMPORARY CASH INVESTMENTS — (0.9%) | TEMPORARY CASH INVESTMENTS — (0.9%) | TEMPORARY CASH INVESTMENTS — (0.9%) |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Institutional U.S. Government Money Market Fund, 3.720%<br>(Cost $143,719,425) | &nbsp;&nbsp;&nbsp;&nbsp;143719425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143719425 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS — (100.0%)<br>(Cost $9,648,100,610)^^ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$15295420058 |

---

As of January 31, 2026, International Small Company Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br>**Contracts**<br>| **Expiration**<br>**Date**<br>| **Notional**<br>**Value**<br>| **Market**<br>**Value**<br>| **Unrealized**<br>**Appreciation**<br>**(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp;&nbsp;&nbsp;389 | 03/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;$135554485 | &nbsp;&nbsp;&nbsp;&nbsp;$135483837 | &nbsp;&nbsp;&nbsp;&nbsp;$(70648)<br>|
| **Total Futures Contracts** |  |  | &nbsp;&nbsp;**$135554485** | &nbsp;&nbsp;**$135483837** | &nbsp;&nbsp;**$(70648)**<br>|

---

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;$15151700633 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$15151700633 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;143719425 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;143719425 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$15295420058 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$15295420058 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts\*\* | &nbsp;&nbsp;&nbsp;(70648) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(70648) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp;$(70648) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$(70648) |
| &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. |

---

------

**Global Small Company Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| DOMESTIC EQUITIES — (61.6%) | DOMESTIC EQUITIES — (61.6%) | DOMESTIC EQUITIES — (61.6%) |
| U.S. Small Cap Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;1550611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$85469701 |
| INTERNATIONAL EQUITIES — (38.4%) | INTERNATIONAL EQUITIES — (38.4%) | INTERNATIONAL EQUITIES — (38.4%) |
| The Emerging Markets Small Cap Series |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17123770 |
| The Continental Small Company Series |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15268188 |
| The Japanese Small Company Series |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7899591 |
| The Canadian Small Company Series |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5173433 |
| The United Kingdom Small Company Series |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4190647 |
| The Asia Pacific Small Company Series |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3706625 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53362254 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $95,679,937)^^ | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $95,679,937)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$138831955 |

---

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;$138831955 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$138831955 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$138831955 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$138831955 |

---

------

**Japanese Small Company Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)** 

---

| | |
|:---|:---|
|  | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| The Japanese Small Company Series | $269119203 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES^^ | $269119203 |

---

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).

------

**Asia Pacific Small Company Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)** 

---

| | |
|:---|:---|
|  | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| The Asia Pacific Small Company Series | $200601693 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES^^ | $200601693 |

---

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).

------

**United Kingdom Small Company Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)** 

---

| | |
|:---|:---|
|  | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| The United Kingdom Small Company Series | $24825491 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES^^ | $24825491 |

---

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).

------

**Continental Small Company Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)** 

---

| | |
|:---|:---|
|  | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| The Continental Small Company Series | $122885821 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES^^ | $122885821 |

---

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).

------

**DFA International Real Estate Securities Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (97.8%) | COMMON STOCKS — (97.8%) | COMMON STOCKS — (97.8%) |  |
| AUSTRALIA — (23.7%) | AUSTRALIA — (23.7%) | AUSTRALIA — (23.7%) |  |
|  | Abacus Group | 3210316 | &nbsp;&nbsp;$2580863 |
| # | Abacus Storage King | 4041712 | &nbsp;&nbsp;4348675 |
| # | Arena REIT | 3049030 | &nbsp;&nbsp;7508488 |
| # | Aspen Group Ltd. | 1407946 | &nbsp;&nbsp;5127252 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;BWP Property Group <br>Ltd.<br>| 3854677 | &nbsp;&nbsp;10015254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Carindale Property <br>Trust<br>| 259419 | &nbsp;&nbsp;988665 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Centuria Capital <br>Group<br>| 4570556 | &nbsp;&nbsp;6128224 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Centuria Industrial <br>REIT<br>| 3630337 | &nbsp;&nbsp;8202751 |
| # | Centuria Office REIT | 2660909 | &nbsp;&nbsp;1978788 |
|  | Charter Hall Group | 3298740 | &nbsp;&nbsp;52533138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charter Hall Long <br>Wale REIT<br>| 4502893 | &nbsp;&nbsp;12179201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charter Hall Retail <br>REIT<br>| 3590763 | &nbsp;&nbsp;9778091 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charter Hall Social <br>Infrastructure REIT<br>| 2369080 | &nbsp;&nbsp;4788512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cromwell Property <br>Group<br>| 12072096 | &nbsp;&nbsp;3442382 |
|  | Dexus | 6932814 | &nbsp;&nbsp;32343425 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dexus Convenience <br>Retail REIT<br>| 682903 | &nbsp;&nbsp;1306605 |
|  | Dexus Industria REIT | 2024653 | &nbsp;&nbsp;3612003 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Elanor Commercial <br>Property Fund<br>| 54174 | &nbsp;&nbsp;23562 |
| \*†† | Elanor Investor Group | 67755 | &nbsp;&nbsp;7266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Garda Property <br>Group<br>| 323917 | &nbsp;&nbsp;262578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GDI Property Group <br>Partnership<br>| 5508444 | &nbsp;&nbsp;2338258 |
|  | Goodman Group | 13461059 | &nbsp;&nbsp;285962412 |
|  | GPT Group | 12737842 | &nbsp;&nbsp;46798976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Growthpoint <br>Properties Australia <br>Ltd.<br>| 1884792 | &nbsp;&nbsp;3001017 |
| # | HealthCo REIT | 1730868 | &nbsp;&nbsp;880418 |
| # | HMC Capital Ltd. | 421334 | &nbsp;&nbsp;1229513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HomeCo Daily Needs <br>REIT<br>| 11820490 | &nbsp;&nbsp;10606577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ingenia Communities <br>Group<br>| 2746618 | &nbsp;&nbsp;9005636 |
|  | Mirvac Group | 26804628 | &nbsp;&nbsp;37225358 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Storage <br>REIT<br>| 8621632 | &nbsp;&nbsp;16522007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RAM Essential <br>Services Property <br>Fund<br>| 256488 | &nbsp;&nbsp;100541 |
|  | Region Group | 7960462 | &nbsp;&nbsp;12768134 |
|  | Scentre Group | 35918654 | &nbsp;&nbsp;101792335 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |
|  | Stockland | 16369784 | &nbsp;&nbsp;$61249282 |
| # | Vicinity Ltd. | 26334569 | &nbsp;&nbsp;44928028 |
|  | Waypoint REIT Ltd. | 4311680 | &nbsp;&nbsp;7349488 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | &nbsp;&nbsp;808913703 |
| BELGIUM — (4.1%) | BELGIUM — (4.1%) | BELGIUM — (4.1%) |  |
|  | Aedifica SA | 322109 | &nbsp;&nbsp;28364284 |
|  | Ascencio | 37913 | &nbsp;&nbsp;2485747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Care Property Invest <br>NV<br>| 294328 | &nbsp;&nbsp;4264475 |
|  | Cofinimmo SA | 256871 | &nbsp;&nbsp;26709505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Invest Belgium <br>SA<br>| 49841 | &nbsp;&nbsp;1115458 |
|  | Montea NV | 128440 | &nbsp;&nbsp;10879049 |
| #\* | Nextensa SA | 29489 | &nbsp;&nbsp;1489682 |
|  | Retail Estates NV | 107377 | &nbsp;&nbsp;8230152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shurgard Self Storage <br>Ltd.<br>| 82696 | &nbsp;&nbsp;3001678 |
| \* | Vastned NV | 108570 | &nbsp;&nbsp;3863813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Warehouses De Pauw <br>CVA<br>| 1301780 | &nbsp;&nbsp;36886760 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Wereldhave Belgium <br>Comm VA<br>| 49293 | &nbsp;&nbsp;3176400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xior Student Housing <br>NV<br>| 251729 | &nbsp;&nbsp;8377761 |
| TOTAL BELGIUM | TOTAL BELGIUM |  | &nbsp;&nbsp;138844764 |
| CANADA — (4.1%) | CANADA — (4.1%) | CANADA — (4.1%) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Allied Properties Real <br>Estate Investment <br>Trust<br>| 391630 | &nbsp;&nbsp;4040981 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Artis Real Estate <br>Investment Trust<br>| 344916 | &nbsp;&nbsp;2259502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Automotive Properties <br>Real Estate <br>Investment Trust<br>| 139220 | &nbsp;&nbsp;1147173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boardwalk Real <br>Estate Investment <br>Trust<br>| 160433 | &nbsp;&nbsp;8112079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BSR Real Estate <br>Investment Trust<br>| 194282 | &nbsp;&nbsp;2376069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BTB Real Estate <br>Investment Trust<br>| 288809 | &nbsp;&nbsp;884466 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Apartment <br>Properties REIT<br>| 502801 | &nbsp;&nbsp;14238612 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Choice Properties <br>Real Estate <br>Investment Trust<br>| 1046885 | &nbsp;&nbsp;11717059 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Crombie Real Estate <br>Investment Trust<br>| 355892 | &nbsp;&nbsp;4077344 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;CT Real Estate <br>Investment Trust<br>| 336476 | &nbsp;&nbsp;4032819 |

---

------

**DFA International Real Estate Securities Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dream Industrial Real <br>Estate Investment <br>Trust<br>| 890894 | &nbsp;&nbsp;$8413981 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dream Office Real <br>Estate Investment <br>Trust<br>| 54014 | &nbsp;&nbsp;745766 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;European Residential <br>Real Estate <br>Investment Trust<br>| 311842 | &nbsp;&nbsp;267951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Firm Capital Property <br>Trust<br>| 67500 | &nbsp;&nbsp;302390 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;First Capital Real <br>Estate Investment <br>Trust<br>| 698388 | &nbsp;&nbsp;10150258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Flagship Communities <br>REIT<br>| 1800 | &nbsp;&nbsp;35550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Granite Real Estate <br>Investment Trust<br>| 191499 | &nbsp;&nbsp;12355001 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;H&R Real Estate <br>Investment Trust<br>| 847423 | &nbsp;&nbsp;6690265 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;InterRent Real Estate <br>Investment Trust<br>| 106661 | &nbsp;&nbsp;1044168 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Killam Apartment Real <br>Estate Investment <br>Trust<br>| 370165 | &nbsp;&nbsp;4768255 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Minto Apartment Real <br>Estate Investment <br>Trust<br>| 116084 | &nbsp;&nbsp;1485098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morguard North <br>American <br>Residential Real <br>Estate Investment <br>Trust<br>| 129198 | &nbsp;&nbsp;1732571 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Morguard Real Estate <br>Investment Trust<br>| 330656 | &nbsp;&nbsp;1614851 |
| # | Nexus Industrial REIT | 221042 | &nbsp;&nbsp;1277568 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Northwest Healthcare <br>Properties Real <br>Estate Investment <br>Trust<br>| 737780 | &nbsp;&nbsp;3028818 |
| # | Plaza Retail REIT | 378330 | &nbsp;&nbsp;1180848 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Primaris Real Estate <br>Investment Trust<br>| 357446 | &nbsp;&nbsp;4344526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PRO Real Estate <br>Investment Trust<br>| 200382 | &nbsp;&nbsp;944775 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;RioCan Real Estate <br>Investment Trust<br>| 938731 | &nbsp;&nbsp;13450330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Slate Grocery REIT, <br>Class U<br>| 188258 | &nbsp;&nbsp;2140222 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SmartCentres Real <br>Estate Investment <br>Trust<br>| 461729 | &nbsp;&nbsp;9050451 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;True North <br>Commercial Real <br>Estate Investment <br>Trust<br>| 47123 | &nbsp;&nbsp;$302814 |
| TOTAL CANADA | TOTAL CANADA |  | &nbsp;&nbsp;138212561 |
| CHINA — (0.1%) | CHINA — (0.1%) | CHINA — (0.1%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Merchants <br>Commercial Real <br>Estate Investment <br>Trust<br>| 310000 | &nbsp;&nbsp;49594 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Spring Real Estate <br>Investment Trust<br>| 5882000 | &nbsp;&nbsp;1226171 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yuexiu Real Estate <br>Investment Trust<br>| 15435250 | &nbsp;&nbsp;1678491 |
| TOTAL CHINA | TOTAL CHINA |  | &nbsp;&nbsp;2954256 |
| FRANCE — (6.5%) | FRANCE — (6.5%) | FRANCE — (6.5%) |  |
| # | Altarea SCA | 39349 | &nbsp;&nbsp;5427523 |
|  | ARGAN SA | 76814 | &nbsp;&nbsp;6011234 |
|  | Carmila SA | 404574 | &nbsp;&nbsp;7828674 |
|  | Covivio Hotels SACA | 6721 | &nbsp;&nbsp;184549 |
|  | Covivio SA | 370258 | &nbsp;&nbsp;23654265 |
|  | Gecina SA | 276147 | &nbsp;&nbsp;25364440 |
|  | ICADE | 221289 | &nbsp;&nbsp;5465210 |
|  | Klepierre SA | 1355507 | &nbsp;&nbsp;52218707 |
|  | Mercialys SA | 590300 | &nbsp;&nbsp;7427144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unibail-Rodamco-Westfield <br>(URW FP)<br>| 779393 | &nbsp;&nbsp;86173520 |
| TOTAL FRANCE | TOTAL FRANCE |  | &nbsp;&nbsp;219755266 |
| GERMANY — (0.1%) | GERMANY — (0.1%) | GERMANY — (0.1%) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Konsum <br>REIT-AG<br>| 11682 | &nbsp;&nbsp;24747 |
| # | Hamborner REIT AG | 591343 | &nbsp;&nbsp;3280614 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp;3305361 |
| HONG KONG — (2.8%) | HONG KONG — (2.8%) | HONG KONG — (2.8%) |  |
| # | Champion REIT | 17979012 | &nbsp;&nbsp;5814440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fortune Real Estate <br>Investment Trust<br>| 10410000 | &nbsp;&nbsp;6765723 |
|  | Link REIT | 17018220 | &nbsp;&nbsp;78245707 |
|  | Prosperity REIT | 11808000 | &nbsp;&nbsp;2222271 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Regal Real Estate <br>Investment Trust<br>| 9834000 | &nbsp;&nbsp;409490 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SF Real Estate <br>Investment Trust<br>| 765000 | &nbsp;&nbsp;273016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunlight Real Estate <br>Investment Trust<br>| 8894000 | &nbsp;&nbsp;2742801 |
| TOTAL HONG KONG | TOTAL HONG KONG |  | &nbsp;&nbsp;96473448 |
| INDIA — (0.2%) | INDIA — (0.2%) | INDIA — (0.2%) |  |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Brookfield India Real <br>Estate Trust<br>| 452797 | &nbsp;&nbsp;1740861 |

---

------

**DFA International Real Estate Securities Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Embassy Office Parks <br>REIT<br>| 903438 | &nbsp;&nbsp;$4250449 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Mindspace Business <br>Parks REIT<br>| 319723 | &nbsp;&nbsp;1728115 |
|  | Nexus Select Trust | 144404 | &nbsp;&nbsp;241228 |
| TOTAL INDIA | TOTAL INDIA |  | &nbsp;&nbsp;7960653 |
| IRELAND — (0.1%) | IRELAND — (0.1%) | IRELAND — (0.1%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Irish Residential <br>Properties REIT <br>PLC<br>| 3819587 | &nbsp;&nbsp;4555970 |
| ITALY — (0.0%) | ITALY — (0.0%) | ITALY — (0.0%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Immobiliare Grande <br>Distribuzione SIIQ <br>SpA<br>| 359200 | &nbsp;&nbsp;1522833 |
| JAPAN — (19.9%) | JAPAN — (19.9%) | JAPAN — (19.9%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Activia Properties, <br>Inc.<br>| 12963 | &nbsp;&nbsp;12106580 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Advance Residence <br>Investment Corp.<br>| 19611 | &nbsp;&nbsp;21283647 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;AEON REIT <br>Investment Corp.<br>| 10989 | &nbsp;&nbsp;9510960 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;CENTRAL REIT <br>Investment Corp.<br>| 1730 | &nbsp;&nbsp;1296186 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Comforia Residential <br>REIT, Inc.<br>| 13452 | &nbsp;&nbsp;9715638 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;CRE Logistics REIT, <br>Inc.<br>| 3959 | &nbsp;&nbsp;4264835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiwa House REIT <br>Investment Corp.<br>| 30888 | &nbsp;&nbsp;26913644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiwa Office <br>Investment Corp.<br>| 3634 | &nbsp;&nbsp;8657846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiwa Securities <br>Living Investments <br>Corp.<br>| 13535 | &nbsp;&nbsp;10044626 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;ESCON Japan REIT <br>Investment Corp.<br>| 2102 | &nbsp;&nbsp;1700676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Frontier Real Estate <br>Investment Corp.<br>| 17224 | &nbsp;&nbsp;10147128 |
| # | Fukuoka REIT Corp. | 4814 | &nbsp;&nbsp;5804444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global One Real <br>Estate Investment <br>Corp.<br>| 6468 | &nbsp;&nbsp;5706786 |
| # | GLP J-Reit | 30511 | &nbsp;&nbsp;28047070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hankyu Hanshin REIT, <br>Inc.<br>| 4274 | &nbsp;&nbsp;4531018 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Health Care & Medical <br>Investment Corp.<br>| 2498 | &nbsp;&nbsp;1954001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heiwa Real Estate <br>REIT, Inc.<br>| 7404 | &nbsp;&nbsp;7302713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hoshino Resorts <br>REIT, Inc.<br>| 3894 | &nbsp;&nbsp;6464554 |
| # | Hulic Reit, Inc. | 8912 | &nbsp;&nbsp;9921128 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ichigo Hotel REIT <br>Investment Corp.<br>| 1553 | &nbsp;&nbsp;$1232900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ichigo Office REIT <br>Investment Corp.<br>| 6694 | &nbsp;&nbsp;4203469 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Industrial & <br>Infrastructure Fund <br>Investment Corp.<br>| 15700 | &nbsp;&nbsp;15204526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Invincible Investment <br>Corp.<br>| 50960 | &nbsp;&nbsp;21582490 |
|  | Japan Excellent, Inc. | 8005 | &nbsp;&nbsp;7740589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Hotel REIT <br>Investment Corp.<br>| 33660 | &nbsp;&nbsp;18097224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Logistics Fund, <br>Inc.<br>| 17149 | &nbsp;&nbsp;11203390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Metropolitan <br>Fund Invest<br>| 49087 | &nbsp;&nbsp;38635491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Prime Realty <br>Investment Corp.<br>| 22378 | &nbsp;&nbsp;15176166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Real Estate <br>Investment Corp.<br>| 42857 | &nbsp;&nbsp;34576761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KDX Realty <br>Investment Corp.<br>| 27886 | &nbsp;&nbsp;30168626 |
|  | LaSalle Logiport REIT | 12183 | &nbsp;&nbsp;12365208 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Marimo Regional <br>Revitalization REIT, <br>Inc.<br>| 1650 | &nbsp;&nbsp;1148078 |
|  | Mirai Corp. | 12770 | &nbsp;&nbsp;4125236 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;MIRARTH Real Estate <br>Investment Corp.<br>| 5564 | &nbsp;&nbsp;3362068 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Estate <br>Logistics REIT <br>Investment Corp.<br>| 9722 | &nbsp;&nbsp;8266048 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mitsui Fudosan <br>Accommodations <br>Fund, Inc.<br>| 15833 | &nbsp;&nbsp;14154973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsui Fudosan <br>Logistics Park, Inc.<br>| 21355 | &nbsp;&nbsp;15938211 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mori Hills REIT <br>Investment Corp.<br>| 9464 | &nbsp;&nbsp;8877648 |
| # | Mori Trust Reit, Inc. | 18217 | &nbsp;&nbsp;9151363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Building Fund, <br>Inc.<br>| 53004 | &nbsp;&nbsp;49165729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Hotel & <br>Residential <br>Investment Corp.<br>| 2032 | &nbsp;&nbsp;983566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Prologis REIT, <br>Inc.<br>| 47002 | &nbsp;&nbsp;27426730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NIPPON REIT <br>Investment Corp.<br>| 11847 | &nbsp;&nbsp;7359297 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nomura Real Estate <br>Master Fund, Inc.<br>| 26838 | &nbsp;&nbsp;28999147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NTT UD REIT <br>Investment Corp.<br>| 10028 | &nbsp;&nbsp;9246932 |
|  | One REIT, Inc. | 4901 | &nbsp;&nbsp;2881285 |
|  | Orix JREIT, Inc. | 36941 | &nbsp;&nbsp;24740158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samty Residential <br>Investment Corp.<br>| 2650 | &nbsp;&nbsp;1951823 |

---

------

**DFA International Real Estate Securities Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sankei Real Estate, <br>Inc.<br>| 3149 | &nbsp;&nbsp;$2703793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sekisui House Reit, <br>Inc.<br>| 27436 | &nbsp;&nbsp;16111083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SOSiLA Logistics <br>REIT, Inc.<br>| 4722 | &nbsp;&nbsp;3909204 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Star Asia Investment <br>Corp.<br>| 17495 | &nbsp;&nbsp;6790805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Starts Proceed <br>Investment Corp.<br>| 1537 | &nbsp;&nbsp;2089300 |
| # | Tokyu REIT, Inc. | 5457 | &nbsp;&nbsp;7315160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tosei REIT Investment <br>Corp.<br>| 2113 | &nbsp;&nbsp;1996613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Urban <br>Investment Corp.<br>| 20384 | &nbsp;&nbsp;23550428 |
| TOTAL JAPAN | TOTAL JAPAN |  | &nbsp;&nbsp;677804998 |
| MALAYSIA — (0.9%) | MALAYSIA — (0.9%) | MALAYSIA — (0.9%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al-'Aqar Healthcare <br>REIT<br>| 295700 | &nbsp;&nbsp;97708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Axis Real Estate <br>Investment Trust<br>| 9274020 | &nbsp;&nbsp;4745059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Capitaland Malaysia <br>Trust<br>| 12983515 | &nbsp;&nbsp;2205620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IGB Real Estate <br>Investment Trust<br>| 10548100 | &nbsp;&nbsp;7833225 |
| # | KIP REIT | 590100 | &nbsp;&nbsp;140025 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;KLCCP Stapled <br>Group<br>| 2339600 | &nbsp;&nbsp;5496027 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Pavilion Real Estate <br>Investment Trust<br>| 5267900 | &nbsp;&nbsp;2592810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunway Real Estate <br>Investment Trust<br>| 11024100 | &nbsp;&nbsp;7232293 |
| # | YTL Hospitality REIT | 4793600 | &nbsp;&nbsp;1412407 |
| TOTAL MALAYSIA | TOTAL MALAYSIA |  | &nbsp;&nbsp;31755174 |
| MEXICO — (3.0%) | MEXICO — (3.0%) | MEXICO — (3.0%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asesor de Activos <br>Prisma SAPI de <br>CV<br>| 8106346 | &nbsp;&nbsp;2495545 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Concentradora Fibra <br>Danhos SA de CV<br>| 2334402 | &nbsp;&nbsp;3623960 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Concentradora Fibra <br>Hotelera Mexicana <br>SA de CV<br>| 4227043 | &nbsp;&nbsp;1864872 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;FIBRA Macquarie <br>Mexico<br>| 10931192 | &nbsp;&nbsp;22643005 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Fibra MTY SAPI de <br>CV<br>| 83188 | &nbsp;&nbsp;70831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fibra Shop Portafolios <br>Inmobiliarios SAPI <br>de CV<br>| 1514127 | &nbsp;&nbsp;797091 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fibra Uno <br>Administracion SA <br>de CV<br>| 19048292 | &nbsp;&nbsp;29625347 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| MEXICO — (Continued) | MEXICO — (Continued) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Prologis Property <br>Mexico SA de CV<br>| 8603821 | &nbsp;&nbsp;$39435000 |
| TOTAL MEXICO |  | &nbsp;&nbsp;100555651 |
| NETHERLANDS — (0.6%) | NETHERLANDS — (0.6%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Eurocommercial <br>Properties NV<br>| 406995 | &nbsp;&nbsp;12006017 |
| NSI NV | 146572 | &nbsp;&nbsp;3216370 |
| Wereldhave NV | 246782 | &nbsp;&nbsp;6114162 |
| TOTAL NETHERLANDS |  | &nbsp;&nbsp;21336549 |
| NEW ZEALAND — (1.5%) | NEW ZEALAND — (1.5%) |  |
| Argosy Property Ltd. | 8749705 | &nbsp;&nbsp;6152790 |
| &nbsp;&nbsp;&nbsp;&nbsp;Goodman Property <br>Trust<br>| 10392048 | &nbsp;&nbsp;12109264 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kiwi Property Group <br>Ltd.<br>| 16538289 | &nbsp;&nbsp;10041137 |
| &nbsp;&nbsp;&nbsp;&nbsp;Precinct Properties <br>Group<br>| 13907742 | &nbsp;&nbsp;9762762 |
| &nbsp;&nbsp;&nbsp;&nbsp;Property for Industry <br>Ltd.<br>| 3382970 | &nbsp;&nbsp;4641368 |
| Stride Property Group | 4015546 | &nbsp;&nbsp;3059661 |
| &nbsp;&nbsp;&nbsp;&nbsp;Vital Healthcare <br>Property Trust<br>| 5264721 | &nbsp;&nbsp;6250160 |
| TOTAL NEW ZEALAND |  | &nbsp;&nbsp;52017142 |
| PHILIPPINES — (0.1%) | PHILIPPINES — (0.1%) |  |
| AREIT, Inc. | 2399800 | &nbsp;&nbsp;1765781 |
| DDMP Reit, Inc. | 7381000 | &nbsp;&nbsp;134307 |
| MREIT, Inc. | 3009400 | &nbsp;&nbsp;693163 |
| TOTAL PHILIPPINES |  | &nbsp;&nbsp;2593251 |
| SAUDI ARABIA — (0.1%) | SAUDI ARABIA — (0.1%) |  |
| Al Rajhi REIT | 781816 | &nbsp;&nbsp;1674189 |
| Derayah REIT | 124460 | &nbsp;&nbsp;171286 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jadwa REIT Saudi <br>Fund<br>| 398721 | &nbsp;&nbsp;1200999 |
| Riyad REIT Fund | 476743 | &nbsp;&nbsp;652991 |
| TOTAL SAUDI ARABIA |  | &nbsp;&nbsp;3699465 |
| SINGAPORE — (11.1%) | SINGAPORE — (11.1%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Acrophyte Hospitality <br>Trust<br>| 143100 | &nbsp;&nbsp;37116 |
| AIMS APAC REIT | 5177554 | &nbsp;&nbsp;6116730 |
| &nbsp;&nbsp;&nbsp;&nbsp;Alpha Integrated Real <br>Estate Investment <br>Trust<br>| 7626097 | &nbsp;&nbsp;2876245 |
| &nbsp;&nbsp;&nbsp;&nbsp;CapitaLand Ascendas <br>REIT<br>| 25915880 | &nbsp;&nbsp;57996056 |
| &nbsp;&nbsp;&nbsp;&nbsp;CapitaLand Ascott <br>Trust<br>| 18417021 | &nbsp;&nbsp;14214260 |
| &nbsp;&nbsp;&nbsp;&nbsp;CapitaLand China <br>Trust<br>| 8640200 | &nbsp;&nbsp;5325178 |
| &nbsp;&nbsp;&nbsp;&nbsp;CapitaLand Integrated <br>Commercial Trust<br>| 40721391 | &nbsp;&nbsp;76450482 |

---

------

**DFA International Real Estate Securities Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CDL Hospitality <br>Trusts<br>| 7256280 | &nbsp;&nbsp;$4941401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiwa House <br>Logistics Trust<br>| 386500 | &nbsp;&nbsp;168685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Digital Core REIT <br>Management Pte. <br>Ltd.<br>| 1034600 | &nbsp;&nbsp;558798 |
| #\*†† | &nbsp;&nbsp;&nbsp;&nbsp;EC World Real Estate <br>Investment Trust<br>| 2427600 | &nbsp;&nbsp;95417 |
|  | ESR-REIT | 4894254 | &nbsp;&nbsp;10508980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Far East Hospitality <br>Trust<br>| 8808121 | &nbsp;&nbsp;4226693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Real Estate <br>Investment Trust<br>| 16008903 | &nbsp;&nbsp;3535198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Frasers Centrepoint <br>Trust<br>| 9177416 | &nbsp;&nbsp;16159467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Frasers Logistics & <br>Commercial Trust<br>| 18913232 | &nbsp;&nbsp;15033038 |
|  | IREIT Global | 2752634 | &nbsp;&nbsp;640082 |
|  | Keppel DC REIT | 12553773 | &nbsp;&nbsp;22495145 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Keppel Pacific Oak <br>U.S. REIT<br>| 6849700 | &nbsp;&nbsp;1680286 |
|  | Keppel REIT | 18094226 | &nbsp;&nbsp;14029675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lendlease Global <br>Commercial REIT<br>| 12300303 | &nbsp;&nbsp;6172459 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lippo Malls Indonesia <br>Retail Trust<br>| 117100098 | &nbsp;&nbsp;646117 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Manulife U.S. Real <br>Estate Investment <br>Trust<br>| 13067686 | &nbsp;&nbsp;937620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mapletree Industrial <br>Trust<br>| 14556458 | &nbsp;&nbsp;24130799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mapletree Logistics <br>Trust<br>| 24997147 | &nbsp;&nbsp;26595463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mapletree Pan Asia <br>Commercial Trust<br>| 15811006 | &nbsp;&nbsp;18132903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OUE Real Estate <br>Investment Trust<br>| 14560954 | &nbsp;&nbsp;4294377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Parkway Life Real <br>Estate Investment <br>Trust<br>| 3091800 | &nbsp;&nbsp;9921737 |
|  | Prime U.S. REIT | 4910200 | &nbsp;&nbsp;1104063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sasseur Real Estate <br>Investment Trust<br>| 4096300 | &nbsp;&nbsp;2207916 |
|  | Starhill Global REIT | 21157307 | &nbsp;&nbsp;9814057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suntec Real Estate <br>Investment Trust<br>| 14881700 | &nbsp;&nbsp;16810600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Hampshire <br>U.S. REIT<br>| 228317 | &nbsp;&nbsp;124647 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | &nbsp;&nbsp;377981690 |
| SOUTH AFRICA — (2.9%) | SOUTH AFRICA — (2.9%) | SOUTH AFRICA — (2.9%) |  |
|  | Attacq Ltd. | 4003998 | &nbsp;&nbsp;4284279 |
|  | Burstone Group Ltd. | 5060476 | &nbsp;&nbsp;2885643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emira Property Fund <br>Ltd.<br>| 390417 | &nbsp;&nbsp;326922 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Equites Property Fund <br>Ltd.<br>| 6016936 | &nbsp;&nbsp;$6694060 |
| Fairvest Ltd., Class B | 8117238 | &nbsp;&nbsp;3325842 |
| &nbsp;&nbsp;&nbsp;&nbsp;Growthpoint <br>Properties Ltd.<br>| 23174555 | &nbsp;&nbsp;25308994 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hyprop Investments <br>Ltd.<br>| 2616514 | &nbsp;&nbsp;9139602 |
| &nbsp;&nbsp;&nbsp;&nbsp;Octodec Investments <br>Ltd.<br>| 555360 | &nbsp;&nbsp;483907 |
| &nbsp;&nbsp;&nbsp;&nbsp;Redefine Properties <br>Ltd.<br>| 45846611 | &nbsp;&nbsp;17588450 |
| Resilient REIT Ltd. | 2022430 | &nbsp;&nbsp;10078112 |
| &nbsp;&nbsp;&nbsp;&nbsp;SA Corporate Real <br>Estate Ltd.<br>| 20908104 | &nbsp;&nbsp;4715014 |
| &nbsp;&nbsp;&nbsp;&nbsp;Stor-Age Property <br>REIT Ltd.<br>| 870939 | &nbsp;&nbsp;957351 |
| &nbsp;&nbsp;&nbsp;&nbsp;Vukile Property Fund <br>Ltd.<br>| 8481066 | &nbsp;&nbsp;12974024 |
| TOTAL SOUTH AFRICA |  | &nbsp;&nbsp;98762200 |
| SOUTH KOREA — (0.5%) | SOUTH KOREA — (0.5%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;D&D Platform REIT <br>Co. Ltd.<br>| 124025 | &nbsp;&nbsp;286463 |
| &nbsp;&nbsp;&nbsp;&nbsp;E KOCREF CR-REIT <br>Co. Ltd.<br>| 262288 | &nbsp;&nbsp;865187 |
| &nbsp;&nbsp;&nbsp;&nbsp;ESR Kendall Square <br>REIT Co. Ltd.<br>| 528356 | &nbsp;&nbsp;1619836 |
| &nbsp;&nbsp;&nbsp;&nbsp;IGIS Residence REIT <br>Co. Ltd.<br>| 200563 | &nbsp;&nbsp;528674 |
| &nbsp;&nbsp;&nbsp;&nbsp;IGIS Value Plus REIT <br>Co. Ltd.<br>| 403102 | &nbsp;&nbsp;1167728 |
| JR Global Reit | 1262978 | &nbsp;&nbsp;2043024 |
| &nbsp;&nbsp;&nbsp;&nbsp;KB Star Real Estate <br>Investment Trust, <br>Inc.<br>| 157650 | &nbsp;&nbsp;383025 |
| &nbsp;&nbsp;&nbsp;&nbsp;Koramco Life Infra <br>Reit Co. Ltd.<br>| 501093 | &nbsp;&nbsp;1579714 |
| Koramco One REIT | 2858 | &nbsp;&nbsp;17373 |
| LOTTE REIT Co. Ltd. | 710813 | &nbsp;&nbsp;2151670 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mirae Asset Global <br>REIT Co. Ltd.<br>| 172827 | &nbsp;&nbsp;307408 |
| &nbsp;&nbsp;&nbsp;&nbsp;NH All-One REIT Co. <br>Ltd.<br>| 242686 | &nbsp;&nbsp;555927 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shinhan Alpha REIT <br>Co. Ltd.<br>| 665183 | &nbsp;&nbsp;2685624 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shinhan Seobu T&D <br>REIT Co. Ltd.<br>| 142878 | &nbsp;&nbsp;375185 |
| SK REITs Co. Ltd. | 821565 | &nbsp;&nbsp;3174584 |
| TOTAL SOUTH KOREA |  | &nbsp;&nbsp;17741422 |
| SPAIN — (1.5%) | SPAIN — (1.5%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Colonial SFL Socimi <br>SA (COL SM)<br>| 1953518 | &nbsp;&nbsp;12082766 |

---

------

**DFA International Real Estate Securities Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Merlin Properties <br>Socimi SA<br>| 2540050 | &nbsp;&nbsp;$37804079 |
| TOTAL SPAIN | TOTAL SPAIN |  | &nbsp;&nbsp;49886845 |
| TAIWAN — (0.3%) | TAIWAN — (0.3%) | TAIWAN — (0.3%) |  |
|  | Cathay No. 1 REIT | 10846000 | &nbsp;&nbsp;5016937 |
|  | Cathay No. 2 REIT | 4142000 | &nbsp;&nbsp;1796506 |
|  | Fubon No. 1 REIT | 1308000 | &nbsp;&nbsp;490482 |
|  | Fubon No. 2 REIT | 4032000 | &nbsp;&nbsp;1405760 |
| TOTAL TAIWAN | TOTAL TAIWAN |  | &nbsp;&nbsp;8709685 |
| THAILAND — (0.1%) | THAILAND — (0.1%) | THAILAND — (0.1%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CPN Retail Growth <br>Leasehold REIT<br>| 178800 | &nbsp;&nbsp;64108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Frasers Property <br>Thailand Industrial <br>Freehold & <br>Leasehold REIT<br>| 3782800 | &nbsp;&nbsp;1417852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IMPACT Growth Real <br>Estate Investment <br>Trust<br>| 1910800 | &nbsp;&nbsp;637992 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WHA Premium Growth <br>Freehold & <br>Leasehold Real <br>Estate <br>InvestmentTrust, <br>Class F<br>| 3851100 | &nbsp;&nbsp;1307259 |
| TOTAL THAILAND | TOTAL THAILAND |  | &nbsp;&nbsp;3427211 |
| TURKEY — (0.9%) | TURKEY — (0.9%) | TURKEY — (0.9%) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Adra Gayrimenkul <br>Yatirim Ortakligi AS<br>| 42587 | &nbsp;&nbsp;66282 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Akfen Gayrimenkul <br>Yatirim Ortakligi AS<br>| 2116181 | &nbsp;&nbsp;143581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AKIS Gayrimenkul <br>Yatirimi AS<br>| 7945488 | &nbsp;&nbsp;1599814 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alarko Gayrimenkul <br>Yatirim Ortakligi AS<br>| 4772141 | &nbsp;&nbsp;580186 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Asce Gayrimenkul <br>Yatirim Ortakligi AS<br>| 143748 | &nbsp;&nbsp;37514 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Emlak Konut <br>Gayrimenkul Yatirim <br>Ortakligi AS<br>| 12731787 | &nbsp;&nbsp;7485178 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fuzul Gayrimenkul <br>Yatirim Ortakligi AS<br>| 705920 | &nbsp;&nbsp;204107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Halk Gayrimenkul <br>Yatirim Ortakligi AS<br>| 6578159 | &nbsp;&nbsp;686610 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Is Gayrimenkul Yatirim <br>Ortakligi AS<br>| 2995298 | &nbsp;&nbsp;1663555 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kiler Gayrimenkul <br>Yatirim Ortakligi AS<br>| 3145003 | &nbsp;&nbsp;522954 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Kuyumcukent <br>Gayrimenkul <br>Yatirimlari AS<br>| 2429896 | &nbsp;&nbsp;3004607 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ozak Gayrimenkul <br>Yatirim Ortakligi<br>| 2598111 | &nbsp;&nbsp;$912860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Panora Gayrimenkul <br>Yatirim Ortakligi<br>| 410624 | &nbsp;&nbsp;840770 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Reysas Gayrimenkul <br>Yatirim Ortakligi AS<br>| 3938787 | &nbsp;&nbsp;2557638 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Servet Gayrimenkul <br>Yatirim Ortakligi AS<br>| 5282327 | &nbsp;&nbsp;412855 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tera Yatirim Teknoloji <br>Holding AS<br>| 7058503 | &nbsp;&nbsp;2254825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Torunlar Gayrimenkul <br>Yatirim Ortakligi AS<br>| 1358349 | &nbsp;&nbsp;2606753 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vakif Gayrimenkul <br>Yatirim Ortakligi AS<br>| 8631377 | &nbsp;&nbsp;581174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yeni Gimat <br>Gayrimenkul <br>Ortakligi AS<br>| 1030914 | &nbsp;&nbsp;3304294 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yesil Gayrimenkul <br>Yatirim Ortakligi AS<br>| 1209895 | &nbsp;&nbsp;50086 |
| TOTAL TURKEY | TOTAL TURKEY |  | &nbsp;&nbsp;29515643 |
| UNITED KINGDOM — (12.7%) | UNITED KINGDOM — (12.7%) | UNITED KINGDOM — (12.7%) |  |
|  | AEW U.K. REIT PLC | 220333 | &nbsp;&nbsp;323777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Big Yellow Group <br>PLC<br>| 1279670 | &nbsp;&nbsp;18114748 |
|  | British Land Co. PLC | 6559397 | &nbsp;&nbsp;37414324 |
|  | CLS Holdings PLC | 1121186 | &nbsp;&nbsp;964186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Custodian Property <br>Income REIT PLC<br>| 3255497 | &nbsp;&nbsp;3783160 |
|  | Derwent London PLC | 708584 | &nbsp;&nbsp;18768002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great Portland <br>Estates PLC<br>| 2374368 | &nbsp;&nbsp;12186267 |
|  | Hammerson PLC | 3207016 | &nbsp;&nbsp;15572206 |
|  | Helical PLC | 155683 | &nbsp;&nbsp;410741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Land Securities Group <br>PLC<br>| 4648551 | &nbsp;&nbsp;41490344 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Life Science REIT <br>PLC<br>| 44564 | &nbsp;&nbsp;25066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LondonMetric Property <br>PLC<br>| 15861824 | &nbsp;&nbsp;43542113 |
|  | NewRiver REIT PLC | 3390618 | &nbsp;&nbsp;3371753 |
|  | Palace Capital PLC | 17865 | &nbsp;&nbsp;51502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Picton Property <br>Income Ltd.<br>| 1691159 | &nbsp;&nbsp;1925399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Primary Health <br>Properties PLC<br>| 16883314 | &nbsp;&nbsp;23964743 |
| Ω | Regional REIT Ltd. | 1173495 | &nbsp;&nbsp;1646145 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Residential Secure <br>Income PLC<br>| 250086 | &nbsp;&nbsp;191525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Safestore Holdings <br>PLC<br>| 1518523 | &nbsp;&nbsp;17257217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Schroder European <br>Real Estate <br>Investment Trust <br>PLC<br>| 105100 | &nbsp;&nbsp;90104 |

---

------

**DFA International Real Estate Securities Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Schroder Real Estate <br>Investment Trust <br>Ltd.<br>| 4501803 | &nbsp;&nbsp;$3463417 |
|  | Segro PLC | 8608941 | &nbsp;&nbsp;89692915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shaftesbury Capital <br>PLC<br>| 9373823 | &nbsp;&nbsp;18440858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sirius Real Estate <br>Ltd.<br>| 4269118 | &nbsp;&nbsp;5753586 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Social Housing Reit <br>PLC<br>| 1025823 | &nbsp;&nbsp;1040271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Supermarket Income <br>REIT PLC<br>| 2739844 | &nbsp;&nbsp;3136848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Target Healthcare <br>REIT PLC<br>| 4527607 | &nbsp;&nbsp;6443879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Town Centre <br>Securities PLC<br>| 222 | &nbsp;&nbsp;369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tritax Big Box REIT <br>PLC<br>| 15588947 | &nbsp;&nbsp;35385782 |
|  | UNITE Group PLC | 3085693 | &nbsp;&nbsp;23998616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Workspace Group <br>PLC<br>| 1014160 | &nbsp;&nbsp;5818998 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED <br>KINGDOM | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED <br>KINGDOM |  | &nbsp;&nbsp;434268861 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS |  | &nbsp;&nbsp;3332554602 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| GERMANY — (0.0%) | GERMANY — (0.0%) | GERMANY — (0.0%) | GERMANY — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Konsum <br>REIT-AG Rights <br>02/04/2026<br>| 11682 | &nbsp;&nbsp;$0 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $2,828,575,499) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $2,828,575,499) |  | &nbsp;&nbsp;3332554602 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  |  | **Value†** |
| SECURITIES LENDING COLLATERAL — (2.2%) | SECURITIES LENDING COLLATERAL — (2.2%) | SECURITIES LENDING COLLATERAL — (2.2%) | SECURITIES LENDING COLLATERAL — (2.2%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund<br>| 6441321 | &nbsp;&nbsp;74506758 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $2,903,082,257)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $2,903,082,257)^^ |  | &nbsp;&nbsp;$3407061360 |

---

As of January 31, 2026, DFA International Real Estate Securities Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br>**Contracts**<br>| **Expiration**<br>**Date**<br>| **Notional**<br>**Value**<br>| **Market**<br>**Value**<br>| **Unrealized**<br>**Appreciation**<br>**(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp;&nbsp;&nbsp;75 | 03/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;$26130274 | &nbsp;&nbsp;&nbsp;&nbsp;$26121562 | &nbsp;&nbsp;&nbsp;&nbsp;$(8712)<br>|
| **Total Futures Contracts** |  |  | &nbsp;&nbsp;**$26130274** | &nbsp;&nbsp;**$26121562** | &nbsp;&nbsp;**$(8712)**<br>|

---

As of January 31, 2026, the value of Rule 144A securities amounted to $32,339,892 or 0.9% 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** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$808906437 | &nbsp;&nbsp;&nbsp;$7266 | &nbsp;&nbsp;&nbsp;$808913703 |
| &nbsp;&nbsp;&nbsp;&nbsp;Belgium | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;138844764 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;138844764 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;$138212561 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;138212561 |
| &nbsp;&nbsp;&nbsp;&nbsp;China | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2954256 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2954256 |
| &nbsp;&nbsp;&nbsp;&nbsp;France | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;219755266 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;219755266 |
| &nbsp;&nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3305361 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3305361 |

---

------

**DFA International Real Estate Securities Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| &nbsp;&nbsp;&nbsp;&nbsp;Hong Kong | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$96473448 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$96473448 |
| &nbsp;&nbsp;&nbsp;&nbsp;India | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;7960653 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;7960653 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ireland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4555970 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4555970 |
| &nbsp;&nbsp;&nbsp;&nbsp;Italy | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1522833 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1522833 |
| &nbsp;&nbsp;&nbsp;&nbsp;Japan | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;677804998 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;677804998 |
| &nbsp;&nbsp;&nbsp;&nbsp;Malaysia | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;31755174 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;31755174 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mexico | &nbsp;&nbsp;&nbsp;$100555651 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;100555651 |
| &nbsp;&nbsp;&nbsp;&nbsp;Netherlands | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;21336549 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;21336549 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;52017142 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;52017142 |
| &nbsp;&nbsp;&nbsp;&nbsp;Philippines | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2593251 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2593251 |
| &nbsp;&nbsp;&nbsp;&nbsp;Saudi Arabia | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3699465 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3699465 |
| &nbsp;&nbsp;&nbsp;&nbsp;Singapore | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;377886273 | &nbsp;&nbsp;&nbsp;$95417 | &nbsp;&nbsp;&nbsp;377981690 |
| &nbsp;&nbsp;&nbsp;&nbsp;South Africa | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;98762200 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;98762200 |
| &nbsp;&nbsp;&nbsp;&nbsp;South Korea | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;17741422 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;17741422 |
| &nbsp;&nbsp;&nbsp;&nbsp;Spain | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;49886845 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;49886845 |
| &nbsp;&nbsp;&nbsp;&nbsp;Taiwan | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8709685 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8709685 |
| &nbsp;&nbsp;&nbsp;&nbsp;Thailand | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3427211 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3427211 |
| &nbsp;&nbsp;&nbsp;&nbsp;Turkey | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;29515643 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;29515643 |
| &nbsp;&nbsp;&nbsp;&nbsp;United Kingdom | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;434268861 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;434268861 |
| Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;74506758 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;74506758 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$238768212 | &nbsp;&nbsp;&nbsp;$3168190465 | &nbsp;&nbsp;&nbsp;$102,683˂˃ | &nbsp;&nbsp;&nbsp;$3407061360 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts\*\* | &nbsp;&nbsp;&nbsp;(8712) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(8712) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp;$(8712) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$(8712) |
| &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 Global Real Estate Securities Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (70.0%) | COMMON STOCKS — (70.0%) | COMMON STOCKS — (70.0%) |  |
| UNITED STATES — (70.0%) | UNITED STATES — (70.0%) | UNITED STATES — (70.0%) |  |
| # | Acadia Realty Trust | 480590 | &nbsp;&nbsp;$9616606 |
|  | Agree Realty Corp. | 427161 | &nbsp;&nbsp;30853839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alexander & Baldwin, <br>Inc.<br>| 36199 | &nbsp;&nbsp;750767 |
| # | Alexander's, Inc. | 8916 | &nbsp;&nbsp;2183528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alexandria Real Estate <br>Equities, Inc.<br>| 589545 | &nbsp;&nbsp;32212739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alpine Income Property <br>Trust, Inc.<br>| 49406 | &nbsp;&nbsp;870534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Assets Trust, <br>Inc.<br>| 186714 | &nbsp;&nbsp;3372055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Healthcare <br>REIT, Inc.<br>| 495326 | &nbsp;&nbsp;23235743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Homes 4 <br>Rent, Class A<br>| 1257976 | &nbsp;&nbsp;39399808 |
|  | American Tower Corp. | 1772446 | &nbsp;&nbsp;317764119 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Americold Realty Trust, <br>Inc.<br>| 1034831 | &nbsp;&nbsp;12842253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apartment Investment <br>& Management Co., <br>Class A<br>| 512133 | &nbsp;&nbsp;3011342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apple Hospitality REIT, <br>Inc.<br>| 850013 | &nbsp;&nbsp;9894151 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;AvalonBay <br>Communities, Inc.<br>| 533885 | &nbsp;&nbsp;94855348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bluerock Homes Trust, <br>Inc.<br>| 14660 | &nbsp;&nbsp;127545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Braemar Hotels & <br>Resorts, Inc.<br>| 238941 | &nbsp;&nbsp;637972 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Brandywine Realty <br>Trust<br>| 660484 | &nbsp;&nbsp;1869170 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Brixmor Property <br>Group, Inc.<br>| 1135982 | &nbsp;&nbsp;30432958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Broadstone Net Lease, <br>Inc.<br>| 696934 | &nbsp;&nbsp;12900248 |
| # | BRT Apartments Corp. | 44850 | &nbsp;&nbsp;658846 |
| # | BXP, Inc. | 568751 | &nbsp;&nbsp;36781127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Camden Property <br>Trust<br>| 397987 | &nbsp;&nbsp;43400482 |
|  | CareTrust REIT, Inc. | 830023 | &nbsp;&nbsp;30993059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CBL & Associates <br>Properties, Inc.<br>| 33912 | &nbsp;&nbsp;1214050 |
|  | Centerspace | 61264 | &nbsp;&nbsp;3937437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chatham Lodging <br>Trust<br>| 175284 | &nbsp;&nbsp;1246269 |
|  | Clipper Realty, Inc. | 24998 | &nbsp;&nbsp;87243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Community Healthcare <br>Trust, Inc.<br>| 110679 | &nbsp;&nbsp;1912533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COPT Defense <br>Properties<br>| 429469 | &nbsp;&nbsp;13231940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cousins Properties, <br>Inc.<br>| 616362 | &nbsp;&nbsp;15556977 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |  |
|  | Crown Castle, Inc. | 1620770 | &nbsp;&nbsp;$140699044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CTO Realty Growth, <br>Inc.<br>| 119326 | &nbsp;&nbsp;2120423 |
|  | CubeSmart | 845569 | &nbsp;&nbsp;31734205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Curbline Properties <br>Corp.<br>| 356261 | &nbsp;&nbsp;8639329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DiamondRock <br>Hospitality Co.<br>| 754345 | &nbsp;&nbsp;6924887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Digital Realty Trust, <br>Inc.<br>| 1278685 | &nbsp;&nbsp;212197776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Diversified Healthcare <br>Trust<br>| 614194 | &nbsp;&nbsp;3568467 |
| # | Douglas Emmett, Inc. | 633094 | &nbsp;&nbsp;6685473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Easterly Government <br>Properties, Inc.<br>| 163799 | &nbsp;&nbsp;3831259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EastGroup Properties, <br>Inc.<br>| 200957 | &nbsp;&nbsp;36501829 |
| # | Elme Communities | 94478 | &nbsp;&nbsp;207852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Empire State Realty <br>Trust, Inc., Class A<br>| 553411 | &nbsp;&nbsp;3669115 |
|  | EPR Properties | 280847 | &nbsp;&nbsp;15233141 |
|  | Equinix, Inc. | 371853 | &nbsp;&nbsp;305265283 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Equity LifeStyle <br>Properties, Inc.<br>| 689049 | &nbsp;&nbsp;43527225 |
|  | Equity Residential | 1356116 | &nbsp;&nbsp;84513149 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Essential Properties <br>Realty Trust, Inc.<br>| 728006 | &nbsp;&nbsp;22102262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Essex Property Trust, <br>Inc.<br>| 243681 | &nbsp;&nbsp;61375933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Extra Space Storage, <br>Inc.<br>| 801242 | &nbsp;&nbsp;110547388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Federal Realty <br>Investment Trust<br>| 308717 | &nbsp;&nbsp;31229812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Industrial Realty <br>Trust, Inc.<br>| 486082 | &nbsp;&nbsp;28207338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Four Corners Property <br>Trust, Inc.<br>| 391589 | &nbsp;&nbsp;9652669 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Franklin Street <br>Properties Corp.<br>| 336293 | &nbsp;&nbsp;282486 |
|  | FrontView REIT, Inc. | 22949 | &nbsp;&nbsp;376593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gaming & Leisure <br>Properties, Inc.<br>| 1025905 | &nbsp;&nbsp;45909249 |
| # | Getty Realty Corp. | 207554 | &nbsp;&nbsp;6197562 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gladstone Commercial <br>Corp.<br>| 175984 | &nbsp;&nbsp;2050214 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Global Medical REIT, <br>Inc.<br>| 50018 | &nbsp;&nbsp;1727622 |
|  | Global Net Lease, Inc. | 742377 | &nbsp;&nbsp;7022882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Healthcare Realty <br>Trust, Inc.<br>| 1268213 | &nbsp;&nbsp;21293296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Healthpeak Properties, <br>Inc.<br>| 2619125 | &nbsp;&nbsp;45153718 |

---

------

**DFA Global Real Estate Securities Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Highwoods Properties, <br>Inc.<br>| 403714 | &nbsp;&nbsp;$10436007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Host Hotels & Resorts, <br>Inc.<br>| 2601586 | &nbsp;&nbsp;48207389 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Hudson Pacific <br>Properties, Inc.<br>| 207248 | &nbsp;&nbsp;1786478 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Independence Realty <br>Trust, Inc.<br>| 902842 | &nbsp;&nbsp;15077461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Industrial Logistics <br>Properties Trust<br>| 204683 | &nbsp;&nbsp;1090960 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Innovative Industrial <br>Properties, Inc.<br>| 102146 | &nbsp;&nbsp;4935695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;InvenTrust Properties <br>Corp.<br>| 285388 | &nbsp;&nbsp;8387553 |
|  | Invitation Homes, Inc. | 2167856 | &nbsp;&nbsp;57946791 |
|  | Iron Mountain, Inc. | 1104781 | &nbsp;&nbsp;101783474 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;JBG SMITH <br>Properties<br>| 220228 | &nbsp;&nbsp;3708640 |
| # | Kilroy Realty Corp. | 417061 | &nbsp;&nbsp;14380263 |
| # | Kimco Realty Corp. | 2573015 | &nbsp;&nbsp;54239159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kite Realty Group <br>Trust<br>| 795484 | &nbsp;&nbsp;18685919 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Lamar Advertising Co., <br>Class A<br>| 323162 | &nbsp;&nbsp;41464916 |
|  | Lineage, Inc. | 123496 | &nbsp;&nbsp;4410042 |
|  | LTC Properties, Inc. | 172857 | &nbsp;&nbsp;6304095 |
|  | LXP Industrial Trust | 225677 | &nbsp;&nbsp;11182295 |
| # | Macerich Co. | 945683 | &nbsp;&nbsp;17901779 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Medical Properties <br>Trust, Inc.<br>| 1938103 | &nbsp;&nbsp;9729277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mid-America Apartment <br>Communities, Inc.<br>| 435742 | &nbsp;&nbsp;58520151 |
| # | Modiv Industrial, Inc. | 13497 | &nbsp;&nbsp;206774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Health <br>Investors, Inc.<br>| 177762 | &nbsp;&nbsp;14597815 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;National Storage <br>Affiliates Trust<br>| 278758 | &nbsp;&nbsp;8867292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NET Lease Office <br>Properties<br>| 54858 | &nbsp;&nbsp;1070280 |
| # | NETSTREIT Corp. | 312452 | &nbsp;&nbsp;5886596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NexPoint Residential <br>Trust, Inc.<br>| 84624 | &nbsp;&nbsp;2557337 |
|  | NNN REIT, Inc. | 700353 | &nbsp;&nbsp;29183709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Omega Healthcare <br>Investors, Inc.<br>| 1110061 | &nbsp;&nbsp;48709477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;One Liberty Properties, <br>Inc.<br>| 62485 | &nbsp;&nbsp;1346552 |
| # | Orion Properties, Inc. | 243170 | &nbsp;&nbsp;542269 |
|  | Outfront Media, Inc. | 549473 | &nbsp;&nbsp;13363181 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Park Hotels & Resorts, <br>Inc.<br>| 736522 | &nbsp;&nbsp;8050185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Peakstone Realty <br>Trust<br>| 25115 | &nbsp;&nbsp;392296 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Pebblebrook Hotel <br>Trust<br>| 440047 | &nbsp;&nbsp;5025337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Phillips Edison & Co., <br>Inc.<br>| 457014 | &nbsp;&nbsp;16557617 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Piedmont Realty Trust, <br>Inc.<br>| 467937 | &nbsp;&nbsp;$3940030 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Postal Realty Trust, <br>Inc., Class A<br>| 89962 | &nbsp;&nbsp;1640007 |
|  | Prologis, Inc. | 3471817 | &nbsp;&nbsp;453280428 |
|  | Public Storage | 586324 | &nbsp;&nbsp;161936826 |
|  | Realty Income Corp. | 3460049 | &nbsp;&nbsp;211616587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Regency Centers <br>Corp.<br>| 657531 | &nbsp;&nbsp;47914284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rexford Industrial <br>Realty, Inc.<br>| 866451 | &nbsp;&nbsp;35117259 |
| # | RLJ Lodging Trust | 529757 | &nbsp;&nbsp;3936095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ryman Hospitality <br>Properties, Inc.<br>| 223951 | &nbsp;&nbsp;21208160 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sabra Health Care <br>REIT, Inc.<br>| 905847 | &nbsp;&nbsp;16966514 |
|  | Saul Centers, Inc. | 50924 | &nbsp;&nbsp;1615819 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SBA Communications <br>Corp.<br>| 398518 | &nbsp;&nbsp;73371149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Service Properties <br>Trust<br>| 570870 | &nbsp;&nbsp;1136031 |
| # | Sila Realty Trust, Inc. | 86697 | &nbsp;&nbsp;2111072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Simon Property Group, <br>Inc.<br>| 1219476 | &nbsp;&nbsp;233297954 |
| # | SL Green Realty Corp. | 268183 | &nbsp;&nbsp;12009235 |
|  | STAG Industrial, Inc. | 678025 | &nbsp;&nbsp;25432718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Strawberry Fields <br>REIT, Inc.<br>| 5549 | &nbsp;&nbsp;72803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Summit Hotel <br>Properties, Inc.<br>| 401224 | &nbsp;&nbsp;1773410 |
|  | Sun Communities, Inc. | 460520 | &nbsp;&nbsp;58684064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunstone Hotel <br>Investors, Inc.<br>| 675343 | &nbsp;&nbsp;5922758 |
|  | Tanger, Inc. | 421892 | &nbsp;&nbsp;13804306 |
|  | Terreno Realty Corp. | 390255 | &nbsp;&nbsp;24016293 |
|  | UDR, Inc. | 1195331 | &nbsp;&nbsp;44406547 |
|  | UMH Properties, Inc. | 300787 | &nbsp;&nbsp;4701301 |
| \* | Uniti Group, Inc. | 130392 | &nbsp;&nbsp;1084861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Health <br>Realty Income Trust<br>| 49064 | &nbsp;&nbsp;1949313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Urban Edge <br>Properties<br>| 472736 | &nbsp;&nbsp;9185260 |
|  | Ventas, Inc. | 1769410 | &nbsp;&nbsp;137430075 |
|  | Veris Residential, Inc. | 321100 | &nbsp;&nbsp;4877509 |
|  | VICI Properties, Inc. | 3978646 | &nbsp;&nbsp;111720380 |
|  | Vornado Realty Trust | 614870 | &nbsp;&nbsp;19602056 |
|  | Welltower, Inc. | 2577462 | &nbsp;&nbsp;485490742 |
|  | Whitestone REIT | 169764 | &nbsp;&nbsp;2417439 |
| # | WP Carey, Inc. | 798080 | &nbsp;&nbsp;55666080 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Xenia Hotels & <br>Resorts, Inc.<br>| 358570 | &nbsp;&nbsp;5288907 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | &nbsp;&nbsp;5015457502 |

---

------

**DFA Global Real Estate Securities Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (28.4%) | AFFILIATED INVESTMENT COMPANIES — (28.4%) | AFFILIATED INVESTMENT COMPANIES — (28.4%) |
| UNITED STATES — (28.4%) | UNITED STATES — (28.4%) | UNITED STATES — (28.4%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Investment in DFA <br>International Real <br>Estate Securities <br>Portfolio<br>| 521946066 | &nbsp;&nbsp;$2030370199 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $6,181,606,114) |  | &nbsp;&nbsp;7045827701 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| SECURITIES LENDING COLLATERAL — (1.6%) | SECURITIES LENDING COLLATERAL — (1.6%) | SECURITIES LENDING COLLATERAL — (1.6%) | SECURITIES LENDING COLLATERAL — (1.6%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund<br>| 9742788 | &nbsp;&nbsp;$112694823 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $6,294,300,903)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $6,294,300,903)^^ |  | &nbsp;&nbsp;$7158522524 |

---

As of January 31, 2026, DFA Global Real Estate Securities Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br>**Contracts**<br>| **Expiration**<br>**Date**<br>| **Notional**<br>**Value**<br>| **Market**<br>**Value**<br>| **Unrealized**<br>**Appreciation**<br>**(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp;&nbsp;&nbsp;169 | 03/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;$58552372 | &nbsp;&nbsp;&nbsp;&nbsp;$58860587 | &nbsp;&nbsp;&nbsp;&nbsp;$308215 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp;**$58552372** | &nbsp;&nbsp;**$58860587** | &nbsp;&nbsp;**$308215** |

---

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;United States | &nbsp;&nbsp;&nbsp;$5015457502 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$5015457502 |
| Affiliated Investment Company | &nbsp;&nbsp;&nbsp;2030370199 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2030370199 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$112694823 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;112694823 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$7045827701 | &nbsp;&nbsp;&nbsp;$112694823 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$7158522524 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts\*\* | &nbsp;&nbsp;&nbsp;308215 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;308215 |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp;$308215 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$308215 |
| &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 Small Cap Value Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (95.7%) | COMMON STOCKS — (95.7%) | COMMON STOCKS — (95.7%) |  |
| AUSTRALIA — (7.6%) | AUSTRALIA — (7.6%) | AUSTRALIA — (7.6%) |  |
| \* | 29Metals Ltd. | 2636581 | &nbsp;&nbsp;$868663 |
|  | Acrow Ltd. | 125 | &nbsp;&nbsp;89 |
| # | Adairs Ltd. | 1317531 | &nbsp;&nbsp;1599815 |
| \* | AIC Mines Ltd. | 1719772 | &nbsp;&nbsp;752103 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Ainsworth Game <br>Technology Ltd.<br>| 814002 | &nbsp;&nbsp;587131 |
| #\*,\* | &nbsp;&nbsp;&nbsp;&nbsp;Alkane Resources <br>Ltd.<br>| 4940279 | &nbsp;&nbsp;5340612 |
|  | Amotiv Ltd. | 1769601 | &nbsp;&nbsp;10323811 |
|  | AMP Ltd. | 12812082 | &nbsp;&nbsp;14999307 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amplitude Energy <br>Ltd.<br>| 2143160 | &nbsp;&nbsp;4655658 |
|  | Ansell Ltd. | 1390338 | &nbsp;&nbsp;31521969 |
| #\* | Appen Ltd. | 850929 | &nbsp;&nbsp;1089916 |
| # | ARN Media Ltd. | 882049 | &nbsp;&nbsp;227451 |
| \* | Aurelia Metals Ltd. | 5802881 | &nbsp;&nbsp;1229384 |
|  | Aurizon Holdings Ltd. | 1559918 | &nbsp;&nbsp;3990230 |
| \* | Austal Ltd. | 5842051 | &nbsp;&nbsp;28172923 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Australian Agricultural <br>Co. Ltd.<br>| 1526732 | &nbsp;&nbsp;1448627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Queensland <br>Ltd.<br>| 8158009 | &nbsp;&nbsp;38423104 |
| # | Bapcor Ltd. | 1014705 | &nbsp;&nbsp;1500243 |
| \* | BCI Minerals Ltd. | 1442150 | &nbsp;&nbsp;417852 |
| # | Beach Energy Ltd. | 15394163 | &nbsp;&nbsp;13194989 |
|  | Bega Cheese Ltd. | 821780 | &nbsp;&nbsp;3478389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bell Financial Group <br>Ltd.<br>| 49868 | &nbsp;&nbsp;45350 |
| #\* | Boss Energy Ltd. | 1916689 | &nbsp;&nbsp;2539303 |
|  | Capral Ltd. | 35349 | &nbsp;&nbsp;301903 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Carnarvon Energy <br>Ltd.<br>| 729962 | &nbsp;&nbsp;49531 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cedar Woods <br>Properties Ltd.<br>| 917313 | &nbsp;&nbsp;5170712 |
|  | Challenger Ltd. | 3691163 | &nbsp;&nbsp;23510645 |
|  | Champion Iron Ltd. | 1216415 | &nbsp;&nbsp;4913006 |
|  | Civmec Australia Ltd. | 86532 | &nbsp;&nbsp;98452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cleanaway Waste <br>Management Ltd.<br>| 120189 | &nbsp;&nbsp;206009 |
| #†† | &nbsp;&nbsp;&nbsp;&nbsp;Corporate Travel <br>Management Ltd.<br>| 617157 | &nbsp;&nbsp;5178577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Credit Corp. Group <br>Ltd.<br>| 594580 | &nbsp;&nbsp;5840312 |
| #\* | Develop Global Ltd. | 318309 | &nbsp;&nbsp;1143591 |
|  | Downer EDI Ltd. | 9975564 | &nbsp;&nbsp;55629997 |
|  | Dyno Nobel Ltd. | 7373287 | &nbsp;&nbsp;17957565 |
| \*†† | Elanor Investor Group | 68066 | &nbsp;&nbsp;7299 |
| # | Elders Ltd. | 2075392 | &nbsp;&nbsp;10631682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Embark Early <br>Education Ltd.<br>| 191848 | &nbsp;&nbsp;81194 |
| #\* | Emeco Holdings Ltd. | 4125242 | &nbsp;&nbsp;3771299 |
|  | EQT Holdings Ltd. | 31926 | &nbsp;&nbsp;544661 |
|  | EVT Ltd. | 551193 | &nbsp;&nbsp;4772218 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |
| # | Fenix Resources Ltd. | 543160 | &nbsp;&nbsp;$165327 |
| # | Finbar Group Ltd. | 11796 | &nbsp;&nbsp;6785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FleetPartners Group <br>Ltd.<br>| 3171332 | &nbsp;&nbsp;6303075 |
|  | Fleetwood Ltd. | 1142679 | &nbsp;&nbsp;2210723 |
| # | G8 Education Ltd. | 8233052 | &nbsp;&nbsp;3825340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GrainCorp Ltd., <br>Class A<br>| 4649634 | &nbsp;&nbsp;23315302 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grange Resources <br>Ltd.<br>| 3618303 | &nbsp;&nbsp;647705 |
|  | GWA Group Ltd. | 1146039 | &nbsp;&nbsp;2120229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harvey Norman <br>Holdings Ltd.<br>| 2933946 | &nbsp;&nbsp;13184311 |
| # | Healius Ltd. | 8400108 | &nbsp;&nbsp;5258450 |
|  | Helia Group Ltd. | 6335205 | &nbsp;&nbsp;25616665 |
| # | Humm Group Ltd. | 2266594 | &nbsp;&nbsp;1177212 |
| \* | IGO Ltd. | 3137312 | &nbsp;&nbsp;17933598 |
|  | Iluka Resources Ltd. | 2925139 | &nbsp;&nbsp;10720294 |
|  | Imdex Ltd. | 549482 | &nbsp;&nbsp;1420320 |
| \* | Insignia Financial Ltd. | 7324101 | &nbsp;&nbsp;23664539 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Integral Diagnostics <br>Ltd.<br>| 1372542 | &nbsp;&nbsp;2494183 |
| #\* | ioneer Ltd. | 754293 | &nbsp;&nbsp;78344 |
| # | IPH Ltd. | 980964 | &nbsp;&nbsp;2545410 |
|  | IVE Group Ltd. | 1517990 | &nbsp;&nbsp;3179494 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Judo Capital Holdings <br>Ltd.<br>| 4244371 | &nbsp;&nbsp;5348669 |
| # | Jupiter Mines Ltd. | 6493059 | &nbsp;&nbsp;1230036 |
| # | Karoon Energy Ltd. | 5238333 | &nbsp;&nbsp;6201373 |
|  | Kelsian Group Ltd. | 1032587 | &nbsp;&nbsp;2804306 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kingston Resources <br>Ltd.<br>| 118590 | &nbsp;&nbsp;9278 |
| # | L1 Group Ltd. | 285146 | &nbsp;&nbsp;242930 |
|  | Lendlease Corp. Ltd. | 860581 | &nbsp;&nbsp;2879945 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Lifestyle Communities <br>Ltd.<br>| 124313 | &nbsp;&nbsp;477161 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Maas Group Holdings <br>Ltd.<br>| 18080 | &nbsp;&nbsp;68346 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Macmahon Holdings <br>Ltd.<br>| 9618916 | &nbsp;&nbsp;4342246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magellan Financial <br>Group Ltd.<br>| 2361502 | &nbsp;&nbsp;14276176 |
| #\* | Metals X Ltd. | 3849304 | &nbsp;&nbsp;3435891 |
| #\* | MGX Resources Ltd. | 4514268 | &nbsp;&nbsp;1530261 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Monash IVF Group <br>Ltd.<br>| 1495509 | &nbsp;&nbsp;731270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MotorCycle Holdings <br>Ltd.<br>| 41531 | &nbsp;&nbsp;79933 |
| \* | Myer Holdings Ltd. | 9269185 | &nbsp;&nbsp;2797701 |
|  | MyState Ltd. | 1187740 | &nbsp;&nbsp;3702067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Navigator Global <br>Investments Ltd.<br>| 2050605 | &nbsp;&nbsp;4515739 |
| # | New Hope Corp. Ltd. | 3854431 | &nbsp;&nbsp;12086315 |
|  | Nickel Industries Ltd. | 19506316 | &nbsp;&nbsp;12348757 |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nine Entertainment <br>Co. Holdings Ltd.<br>| 8894613 | &nbsp;&nbsp;$7053529 |
|  | NRW Holdings Ltd. | 6437012 | &nbsp;&nbsp;23226174 |
| \* | Nufarm Ltd. | 1708355 | &nbsp;&nbsp;2789665 |
| \* | OFX Group Ltd. | 42259 | &nbsp;&nbsp;14709 |
|  | OM Holdings Ltd. | 97211 | &nbsp;&nbsp;19826 |
|  | oOh!media Ltd. | 3689235 | &nbsp;&nbsp;3198158 |
|  | Orora Ltd. | 3600742 | &nbsp;&nbsp;5113069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Current Group <br>Ltd.<br>| 70198 | &nbsp;&nbsp;483064 |
| \* | Pantoro Gold Ltd. | 40161 | &nbsp;&nbsp;133235 |
| # | Peet Ltd. | 3011137 | &nbsp;&nbsp;4207101 |
| # | Pepper Money Ltd. | 66799 | &nbsp;&nbsp;90853 |
|  | Perenti Ltd. | 6542178 | &nbsp;&nbsp;12594406 |
|  | Perpetual Ltd. | 69804 | &nbsp;&nbsp;874102 |
|  | Perseus Mining Ltd. | 17928788 | &nbsp;&nbsp;69052612 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Peter Warren <br>Automotive <br>Holdings Ltd.<br>| 176215 | &nbsp;&nbsp;216300 |
| \* | PEXA Group Ltd. | 587906 | &nbsp;&nbsp;5620967 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ramelius Resources <br>Ltd.<br>| 10617198 | &nbsp;&nbsp;32698998 |
|  | Regis Resources Ltd. | 11870980 | &nbsp;&nbsp;61874561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reliance Worldwide <br>Corp. Ltd.<br>| 6790751 | &nbsp;&nbsp;17646181 |
| \* | Resolute Mining Ltd. | 38389103 | &nbsp;&nbsp;34389770 |
| # | Ridley Corp. Ltd. | 4339099 | &nbsp;&nbsp;7532258 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sandfire Resources <br>Ltd.<br>| 6293967 | &nbsp;&nbsp;85403042 |
| \* | Select Harvests Ltd. | 777693 | &nbsp;&nbsp;2397900 |
|  | Servcorp Ltd. | 197482 | &nbsp;&nbsp;1061228 |
|  | Service Stream Ltd. | 6502857 | &nbsp;&nbsp;10306428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shaver Shop Group <br>Ltd.<br>| 1334931 | &nbsp;&nbsp;1394308 |
|  | Sims Ltd. (SGM AU) | 2897689 | &nbsp;&nbsp;40571032 |
|  | Solvar Ltd. | 2139530 | &nbsp;&nbsp;2771650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Cross <br>Electrical <br>Engineering Ltd.<br>| 19065 | &nbsp;&nbsp;33859 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Southern Cross Media <br>Group Ltd.<br>| 86758 | &nbsp;&nbsp;38760 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;SpeedCast <br>International Ltd.<br>| 59723 | &nbsp;&nbsp;0 |
|  | SRG Global Ltd. | 985005 | &nbsp;&nbsp;2065531 |
| #\* | St Barbara Ltd. | 1182599 | &nbsp;&nbsp;579511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stanmore Resources <br>Ltd.<br>| 1140644 | &nbsp;&nbsp;2387738 |
| #\* | Strike Energy Ltd. | 1066926 | &nbsp;&nbsp;81550 |
| \* | Sunstone Metals Ltd. | 823259 | &nbsp;&nbsp;10215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Super Retail Group <br>Ltd.<br>| 836684 | &nbsp;&nbsp;8537738 |
| \* | Superloop Ltd. | 2521151 | &nbsp;&nbsp;4017203 |
|  | Tabcorp Holdings Ltd. | 16060588 | &nbsp;&nbsp;9859253 |
|  | Ten Sixty Four Ltd. | 500279 | &nbsp;&nbsp;38321 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Treasury Wine <br>Estates Ltd.<br>| 13631 | &nbsp;&nbsp;50794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tribune Resources <br>Ltd.<br>| 18272 | &nbsp;&nbsp;88623 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |
| \* | Vault Minerals Ltd. | 4830464 | &nbsp;&nbsp;$18485086 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Viva Energy Group <br>Ltd.<br>| 1991943 | &nbsp;&nbsp;2493601 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Washington H Soul <br>Pattinson & Co. <br>Ltd.<br>| 911688 | &nbsp;&nbsp;24409183 |
| # | Webjet Group Ltd. | 175935 | &nbsp;&nbsp;98205 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;West African <br>Resources Ltd.<br>| 6881484 | &nbsp;&nbsp;16673160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westgold Resources <br>Ltd.<br>| 5901076 | &nbsp;&nbsp;28158149 |
|  | Whitehaven Coal Ltd. | 7469306 | &nbsp;&nbsp;45634825 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | &nbsp;&nbsp;1127667709 |
| AUSTRIA — (1.0%) | AUSTRIA — (1.0%) | AUSTRIA — (1.0%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Agrana Beteiligungs <br>AG<br>| 119439 | &nbsp;&nbsp;1615888 |
| Ω | BAWAG Group AG | 192117 | &nbsp;&nbsp;31252791 |
|  | EVN AG | 7719 | &nbsp;&nbsp;260089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mayr Melnhof Karton <br>AG<br>| 1124 | &nbsp;&nbsp;127390 |
|  | Oberbank AG | 16737 | &nbsp;&nbsp;1531595 |
|  | Palfinger AG | 1225 | &nbsp;&nbsp;52638 |
|  | Porr AG | 84205 | &nbsp;&nbsp;3463180 |
| # | SBO AG | 52935 | &nbsp;&nbsp;1988755 |
|  | Semperit AG Holding | 29332 | &nbsp;&nbsp;436706 |
|  | Telekom Austria AG | 34517 | &nbsp;&nbsp;366562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UNIQA Insurance <br>Group AG<br>| 309466 | &nbsp;&nbsp;5736558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vienna Insurance <br>Group AG Wiener <br>Versicherung <br>Gruppe<br>| 466221 | &nbsp;&nbsp;36646835 |
|  | voestalpine AG | 1060403 | &nbsp;&nbsp;50353748 |
|  | Wienerberger AG | 479672 | &nbsp;&nbsp;15855327 |
|  | Zumtobel Group AG | 167291 | &nbsp;&nbsp;709396 |
| TOTAL AUSTRIA | TOTAL AUSTRIA |  | &nbsp;&nbsp;150397458 |
| BELGIUM — (1.5%) | BELGIUM — (1.5%) | BELGIUM — (1.5%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ackermans & van <br>Haaren NV<br>| 292947 | &nbsp;&nbsp;86673694 |
|  | Azelis Group NV | 22393 | &nbsp;&nbsp;221748 |
|  | Bekaert SA | 882197 | &nbsp;&nbsp;43277828 |
| #\* | bpost SA | 435156 | &nbsp;&nbsp;1122903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cie <br>d'Entreprises CFE<br>| 51978 | &nbsp;&nbsp;563982 |
| # | CMB Tech NV | 199086 | &nbsp;&nbsp;2624169 |
| # | Colruyt Group NV | 2797 | &nbsp;&nbsp;107180 |
|  | Deceuninck NV | 1520726 | &nbsp;&nbsp;4156777 |
|  | Deme Group NV | 2874 | &nbsp;&nbsp;572902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Econocom Group SA <br>NV<br>| 23550 | &nbsp;&nbsp;48889 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Galapagos NV (GLPG <br>BB)<br>| 129461 | &nbsp;&nbsp;4364304 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Galapagos NV (GLPG <br>NA)<br>| 33766 | &nbsp;&nbsp;1142412 |
|  | Gimv NV | 272128 | &nbsp;&nbsp;14695988 |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) |  |
| #\* | Ontex Group NV | 308717 | &nbsp;&nbsp;$1795497 |
|  | Proximus SADP | 1759701 | &nbsp;&nbsp;16055294 |
| # | Recticel SA | 319790 | &nbsp;&nbsp;3869595 |
|  | Sipef NV | 89494 | &nbsp;&nbsp;8917954 |
|  | Syensqo SA | 224194 | &nbsp;&nbsp;18869006 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tessenderlo Group <br>SA<br>| 213663 | &nbsp;&nbsp;6930512 |
|  | VGP NV | 77883 | &nbsp;&nbsp;9551134 |
|  | Viohalco SA | 35319 | &nbsp;&nbsp;541555 |
| TOTAL BELGIUM | TOTAL BELGIUM |  | &nbsp;&nbsp;226103323 |
| CANADA — (10.7%) | CANADA — (10.7%) | CANADA — (10.7%) |  |
| # | Acadian Timber Corp. | 106677 | &nbsp;&nbsp;1262121 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ACT Energy <br>Technologies Ltd.<br>| 4600 | &nbsp;&nbsp;19560 |
|  | ADENTRA, Inc. | 163682 | &nbsp;&nbsp;4351550 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Advantage Energy <br>Ltd.<br>| 2449931 | &nbsp;&nbsp;19809599 |
|  | Aecon Group, Inc. | 557252 | &nbsp;&nbsp;14446440 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;AG Growth <br>International, Inc.<br>| 2100 | &nbsp;&nbsp;44818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AGF Management <br>Ltd., Class B<br>| 1240145 | &nbsp;&nbsp;16530409 |
| #\* | Aimia, Inc. | 11669 | &nbsp;&nbsp;25709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alaris Equity Partners <br>Income<br>| 232019 | &nbsp;&nbsp;3678838 |
|  | Algoma Central Corp. | 307731 | &nbsp;&nbsp;4382113 |
|  | AltaGas Ltd. | 198500 | &nbsp;&nbsp;5987144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Andrew Peller Ltd., <br>Class A<br>| 18265 | &nbsp;&nbsp;70155 |
| \* | Athabasca Oil Corp. | 1038002 | &nbsp;&nbsp;6090872 |
| \* | ATS Corp. (ATS US) | 5566 | &nbsp;&nbsp;158408 |
| \* | AutoCanada, Inc. | 47139 | &nbsp;&nbsp;964486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;B2Gold Corp. (BTG <br>US)<br>| 12579028 | &nbsp;&nbsp;61637237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;B2Gold Corp. (BTO <br>CN)<br>| 2133941 | &nbsp;&nbsp;10390356 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bausch Health Cos., <br>Inc. (BHC US)<br>| 105736 | &nbsp;&nbsp;606925 |
| # | Baytex Energy Corp. | 3457430 | &nbsp;&nbsp;11933993 |
| # | Birchcliff Energy Ltd. | 6164109 | &nbsp;&nbsp;33137207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Black Diamond Group <br>Ltd.<br>| 729946 | &nbsp;&nbsp;8845231 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Bonterra Energy <br>Corp.<br>| 148598 | &nbsp;&nbsp;542380 |
| # | Boralex, Inc., Class A | 199430 | &nbsp;&nbsp;3698166 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Calfrac Well Services <br>Ltd.<br>| 8902 | &nbsp;&nbsp;32623 |
| # | Calian Group Ltd. | 15249 | &nbsp;&nbsp;754919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canaccord Genuity <br>Group, Inc.<br>| 1121657 | &nbsp;&nbsp;9769656 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Tire Corp. <br>Ltd., Class A<br>| 106615 | &nbsp;&nbsp;13116546 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Capstone Copper <br>Corp.<br>| 2520238 | &nbsp;&nbsp;27929638 |
| # | Cardinal Energy Ltd. | 1370163 | &nbsp;&nbsp;8925454 |
|  | Cascades, Inc. | 1286249 | &nbsp;&nbsp;12081757 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | Centerra Gold, Inc. | 4488646 | &nbsp;&nbsp;$75192608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CES Energy Solutions <br>Corp.<br>| 546233 | &nbsp;&nbsp;5696404 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Chesswood Group <br>Ltd.<br>| 30800 | &nbsp;&nbsp;3845 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cogeco <br>Communications, <br>Inc.<br>| 172568 | &nbsp;&nbsp;8317584 |
|  | Cogeco, Inc. | 64677 | &nbsp;&nbsp;3171983 |
| \* | Conifex Timber, Inc. | 6450 | &nbsp;&nbsp;568 |
|  | Dexterra Group, Inc. | 174988 | &nbsp;&nbsp;1661659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Doman Building <br>Materials Group <br>Ltd.<br>| 822729 | &nbsp;&nbsp;5806504 |
|  | DPM Metals, Inc. | 1976498 | &nbsp;&nbsp;68962964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DREAM Unlimited <br>Corp., Class A<br>| 202564 | &nbsp;&nbsp;2917248 |
|  | Dynacor Group, Inc. | 37900 | &nbsp;&nbsp;169787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;E-L Financial Corp. <br>Ltd.<br>| 652400 | &nbsp;&nbsp;8312812 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Eldorado Gold Corp. <br>(EGO US)<br>| 2130530 | &nbsp;&nbsp;91442348 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Eldorado Gold Corp. <br>(ELD CN)<br>| 570770 | &nbsp;&nbsp;24488219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Empire Co. Ltd., <br>Class A<br>| 164012 | &nbsp;&nbsp;5357657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enerflex Ltd. (EFX <br>CN)<br>| 261539 | &nbsp;&nbsp;4799956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enerflex Ltd. (EFXT <br>US)<br>| 222723 | &nbsp;&nbsp;4089194 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enghouse Systems <br>Ltd.<br>| 23163 | &nbsp;&nbsp;318275 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ensign Energy <br>Services, Inc.<br>| 820180 | &nbsp;&nbsp;1897380 |
| #\* | Enterprise Group, Inc. | 32142 | &nbsp;&nbsp;32103 |
|  | EQB, Inc. | 396341 | &nbsp;&nbsp;30909155 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Equinox Gold Corp. <br>(EQX CN)<br>| 59 | &nbsp;&nbsp;844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Exco Technologies <br>Ltd.<br>| 394299 | &nbsp;&nbsp;2024125 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Firm Capital Mortgage <br>Investment Corp.<br>| 153332 | &nbsp;&nbsp;1355794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Majestic Silver <br>Corp. (FR CN)<br>| 37 | &nbsp;&nbsp;770 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Foraco International <br>SA<br>| 32000 | &nbsp;&nbsp;68153 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Fortuna Mining Corp. <br>(FSM US)<br>| 3595341 | &nbsp;&nbsp;35162435 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fortuna Mining Corp. <br>(FVI CN)<br>| 1630613 | &nbsp;&nbsp;15951063 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Freehold Royalties <br>Ltd.<br>| 77121 | &nbsp;&nbsp;927729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Frontera Energy <br>Corp.<br>| 264788 | &nbsp;&nbsp;1827935 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GoGold Resources, <br>Inc.<br>| 38600 | &nbsp;&nbsp;90430 |
| \* | GoldMoney, Inc. | 10926 | &nbsp;&nbsp;92116 |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guardian Capital <br>Group Ltd., Class A<br>| 61626 | &nbsp;&nbsp;$3049506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;High Liner Foods, <br>Inc.<br>| 269296 | &nbsp;&nbsp;3065463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hudbay Minerals, Inc. <br>(HBM US)<br>| 4384033 | &nbsp;&nbsp;103813901 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IAMGOLD Corp. (IAG <br>US)<br>| 1163701 | &nbsp;&nbsp;21156084 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IAMGOLD Corp. (IMG <br>CN)<br>| 3291173 | &nbsp;&nbsp;59725249 |
|  | IGM Financial, Inc. | 126731 | &nbsp;&nbsp;6129698 |
| \* | Imperial Metals Corp. | 14500 | &nbsp;&nbsp;126508 |
| \* | Interfor Corp. | 149622 | &nbsp;&nbsp;1117509 |
|  | K-Bro Linen, Inc. | 1500 | &nbsp;&nbsp;37587 |
| \* | Kelt Exploration Ltd. | 1729841 | &nbsp;&nbsp;9909122 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Knight Therapeutics, <br>Inc.<br>| 882663 | &nbsp;&nbsp;3759737 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kolibri Global Energy, <br>Inc.<br>| 7063 | &nbsp;&nbsp;28315 |
|  | KP Tissue, Inc. | 7820 | &nbsp;&nbsp;58005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lassonde Industries, <br>Inc., Class A<br>| 16670 | &nbsp;&nbsp;2705592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Laurentian Bank of <br>Canada<br>| 384638 | &nbsp;&nbsp;11299174 |
|  | Leon's Furniture Ltd. | 30951 | &nbsp;&nbsp;625544 |
| #\*†† | &nbsp;&nbsp;&nbsp;&nbsp;Lightstream <br>Resources Ltd.<br>| 2048004 | &nbsp;&nbsp;0 |
|  | Linamar Corp. | 925104 | &nbsp;&nbsp;58645744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magellan Aerospace <br>Corp.<br>| 118094 | &nbsp;&nbsp;1805689 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Major Drilling Group <br>International, Inc.<br>| 242859 | &nbsp;&nbsp;2664645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Martinrea <br>International, Inc.<br>| 1633108 | &nbsp;&nbsp;11645782 |
| #\* | Mattr Corp. | 513678 | &nbsp;&nbsp;3100968 |
| \* | MDA Space Ltd. | 13 | &nbsp;&nbsp;367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Melcor Developments <br>Ltd.<br>| 132225 | &nbsp;&nbsp;1575067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Methanex Corp. <br>(MEOH US)<br>| 316854 | &nbsp;&nbsp;15120273 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Methanex Corp. (MX <br>CN)<br>| 71170 | &nbsp;&nbsp;3395817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MTY Food Group, <br>Inc.<br>| 158684 | &nbsp;&nbsp;4942378 |
| # | Mullen Group Ltd. | 1353055 | &nbsp;&nbsp;15978500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Neo Performance <br>Materials, Inc.<br>| 68745 | &nbsp;&nbsp;967322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;North American <br>Construction Group <br>Ltd. (NOA CN)<br>| 4784 | &nbsp;&nbsp;71497 |
| # | Northland Power, Inc. | 2558184 | &nbsp;&nbsp;35263918 |
| \* | NuVista Energy Ltd. | 2278627 | &nbsp;&nbsp;31192749 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Obsidian Energy Ltd. <br>(OBE CN)<br>| 35400 | &nbsp;&nbsp;255819 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Obsidian Energy Ltd. <br>(OBE US)<br>| 263424 | &nbsp;&nbsp;1899287 |
|  | OceanaGold Corp. | 1696041 | &nbsp;&nbsp;54954902 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | Onex Corp. | 414238 | &nbsp;&nbsp;$35295335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Open Text Corp. <br>(OTEX CN)<br>| 57800 | &nbsp;&nbsp;1476359 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Open Text Corp. <br>(OTEX US)<br>| 63355 | &nbsp;&nbsp;1617453 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Paramount Resources <br>Ltd., Class A<br>| 749644 | &nbsp;&nbsp;14137886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Parex Resources, <br>Inc.<br>| 721920 | &nbsp;&nbsp;10709642 |
|  | Pason Systems, Inc. | 143839 | &nbsp;&nbsp;1275024 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Peyto Exploration & <br>Development Corp.<br>| 2837128 | &nbsp;&nbsp;51131437 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Pizza Pizza Royalty <br>Corp.<br>| 525674 | &nbsp;&nbsp;6057228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Polaris Renewable <br>Energy, Inc.<br>| 295012 | &nbsp;&nbsp;2641058 |
|  | Pollard Banknote Ltd. | 3700 | &nbsp;&nbsp;51330 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Precision Drilling <br>Corp. (PD CN)<br>| 74846 | &nbsp;&nbsp;5969467 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Precision Drilling <br>Corp. (PDS US)<br>| 69016 | &nbsp;&nbsp;5503336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Richelieu Hardware <br>Ltd.<br>| 30310 | &nbsp;&nbsp;906417 |
|  | Russel Metals, Inc. | 798072 | &nbsp;&nbsp;28279642 |
| \* | Saturn Oil & Gas, Inc. | 54000 | &nbsp;&nbsp;125318 |
| \* | SNDL, Inc. | 172438 | &nbsp;&nbsp;265554 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Source Energy <br>Services Ltd.<br>| 5900 | &nbsp;&nbsp;74960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;South Bow Corp. <br>SOBO US<br>| 24457 | &nbsp;&nbsp;694579 |
| \* | Spartan Delta Corp. | 62731 | &nbsp;&nbsp;422000 |
| Ω | Spin Master Corp. | 74031 | &nbsp;&nbsp;1011800 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SSR Mining, Inc. <br>(SSRM CN)<br>| 854558 | &nbsp;&nbsp;19480405 |
|  | Stella-Jones, Inc. | 4900 | &nbsp;&nbsp;328550 |
| # | Superior Plus Corp. | 924537 | &nbsp;&nbsp;4956575 |
|  | Supremex, Inc. | 16500 | &nbsp;&nbsp;44714 |
|  | Surge Energy, Inc. | 323550 | &nbsp;&nbsp;1753607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tamarack Valley <br>Energy Ltd.<br>| 5878678 | &nbsp;&nbsp;39762512 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tidewater Midstream <br>& Infrastructure <br>Ltd.<br>| 14723 | &nbsp;&nbsp;61954 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Timbercreek Financial <br>Corp.<br>| 574249 | &nbsp;&nbsp;2947894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Torex Gold <br>Resources, Inc.<br>| 975236 | &nbsp;&nbsp;46940820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Total Energy Services, <br>Inc.<br>| 500563 | &nbsp;&nbsp;6061973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transcontinental, Inc., <br>Class A<br>| 1188020 | &nbsp;&nbsp;20154417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trican Well Service <br>Ltd.<br>| 98741 | &nbsp;&nbsp;506885 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Trisura Group Ltd. <br>(TSU CN)<br>| 9250 | &nbsp;&nbsp;282123 |
| \* | Valeura Energy, Inc. | 82005 | &nbsp;&nbsp;608270 |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vermilion Energy, Inc. <br>(VET CN)<br>| 104311 | &nbsp;&nbsp;$1008139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vermilion Energy, Inc. <br>(VET US)<br>| 1218582 | &nbsp;&nbsp;11795874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VersaBank (VBNK <br>CN)<br>| 20329 | &nbsp;&nbsp;315613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VersaBank (VBNK <br>US)<br>| 4819 | &nbsp;&nbsp;74743 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Victoria Gold <br>Corp./Vancouver<br>| 1811 | &nbsp;&nbsp;120 |
|  | Wajax Corp. | 249575 | &nbsp;&nbsp;5181570 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Well Health <br>Technologies Corp.<br>| 280606 | &nbsp;&nbsp;816068 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;West Fraser Timber <br>Co. Ltd. (WFG US)<br>| 48134 | &nbsp;&nbsp;3290440 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Western Forest <br>Products, Inc.<br>| 24732 | &nbsp;&nbsp;274447 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Westshore Terminals <br>Investment Corp.<br>| 32630 | &nbsp;&nbsp;695662 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Whitecap Resources, <br>Inc. WCP CN<br>| 7599959 | &nbsp;&nbsp;69321405 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Whitecap Resources, <br>Inc. WCPRF US<br>| 3715782 | &nbsp;&nbsp;33887932 |
|  | Winpak Ltd. | 48023 | &nbsp;&nbsp;1516887 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yangarra Resources <br>Ltd.<br>| 297149 | &nbsp;&nbsp;237868 |
| TOTAL CANADA | TOTAL CANADA |  | &nbsp;&nbsp;1592314967 |
| CHINA — (0.5%) | CHINA — (0.5%) | CHINA — (0.5%) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Gold <br>International <br>Resources Corp. <br>Ltd. (CGG CN)<br>| 2920833 | &nbsp;&nbsp;70057949 |
| DENMARK — (3.6%) | DENMARK — (3.6%) | DENMARK — (3.6%) |  |
|  | AL Sydbank | 1514553 | &nbsp;&nbsp;137164559 |
|  | Alm Brand AS | 1605613 | &nbsp;&nbsp;4441220 |
| \* | Bavarian Nordic AS | 342538 | &nbsp;&nbsp;10436888 |
|  | D/S Norden AS | 425024 | &nbsp;&nbsp;19198460 |
| \* | Dfds AS | 122328 | &nbsp;&nbsp;1917478 |
| # | FLSmidth & Co. AS | 272902 | &nbsp;&nbsp;23392812 |
|  | Foroya Banki P | 2593 | &nbsp;&nbsp;124957 |
| #\* | GN Store Nord AS | 618591 | &nbsp;&nbsp;10858639 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;GronlandsBANKEN <br>AS<br>| 831 | &nbsp;&nbsp;154048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;H Lundbeck AS <br>(HLUNA DC), <br>Class A<br>| 329924 | &nbsp;&nbsp;1927182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;H Lundbeck AS <br>(HLUNB DC)<br>| 3229986 | &nbsp;&nbsp;21654954 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;H&H International AS, <br>Class B<br>| 23423 | &nbsp;&nbsp;347502 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Harboes Bryggeri AS, <br>Class B<br>| 3226 | &nbsp;&nbsp;60851 |
|  | Jyske Bank AS | 1071483 | &nbsp;&nbsp;155929164 |
| # | Matas AS | 706078 | &nbsp;&nbsp;10819963 |
| \* | Nilfisk Holding AS | 65972 | &nbsp;&nbsp;1459510 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Per Aarsleff Holding <br>AS<br>| 445276 | &nbsp;&nbsp;$63497637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rockwool AS ROCKA <br>DC, Class A<br>| 21846 | &nbsp;&nbsp;740604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rockwool AS ROCKB <br>DC, Class B<br>| 27124 | &nbsp;&nbsp;915977 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Scandinavian Tobacco <br>Group AS<br>| 792298 | &nbsp;&nbsp;12321971 |
|  | Schouw & Co. AS | 349915 | &nbsp;&nbsp;36926071 |
| # | Solar AS, Class B | 16672 | &nbsp;&nbsp;589306 |
| # | SP Group AS | 14515 | &nbsp;&nbsp;842555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sparekassen <br>Sjaelland-Fyn AS<br>| 97337 | &nbsp;&nbsp;5766593 |
|  | TORM PLC, Class A | 251848 | &nbsp;&nbsp;6191184 |
|  | UIE PLC | 129761 | &nbsp;&nbsp;7742650 |
| TOTAL DENMARK | TOTAL DENMARK |  | &nbsp;&nbsp;535422735 |
| FINLAND — (2.3%) | FINLAND — (2.3%) | FINLAND — (2.3%) |  |
|  | Aktia Bank OYJ | 522843 | &nbsp;&nbsp;7622618 |
|  | Anora Group OYJ | 20556 | &nbsp;&nbsp;105069 |
|  | Aspo OYJ | 18087 | &nbsp;&nbsp;162929 |
|  | Atria OYJ | 271974 | &nbsp;&nbsp;5113122 |
| Ω | Enento Group OYJ | 10645 | &nbsp;&nbsp;195425 |
| # | Fiskars OYJ Abp | 255924 | &nbsp;&nbsp;3697345 |
|  | Hiab OYJ | 593503 | &nbsp;&nbsp;35266748 |
| # | HKFoods OYJ | 242494 | &nbsp;&nbsp;481413 |
|  | Huhtamaki OYJ | 387228 | &nbsp;&nbsp;13589668 |
|  | Kalmar OYJ, Class B | 597338 | &nbsp;&nbsp;30540576 |
|  | Kemira OYJ | 2858140 | &nbsp;&nbsp;67225892 |
|  | Konecranes OYJ | 96847 | &nbsp;&nbsp;11404908 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lassila & Tikanoja <br>OYJ<br>| 23326 | &nbsp;&nbsp;207371 |
| \* | Lindex Group OYJ | 199158 | &nbsp;&nbsp;582092 |
|  | Luotea PLC | 23326 | &nbsp;&nbsp;79873 |
|  | Mandatum OYJ | 2351249 | &nbsp;&nbsp;19175204 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Metsa Board OYJ <br>(METSB FH), <br>Class B<br>| 3491879 | &nbsp;&nbsp;10847100 |
| # | Nokian Renkaat OYJ | 1081888 | &nbsp;&nbsp;13879906 |
|  | Olvi OYJ, Class A | 12035 | &nbsp;&nbsp;477865 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Oma Saastopankki <br>OYJ<br>| 22823 | &nbsp;&nbsp;346558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oriola OYJ (OKDBV <br>FH), Class B<br>| 36101 | &nbsp;&nbsp;49910 |
|  | Pihlajalinna OYJ | 2802 | &nbsp;&nbsp;47867 |
| # | Raisio OYJ, Class V | 1197510 | &nbsp;&nbsp;3897649 |
|  | Sanoma OYJ | 81385 | &nbsp;&nbsp;931000 |
|  | Scanfil OYJ | 2985 | &nbsp;&nbsp;40082 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Stora Enso OYJ, <br>Class R<br>| 4428145 | &nbsp;&nbsp;50976747 |
| Ω | Terveystalo OYJ | 190421 | &nbsp;&nbsp;2288265 |
| # | TietoEVRY OYJ | 1290959 | &nbsp;&nbsp;28023806 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tokmanni Group <br>Corp.<br>| 133294 | &nbsp;&nbsp;1216709 |
| # | Valmet OYJ | 1000844 | &nbsp;&nbsp;34295467 |
| #\* | YIT OYJ | 388506 | &nbsp;&nbsp;1421486 |
| TOTAL FINLAND | TOTAL FINLAND |  | &nbsp;&nbsp;344190670 |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (3.7%) | FRANCE — (3.7%) | FRANCE — (3.7%) |  |
| \* | 74Software SA | 4204 | &nbsp;&nbsp;$181973 |
|  | AKWEL SADIR | 117639 | &nbsp;&nbsp;1105265 |
| \* | Alstom SA | 1179700 | &nbsp;&nbsp;37665906 |
|  | Altamir | 311054 | &nbsp;&nbsp;10916957 |
|  | Alten SA | 8978 | &nbsp;&nbsp;880121 |
|  | Arkema SA | 420584 | &nbsp;&nbsp;25328427 |
| # | Assystem SA | 11968 | &nbsp;&nbsp;673084 |
| Ω | Ayvens SA | 659239 | &nbsp;&nbsp;9557530 |
| # | Beneteau SACA | 257587 | &nbsp;&nbsp;2422519 |
|  | Bonduelle SCA | 79244 | &nbsp;&nbsp;993774 |
|  | Carrefour SA | 1507988 | &nbsp;&nbsp;24699591 |
| \* | Cegedim SA | 2935 | &nbsp;&nbsp;46518 |
|  | Cie des Alpes | 385861 | &nbsp;&nbsp;11880171 |
| \* | Clariane SE | 929631 | &nbsp;&nbsp;4198428 |
|  | Coface SA | 1585175 | &nbsp;&nbsp;28991501 |
|  | Derichebourg SA | 1455894 | &nbsp;&nbsp;13721627 |
| #\*Ω | Elior Group SA | 757859 | &nbsp;&nbsp;2557350 |
|  | Elis SA | 1238926 | &nbsp;&nbsp;35971526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Etablissements Maurel <br>et Prom SA<br>| 860499 | &nbsp;&nbsp;6723824 |
|  | Eurazeo SE | 62957 | &nbsp;&nbsp;3781764 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Eutelsat <br>Communications <br>SACA<br>| 901519 | &nbsp;&nbsp;2447284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Exel Industries SA, <br>Class A<br>| 525 | &nbsp;&nbsp;24069 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Fnac Darty SA (FNAC <br>FP)<br>| 85612 | &nbsp;&nbsp;3604400 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Forvia SE (FRVIA <br>FP)<br>| 536559 | &nbsp;&nbsp;8760625 |
| \* | Gaumont SA | 11739 | &nbsp;&nbsp;1406832 |
|  | GL Events SACA | 169320 | &nbsp;&nbsp;6455359 |
|  | Groupe Crit SA | 12538 | &nbsp;&nbsp;945515 |
|  | Groupe SFPI | 140840 | &nbsp;&nbsp;283574 |
| #\* | Guerbet | 18907 | &nbsp;&nbsp;307546 |
|  | Imerys SA | 138710 | &nbsp;&nbsp;4325102 |
|  | IPSOS SA | 134926 | &nbsp;&nbsp;5724055 |
| # | Jacquet Metals SACA | 302909 | &nbsp;&nbsp;8340226 |
|  | LNA Sante SA | 2042 | &nbsp;&nbsp;56386 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Maisons du Monde <br>SA<br>| 61974 | &nbsp;&nbsp;117577 |
|  | Manitou BF SA | 57929 | &nbsp;&nbsp;1527295 |
|  | Mersen SA | 261724 | &nbsp;&nbsp;8002486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Metropole Television <br>SA<br>| 91216 | &nbsp;&nbsp;1306614 |
| #\* | Nexity SA | 103684 | &nbsp;&nbsp;1172373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;North Atlantic <br>Energies<br>| 12895 | &nbsp;&nbsp;719477 |
|  | Opmobility | 366873 | &nbsp;&nbsp;7029178 |
|  | Quadient SA | 258442 | &nbsp;&nbsp;4890767 |
| # | Remy Cointreau SA | 32474 | &nbsp;&nbsp;1548659 |
|  | Renault SA | 302967 | &nbsp;&nbsp;11433782 |
|  | Rexel SA | 1938248 | &nbsp;&nbsp;81223376 |
|  | Samse SACA | 990 | &nbsp;&nbsp;142012 |
|  | Savencia SA | 114234 | &nbsp;&nbsp;8096178 |
|  | SCOR SE | 1279781 | &nbsp;&nbsp;41704441 |
| # | SEB SA | 9535 | &nbsp;&nbsp;537854 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seche Environnement <br>SACA<br>| 15608 | &nbsp;&nbsp;$1455071 |
| # | SES SA | 5032566 | &nbsp;&nbsp;41219410 |
| \*Ω | SMCP SA | 117869 | &nbsp;&nbsp;856860 |
|  | Societe BIC SA | 16376 | &nbsp;&nbsp;1054924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Societe des Bains de <br>Mer et du Cercle <br>des Etrangers a <br>Monaco<br>| 1285 | &nbsp;&nbsp;200456 |
|  | Societe LDC SADIR | 1015 | &nbsp;&nbsp;113803 |
|  | Teleperformance SE | 32279 | &nbsp;&nbsp;2085074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Television Francaise 1 <br>SA<br>| 664719 | &nbsp;&nbsp;6424719 |
|  | Trigano SA | 25900 | &nbsp;&nbsp;5153350 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Ubisoft Entertainment <br>SA<br>| 246150 | &nbsp;&nbsp;1269935 |
|  | Valeo SE | 1136265 | &nbsp;&nbsp;15869518 |
|  | Vicat SACA | 272967 | &nbsp;&nbsp;25293234 |
|  | VIEL & Cie SA | 16500 | &nbsp;&nbsp;353053 |
| \* | Viridien | 78436 | &nbsp;&nbsp;11865018 |
| #\* | Voltalia SA | 16369 | &nbsp;&nbsp;137711 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;X-Fab Silicon <br>Foundries SE<br>| 130245 | &nbsp;&nbsp;790877 |
| TOTAL FRANCE | TOTAL FRANCE |  | &nbsp;&nbsp;548573911 |
| GERMANY — (4.1%) | GERMANY — (4.1%) | GERMANY — (4.1%) |  |
| # | 1&1 AG | 466027 | &nbsp;&nbsp;14841340 |
| \* | 7C Solarparken AG | 221596 | &nbsp;&nbsp;445197 |
|  | Allgeier SE | 6513 | &nbsp;&nbsp;172925 |
| Ω | Aumann AG | 1677 | &nbsp;&nbsp;27932 |
| # | Aurubis AG | 388748 | &nbsp;&nbsp;73408821 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;BayWa AG (BYW6 <br>GR)<br>| 177120 | &nbsp;&nbsp;717491 |
| #Ω | Befesa SA | 302591 | &nbsp;&nbsp;11082595 |
|  | Bijou Brigitte AG | 39808 | &nbsp;&nbsp;2044718 |
|  | Bilfinger SE | 237793 | &nbsp;&nbsp;33316865 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Borussia Dortmund <br>GmbH & Co. KGaA<br>| 1023496 | &nbsp;&nbsp;3954127 |
| # | Brenntag SE | 38611 | &nbsp;&nbsp;2349080 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;CANCOM SE (COK <br>GR)<br>| 224308 | &nbsp;&nbsp;7547158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cewe Stiftung & Co. <br>KGaA<br>| 1727 | &nbsp;&nbsp;206853 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Beteiligungs <br>AG<br>| 171562 | &nbsp;&nbsp;5183615 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche <br>Pfandbriefbank AG<br>| 338177 | &nbsp;&nbsp;1668667 |
|  | Deutz AG | 1903378 | &nbsp;&nbsp;24374094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Draegerwerk AG & <br>Co. KGaA<br>| 44281 | &nbsp;&nbsp;3728213 |
|  | Duerr AG | 426383 | &nbsp;&nbsp;11364569 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;DWS Group GmbH & <br>Co. KGaA<br>| 22619 | &nbsp;&nbsp;1656029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elmos Semiconductor <br>SE<br>| 4744 | &nbsp;&nbsp;645588 |
|  | ElringKlinger AG | 222215 | &nbsp;&nbsp;1119862 |
| # | Energiekontor AG | 2276 | &nbsp;&nbsp;103431 |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |  |
| # | Evonik Industries AG | 868335 | &nbsp;&nbsp;$13450432 |
| #\* | Evotec SE | 477830 | &nbsp;&nbsp;3518942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FORTEC Elektronik <br>AG<br>| 1354 | &nbsp;&nbsp;23526 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Fraport AG Frankfurt <br>Airport Services <br>Worldwide<br>| 547578 | &nbsp;&nbsp;50664793 |
|  | Freenet AG | 33262 | &nbsp;&nbsp;1201063 |
| # | Gerresheimer AG | 75455 | &nbsp;&nbsp;2253771 |
|  | Gesco SE | 113258 | &nbsp;&nbsp;2020045 |
| # | GFT Technologies SE | 42118 | &nbsp;&nbsp;1037174 |
| # | Grenke AG | 212239 | &nbsp;&nbsp;3622638 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Heidelberger <br>Druckmaschinen <br>AG<br>| 1846819 | &nbsp;&nbsp;4015284 |
| #\* | HelloFresh SE | 988656 | &nbsp;&nbsp;6493889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hornbach Holding AG <br>& Co. KGaA<br>| 124414 | &nbsp;&nbsp;11888317 |
| # | HUGO BOSS AG | 85917 | &nbsp;&nbsp;3562430 |
|  | Indus Holding AG | 206927 | &nbsp;&nbsp;7873298 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Instone Real Estate <br>Group SE<br>| 12094 | &nbsp;&nbsp;123484 |
|  | Jenoptik AG | 201319 | &nbsp;&nbsp;6353492 |
| Ω | JOST Werke SE | 31475 | &nbsp;&nbsp;2334544 |
| # | K&S AG | 3549 | &nbsp;&nbsp;58149 |
|  | KION Group AG | 1013719 | &nbsp;&nbsp;71603844 |
| # | Kloeckner & Co. SE | 212570 | &nbsp;&nbsp;2769168 |
| \* | Koenig & Bauer AG | 17454 | &nbsp;&nbsp;192244 |
| # | Kontron AG | 55159 | &nbsp;&nbsp;1530339 |
|  | Krones AG | 34381 | &nbsp;&nbsp;5532582 |
|  | KSB SE & Co. KGaA | 5653 | &nbsp;&nbsp;6947502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KWS Saat SE & Co. <br>KGaA<br>| 65371 | &nbsp;&nbsp;5807661 |
| # | Lanxess AG | 587474 | &nbsp;&nbsp;12134480 |
|  | Mediclin AG | 106562 | &nbsp;&nbsp;489956 |
| #\* | Medios AG | 6020 | &nbsp;&nbsp;114103 |
| # | MLP SE | 1297480 | &nbsp;&nbsp;11310109 |
|  | Multitude AG | 620 | &nbsp;&nbsp;4459 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mutares SE & Co. <br>KGaA<br>| 77191 | &nbsp;&nbsp;2983071 |
| # | Norma Group SE | 136154 | &nbsp;&nbsp;2369930 |
|  | Patrizia SE | 96069 | &nbsp;&nbsp;972241 |
|  | ProCredit Holding AG | 53047 | &nbsp;&nbsp;534390 |
| # | Puma SE (PUM GR) | 219684 | &nbsp;&nbsp;5615569 |
|  | PWO AG | 5898 | &nbsp;&nbsp;188142 |
| \* | q.beyond AG | 867565 | &nbsp;&nbsp;830625 |
| # | RTL Group SA | 229010 | &nbsp;&nbsp;9984791 |
|  | SAF-Holland SE | 750702 | &nbsp;&nbsp;15091560 |
|  | Salzgitter AG | 100597 | &nbsp;&nbsp;5398159 |
| # | Schaeffler AG | 682497 | &nbsp;&nbsp;8049438 |
| # | Siltronic AG | 59197 | &nbsp;&nbsp;3675458 |
|  | Sixt SE | 81979 | &nbsp;&nbsp;6423992 |
|  | Stabilus SE | 59741 | &nbsp;&nbsp;1371464 |
|  | STRATEC SE | 7847 | &nbsp;&nbsp;207911 |
| # | Suedzucker AG | 687267 | &nbsp;&nbsp;7868506 |
|  | Surteco Group SE | 74250 | &nbsp;&nbsp;1139164 |
| # | Takkt AG | 203341 | &nbsp;&nbsp;869493 |
|  | Technotrans SE | 1248 | &nbsp;&nbsp;49108 |
|  | thyssenkrupp AG | 1488500 | &nbsp;&nbsp;19842783 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |  |
| \* | Tkms AG& Co. KGaA | 74425 | &nbsp;&nbsp;$8697882 |
|  | United Internet AG | 1042606 | &nbsp;&nbsp;33919026 |
| # | Vossloh AG | 88307 | &nbsp;&nbsp;8453583 |
| # | Wacker Chemie AG | 93406 | &nbsp;&nbsp;7585740 |
| # | Wacker Neuson SE | 683471 | &nbsp;&nbsp;15609662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuestenrot & <br>Wuerttembergische <br>AG<br>| 155950 | &nbsp;&nbsp;2775893 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp;609398469 |
| GREECE — (0.0%) | GREECE — (0.0%) | GREECE — (0.0%) |  |
| \*†† | Michaniki SA | 986718 | &nbsp;&nbsp;0 |
| \*†† | Tropea Holding SA | 4581 | &nbsp;&nbsp;0 |
| HONG KONG — (1.6%) | HONG KONG — (1.6%) | HONG KONG — (1.6%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aeon Credit Service <br>Asia Co. Ltd.<br>| 1366000 | &nbsp;&nbsp;1303442 |
| \* | Allied Group Ltd. | 31060000 | &nbsp;&nbsp;11552454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asia Financial <br>Holdings Ltd.<br>| 3250106 | &nbsp;&nbsp;2030144 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Asia Standard <br>International Group <br>Ltd.<br>| 6199503 | &nbsp;&nbsp;180538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of East Asia <br>Ltd.<br>| 6200773 | &nbsp;&nbsp;11844110 |
|  | Chen Hsong Holdings | 1450000 | &nbsp;&nbsp;307694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cheuk Nang Holdings <br>Ltd.<br>| 3139016 | &nbsp;&nbsp;475163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chevalier International <br>Holdings Ltd.<br>| 1134858 | &nbsp;&nbsp;627571 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Energy <br>Development <br>Holdings Ltd.<br>| 122750 | &nbsp;&nbsp;24810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chow Sang Sang <br>Holdings <br>International Ltd.<br>| 3024000 | &nbsp;&nbsp;5661742 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chuang's Consortium <br>International Ltd.<br>| 11569520 | &nbsp;&nbsp;474839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CITIC Telecom <br>International <br>Holdings Ltd.<br>| 11346000 | &nbsp;&nbsp;3734471 |
| \* | CSI Properties Ltd. | 109163666 | &nbsp;&nbsp;2764997 |
|  | CTF Services Ltd. | 11170116 | &nbsp;&nbsp;13085094 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;CW Group Holdings <br>Ltd.<br>| 1696500 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dah Sing Banking <br>Group Ltd.<br>| 2153888 | &nbsp;&nbsp;3068115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dah Sing Financial <br>Holdings Ltd.<br>| 2070956 | &nbsp;&nbsp;10014574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dickson Concepts <br>International Ltd.<br>| 2031500 | &nbsp;&nbsp;1472081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eagle Nice <br>International <br>Holdings Ltd.<br>| 738000 | &nbsp;&nbsp;328561 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;EcoGreen <br>International Group <br>Ltd.<br>| 3623840 | &nbsp;&nbsp;165279 |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Emperor Capital <br>Group Ltd.<br>| 6270000 | &nbsp;&nbsp;$75379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emperor Watch & <br>Jewellery Ltd.<br>| 49820000 | &nbsp;&nbsp;1882569 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Far East Consortium <br>International Ltd.<br>| 22392680 | &nbsp;&nbsp;2382173 |
|  | First Pacific Co. Ltd. | 25376000 | &nbsp;&nbsp;19855313 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;First Shanghai <br>Investments Ltd.<br>| 2088000 | &nbsp;&nbsp;71988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Get Nice Holdings <br>Ltd.<br>| 1049864 | &nbsp;&nbsp;407642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Glorious Sun <br>Enterprises Ltd.<br>| 3010000 | &nbsp;&nbsp;528058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gold Peak Technology <br>Group Ltd.<br>| 6320907 | &nbsp;&nbsp;584235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Golden Resources <br>Development <br>International Ltd.<br>| 3349000 | &nbsp;&nbsp;150199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great Eagle Holdings <br>Ltd.<br>| 2479240 | &nbsp;&nbsp;5118341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;G-Resources Group <br>Ltd.<br>| 280000 | &nbsp;&nbsp;430485 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Guotai Junan <br>International <br>Holdings Ltd.<br>| 12725000 | &nbsp;&nbsp;4352049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hang Lung Group <br>Ltd.<br>| 4496000 | &nbsp;&nbsp;9681716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hang Lung Properties <br>Ltd.<br>| 9999364 | &nbsp;&nbsp;12065964 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hanison Construction <br>Holdings Ltd.<br>| 1196724 | &nbsp;&nbsp;33668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harbour Centre <br>Development Ltd.<br>| 1779000 | &nbsp;&nbsp;1088773 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HKR International <br>Ltd.<br>| 8086400 | &nbsp;&nbsp;1269139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hon Kwok Land <br>Investment Co. Ltd.<br>| 4840935 | &nbsp;&nbsp;607199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hong Kong Ferry <br>Holdings Co. Ltd.<br>| 1783000 | &nbsp;&nbsp;1122041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hong Kong <br>Technology Venture <br>Co. Ltd.<br>| 464000 | &nbsp;&nbsp;84945 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hongkong & Shanghai <br>Hotels Ltd.<br>| 6758341 | &nbsp;&nbsp;5424295 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hongkong Chinese <br>Ltd.<br>| 5469090 | &nbsp;&nbsp;217669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hung Hing Printing <br>Group Ltd.<br>| 6999275 | &nbsp;&nbsp;832870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hutchison <br>Telecommunications <br>Hong Kong <br>Holdings Ltd.<br>| 8824000 | &nbsp;&nbsp;1310335 |
| \* | IPE Group Ltd. | 510000 | &nbsp;&nbsp;46216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Electric <br>Holdings Ltd.<br>| 4209614 | &nbsp;&nbsp;14500070 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;K Wah International <br>Holdings Ltd.<br>| 5924000 | &nbsp;&nbsp;$1969425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keck Seng <br>Investments Hong <br>Kong Ltd.<br>| 640000 | &nbsp;&nbsp;192879 |
|  | Kerry Properties Ltd. | 4622000 | &nbsp;&nbsp;14031295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KLN Logistics Group <br>Ltd.<br>| 794500 | &nbsp;&nbsp;717246 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kowloon Development <br>Co. Ltd.<br>| 7026128 | &nbsp;&nbsp;4416239 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lai Sun Development <br>Co. Ltd.<br>| 7026996 | &nbsp;&nbsp;597065 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lai Sun Garment <br>International Ltd.<br>| 8107359 | &nbsp;&nbsp;717113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Langham Hospitality <br>Investments & <br>Langham Hospitality <br>Investments Ltd.<br>| 165882 | &nbsp;&nbsp;10487 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lerado Financial <br>Group Co. Ltd.<br>| 65840 | &nbsp;&nbsp;1706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Liu Chong Hing <br>Investment Ltd.<br>| 2122000 | &nbsp;&nbsp;1207663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luk Fook Holdings <br>International Ltd.<br>| 728000 | &nbsp;&nbsp;2990720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Miramar Hotel & <br>Investment<br>| 2127000 | &nbsp;&nbsp;2942721 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mongolian Mining <br>Corp.<br>| 840000 | &nbsp;&nbsp;1454697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nanyang Holdings <br>Ltd.<br>| 98350 | &nbsp;&nbsp;378361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Electronics <br>Holdings<br>| 1445648 | &nbsp;&nbsp;70308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oriental Enterprise <br>Holdings Ltd.<br>| 118000 | &nbsp;&nbsp;4789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oriental Watch <br>Holdings<br>| 5400587 | &nbsp;&nbsp;2357025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Basin Shipping <br>Ltd.<br>| 27479000 | &nbsp;&nbsp;10791919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Textiles <br>Holdings Ltd.<br>| 746000 | &nbsp;&nbsp;117613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PAX Global <br>Technology Ltd.<br>| 4459000 | &nbsp;&nbsp;2813959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pico Far East <br>Holdings Ltd.<br>| 492000 | &nbsp;&nbsp;176878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Playmates Holdings <br>Ltd.<br>| 19241000 | &nbsp;&nbsp;1218778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Safety Godown Co. <br>Ltd.<br>| 140000 | &nbsp;&nbsp;36553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SAS Dragon Holdings <br>Ltd.<br>| 36000 | &nbsp;&nbsp;21127 |
|  | SEA Holdings Ltd. | 2211368 | &nbsp;&nbsp;371700 |
|  | Shangri-La Asia Ltd. | 1776000 | &nbsp;&nbsp;1107423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Singamas Container <br>Holdings Ltd.<br>| 9438000 | &nbsp;&nbsp;773492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SmarTone <br>Telecommunications <br>Holdings Ltd.<br>| 1755500 | &nbsp;&nbsp;1097864 |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Soundwill Holdings <br>Ltd.<br>| 685000 | &nbsp;&nbsp;$567631 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;South China Holdings <br>Co. Ltd.<br>| 641751 | &nbsp;&nbsp;2789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun Hung Kai & Co. <br>Ltd.<br>| 3861688 | &nbsp;&nbsp;2123250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TAI Cheung Holdings <br>Ltd.<br>| 2274000 | &nbsp;&nbsp;1099709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tan Chong <br>International Ltd.<br>| 3723000 | &nbsp;&nbsp;901128 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Television Broadcasts <br>Ltd.<br>| 315800 | &nbsp;&nbsp;122836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tern Properties Co. <br>Ltd.<br>| 146000 | &nbsp;&nbsp;26169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texhong International <br>Group Ltd.<br>| 204500 | &nbsp;&nbsp;146043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texwinca Holdings <br>Ltd.<br>| 6606000 | &nbsp;&nbsp;1100673 |
|  | Tian Teck Land Ltd. | 384000 | &nbsp;&nbsp;103330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transport International <br>Holdings Ltd.<br>| 1357029 | &nbsp;&nbsp;1803373 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;United Laboratories <br>International <br>Holdings Ltd.<br>| 4282000 | &nbsp;&nbsp;6519800 |
|  | Upbest Group Ltd. | 4476000 | &nbsp;&nbsp;384251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vedan International <br>Holdings Ltd.<br>| 5500000 | &nbsp;&nbsp;517571 |
| \* | Viva Goods Co. Ltd. | 1016000 | &nbsp;&nbsp;83237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VSTECS Holdings <br>Ltd.<br>| 2288000 | &nbsp;&nbsp;2263773 |
| \* | Wang On Group Ltd. | 17520000 | &nbsp;&nbsp;53775 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Wealthink <br>AI-Innovation <br>Capital Ltd.<br>| 5084000 | &nbsp;&nbsp;119107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wing On Co. <br>International Ltd.<br>| 2095500 | &nbsp;&nbsp;3697513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wing Tai Properties <br>Ltd.<br>| 172749 | &nbsp;&nbsp;42869 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Xingye Alloy Materials <br>Group Ltd.<br>| 1406000 | &nbsp;&nbsp;184778 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Xinyi Glass Holdings <br>Ltd.<br>| 1231000 | &nbsp;&nbsp;1608564 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yue Yuen Industrial <br>Holdings Ltd.<br>| 7095500 | &nbsp;&nbsp;15825063 |
| TOTAL HONG KONG | TOTAL HONG KONG |  | &nbsp;&nbsp;245123287 |
| IRELAND — (0.1%) | IRELAND — (0.1%) | IRELAND — (0.1%) |  |
|  | Cairn Homes PLC | 781368 | &nbsp;&nbsp;1930879 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Glenveagh Properties <br>PLC<br>| 2815653 | &nbsp;&nbsp;6528385 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Permanent TSB <br>Group Holdings <br>PLC<br>| 115799 | &nbsp;&nbsp;428295 |
| TOTAL IRELAND | TOTAL IRELAND |  | &nbsp;&nbsp;8887559 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (1.2%) | ISRAEL — (1.2%) | ISRAEL — (1.2%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Albaad Massuot <br>Yitzhak Ltd.<br>| 3842 | &nbsp;&nbsp;$44590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alrov Properties & <br>Lodgings Ltd.<br>| 13259 | &nbsp;&nbsp;1101784 |
| \* | Ashdod Refinery Ltd. | 4585 | &nbsp;&nbsp;94750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AudioCodes Ltd. <br>(AUDC US)<br>| 1954 | &nbsp;&nbsp;16316 |
|  | Ayalon Holdings Ltd. | 22297 | &nbsp;&nbsp;674716 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Azorim-Investment <br>Development & <br>Construction Co. <br>Ltd.<br>| 805226 | &nbsp;&nbsp;5153707 |
| # | Carasso Motors Ltd. | 326375 | &nbsp;&nbsp;3913436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Carasso Real Estate <br>Ltd.<br>| 25770 | &nbsp;&nbsp;281557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cellcom Israel Ltd. <br>(CEL IT)<br>| 444775 | &nbsp;&nbsp;5281405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cellcom Israel Ltd. <br>(CELJF US)<br>| 29907 | &nbsp;&nbsp;360230 |
| #\* | Cielo-Blu Group Ltd. | 129323 | &nbsp;&nbsp;132746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Clal Insurance <br>Enterprises <br>Holdings Ltd.<br>| 149998 | &nbsp;&nbsp;10908914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Delek Automotive <br>Systems Ltd.<br>| 39884 | &nbsp;&nbsp;297828 |
|  | Delta Galil Ltd. | 8866 | &nbsp;&nbsp;482160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Diplomat Holdings <br>Ltd.<br>| 4967 | &nbsp;&nbsp;83521 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Direct Finance of <br>Direct Group 2006 <br>Ltd.<br>| 1732 | &nbsp;&nbsp;304244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dor Alon Energy in <br>Israel 1988 Ltd.<br>| 22296 | &nbsp;&nbsp;1189259 |
| \* | Equital Ltd. | 394618 | &nbsp;&nbsp;18469365 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gilat Satellite <br>Networks Ltd.<br>| 82400 | &nbsp;&nbsp;1597091 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Hagag Group Real <br>Estate <br>Development<br>| 55347 | &nbsp;&nbsp;445640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harel Insurance <br>Investments & <br>Financial Services <br>Ltd.<br>| 128964 | &nbsp;&nbsp;5915373 |
| #\* | IES Holdings Ltd. | 9054 | &nbsp;&nbsp;1271839 |
|  | Isracard Ltd. | 1148620 | &nbsp;&nbsp;5448344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Isras Investment Co. <br>Ltd.<br>| 13744 | &nbsp;&nbsp;4347851 |
|  | Issta Ltd. | 13398 | &nbsp;&nbsp;478502 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kamada Ltd. (KMDA <br>US)<br>| 4138 | &nbsp;&nbsp;34428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kardan Real Estate <br>Enterprise & <br>Development Ltd.<br>| 10908 | &nbsp;&nbsp;21372 |
|  | Kerur Holdings Ltd. | 11372 | &nbsp;&nbsp;340845 |
| # | Klil Industries Ltd. | 477 | &nbsp;&nbsp;30164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Land Development <br>Nimrodi Group Ltd.<br>| 19817 | &nbsp;&nbsp;237445 |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mediterranean Towers <br>Ltd.<br>| 403440 | &nbsp;&nbsp;$2005088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Menora Mivtachim <br>Holdings Ltd.<br>| 355701 | &nbsp;&nbsp;45705845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meshulam Levinstein <br>Contracting & <br>Engineering Ltd.<br>| 3716 | &nbsp;&nbsp;749361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Migdal Insurance & <br>Financial Holdings <br>Ltd.<br>| 749834 | &nbsp;&nbsp;4023325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mivtach Shamir <br>Holdings Ltd.<br>| 13037 | &nbsp;&nbsp;1724639 |
|  | Nawi Group Ltd. | 81868 | &nbsp;&nbsp;1450151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Neto Malinda Trading <br>Ltd.<br>| 5098 | &nbsp;&nbsp;293675 |
|  | Oil Refineries Ltd. | 21723719 | &nbsp;&nbsp;7143593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Palram Industries <br>1990 Ltd.<br>| 58148 | &nbsp;&nbsp;1061562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paz Retail & Energy <br>Ltd.<br>| 83187 | &nbsp;&nbsp;20357426 |
| \* | Perion Network Ltd. | 5098 | &nbsp;&nbsp;44169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Plasson Industries <br>Ltd.<br>| 13894 | &nbsp;&nbsp;769736 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Prashkovsky <br>Investments & <br>Construction Ltd.<br>| 54397 | &nbsp;&nbsp;2746322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Scope Metals Group <br>Ltd.<br>| 22209 | &nbsp;&nbsp;1312501 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Summit Real Estate <br>Holdings Ltd.<br>| 545146 | &nbsp;&nbsp;11092357 |
| #Ω | Tamar Petroleum Ltd. | 219905 | &nbsp;&nbsp;2419176 |
| \* | Tera Light Ltd. | 112546 | &nbsp;&nbsp;555128 |
| TOTAL ISRAEL | TOTAL ISRAEL |  | &nbsp;&nbsp;172413476 |
| ITALY — (4.5%) | ITALY — (4.5%) | ITALY — (4.5%) |  |
|  | A2A SpA | 8039106 | &nbsp;&nbsp;24252356 |
|  | ACEA SpA | 43978 | &nbsp;&nbsp;1225767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aeroporto Guglielmo <br>Marconi Di Bologna <br>SpA<br>| 5582 | &nbsp;&nbsp;71520 |
| #\* | Aquafil SpA | 127047 | &nbsp;&nbsp;216041 |
|  | Ariston Holding NV | 530655 | &nbsp;&nbsp;2992738 |
|  | Banca IFIS SpA | 368711 | &nbsp;&nbsp;12006794 |
| \*Ω | Banca Sistema SpA | 542986 | &nbsp;&nbsp;1026734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco di Desio e della <br>Brianza SpA<br>| 516804 | &nbsp;&nbsp;5715122 |
| # | Biesse SpA | 11205 | &nbsp;&nbsp;82803 |
|  | BPER Banca SpA | 3532453 | &nbsp;&nbsp;49749060 |
|  | Brembo NV | 481364 | &nbsp;&nbsp;5790489 |
|  | Buzzi SpA | 1563705 | &nbsp;&nbsp;89008551 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cairo Communication <br>SpA<br>| 786092 | &nbsp;&nbsp;2614719 |
|  | Cementir Holding NV | 1264274 | &nbsp;&nbsp;28427114 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CIR SpA-Compagnie <br>Industriali<br>| 8015997 | &nbsp;&nbsp;6644162 |
|  | Credito Emiliano SpA | 1477196 | &nbsp;&nbsp;27170173 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;d'Amico International <br>Shipping SA<br>| 707426 | &nbsp;&nbsp;$4996734 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Danieli & C Officine <br>Meccaniche SpA <br>(DAN IM)<br>| 291919 | &nbsp;&nbsp;21551833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Danieli & C Officine <br>Meccaniche SpA <br>(DANR IM)<br>| 398888 | &nbsp;&nbsp;20579196 |
|  | Emak SpA | 675320 | &nbsp;&nbsp;754949 |
|  | ERG SpA | 276607 | &nbsp;&nbsp;7361601 |
|  | Esprinet SpA | 267571 | &nbsp;&nbsp;1969194 |
| # | Ferretti SpA | 834551 | &nbsp;&nbsp;3558991 |
|  | Fila SpA | 86214 | &nbsp;&nbsp;936370 |
|  | FNM SpA | 2243742 | &nbsp;&nbsp;1319229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Garofalo Health Care <br>SpA<br>| 11299 | &nbsp;&nbsp;74843 |
| # | GPI SpA | 11826 | &nbsp;&nbsp;252697 |
|  | Hera SpA | 1830192 | &nbsp;&nbsp;9057078 |
| # | IMMSI SpA | 2171429 | &nbsp;&nbsp;1372423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Industrie De Nora <br>SpA<br>| 46602 | &nbsp;&nbsp;420520 |
|  | Italmobiliare SpA | 114256 | &nbsp;&nbsp;3772753 |
|  | Iveco Group NV | 2625170 | &nbsp;&nbsp;58721604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MFE-MediaForEurope <br>NV, Class A<br>| 1883089 | &nbsp;&nbsp;6919568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MFE-MediaForEurope <br>NV (MFEA IM), <br>Class A<br>| 1991738 | &nbsp;&nbsp;7429808 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;MFE-MediaForEurope <br>NV (MFEB IM), <br>Class B<br>| 590959 | &nbsp;&nbsp;2840815 |
| #Ω | Nexi SpA | 3295981 | &nbsp;&nbsp;14072069 |
|  | Orsero SpA | 90604 | &nbsp;&nbsp;2095792 |
| Ω | OVS SpA | 5039445 | &nbsp;&nbsp;28484623 |
| Ω | Pirelli & C SpA | 4985116 | &nbsp;&nbsp;37538967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rizzoli Corriere Della <br>Sera Mediagroup <br>SpA<br>| 1578533 | &nbsp;&nbsp;1824248 |
| \* | Safilo Group SpA | 838780 | &nbsp;&nbsp;2126074 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Salvatore Ferragamo <br>SpA<br>| 177246 | &nbsp;&nbsp;1396303 |
| # | Sogefi SpA | 304115 | &nbsp;&nbsp;1158392 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Telecom Italia SpA <br>(TIT IM)<br>| 172339211 | &nbsp;&nbsp;116903353 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Telecom Italia SpA <br>(TITR IM)<br>| 12150514 | &nbsp;&nbsp;9647816 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TREVI - Finanziaria <br>Industriale SpA<br>| 1087011 | &nbsp;&nbsp;902139 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Unipol Assicurazioni <br>SpA<br>| 2229213 | &nbsp;&nbsp;49648499 |
| TOTAL ITALY | TOTAL ITALY |  | &nbsp;&nbsp;676682624 |
| JAPAN — (26.1%) | JAPAN — (26.1%) | JAPAN — (26.1%) |  |
|  | 77 Bank Ltd. | 898100 | &nbsp;&nbsp;49323224 |
|  | Achilles Corp. | 116800 | &nbsp;&nbsp;1100621 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;AD Works Group Co. <br>Ltd.<br>| 384599 | &nbsp;&nbsp;1102316 |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | ADEKA Corp. | 92100 | &nbsp;&nbsp;$2737609 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;AEON Financial <br>Service Co. Ltd.<br>| 1100014 | &nbsp;&nbsp;12007418 |
| # | Ahresty Corp. | 71400 | &nbsp;&nbsp;382245 |
|  | Aichi Corp. | 224000 | &nbsp;&nbsp;1974901 |
|  | Aichi Steel Corp. | 323336 | &nbsp;&nbsp;6438496 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Aichi Tokei Denki Co. <br>Ltd.<br>| 112363 | &nbsp;&nbsp;2026134 |
|  | Aida Engineering Ltd. | 216522 | &nbsp;&nbsp;1677247 |
|  | Aiful Corp. | 464000 | &nbsp;&nbsp;1649852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ainavo Holdings Co. <br>Ltd.<br>| 39200 | &nbsp;&nbsp;192826 |
|  | Aiphone Co. Ltd. | 187000 | &nbsp;&nbsp;3593264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Airport Facilities Co. <br>Ltd.<br>| 400400 | &nbsp;&nbsp;2542752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aisan Industry Co. <br>Ltd.<br>| 766630 | &nbsp;&nbsp;10911917 |
|  | Akatsuki Corp. | 30400 | &nbsp;&nbsp;122331 |
|  | Akatsuki, Inc. | 28600 | &nbsp;&nbsp;470868 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Akebono Brake <br>Industry Co. Ltd.<br>| 186799 | &nbsp;&nbsp;136732 |
| # | Albis Co. Ltd. | 70488 | &nbsp;&nbsp;1193917 |
| # | Alconix Corp. | 415925 | &nbsp;&nbsp;7298469 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alfresa Holdings <br>Corp.<br>| 131200 | &nbsp;&nbsp;2112959 |
| # | Alinco, Inc. | 70200 | &nbsp;&nbsp;508730 |
| # | Alpen Co. Ltd. | 318612 | &nbsp;&nbsp;4471276 |
|  | Alpha Corp. | 12100 | &nbsp;&nbsp;99999 |
|  | Alps Alpine Co. Ltd. | 2945480 | &nbsp;&nbsp;38579587 |
|  | Amuse, Inc. | 22000 | &nbsp;&nbsp;286799 |
|  | Anabuki Kosan, Inc. | 27900 | &nbsp;&nbsp;420145 |
|  | AOKI Holdings, Inc. | 467200 | &nbsp;&nbsp;5579174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aoyama Trading Co. <br>Ltd.<br>| 400119 | &nbsp;&nbsp;6791420 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Arakawa Chemical <br>Industries Ltd.<br>| 108053 | &nbsp;&nbsp;919166 |
|  | Arata Corp. | 201900 | &nbsp;&nbsp;4028047 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Araya Industrial Co. <br>Ltd.<br>| 25100 | &nbsp;&nbsp;854356 |
| # | ARCLANDS Corp. | 259500 | &nbsp;&nbsp;3213192 |
| # | Arcs Co. Ltd. | 433400 | &nbsp;&nbsp;9736872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arisawa <br>Manufacturing Co. <br>Ltd.<br>| 421782 | &nbsp;&nbsp;4874266 |
|  | Artience Co. Ltd. | 526200 | &nbsp;&nbsp;12615281 |
| # | Artnature, Inc. | 31100 | &nbsp;&nbsp;166021 |
|  | Asahi Co. Ltd. | 23100 | &nbsp;&nbsp;192627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asahi Diamond <br>Industrial Co. Ltd.<br>| 472836 | &nbsp;&nbsp;2767243 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Asahi Kogyosha Co. <br>Ltd.<br>| 353396 | &nbsp;&nbsp;8237866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asahi Printing Co. <br>Ltd.<br>| 10100 | &nbsp;&nbsp;58378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asia Pile Holdings <br>Corp.<br>| 544800 | &nbsp;&nbsp;4959435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASKA Pharmaceutical <br>Holdings Co. Ltd.<br>| 332000 | &nbsp;&nbsp;5368804 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Astena Holdings Co. <br>Ltd.<br>| 600900 | &nbsp;&nbsp;$1859437 |
| # | Asti Corp. | 6500 | &nbsp;&nbsp;111450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Autobacs Seven Co. <br>Ltd.<br>| 70900 | &nbsp;&nbsp;755267 |
|  | Awa Bank Ltd. | 261901 | &nbsp;&nbsp;8806966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bando Chemical <br>Industries Ltd.<br>| 554600 | &nbsp;&nbsp;7265375 |
|  | Bank of Nagoya Ltd. | 472512 | &nbsp;&nbsp;14972227 |
| # | Bank of Saga Ltd. | 163934 | &nbsp;&nbsp;4879608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of the Ryukyus <br>Ltd.<br>| 129813 | &nbsp;&nbsp;1852198 |
|  | Belluna Co. Ltd. | 781952 | &nbsp;&nbsp;4924429 |
|  | BML, Inc. | 17900 | &nbsp;&nbsp;452993 |
| # | Buffalo, Inc. | 1600 | &nbsp;&nbsp;46595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bunka Shutter Co. <br>Ltd.<br>| 257600 | &nbsp;&nbsp;3368162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Business Brain <br>Showa-Ota, Inc.<br>| 800 | &nbsp;&nbsp;17390 |
| # | Carlit Co. Ltd. | 430600 | &nbsp;&nbsp;6320795 |
|  | Cawachi Ltd. | 292400 | &nbsp;&nbsp;5860449 |
|  | CCI Group, Inc. | 4359150 | &nbsp;&nbsp;26146285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Glass Co. <br>Ltd.<br>| 539000 | &nbsp;&nbsp;12706265 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chiba Kogyo Bank <br>Ltd.<br>| 878442 | &nbsp;&nbsp;11300566 |
| # | Chino Corp. | 10800 | &nbsp;&nbsp;98242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chiyoda Integre Co. <br>Ltd.<br>| 154500 | &nbsp;&nbsp;3305228 |
|  | Chori Co. Ltd. | 119300 | &nbsp;&nbsp;3046839 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chubu Shiryo Co. <br>Ltd.<br>| 489284 | &nbsp;&nbsp;5723724 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chubu Steel Plate Co. <br>Ltd.<br>| 7800 | &nbsp;&nbsp;111282 |
|  | Chudenko Corp. | 235560 | &nbsp;&nbsp;6718912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chuetsu Pulp & Paper <br>Co. Ltd.<br>| 81800 | &nbsp;&nbsp;1066804 |
|  | Chugai Ro Co. Ltd. | 16100 | &nbsp;&nbsp;488247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chugin Financial <br>Group, Inc.<br>| 1022200 | &nbsp;&nbsp;18502084 |
|  | Chuo Gyorui Co. Ltd. | 48800 | &nbsp;&nbsp;1163719 |
| # | Chuo Spring Co. Ltd. | 117431 | &nbsp;&nbsp;2594469 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chuo Warehouse Co. <br>Ltd.<br>| 50500 | &nbsp;&nbsp;558594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citizen Watch Co. <br>Ltd.<br>| 2823200 | &nbsp;&nbsp;24952018 |
| # | CK-San-Etsu Co. Ltd. | 9500 | &nbsp;&nbsp;262767 |
|  | Cleanup Corp. | 143000 | &nbsp;&nbsp;808054 |
| # | CMK Corp. | 537800 | &nbsp;&nbsp;1904701 |
|  | Cosel Co. Ltd. | 107600 | &nbsp;&nbsp;811479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cosmos Initia Co. <br>Ltd.<br>| 3000 | &nbsp;&nbsp;22782 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;CTI Engineering Co. <br>Ltd.<br>| 150300 | &nbsp;&nbsp;2873048 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dai Nippon Toryo Co. <br>Ltd.<br>| 202750 | &nbsp;&nbsp;1807274 |
|  | Dai-Dan Co. Ltd. | 24000 | &nbsp;&nbsp;416295 |
| # | Daido Metal Co. Ltd. | 233370 | &nbsp;&nbsp;1552537 |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Daido Steel Co. Ltd. | 1835500 | &nbsp;&nbsp;$23578527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daihatsu Infinearth <br>Mfg Co. Ltd.<br>| 367700 | &nbsp;&nbsp;5846795 |
|  | Daiho Corp. | 533800 | &nbsp;&nbsp;2712653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiichi Jitsugyo Co. <br>Ltd.<br>| 391000 | &nbsp;&nbsp;8048001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiichi Kensetsu <br>Corp.<br>| 12800 | &nbsp;&nbsp;312367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiichi Kigenso <br>Kagaku-Kogyo Co. <br>Ltd.<br>| 16000 | &nbsp;&nbsp;241605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiki Aluminium <br>Industry Co. Ltd.<br>| 49399 | &nbsp;&nbsp;419159 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Daikyonishikawa <br>Corp.<br>| 280849 | &nbsp;&nbsp;1488903 |
|  | Dainichi Co. Ltd. | 207300 | &nbsp;&nbsp;1217239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dainichiseika Color & <br>Chemicals <br>Manufacturing Co. <br>Ltd.<br>| 145707 | &nbsp;&nbsp;4104294 |
|  | Daio Paper Corp. | 108499 | &nbsp;&nbsp;680873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daishi Hokuetsu <br>Financial Group, <br>Inc.<br>| 3461658 | &nbsp;&nbsp;41270199 |
| # | Daishinku Corp. | 84225 | &nbsp;&nbsp;320855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daisue Construction <br>Co. Ltd.<br>| 167300 | &nbsp;&nbsp;4145408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daito Pharmaceutical <br>Co. Ltd.<br>| 248164 | &nbsp;&nbsp;2142315 |
|  | Daiwa Industries Ltd. | 17700 | &nbsp;&nbsp;178000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DCM Holdings Co. <br>Ltd.<br>| 1772510 | &nbsp;&nbsp;18688897 |
|  | Denka Co. Ltd. | 177550 | &nbsp;&nbsp;3417453 |
| # | Denyo Co. Ltd. | 327400 | &nbsp;&nbsp;7764177 |
|  | DIC Corp. | 1092182 | &nbsp;&nbsp;26731007 |
| # | DKS Co. Ltd. | 94679 | &nbsp;&nbsp;6285389 |
|  | DMW Corp. | 45400 | &nbsp;&nbsp;1584621 |
|  | Doshisha Co. Ltd. | 136200 | &nbsp;&nbsp;2847273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dowa Holdings Co. <br>Ltd.<br>| 359500 | &nbsp;&nbsp;21292463 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;DyDo Group Holdings, <br>Inc.<br>| 16200 | &nbsp;&nbsp;258541 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Eagle Industry Co. <br>Ltd.<br>| 407899 | &nbsp;&nbsp;8170023 |
| # | EDION Corp. | 2078900 | &nbsp;&nbsp;28456836 |
| # | Ehime Bank Ltd. | 193870 | &nbsp;&nbsp;2132534 |
|  | Eizo Corp. | 39600 | &nbsp;&nbsp;554484 |
|  | EJ Holdings, Inc. | 68300 | &nbsp;&nbsp;794939 |
|  | Endo Lighting Corp. | 187200 | &nbsp;&nbsp;2880965 |
| # | Enomoto Co. Ltd. | 46417 | &nbsp;&nbsp;730766 |
| # | Enplas Corp. | 700 | &nbsp;&nbsp;41147 |
|  | Eslead Corp. | 182700 | &nbsp;&nbsp;7993355 |
|  | Exedy Corp. | 390336 | &nbsp;&nbsp;14384085 |
|  | EXEO Group, Inc. | 252500 | &nbsp;&nbsp;4212767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FALCO HOLDINGS <br>Co. Ltd.<br>| 11900 | &nbsp;&nbsp;205932 |
|  | FCC Co. Ltd. | 519945 | &nbsp;&nbsp;12658379 |
|  | Feed One Co. Ltd. | 358280 | &nbsp;&nbsp;2583595 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | Ferrotec Corp. | 466114 | &nbsp;&nbsp;$17821160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FIDEA Holdings Co. <br>Ltd.<br>| 23996 | &nbsp;&nbsp;311352 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;First Bank of Toyama <br>Ltd.<br>| 612100 | &nbsp;&nbsp;8816755 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;FJ Next Holdings Co. <br>Ltd.<br>| 434760 | &nbsp;&nbsp;4124322 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Foster Electric Co. <br>Ltd.<br>| 112190 | &nbsp;&nbsp;2014129 |
|  | F-Tech, Inc. | 8300 | &nbsp;&nbsp;42375 |
| # | Fuji Co. Ltd. | 12300 | &nbsp;&nbsp;167627 |
|  | Fuji Corp. Ltd. | 150646 | &nbsp;&nbsp;804322 |
| # | Fuji Die Co. Ltd. | 10200 | &nbsp;&nbsp;73367 |
| # | Fuji Pharma Co. Ltd. | 151200 | &nbsp;&nbsp;1868574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fuji Seal International, <br>Inc.<br>| 203270 | &nbsp;&nbsp;4203759 |
| # | Fujicco Co. Ltd. | 49900 | &nbsp;&nbsp;521617 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Fujikura Composites, <br>Inc.<br>| 400700 | &nbsp;&nbsp;5883883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fujikura Kasei Co. <br>Ltd.<br>| 83500 | &nbsp;&nbsp;402164 |
|  | Fujisash Co. Ltd. | 10700 | &nbsp;&nbsp;64409 |
|  | Fujishoji Co. Ltd. | 9200 | &nbsp;&nbsp;64897 |
| # | FuKoKu Co. Ltd. | 188600 | &nbsp;&nbsp;2450759 |
|  | Fukuda Corp. | 104800 | &nbsp;&nbsp;5287029 |
|  | Fukui Bank Ltd. | 33600 | &nbsp;&nbsp;634798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fukuyama <br>Transporting Co. <br>Ltd.<br>| 285162 | &nbsp;&nbsp;8480524 |
|  | Furukawa Co. Ltd. | 436056 | &nbsp;&nbsp;13059260 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Furuno Electric Co. <br>Ltd.<br>| 390400 | &nbsp;&nbsp;18017636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fuso Pharmaceutical <br>Industries Ltd.<br>| 43001 | &nbsp;&nbsp;632527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Futaba Industrial Co. <br>Ltd.<br>| 1140900 | &nbsp;&nbsp;7676429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fuyo General Lease <br>Co. Ltd.<br>| 618600 | &nbsp;&nbsp;17396229 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gakken Holdings Co. <br>Ltd.<br>| 206200 | &nbsp;&nbsp;1397502 |
|  | Gecoss Corp. | 282700 | &nbsp;&nbsp;2896925 |
|  | Geo Holdings Corp. | 357800 | &nbsp;&nbsp;4214875 |
|  | GLOBERIDE, Inc. | 38300 | &nbsp;&nbsp;544737 |
|  | Glory Ltd. | 380752 | &nbsp;&nbsp;9917761 |
|  | Godo Steel Ltd. | 119000 | &nbsp;&nbsp;3080581 |
|  | Goldcrest Co. Ltd. | 157930 | &nbsp;&nbsp;3394577 |
| # | Grandy House Corp. | 194800 | &nbsp;&nbsp;791900 |
|  | GS Yuasa Corp. | 640100 | &nbsp;&nbsp;14900573 |
| # | GSI Creos Corp. | 179414 | &nbsp;&nbsp;2913527 |
|  | G-Tekt Corp. | 453549 | &nbsp;&nbsp;5755557 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gun-Ei Chemical <br>Industry Co. Ltd.<br>| 31300 | &nbsp;&nbsp;990262 |
|  | Gunma Bank Ltd. | 5359796 | &nbsp;&nbsp;67478256 |
|  | Gunze Ltd. | 622992 | &nbsp;&nbsp;18109669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;H.U. Group Holdings, <br>Inc.<br>| 2971 | &nbsp;&nbsp;61710 |
|  | H2O Retailing Corp. | 1135939 | &nbsp;&nbsp;15555400 |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hagihara Industries, <br>Inc.<br>| 64105 | &nbsp;&nbsp;$706457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hagiwara Electric <br>Holdings Co. Ltd.<br>| 123998 | &nbsp;&nbsp;2956416 |
|  | Hamakyorex Co. Ltd. | 325100 | &nbsp;&nbsp;3856269 |
|  | Hanwa Co. Ltd. | 631000 | &nbsp;&nbsp;32088962 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Harima Chemicals <br>Group, Inc.<br>| 68000 | &nbsp;&nbsp;432838 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hashimoto Sogyo <br>Holdings Co. Ltd.<br>| 6300 | &nbsp;&nbsp;53113 |
|  | Heiwa Corp. | 21300 | &nbsp;&nbsp;279012 |
| # | Heiwado Co. Ltd. | 441010 | &nbsp;&nbsp;8403765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hibiya Engineering <br>Ltd.<br>| 98200 | &nbsp;&nbsp;3058387 |
| \* | Hino Motors Ltd. | 715487 | &nbsp;&nbsp;1925884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hirakawa Hewtech <br>Corp.<br>| 94733 | &nbsp;&nbsp;1686764 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hirano Tecseed Co. <br>Ltd.<br>| 20400 | &nbsp;&nbsp;242920 |
|  | Hirata Corp. | 136296 | &nbsp;&nbsp;2264821 |
|  | Hirogin Holdings, Inc. | 3637581 | &nbsp;&nbsp;41198885 |
|  | Hisaka Works Ltd. | 145400 | &nbsp;&nbsp;1450394 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hodogaya Chemical <br>Co. Ltd.<br>| 103648 | &nbsp;&nbsp;1530568 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hokkaido Coca-Cola <br>Bottling Co. Ltd.<br>| 130098 | &nbsp;&nbsp;3346069 |
|  | Hokkan Holdings Ltd. | 79500 | &nbsp;&nbsp;1200863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hokko Chemical <br>Industry Co. Ltd.<br>| 361100 | &nbsp;&nbsp;4091741 |
| # | Hokuetsu Corp. | 2414074 | &nbsp;&nbsp;14189682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hokuhoku Financial <br>Group, Inc.<br>| 1279210 | &nbsp;&nbsp;43964958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hokuriku Electric <br>Industry Co. Ltd.<br>| 112268 | &nbsp;&nbsp;2196421 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hokuriku Electrical <br>Construction Co. <br>Ltd.<br>| 184720 | &nbsp;&nbsp;1880876 |
|  | H-One Co. Ltd. | 5100 | &nbsp;&nbsp;47773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hoosiers Holdings Co. <br>Ltd.<br>| 257600 | &nbsp;&nbsp;2210025 |
|  | Hosiden Corp. | 944500 | &nbsp;&nbsp;15734434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hosokawa Micron <br>Corp.<br>| 2300 | &nbsp;&nbsp;91231 |
| # | Howa Machinery Ltd. | 67620 | &nbsp;&nbsp;604175 |
|  | Hyakugo Bank Ltd. | 2616190 | &nbsp;&nbsp;23792268 |
|  | Hyakujushi Bank Ltd. | 112099 | &nbsp;&nbsp;6061529 |
|  | Ichikawa Co. Ltd. | 3800 | &nbsp;&nbsp;83299 |
|  | Ichiken Co. Ltd. | 52203 | &nbsp;&nbsp;1685026 |
| # | Ichikoh Industries Ltd. | 287700 | &nbsp;&nbsp;957278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ichinen Holdings Co. <br>Ltd.<br>| 185800 | &nbsp;&nbsp;2536384 |
| # | Icom, Inc. | 4300 | &nbsp;&nbsp;83149 |
|  | Iino Kaiun Kaisha Ltd. | 574600 | &nbsp;&nbsp;5830457 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Inaba Seisakusho Co. <br>Ltd.<br>| 112800 | &nbsp;&nbsp;1165941 |
|  | Inabata & Co. Ltd. | 611100 | &nbsp;&nbsp;15467249 |
| # | Ines Corp. | 427100 | &nbsp;&nbsp;5187900 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;INFRONEER <br>Holdings, Inc.<br>| 755900 | &nbsp;&nbsp;$11321559 |
| # | Innotech Corp. | 320700 | &nbsp;&nbsp;4398291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Iriso Electronics Co. <br>Ltd.<br>| 101499 | &nbsp;&nbsp;2192043 |
|  | Iseki & Co. Ltd. | 127213 | &nbsp;&nbsp;1471953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ishihara Sangyo <br>Kaisha Ltd.<br>| 760400 | &nbsp;&nbsp;14436817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ishizuka Glass Co. <br>Ltd.<br>| 15199 | &nbsp;&nbsp;360968 |
|  | Itochu Enex Co. Ltd. | 507700 | &nbsp;&nbsp;6289931 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Itochu-Shokuhin Co. <br>Ltd.<br>| 82200 | &nbsp;&nbsp;5871787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Itoham Yonekyu <br>Holdings, Inc.<br>| 289940 | &nbsp;&nbsp;11287762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IwaiCosmo Holdings, <br>Inc.<br>| 426000 | &nbsp;&nbsp;9586998 |
|  | Iwatani Corp. | 320100 | &nbsp;&nbsp;3796703 |
|  | Iyogin Holdings, Inc. | 1454800 | &nbsp;&nbsp;27081036 |
|  | Izumi Co. Ltd. | 100100 | &nbsp;&nbsp;1980214 |
|  | J Trust Co. Ltd. | 34800 | &nbsp;&nbsp;109991 |
|  | Jaccs Co. Ltd. | 437900 | &nbsp;&nbsp;12003592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JAFCO Group Co. <br>Ltd.<br>| 447500 | &nbsp;&nbsp;7064317 |
| # | JANOME Corp. | 261100 | &nbsp;&nbsp;2025800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Cash Machine <br>Co. Ltd.<br>| 10000 | &nbsp;&nbsp;65811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Electronic <br>Materials Corp.<br>| 3000 | &nbsp;&nbsp;92548 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Japan Foundation <br>Engineering Co. <br>Ltd.<br>| 225300 | &nbsp;&nbsp;975780 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Japan Medical <br>Dynamic Marketing, <br>Inc.<br>| 57400 | &nbsp;&nbsp;180648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Oil <br>Transportation Co. <br>Ltd.<br>| 35321 | &nbsp;&nbsp;1238036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Pulp & Paper <br>Co. Ltd.<br>| 2185500 | &nbsp;&nbsp;13620228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Securities <br>Finance Co. Ltd.<br>| 342100 | &nbsp;&nbsp;4705608 |
|  | Japan Transcity Corp. | 844100 | &nbsp;&nbsp;6666656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Wool Textile <br>Co. Ltd.<br>| 781900 | &nbsp;&nbsp;9422825 |
| # | JK Holdings Co. Ltd. | 260000 | &nbsp;&nbsp;2410382 |
| # | JMS Co. Ltd. | 83561 | &nbsp;&nbsp;236787 |
|  | J-Oil Mills, Inc. | 308300 | &nbsp;&nbsp;4050870 |
|  | Joshin Denki Co. Ltd. | 140639 | &nbsp;&nbsp;2498001 |
|  | JSP Corp. | 149099 | &nbsp;&nbsp;2351742 |
|  | JTEKT Corp. | 614079 | &nbsp;&nbsp;7250950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Juroku Financial <br>Group, Inc.<br>| 424900 | &nbsp;&nbsp;22594038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;K&O Energy Group, <br>Inc.<br>| 253000 | &nbsp;&nbsp;6943507 |
|  | Kamei Corp. | 564500 | &nbsp;&nbsp;11271473 |
| # | Kanaden Corp. | 340900 | &nbsp;&nbsp;4701374 |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Kanadevia Corp. | 18400 | &nbsp;&nbsp;$121490 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kanagawa Chuo <br>Kotsu Co. Ltd.<br>| 1600 | &nbsp;&nbsp;37997 |
|  | Kanamoto Co. Ltd. | 374941 | &nbsp;&nbsp;9043200 |
|  | Kandenko Co. Ltd. | 451377 | &nbsp;&nbsp;16250646 |
|  | Kaneka Corp. | 680600 | &nbsp;&nbsp;20638407 |
|  | Kanematsu Corp. | 667260 | &nbsp;&nbsp;8764247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kanto Denka Kogyo <br>Co. Ltd.<br>| 198529 | &nbsp;&nbsp;1661143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Katakura Industries <br>Co. Ltd.<br>| 133500 | &nbsp;&nbsp;2537960 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kawada Technologies, <br>Inc.<br>| 284500 | &nbsp;&nbsp;8615766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kawai Musical <br>Instruments <br>Manufacturing Co. <br>Ltd.<br>| 2808 | &nbsp;&nbsp;49180 |
|  | Keihin Co. Ltd. | 31700 | &nbsp;&nbsp;598827 |
|  | KEIWA, Inc. | 14100 | &nbsp;&nbsp;121054 |
|  | Keiyo Bank Ltd. | 1178570 | &nbsp;&nbsp;14160643 |
|  | KEL Corp. | 4000 | &nbsp;&nbsp;39335 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kenko Mayonnaise <br>Co. Ltd.<br>| 141130 | &nbsp;&nbsp;1829701 |
|  | Kimoto Co. Ltd. | 38200 | &nbsp;&nbsp;62553 |
|  | Kimura Unity Co. Ltd. | 193200 | &nbsp;&nbsp;1142730 |
|  | Kitagawa Corp. | 28619 | &nbsp;&nbsp;327687 |
| # | Kita-Nippon Bank Ltd. | 10643 | &nbsp;&nbsp;323354 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kitano Construction <br>Corp.<br>| 346108 | &nbsp;&nbsp;3472115 |
|  | Kitz Corp. | 491900 | &nbsp;&nbsp;6420066 |
|  | Kiyo Bank Ltd. | 323800 | &nbsp;&nbsp;7907766 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;KNT-CT Holdings Co. <br>Ltd.<br>| 2848 | &nbsp;&nbsp;32167 |
|  | Koa Corp. | 151678 | &nbsp;&nbsp;1528454 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Koatsu Gas Kogyo <br>Co. Ltd.<br>| 211400 | &nbsp;&nbsp;1534422 |
|  | Kohnan Shoji Co. Ltd. | 189376 | &nbsp;&nbsp;4765990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koike Sanso Kogyo <br>Co. Ltd.<br>| 21400 | &nbsp;&nbsp;259937 |
| # | Kojima Co. Ltd. | 112200 | &nbsp;&nbsp;906570 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Komatsu Matere Co. <br>Ltd.<br>| 5035 | &nbsp;&nbsp;28299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Komatsu Wall Industry <br>Co. Ltd.<br>| 308800 | &nbsp;&nbsp;5667287 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Komehyo Holdings <br>Co. Ltd.<br>| 1300 | &nbsp;&nbsp;28064 |
|  | Komeri Co. Ltd. | 474800 | &nbsp;&nbsp;10131652 |
|  | Komori Corp. | 208371 | &nbsp;&nbsp;2261745 |
|  | Konica Minolta, Inc. | 890290 | &nbsp;&nbsp;3897013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Konoike Transport Co. <br>Ltd.<br>| 387600 | &nbsp;&nbsp;8342323 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Konoshima Chemical <br>Co. Ltd.<br>| 12588 | &nbsp;&nbsp;132808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KPP Group Holdings <br>Co. Ltd.<br>| 494812 | &nbsp;&nbsp;2828051 |
|  | Krosaki Harima Corp. | 5800 | &nbsp;&nbsp;157371 |
| # | KRS Corp. | 213300 | &nbsp;&nbsp;4119931 |
|  | K's Holdings Corp. | 556700 | &nbsp;&nbsp;5789621 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | KU Holdings Co. Ltd. | 213600 | &nbsp;&nbsp;$1738876 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kumagai Gumi Co. <br>Ltd.<br>| 897540 | &nbsp;&nbsp;10073202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kumiai Chemical <br>Industry Co. Ltd.<br>| 465100 | &nbsp;&nbsp;2115894 |
| # | Kurabo Industries Ltd. | 271400 | &nbsp;&nbsp;15944080 |
|  | Kureha Corp. | 283700 | &nbsp;&nbsp;8056872 |
| # | Kurimoto Ltd. | 893000 | &nbsp;&nbsp;9917165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuriyama Holdings <br>Corp.<br>| 109370 | &nbsp;&nbsp;1202756 |
|  | KVK Corp. | 2500 | &nbsp;&nbsp;39529 |
|  | KYB Corp. | 605600 | &nbsp;&nbsp;17205502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyodo Printing Co. <br>Ltd.<br>| 313200 | &nbsp;&nbsp;3315234 |
|  | Kyoei Steel Ltd. | 292843 | &nbsp;&nbsp;4719896 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kyokuto Boeki Kaisha <br>Ltd.<br>| 9400 | &nbsp;&nbsp;116431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyokuto Kaihatsu <br>Kogyo Co. Ltd.<br>| 586750 | &nbsp;&nbsp;12533408 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kyokuto Securities <br>Co. Ltd.<br>| 87957 | &nbsp;&nbsp;983372 |
| # | Kyokuyo Co. Ltd. | 62799 | &nbsp;&nbsp;2090639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyorin Pharmaceutical <br>Co. Ltd.<br>| 190099 | &nbsp;&nbsp;1995202 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kyosan Electric <br>Manufacturing Co. <br>Ltd.<br>| 853900 | &nbsp;&nbsp;3715701 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kyowa Electronic <br>Instruments Co. <br>Ltd.<br>| 232900 | &nbsp;&nbsp;1117208 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kyowa Leather Cloth <br>Co. Ltd.<br>| 122300 | &nbsp;&nbsp;861927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyushu Financial <br>Group, Inc.<br>| 223780 | &nbsp;&nbsp;1677424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyushu Leasing <br>Service Co. Ltd.<br>| 85000 | &nbsp;&nbsp;790693 |
|  | Lintec Corp. | 156600 | &nbsp;&nbsp;4831528 |
| # | Look Holdings, Inc. | 127599 | &nbsp;&nbsp;2036612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mabuchi Motor Co. <br>Ltd.<br>| 221000 | &nbsp;&nbsp;2076051 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Maezawa Industries, <br>Inc.<br>| 86200 | &nbsp;&nbsp;1170548 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Maezawa Kasei <br>Industries Co. Ltd.<br>| 224500 | &nbsp;&nbsp;3347153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maezawa Kyuso <br>Industries Co. Ltd.<br>| 317000 | &nbsp;&nbsp;3352865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Makino Milling <br>Machine Co. Ltd.<br>| 341012 | &nbsp;&nbsp;25131526 |
|  | Mamiya-Op Co. Ltd. | 15800 | &nbsp;&nbsp;174381 |
|  | Mandom Corp. | 32638 | &nbsp;&nbsp;669079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mars Group Holdings <br>Corp.<br>| 20000 | &nbsp;&nbsp;421934 |
|  | Marubun Corp. | 360600 | &nbsp;&nbsp;3196711 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Marudai Food Co. <br>Ltd.<br>| 339574 | &nbsp;&nbsp;5035732 |
|  | Maruha Nichiro Corp. | 1824612 | &nbsp;&nbsp;16433333 |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maruichi Steel Tube <br>Ltd.<br>| 646500 | &nbsp;&nbsp;$6406084 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Maruyama <br>Manufacturing Co., <br>Inc.<br>| 14300 | &nbsp;&nbsp;220008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maruzen CHI Holdings <br>Co. Ltd.<br>| 16900 | &nbsp;&nbsp;36492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maruzen Showa Unyu <br>Co. Ltd.<br>| 291200 | &nbsp;&nbsp;15841687 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Matsuda Sangyo Co. <br>Ltd.<br>| 215700 | &nbsp;&nbsp;8568516 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Matsui Construction <br>Co. Ltd.<br>| 272400 | &nbsp;&nbsp;2642275 |
|  | Maxell Ltd. | 276958 | &nbsp;&nbsp;3984316 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Medius Holdings Co. <br>Ltd.<br>| 6100 | &nbsp;&nbsp;32368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Megmilk Snow Brand <br>Co. Ltd.<br>| 628169 | &nbsp;&nbsp;13680861 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Meiji Electric <br>Industries Co. Ltd.<br>| 67300 | &nbsp;&nbsp;1025862 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Meiji Shipping Group <br>Co. Ltd.<br>| 15400 | &nbsp;&nbsp;71376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meisei Industrial Co. <br>Ltd.<br>| 484900 | &nbsp;&nbsp;5403703 |
|  | Meiwa Corp. | 112500 | &nbsp;&nbsp;672694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meiwa Estate Co. <br>Ltd.<br>| 194500 | &nbsp;&nbsp;1436464 |
| # | Menicon Co. Ltd. | 50390 | &nbsp;&nbsp;528427 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mie Kotsu Group <br>Holdings, Inc.<br>| 84846 | &nbsp;&nbsp;303948 |
| # | Mikuni Corp. | 21352 | &nbsp;&nbsp;53496 |
| # | Miraial Co. Ltd. | 60762 | &nbsp;&nbsp;502121 |
|  | Mirait One Corp. | 902609 | &nbsp;&nbsp;21658878 |
| # | Mirarth Holdings, Inc. | 656546 | &nbsp;&nbsp;1676035 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mitani Sangyo Co. <br>Ltd.<br>| 146500 | &nbsp;&nbsp;571473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mito Securities Co. <br>Ltd.<br>| 214771 | &nbsp;&nbsp;836344 |
| # | Mitsuba Corp. | 339641 | &nbsp;&nbsp;2870235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Kakoki <br>Kaisha Ltd.<br>| 312000 | &nbsp;&nbsp;6624276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Materials <br>Corp.<br>| 1758976 | &nbsp;&nbsp;50595357 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Paper Mills <br>Ltd.<br>| 100035 | &nbsp;&nbsp;431895 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Pencil Co. <br>Ltd.<br>| 34300 | &nbsp;&nbsp;508810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Steel <br>Manufacturing Co. <br>Ltd.<br>| 169116 | &nbsp;&nbsp;2055554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsui DM Sugar Co. <br>Ltd.<br>| 207506 | &nbsp;&nbsp;4510563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsui Matsushima <br>Holdings Co. Ltd.<br>| 59000 | &nbsp;&nbsp;545528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsuuroko Group <br>Holdings Co. Ltd.<br>| 443400 | &nbsp;&nbsp;6236998 |
| # | Miyazaki Bank Ltd. | 68226 | &nbsp;&nbsp;3438941 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Miyoshi Oil & Fat Co. <br>Ltd.<br>| 22600 | &nbsp;&nbsp;$364510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mizuho Leasing Co. <br>Ltd.<br>| 1902300 | &nbsp;&nbsp;17563352 |
|  | Mizuno Corp. | 92937 | &nbsp;&nbsp;1925489 |
| # | MORESCO Corp. | 6100 | &nbsp;&nbsp;74624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morinaga Milk Industry <br>Co. Ltd.<br>| 9200 | &nbsp;&nbsp;237580 |
| # | Moriroku Co. Ltd. | 77699 | &nbsp;&nbsp;1220791 |
|  | Morita Holdings Corp. | 140100 | &nbsp;&nbsp;2541432 |
| # | Morito Co. Ltd. | 156500 | &nbsp;&nbsp;1823236 |
| # | Mory Industries, Inc. | 599500 | &nbsp;&nbsp;3888497 |
|  | MrMax Holdings Ltd. | 133475 | &nbsp;&nbsp;678570 |
| # | Murakami Corp. | 58700 | &nbsp;&nbsp;2464390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Musashi Seimitsu <br>Industry Co. Ltd.<br>| 109500 | &nbsp;&nbsp;1937897 |
|  | Musashino Bank Ltd. | 337378 | &nbsp;&nbsp;12040593 |
|  | Muto Seiko Co. | 5100 | &nbsp;&nbsp;73786 |
|  | Nachi-Fujikoshi Corp. | 89888 | &nbsp;&nbsp;2845614 |
|  | Nadex Co. Ltd. | 4300 | &nbsp;&nbsp;27202 |
| # | Nafco Co. Ltd. | 64400 | &nbsp;&nbsp;907205 |
|  | Nagano Keiki Co. Ltd. | 44000 | &nbsp;&nbsp;758041 |
|  | Nagase & Co. Ltd. | 1468200 | &nbsp;&nbsp;38159454 |
|  | Nakabayashi Co. Ltd. | 226600 | &nbsp;&nbsp;863832 |
| # | Nakano Corp. | 24800 | &nbsp;&nbsp;202910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nakayama Steel <br>Works Ltd.<br>| 426300 | &nbsp;&nbsp;1735488 |
|  | Nanto Bank Ltd. | 111346 | &nbsp;&nbsp;4805558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Narasaki Sangyo Co. <br>Ltd.<br>| 34900 | &nbsp;&nbsp;897852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nasu Denki Tekko Co. <br>Ltd.<br>| 6600 | &nbsp;&nbsp;754144 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;NEC Capital Solutions <br>Ltd.<br>| 222900 | &nbsp;&nbsp;5869641 |
|  | Neturen Co. Ltd. | 681800 | &nbsp;&nbsp;5826678 |
|  | NHK Spring Co. Ltd. | 2441900 | &nbsp;&nbsp;44378336 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nicca Chemical Co. <br>Ltd.<br>| 37899 | &nbsp;&nbsp;395476 |
|  | Nice Corp. | 22200 | &nbsp;&nbsp;278673 |
|  | Nichicon Corp. | 103300 | &nbsp;&nbsp;1130487 |
|  | Nichiden Corp. | 47100 | &nbsp;&nbsp;769251 |
|  | Nichiha Corp. | 54300 | &nbsp;&nbsp;1195219 |
|  | Nichimo Co. Ltd. | 115100 | &nbsp;&nbsp;1875542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nichireki Group Co. <br>Ltd.<br>| 461800 | &nbsp;&nbsp;7196731 |
|  | Nichirin Co. Ltd. | 113560 | &nbsp;&nbsp;2698982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon Denkei Co. <br>Ltd.<br>| 75950 | &nbsp;&nbsp;1158889 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nihon House Holdings <br>Co. Ltd.<br>| 96397 | &nbsp;&nbsp;202671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon Kagaku Sangyo <br>Co. Ltd.<br>| 86300 | &nbsp;&nbsp;1476324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon Nohyaku Co. <br>Ltd.<br>| 595900 | &nbsp;&nbsp;3912112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon Parkerizing Co. <br>Ltd.<br>| 78800 | &nbsp;&nbsp;751187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon Tokushu Toryo <br>Co. Ltd.<br>| 146300 | &nbsp;&nbsp;2216062 |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon Yamamura <br>Glass Co. Ltd.<br>| 31599 | &nbsp;&nbsp;$631110 |
|  | Nikkiso Co. Ltd. | 814204 | &nbsp;&nbsp;9392192 |
| # | Nikko Co. Ltd. | 479200 | &nbsp;&nbsp;2526073 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nikkon Holdings Co. <br>Ltd.<br>| 1391800 | &nbsp;&nbsp;32993364 |
|  | Nippi, Inc. | 14300 | &nbsp;&nbsp;1298546 |
|  | Nippn Corp. | 588900 | &nbsp;&nbsp;10052805 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Beet Sugar <br>Manufacturing Co. <br>Ltd.<br>| 54999 | &nbsp;&nbsp;1474116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Carbide <br>Industries Co., Inc.<br>| 66406 | &nbsp;&nbsp;1166598 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Carbon Co. <br>Ltd.<br>| 8900 | &nbsp;&nbsp;265213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Chemical <br>Industrial Co. Ltd.<br>| 52083 | &nbsp;&nbsp;1101845 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Chemi-Con <br>Corp.<br>| 147784 | &nbsp;&nbsp;1434651 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Concrete <br>Industries Co. Ltd.<br>| 464099 | &nbsp;&nbsp;1031453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Denko Co. <br>Ltd.<br>| 736100 | &nbsp;&nbsp;1830244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Densetsu <br>Kogyo Co. Ltd.<br>| 396999 | &nbsp;&nbsp;8954802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Electric Glass <br>Co. Ltd.<br>| 1185900 | &nbsp;&nbsp;51574765 |
|  | Nippon Hume Corp. | 437800 | &nbsp;&nbsp;4545169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Kayaku Co. <br>Ltd.<br>| 994000 | &nbsp;&nbsp;11551916 |
| # | Nippon Kodoshi Corp. | 1000 | &nbsp;&nbsp;21770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Light Metal <br>Holdings Co. Ltd.<br>| 446517 | &nbsp;&nbsp;7877509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Paper <br>Industries Co. Ltd.<br>| 717957 | &nbsp;&nbsp;5451780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Rietec Co. <br>Ltd.<br>| 27640 | &nbsp;&nbsp;398583 |
|  | Nippon Seiki Co. Ltd. | 497000 | &nbsp;&nbsp;8048980 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Seisen Co. <br>Ltd.<br>| 238400 | &nbsp;&nbsp;1935130 |
|  | Nippon Sharyo Ltd. | 37899 | &nbsp;&nbsp;900860 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Sheet Glass <br>Co. Ltd.<br>| 739307 | &nbsp;&nbsp;3284696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Shinyaku Co. <br>Ltd.<br>| 10000 | &nbsp;&nbsp;333799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Shokubai Co. <br>Ltd.<br>| 1220300 | &nbsp;&nbsp;17575709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Signal Co. <br>Ltd.<br>| 473609 | &nbsp;&nbsp;4061402 |
|  | Nippon Soda Co. Ltd. | 881800 | &nbsp;&nbsp;21044362 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Thompson Co. <br>Ltd.<br>| 666363 | &nbsp;&nbsp;3962854 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Yakin Kogyo <br>Co. Ltd.<br>| 261546 | &nbsp;&nbsp;8095502 |
|  | Nipro Corp. | 804996 | &nbsp;&nbsp;7397643 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nishikawa Rubber Co. <br>Ltd.<br>| 37800 | &nbsp;&nbsp;901780 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nishi-Nippon Financial <br>Holdings, Inc.<br>| 1992400 | &nbsp;&nbsp;$48258006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nishio Holdings Co. <br>Ltd.<br>| 196700 | &nbsp;&nbsp;6110544 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nissan Shatai Co. <br>Ltd.<br>| 31100 | &nbsp;&nbsp;199989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nissan Tokyo Sales <br>Holdings Co. Ltd.<br>| 504200 | &nbsp;&nbsp;1720130 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nissei Plastic <br>Industrial Co. Ltd.<br>| 190200 | &nbsp;&nbsp;1072221 |
|  | Nissha Co. Ltd. | 323015 | &nbsp;&nbsp;2611599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nisshin Group <br>Holdings Co. Ltd.<br>| 695400 | &nbsp;&nbsp;3629077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nisshin Oillio Group <br>Ltd.<br>| 619200 | &nbsp;&nbsp;22607432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nisshinbo Holdings, <br>Inc.<br>| 1850374 | &nbsp;&nbsp;17155982 |
|  | Nissui Corp. | 1329700 | &nbsp;&nbsp;11209440 |
|  | Nitta Corp. | 135096 | &nbsp;&nbsp;3559385 |
|  | Nitta Gelatin, Inc. | 99437 | &nbsp;&nbsp;809109 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nittetsu Mining Co. <br>Ltd.<br>| 1437990 | &nbsp;&nbsp;33368933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nitto Fuji Flour Milling <br>Co. Ltd.<br>| 62500 | &nbsp;&nbsp;2822579 |
| # | Nitto Kohki Co. Ltd. | 43600 | &nbsp;&nbsp;528817 |
| # | Nitto Seiko Co. Ltd. | 483147 | &nbsp;&nbsp;2253894 |
|  | Nittoku Co. Ltd. | 25900 | &nbsp;&nbsp;392789 |
|  | Nojima Corp. | 26100 | &nbsp;&nbsp;182117 |
|  | NOK Corp. | 894320 | &nbsp;&nbsp;17417356 |
|  | Noritake Co. Ltd. | 417100 | &nbsp;&nbsp;16570240 |
| # | Noritsu Koki Co. Ltd. | 580200 | &nbsp;&nbsp;8270010 |
|  | Noritz Corp. | 269062 | &nbsp;&nbsp;3597462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;North Pacific Bank <br>Ltd.<br>| 4002800 | &nbsp;&nbsp;23913119 |
|  | NPR-RIKEN Corp. | 315445 | &nbsp;&nbsp;7419159 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;NS United Kaiun <br>Kaisha Ltd.<br>| 224700 | &nbsp;&nbsp;10024405 |
|  | NSK Ltd. | 506200 | &nbsp;&nbsp;3520394 |
|  | NTN Corp. | 6022348 | &nbsp;&nbsp;14433968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ogaki Kyoritsu Bank <br>Ltd.<br>| 53330 | &nbsp;&nbsp;1947770 |
| # | Ohara, Inc. | 47900 | &nbsp;&nbsp;331832 |
|  | Ohashi Technica, Inc. | 367600 | &nbsp;&nbsp;2725408 |
|  | Oiles Corp. | 39800 | &nbsp;&nbsp;626072 |
|  | Oita Bank Ltd. | 1200 | &nbsp;&nbsp;63669 |
| # | Okabe Co. Ltd. | 220659 | &nbsp;&nbsp;1361497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Okamoto Industries, <br>Inc.<br>| 400 | &nbsp;&nbsp;14243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Okamoto Machine <br>Tool Works Ltd.<br>| 16300 | &nbsp;&nbsp;511637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Okasan Securities <br>Group, Inc.<br>| 1210300 | &nbsp;&nbsp;6930802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oki Electric Industry <br>Co. Ltd.<br>| 1120485 | &nbsp;&nbsp;14784817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Okinawa Financial <br>Group, Inc.<br>| 172328 | &nbsp;&nbsp;5870328 |
|  | OKUMA Corp. | 70900 | &nbsp;&nbsp;1759653 |
|  | Okumura Corp. | 306400 | &nbsp;&nbsp;12760445 |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Okura Industrial Co. <br>Ltd.<br>| 141749 | &nbsp;&nbsp;$4370559 |
| # | Okuwa Co. Ltd. | 160992 | &nbsp;&nbsp;906100 |
|  | Onamba Co. Ltd. | 6800 | &nbsp;&nbsp;62877 |
| # | Onoken Co. Ltd. | 235349 | &nbsp;&nbsp;2168223 |
| # | Orient Corp. | 193652 | &nbsp;&nbsp;1376701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oriental Shiraishi <br>Corp.<br>| 791600 | &nbsp;&nbsp;2101974 |
| # | Osaka Steel Co. Ltd. | 314600 | &nbsp;&nbsp;6407656 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Osaki Electric Co. <br>Ltd.<br>| 500360 | &nbsp;&nbsp;4020624 |
|  | OUG Holdings, Inc. | 24500 | &nbsp;&nbsp;630589 |
|  | Oyo Corp. | 30500 | &nbsp;&nbsp;567876 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Industrial Co. <br>Ltd.<br>| 891024 | &nbsp;&nbsp;17372230 |
|  | Pack Corp. | 78900 | &nbsp;&nbsp;661665 |
|  | PALTAC Corp. | 17200 | &nbsp;&nbsp;538259 |
|  | Parker Corp. | 31800 | &nbsp;&nbsp;304371 |
| # | Pegasus Co. Ltd. | 81979 | &nbsp;&nbsp;384810 |
| # | PHC Holdings Corp. | 31800 | &nbsp;&nbsp;223188 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Pickles Holdings Co. <br>Ltd.<br>| 2995 | &nbsp;&nbsp;24244 |
| # | Piolax, Inc. | 451787 | &nbsp;&nbsp;5079011 |
|  | Press Kogyo Co. Ltd. | 1813900 | &nbsp;&nbsp;10251924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prima Meat Packers <br>Ltd.<br>| 12400 | &nbsp;&nbsp;221505 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Procrea Holdings, <br>Inc.<br>| 42746 | &nbsp;&nbsp;741060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PS Construction Co. <br>Ltd.<br>| 162129 | &nbsp;&nbsp;3185650 |
|  | Raiznext Corp. | 11000 | &nbsp;&nbsp;179391 |
| # | Rasa Corp. | 105200 | &nbsp;&nbsp;1394003 |
| # | Rasa Industries Ltd. | 102000 | &nbsp;&nbsp;4826651 |
|  | Rengo Co. Ltd. | 1471700 | &nbsp;&nbsp;12607686 |
| #\* | RENOVA, Inc. | 315545 | &nbsp;&nbsp;1411095 |
|  | Restar Corp. | 127700 | &nbsp;&nbsp;2430789 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Retail Partners Co. <br>Ltd.<br>| 153700 | &nbsp;&nbsp;1342531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rheon Automatic <br>Machinery Co. Ltd.<br>| 6499 | &nbsp;&nbsp;64687 |
| # | Rhythm Co. Ltd. | 124300 | &nbsp;&nbsp;3265883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ricoh Leasing Co. <br>Ltd.<br>| 358800 | &nbsp;&nbsp;13904288 |
| # | Riken Technos Corp. | 926300 | &nbsp;&nbsp;9984689 |
|  | Rion Co. Ltd. | 9500 | &nbsp;&nbsp;168631 |
|  | Rokko Butter Co. Ltd. | 4200 | &nbsp;&nbsp;32270 |
|  | Ryobi Ltd. | 378132 | &nbsp;&nbsp;6657402 |
|  | RYODEN Corp. | 367300 | &nbsp;&nbsp;8755745 |
|  | S Foods, Inc. | 33200 | &nbsp;&nbsp;653919 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sac's Bar Holdings, <br>Inc.<br>| 5800 | &nbsp;&nbsp;30537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sakai Chemical <br>Industry Co. Ltd.<br>| 248584 | &nbsp;&nbsp;5349772 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sakai Heavy <br>Industries Ltd.<br>| 141200 | &nbsp;&nbsp;2006186 |
|  | Sakata INX Corp. | 367030 | &nbsp;&nbsp;5628454 |
| # | Sala Corp. | 661540 | &nbsp;&nbsp;4744311 |
|  | San Holdings, Inc. | 380500 | &nbsp;&nbsp;3653955 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;San ju San Financial <br>Group, Inc.<br>| 107730 | &nbsp;&nbsp;$3495040 |
|  | San-Ai Obbli Co. Ltd. | 688300 | &nbsp;&nbsp;9781624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;San-In Godo Bank <br>Ltd.<br>| 2961500 | &nbsp;&nbsp;30294212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanki Engineering Co. <br>Ltd.<br>| 139100 | &nbsp;&nbsp;5992479 |
|  | Sanko Gosei Ltd. | 363747 | &nbsp;&nbsp;2266449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanko Metal Industrial <br>Co. Ltd.<br>| 205500 | &nbsp;&nbsp;1914824 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sankyo Seiko Co. <br>Ltd.<br>| 296700 | &nbsp;&nbsp;1511217 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sankyo Tateyama, <br>Inc.<br>| 152736 | &nbsp;&nbsp;636119 |
|  | Sankyu, Inc. | 13800 | &nbsp;&nbsp;822140 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sanoh Industrial Co. <br>Ltd.<br>| 242200 | &nbsp;&nbsp;1337117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sansei Technologies, <br>Inc.<br>| 94723 | &nbsp;&nbsp;1488468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sansha Electric <br>Manufacturing Co. <br>Ltd.<br>| 142400 | &nbsp;&nbsp;934353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanshin Electronics <br>Co. Ltd.<br>| 7400 | &nbsp;&nbsp;150098 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sanyo Chemical <br>Industries Ltd.<br>| 80600 | &nbsp;&nbsp;2879491 |
|  | Sanyo Denki Co. Ltd. | 236100 | &nbsp;&nbsp;6348162 |
|  | Sanyo Industries Ltd. | 42000 | &nbsp;&nbsp;1191868 |
|  | Sanyo Shokai Ltd. | 25900 | &nbsp;&nbsp;736646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanyo Trading Co. <br>Ltd.<br>| 153600 | &nbsp;&nbsp;1578556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sata Construction Co. <br>Ltd.<br>| 8900 | &nbsp;&nbsp;69946 |
|  | Sato Corp. | 22800 | &nbsp;&nbsp;342094 |
| # | Sato Shoji Corp. | 236800 | &nbsp;&nbsp;3606171 |
|  | SAXA, Inc. | 64599 | &nbsp;&nbsp;2753973 |
| #\* | SBI ARUHI Corp. | 7100 | &nbsp;&nbsp;40781 |
|  | Scroll Corp. | 4900 | &nbsp;&nbsp;41310 |
|  | SEC Carbon Ltd. | 19700 | &nbsp;&nbsp;341420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seibu Electric & <br>Machinery Co. Ltd.<br>| 5500 | &nbsp;&nbsp;92142 |
| # | Seika Corp. | 246498 | &nbsp;&nbsp;3708332 |
|  | Seiko Group Corp. | 243264 | &nbsp;&nbsp;12152233 |
|  | Sekisui Jushi Corp. | 240013 | &nbsp;&nbsp;3229516 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Sekisui Kasei Co. <br>Ltd.<br>| 12397 | &nbsp;&nbsp;33877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Senshu Ikeda <br>Holdings, Inc.<br>| 4018444 | &nbsp;&nbsp;21272341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shibaura Machine Co. <br>Ltd.<br>| 215400 | &nbsp;&nbsp;5930088 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shibusawa Logistics <br>Corp.<br>| 654400 | &nbsp;&nbsp;5500124 |
| # | Shibuya Corp. | 45600 | &nbsp;&nbsp;1038431 |
|  | Shiga Bank Ltd. | 163000 | &nbsp;&nbsp;8336311 |
|  | Shikibo Ltd. | 4570 | &nbsp;&nbsp;31911 |
| # | Shikoku Bank Ltd. | 277699 | &nbsp;&nbsp;3660428 |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinagawa Refra Co. <br>Ltd.<br>| 527900 | &nbsp;&nbsp;$7327191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shindengen Electric <br>Manufacturing Co. <br>Ltd.<br>| 40199 | &nbsp;&nbsp;952022 |
|  | Shinko Shoji Co. Ltd. | 43800 | &nbsp;&nbsp;305437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinmaywa Industries <br>Ltd.<br>| 337100 | &nbsp;&nbsp;4763213 |
|  | Shinnihon Corp. | 492000 | &nbsp;&nbsp;6351590 |
|  | Shinsho Corp. | 342197 | &nbsp;&nbsp;5883949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinwa Co. Ltd. (3447 <br>JP)<br>| 52300 | &nbsp;&nbsp;320692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinwa Co. Ltd. (7607 <br>JP)<br>| 2700 | &nbsp;&nbsp;54653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shizuoka Gas Co. <br>Ltd.<br>| 729000 | &nbsp;&nbsp;5770356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Showa Sangyo Co. <br>Ltd.<br>| 111063 | &nbsp;&nbsp;2262468 |
|  | Siix Corp. | 242920 | &nbsp;&nbsp;1985587 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sinanen Holdings Co. <br>Ltd.<br>| 119700 | &nbsp;&nbsp;4935200 |
|  | Sintokogio Ltd. | 276362 | &nbsp;&nbsp;2037660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SK-Electronics Co. <br>Ltd.<br>| 18563 | &nbsp;&nbsp;400091 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SKY Perfect JSAT <br>Holdings, Inc.<br>| 2834700 | &nbsp;&nbsp;40975205 |
| # | SMK Corp. | 11049 | &nbsp;&nbsp;198532 |
| # | Soda Nikka Co. Ltd. | 150900 | &nbsp;&nbsp;1142084 |
|  | Sodick Co. Ltd. | 182366 | &nbsp;&nbsp;1233194 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Soken Chemical & <br>Engineering Co. <br>Ltd.<br>| 172000 | &nbsp;&nbsp;3137487 |
| # | Space Co. Ltd. | 7400 | &nbsp;&nbsp;73859 |
| # | SPK Corp. | 110236 | &nbsp;&nbsp;1655413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stanley Electric Co. <br>Ltd.<br>| 9300 | &nbsp;&nbsp;183212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Star Mica Holdings <br>Co. Ltd.<br>| 72229 | &nbsp;&nbsp;681973 |
|  | Starzen Co. Ltd. | 544270 | &nbsp;&nbsp;4649341 |
|  | Stella Chemifa Corp. | 43200 | &nbsp;&nbsp;1484392 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Subaru Enterprise Co. <br>Ltd.<br>| 54200 | &nbsp;&nbsp;1059714 |
| # | Sugimoto & Co. Ltd. | 267838 | &nbsp;&nbsp;2459670 |
|  | SUMCO Corp. | 1281554 | &nbsp;&nbsp;13379440 |
| # | Sumida Corp. | 296216 | &nbsp;&nbsp;2268109 |
|  | Suminoe Co. Ltd. | 114100 | &nbsp;&nbsp;937750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Heavy <br>Industries Ltd.<br>| 132300 | &nbsp;&nbsp;4119110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Osaka <br>Cement Co. Ltd.<br>| 408324 | &nbsp;&nbsp;11005471 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Seika <br>Chemicals Co. Ltd.<br>| 126714 | &nbsp;&nbsp;4393247 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Warehouse <br>Co. Ltd.<br>| 1109800 | &nbsp;&nbsp;26621891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun Frontier <br>Fudousan Co. Ltd.<br>| 489000 | &nbsp;&nbsp;7756596 |
| # | Suncall Corp. | 40800 | &nbsp;&nbsp;252578 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sun-Wa Technos <br>Corp.<br>| 257700 | &nbsp;&nbsp;$5005728 |
|  | Suruga Bank Ltd. | 2652300 | &nbsp;&nbsp;33312786 |
|  | Suzuken Co. Ltd. | 14738 | &nbsp;&nbsp;594083 |
| # | Suzuki Co. Ltd. | 203923 | &nbsp;&nbsp;3296211 |
|  | T Hasegawa Co. Ltd. | 54900 | &nbsp;&nbsp;1009957 |
|  | T RAD Co. Ltd. | 64900 | &nbsp;&nbsp;3584004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tachibana Eletech Co. <br>Ltd.<br>| 368520 | &nbsp;&nbsp;7257170 |
| # | Tachikawa Corp. | 207261 | &nbsp;&nbsp;2591603 |
|  | Tachi-S Co. Ltd. | 219100 | &nbsp;&nbsp;2986629 |
|  | Tadano Ltd. | 268900 | &nbsp;&nbsp;1987288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taihei Dengyo Kaisha <br>Ltd.<br>| 726300 | &nbsp;&nbsp;10492137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiheiyo Cement <br>Corp.<br>| 1120921 | &nbsp;&nbsp;30802184 |
|  | Taiho Kogyo Co. Ltd. | 39299 | &nbsp;&nbsp;215351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taisei Lamick Group <br>Head Quarter & <br>Innovation Co. Ltd.<br>| 6300 | &nbsp;&nbsp;105169 |
|  | Taiyo Yuden Co. Ltd. | 761215 | &nbsp;&nbsp;16096267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takamatsu <br>Construction Group <br>Co. Ltd.<br>| 166800 | &nbsp;&nbsp;4126242 |
| # | Takamiya Co. Ltd. | 43800 | &nbsp;&nbsp;125198 |
| # | Takano Co. Ltd. | 700 | &nbsp;&nbsp;3687 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Takaoka Toko Co. <br>Ltd.<br>| 221344 | &nbsp;&nbsp;6616800 |
|  | Takara Holdings, Inc. | 50400 | &nbsp;&nbsp;520544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takara Standard Co. <br>Ltd.<br>| 549853 | &nbsp;&nbsp;10499221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takasago International <br>Corp.<br>| 837550 | &nbsp;&nbsp;8178547 |
| # | Takashima & Co. Ltd. | 401200 | &nbsp;&nbsp;2349372 |
|  | Takashimaya Co. Ltd. | 1745934 | &nbsp;&nbsp;21823247 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Take & Give Needs <br>Co. Ltd.<br>| 5500 | &nbsp;&nbsp;28326 |
| # | TAKEBISHI Corp. | 66700 | &nbsp;&nbsp;986173 |
|  | Tamura Corp. | 479838 | &nbsp;&nbsp;1977717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tanabe Engineering <br>Corp.<br>| 26400 | &nbsp;&nbsp;476790 |
|  | Tayca Corp. | 100383 | &nbsp;&nbsp;904674 |
| # | Tbk Co. Ltd. | 36400 | &nbsp;&nbsp;88770 |
|  | Techno Ryowa Ltd. | 220770 | &nbsp;&nbsp;11118964 |
|  | Teijin Ltd. | 986626 | &nbsp;&nbsp;9544982 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Teikoku Tsushin <br>Kogyo Co. Ltd.<br>| 158200 | &nbsp;&nbsp;2802610 |
| # | Tera Probe, Inc. | 24596 | &nbsp;&nbsp;1168610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Terasaki Electric Co. <br>Ltd.<br>| 19800 | &nbsp;&nbsp;567041 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tess Holdings Co. <br>Ltd.<br>| 230400 | &nbsp;&nbsp;548867 |
|  | THK Co. Ltd. | 60792 | &nbsp;&nbsp;1816301 |
|  | Tigers Polymer Corp. | 212200 | &nbsp;&nbsp;1321912 |
|  | Toa Corp. (1885 JP) | 1057400 | &nbsp;&nbsp;21503484 |
|  | Toa Corp. (6809 JP) | 151167 | &nbsp;&nbsp;1615324 |
|  | TOA ROAD Corp. | 203000 | &nbsp;&nbsp;2288320 |
|  | Toagosei Co. Ltd. | 1609200 | &nbsp;&nbsp;18290995 |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TOBISHIMA <br>HOLDINGS, Inc.<br>| 232576 | &nbsp;&nbsp;$3654705 |
|  | Toda Corp. | 1960100 | &nbsp;&nbsp;17109175 |
|  | Toenec Corp. | 1078900 | &nbsp;&nbsp;14292792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Togami Electric <br>Manufacturing Co. <br>Ltd.<br>| 13600 | &nbsp;&nbsp;411629 |
| # | Toho Bank Ltd. | 1006945 | &nbsp;&nbsp;3921430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toho Holdings Co. <br>Ltd.<br>| 36600 | &nbsp;&nbsp;1094201 |
| # | Tohoku Bank Ltd. | 50670 | &nbsp;&nbsp;500427 |
|  | Tokai Carbon Co. Ltd. | 699771 | &nbsp;&nbsp;4841972 |
|  | Tokai Corp. | 92163 | &nbsp;&nbsp;1469066 |
|  | Tokai Rika Co. Ltd. | 809900 | &nbsp;&nbsp;16415515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokai Tokyo Financial <br>Holdings, Inc.<br>| 2663365 | &nbsp;&nbsp;12760329 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tokushu Tokai Paper <br>Co. Ltd.<br>| 484143 | &nbsp;&nbsp;5170842 |
|  | Tokuyama Corp. | 966667 | &nbsp;&nbsp;25272783 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Energy & <br>Systems, Inc.<br>| 432110 | &nbsp;&nbsp;5138507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Kiraboshi <br>Financial Group, <br>Inc.<br>| 337888 | &nbsp;&nbsp;22060527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Rope <br>Manufacturing Co. <br>Ltd.<br>| 161100 | &nbsp;&nbsp;1747803 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Sangyo Co. <br>Ltd.<br>| 298700 | &nbsp;&nbsp;1845706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Steel <br>Manufacturing Co. <br>Ltd.<br>| 48800 | &nbsp;&nbsp;476470 |
| # | Tokyo Tekko Co. Ltd. | 121500 | &nbsp;&nbsp;4841427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyu Construction <br>Co. Ltd.<br>| 235500 | &nbsp;&nbsp;1945990 |
|  | Toli Corp. | 929700 | &nbsp;&nbsp;4582960 |
|  | Tomato Bank Ltd. | 35600 | &nbsp;&nbsp;370552 |
| # | Tomen Devices Corp. | 5300 | &nbsp;&nbsp;399920 |
| # | Tomoe Corp. | 634100 | &nbsp;&nbsp;8310005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tomoe Engineering <br>Co. Ltd.<br>| 284700 | &nbsp;&nbsp;3555060 |
|  | Tomoku Co. Ltd. | 233164 | &nbsp;&nbsp;5227015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TOMONY Holdings, <br>Inc.<br>| 666786 | &nbsp;&nbsp;3773668 |
|  | Topre Corp. | 357299 | &nbsp;&nbsp;5820525 |
|  | Topy Industries Ltd. | 94899 | &nbsp;&nbsp;1923346 |
| # | Tosho Co. Ltd. | 53299 | &nbsp;&nbsp;257820 |
| # | Towa Bank Ltd. | 255402 | &nbsp;&nbsp;1905944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Towa Pharmaceutical <br>Co. Ltd.<br>| 154340 | &nbsp;&nbsp;3594666 |
| # | Toyo Innovex Co. Ltd. | 59300 | &nbsp;&nbsp;260726 |
|  | Toyo Kanetsu KK | 179000 | &nbsp;&nbsp;3081916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toyo Logistics Co. <br>Ltd.<br>| 1499 | &nbsp;&nbsp;19790 |
| # | Toyo Tanso Co. Ltd. | 34375 | &nbsp;&nbsp;1201029 |
|  | Toyo Tire Corp. | 1180692 | &nbsp;&nbsp;31819320 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Toyo Wharf & <br>Warehouse Co. <br>Ltd.<br>| 21999 | &nbsp;&nbsp;$255913 |
| # | Toyobo Co. Ltd. | 318573 | &nbsp;&nbsp;2733953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toyoda Gosei Co. <br>Ltd.<br>| 318601 | &nbsp;&nbsp;8655718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Boshoku <br>Corp.<br>| 172700 | &nbsp;&nbsp;2899966 |
|  | TPR Co. Ltd. | 452942 | &nbsp;&nbsp;3936326 |
|  | Trinity Industrial Corp. | 12100 | &nbsp;&nbsp;102579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trusco Nakayama <br>Corp.<br>| 31500 | &nbsp;&nbsp;497842 |
|  | TS Tech Co. Ltd. | 1113800 | &nbsp;&nbsp;13683153 |
| # | TSI Holdings Co. Ltd. | 623305 | &nbsp;&nbsp;4251588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tsubakimoto Chain <br>Co.<br>| 1219563 | &nbsp;&nbsp;18707927 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tsubakimoto Kogyo <br>Co. Ltd.<br>| 62100 | &nbsp;&nbsp;1147702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tsukishima Holdings <br>Co. Ltd.<br>| 462530 | &nbsp;&nbsp;8886677 |
| # | Tsukuba Bank Ltd. | 297767 | &nbsp;&nbsp;984660 |
|  | Tsumura & Co. | 108038 | &nbsp;&nbsp;2855964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tsurumi Manufacturing <br>Co. Ltd.<br>| 382600 | &nbsp;&nbsp;5400641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TV Asahi Holdings <br>Corp.<br>| 168700 | &nbsp;&nbsp;3901538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tv Tokyo Holdings <br>Corp.<br>| 128400 | &nbsp;&nbsp;3797855 |
|  | TYK Corp. | 467200 | &nbsp;&nbsp;1865523 |
|  | UACJ Corp. | 2597076 | &nbsp;&nbsp;41105266 |
|  | UBE Corp. | 1278955 | &nbsp;&nbsp;22117343 |
|  | Ueki Corp. | 29200 | &nbsp;&nbsp;540878 |
| # | Unipres Corp. | 269639 | &nbsp;&nbsp;2384909 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;UNISOL Holdings <br>Corp.<br>| 126014 | &nbsp;&nbsp;1861491 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;United Super Markets <br>Holdings, Inc.<br>| 263100 | &nbsp;&nbsp;1585787 |
|  | Ushio, Inc. | 19400 | &nbsp;&nbsp;348747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;V Technology Co. <br>Ltd.<br>| 7800 | &nbsp;&nbsp;157356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valor Holdings Co. <br>Ltd.<br>| 325830 | &nbsp;&nbsp;7376975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vital KSK Holdings, <br>Inc.<br>| 142600 | &nbsp;&nbsp;1294791 |
|  | VT Holdings Co. Ltd. | 197564 | &nbsp;&nbsp;694475 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Wakachiku <br>Construction Co. <br>Ltd.<br>| 148800 | &nbsp;&nbsp;4427001 |
|  | Wakita & Co. Ltd. | 832300 | &nbsp;&nbsp;10845652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Warabeya Nichiyo <br>Holdings Co. Ltd.<br>| 162768 | &nbsp;&nbsp;3623414 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Wellneo Sugar Co. <br>Ltd.<br>| 177200 | &nbsp;&nbsp;3276994 |
|  | World Co. Ltd. | 278500 | &nbsp;&nbsp;5651614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;World Holdings Co. <br>Ltd.<br>| 4300 | &nbsp;&nbsp;70390 |
|  | Wowow, Inc. | 19200 | &nbsp;&nbsp;179969 |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Xebio Holdings Co. <br>Ltd.<br>| 157746 | &nbsp;&nbsp;$1098517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yahagi Construction <br>Co. Ltd.<br>| 226300 | &nbsp;&nbsp;3396710 |
|  | YAMABIKO Corp. | 387345 | &nbsp;&nbsp;8063732 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yamae Group <br>Holdings Co. Ltd.<br>| 20736 | &nbsp;&nbsp;375134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamaguchi Financial <br>Group, Inc.<br>| 230247 | &nbsp;&nbsp;3667588 |
| # | Yamatane Corp. | 406198 | &nbsp;&nbsp;5938966 |
|  | Yamato Corp. | 337500 | &nbsp;&nbsp;5102648 |
| # | Yamaya Corp. | 53700 | &nbsp;&nbsp;772797 |
|  | Yamazen Corp. | 219500 | &nbsp;&nbsp;2024523 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yasuda Logistics <br>Corp.<br>| 316700 | &nbsp;&nbsp;4563501 |
|  | Yellow Hat Ltd. | 503600 | &nbsp;&nbsp;5498170 |
|  | Yodoko Ltd. | 2169300 | &nbsp;&nbsp;19653398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yokogawa Bridge <br>Holdings Corp.<br>| 223000 | &nbsp;&nbsp;4488321 |
| # | Yokorei Co. Ltd. | 883400 | &nbsp;&nbsp;7254323 |
|  | Yokowo Co. Ltd. | 77175 | &nbsp;&nbsp;1099242 |
|  | Yondenko Corp. | 465500 | &nbsp;&nbsp;5044048 |
| # | Yorozu Corp. | 71707 | &nbsp;&nbsp;472294 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yotai Refractories Co. <br>Ltd.<br>| 7800 | &nbsp;&nbsp;91814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuasa Funashoku Co. <br>Ltd.<br>| 157196 | &nbsp;&nbsp;1792268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuasa Trading Co. <br>Ltd.<br>| 48900 | &nbsp;&nbsp;1792208 |
|  | Yuken Kogyo Co. Ltd. | 6300 | &nbsp;&nbsp;132212 |
|  | Yurtec Corp. | 1000000 | &nbsp;&nbsp;17582129 |
| # | Yushiro, Inc. | 154200 | &nbsp;&nbsp;3027918 |
|  | Yutaka Giken Co. Ltd. | 15500 | &nbsp;&nbsp;329927 |
|  | Zacros Corp. | 266400 | &nbsp;&nbsp;2005822 |
|  | Zeon Corp. | 590900 | &nbsp;&nbsp;7220704 |
| TOTAL JAPAN | TOTAL JAPAN |  | &nbsp;&nbsp;3896202536 |
| NETHERLANDS — (2.6%) | NETHERLANDS — (2.6%) | NETHERLANDS — (2.6%) |  |
|  | Aalberts NV | 202354 | &nbsp;&nbsp;7770096 |
|  | Acomo NV | 51965 | &nbsp;&nbsp;1532643 |
|  | Aegon Ltd. (AEG US) | 1176528 | &nbsp;&nbsp;9165153 |
|  | Aegon Ltd. (AGN NA) | 900095 | &nbsp;&nbsp;7069774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AMG Critical Materials <br>NV<br>| 91534 | &nbsp;&nbsp;3915803 |
|  | Aperam SA | 869376 | &nbsp;&nbsp;37407867 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Brunel International <br>NV<br>| 47553 | &nbsp;&nbsp;421977 |
|  | Corbion NV | 246197 | &nbsp;&nbsp;5913475 |
| \* | Flow Traders Ltd. | 232703 | &nbsp;&nbsp;7570413 |
|  | ForFarmers NV | 466349 | &nbsp;&nbsp;3084088 |
| # | Fugro NV | 429355 | &nbsp;&nbsp;5933092 |
|  | Havas NV | 145597 | &nbsp;&nbsp;3008322 |
| # | Kendrion NV | 49568 | &nbsp;&nbsp;873169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koninklijke BAM <br>Groep NV<br>| 5445668 | &nbsp;&nbsp;57112533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koninklijke Heijmans <br>NV<br>| 587961 | &nbsp;&nbsp;47907259 |
|  | Koninklijke Vopak NV | 623560 | &nbsp;&nbsp;31121223 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |  |
| # | Randstad NV | 227757 | &nbsp;&nbsp;$8150632 |
|  | SBM Offshore NV | 3105767 | &nbsp;&nbsp;111559886 |
| Ω | Signify NV | 1396252 | &nbsp;&nbsp;29641797 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sligro Food Group <br>NV<br>| 197635 | &nbsp;&nbsp;2662588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Van Lanschot Kempen <br>NV<br>| 172348 | &nbsp;&nbsp;10451024 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | &nbsp;&nbsp;392272814 |
| NEW ZEALAND — (0.1%) | NEW ZEALAND — (0.1%) | NEW ZEALAND — (0.1%) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chorus Ltd. (CNU <br>NZ)<br>| 394121 | &nbsp;&nbsp;2253653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Colonial Motor Co. <br>Ltd.<br>| 239270 | &nbsp;&nbsp;1205847 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fletcher Building Ltd. <br>(FBU NZ)<br>| 178901 | &nbsp;&nbsp;402202 |
|  | Genesis Energy Ltd. | 88060 | &nbsp;&nbsp;128874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heartland Group <br>Holdings Ltd.<br>| 674267 | &nbsp;&nbsp;489091 |
| \* | KMD Brands Ltd. | 1659943 | &nbsp;&nbsp;274089 |
| # | NZME Ltd. (NZM AU) | 1012279 | &nbsp;&nbsp;691539 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oceania Healthcare <br>Ltd.<br>| 145654 | &nbsp;&nbsp;74183 |
|  | PGG Wrightson Ltd. | 121001 | &nbsp;&nbsp;166891 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ryman Healthcare <br>Ltd.<br>| 305908 | &nbsp;&nbsp;512694 |
|  | Sanford Ltd. | 829239 | &nbsp;&nbsp;3650278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SKY Network <br>Television Ltd.<br>| 782020 | &nbsp;&nbsp;1570688 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;SKYCITY <br>Entertainment <br>Group Ltd.<br>| 251266 | &nbsp;&nbsp;140058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Summerset Group <br>Holdings Ltd.<br>| 145420 | &nbsp;&nbsp;1011328 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  | &nbsp;&nbsp;12571415 |
| NORWAY — (0.8%) | NORWAY — (0.8%) | NORWAY — (0.8%) |  |
|  | Akastor ASA | 412997 | &nbsp;&nbsp;574479 |
|  | Archer Ltd. | 63100 | &nbsp;&nbsp;166375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Austevoll Seafood <br>ASA<br>| 54350 | &nbsp;&nbsp;522470 |
|  | B2 Impact ASA | 2109237 | &nbsp;&nbsp;4550843 |
|  | Bonheur ASA | 168337 | &nbsp;&nbsp;4406643 |
| #\* | BW Energy Ltd. | 20534 | &nbsp;&nbsp;98987 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;BW LPG Ltd. BWLPG <br>NO<br>| 460061 | &nbsp;&nbsp;7283061 |
|  | BW Offshore Ltd. | 1239962 | &nbsp;&nbsp;6042435 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cloudberry Clean <br>Energy ASA<br>| 172968 | &nbsp;&nbsp;222284 |
|  | DNO ASA | 6922102 | &nbsp;&nbsp;11757650 |
| #Ω | Elkem ASA | 1967926 | &nbsp;&nbsp;5846018 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;FLEX LNG Ltd. <br>(FLNG NO)<br>| 2529 | &nbsp;&nbsp;67524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hoegh Autoliners <br>ASA<br>| 66767 | &nbsp;&nbsp;743978 |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |  |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Klaveness <br>Combination <br>Carriers ASA<br>| 44763 | &nbsp;&nbsp;$411140 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kongsberg Automotive <br>ASA<br>| 2510063 | &nbsp;&nbsp;562871 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LINK Mobility Group <br>Holding ASA<br>| 444448 | &nbsp;&nbsp;1549844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MPC Container Ships <br>ASA<br>| 4576780 | &nbsp;&nbsp;8869904 |
| #\*Ω | Norske Skog ASA | 197853 | &nbsp;&nbsp;383439 |
| \* | Northern Ocean Ltd. | 31297 | &nbsp;&nbsp;29776 |
| #\* | NRC Group ASA | 488967 | &nbsp;&nbsp;464664 |
|  | Odfjell Drilling Ltd. | 1919859 | &nbsp;&nbsp;19109270 |
|  | Odfjell SE, Class A | 319298 | &nbsp;&nbsp;4504389 |
| # | Panoro Energy ASA | 596786 | &nbsp;&nbsp;1367419 |
|  | Pareto Bank ASA | 95387 | &nbsp;&nbsp;801699 |
| \*Ω | Scatec ASA | 275485 | &nbsp;&nbsp;3291074 |
| \* | Sea1 offshore, Inc. | 460036 | &nbsp;&nbsp;1192829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Solstad Maritime <br>Holding AS<br>| 684370 | &nbsp;&nbsp;1552198 |
|  | Solstad Offshore ASA | 61678 | &nbsp;&nbsp;326399 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sparebank 1 <br>Oestlandet<br>| 77552 | &nbsp;&nbsp;1576409 |
|  | Sparebanken More | 48401 | &nbsp;&nbsp;550631 |
|  | Sparebanken Norge | 2031 | &nbsp;&nbsp;40452 |
|  | Stolt-Nielsen Ltd. | 177687 | &nbsp;&nbsp;5573903 |
|  | TGS ASA | 642328 | &nbsp;&nbsp;6770350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wilh Wilhelmsen <br>Holding ASA, <br>Class A<br>| 188086 | &nbsp;&nbsp;13391180 |
| TOTAL NORWAY | TOTAL NORWAY |  | &nbsp;&nbsp;114602587 |
| PORTUGAL — (0.2%) | PORTUGAL — (0.2%) | PORTUGAL — (0.2%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Comercial <br>Portugues SA, <br>Class R<br>| 10681770 | &nbsp;&nbsp;11561969 |
|  | NOS SGPS SA | 11346 | &nbsp;&nbsp;58982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Semapa-Sociedade <br>de Investimento e <br>Gestao<br>| 36562 | &nbsp;&nbsp;969809 |
|  | Sonae SGPS SA | 10400396 | &nbsp;&nbsp;21825627 |
| \* | Teixeira Duarte SA | 854385 | &nbsp;&nbsp;485418 |
| TOTAL PORTUGAL | TOTAL PORTUGAL |  | &nbsp;&nbsp;34901805 |
| SINGAPORE — (0.7%) | SINGAPORE — (0.7%) | SINGAPORE — (0.7%) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Banyan Tree Holdings <br>Ltd.<br>| 2331000 | &nbsp;&nbsp;1230054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bonvests Holdings <br>Ltd.<br>| 949780 | &nbsp;&nbsp;734292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bukit Sembawang <br>Estates Ltd.<br>| 96200 | &nbsp;&nbsp;386805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Aviation Oil <br>Singapore Corp. <br>Ltd.<br>| 1716100 | &nbsp;&nbsp;2359159 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Sunsine <br>Chemical Holdings <br>Ltd.<br>| 76100 | &nbsp;&nbsp;$43733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chuan Hup Holdings <br>Ltd.<br>| 1032000 | &nbsp;&nbsp;177405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;City Developments <br>Ltd.<br>| 1043700 | &nbsp;&nbsp;7604999 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;COSCO Shipping <br>International <br>Singapore Co. Ltd.<br>| 2711900 | &nbsp;&nbsp;249296 |
| \* | Del Monte Pacific Ltd. | 552400 | &nbsp;&nbsp;37214 |
| #\*†† | Ezra Holdings Ltd. | 12978893 | &nbsp;&nbsp;0 |
| # | Far East Orchard Ltd. | 3054507 | &nbsp;&nbsp;3123168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Sponsor Group <br>Ltd.<br>| 1009855 | &nbsp;&nbsp;827602 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Geo Energy <br>Resources Ltd.<br>| 3381000 | &nbsp;&nbsp;1132246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Golden <br>Agri-Resources <br>Ltd.<br>| 53177200 | &nbsp;&nbsp;12071112 |
|  | GuocoLand Ltd. | 2392900 | &nbsp;&nbsp;5073307 |
|  | Haw Par Corp. Ltd. | 333600 | &nbsp;&nbsp;4292950 |
|  | Ho Bee Land Ltd. | 5392300 | &nbsp;&nbsp;10337859 |
| # | Hong Fok Corp. Ltd. | 5058060 | &nbsp;&nbsp;3391576 |
|  | Hong Leong Asia Ltd. | 3070800 | &nbsp;&nbsp;8288116 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hong Leong Finance <br>Ltd.<br>| 1245500 | &nbsp;&nbsp;2690677 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hotel Grand Central <br>Ltd.<br>| 2293249 | &nbsp;&nbsp;1315536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hutchison Port <br>Holdings Trust<br>| 29446700 | &nbsp;&nbsp;6773036 |
| #\*†† | Hyflux Ltd. | 5949038 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indofood Agri <br>Resources Ltd.<br>| 423200 | &nbsp;&nbsp;131645 |
|  | ISDN Holdings Ltd. | 294144 | &nbsp;&nbsp;92825 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Jurong Technologies <br>Industrial Corp. Ltd.<br>| 3391000 | &nbsp;&nbsp;0 |
|  | Metro Holdings Ltd. | 1584960 | &nbsp;&nbsp;670916 |
| \*†† | Midas Holdings Ltd. | 29676800 | &nbsp;&nbsp;0 |
| # | Olam Group Ltd. | 1609000 | &nbsp;&nbsp;1130207 |
|  | OUE Ltd. | 2065300 | &nbsp;&nbsp;1915379 |
|  | QAF Ltd. | 3152608 | &nbsp;&nbsp;2364788 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Rex International <br>Holding Ltd.<br>| 773300 | &nbsp;&nbsp;95288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samudera Shipping <br>Line Ltd.<br>| 823300 | &nbsp;&nbsp;719014 |
|  | Sing Holdings Ltd. | 1233600 | &nbsp;&nbsp;617189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sing Investments & <br>Finance Ltd.<br>| 317700 | &nbsp;&nbsp;415212 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Singapore Land <br>Group Ltd.<br>| 2019821 | &nbsp;&nbsp;5547812 |
| # | Singapore Post Ltd. | 3086400 | &nbsp;&nbsp;958317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stamford Land Corp. <br>Ltd.<br>| 6012967 | &nbsp;&nbsp;2338983 |
| \*†† | Swiber Holdings Ltd. | 10173200 | &nbsp;&nbsp;0 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tiong Woon Corp. <br>Holding Ltd.<br>| 2088950 | &nbsp;&nbsp;1617576 |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tuan Sing Holdings <br>Ltd.<br>| 7196456 | &nbsp;&nbsp;$1957135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UOB-Kay Hian <br>Holdings Ltd.<br>| 598690 | &nbsp;&nbsp;1484161 |
|  | UOL Group Ltd. | 870600 | &nbsp;&nbsp;7435424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valuetronics Holdings <br>Ltd.<br>| 132200 | &nbsp;&nbsp;91015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wee Hur Holdings <br>Ltd.<br>| 1268400 | &nbsp;&nbsp;887417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wing Tai Holdings <br>Ltd.<br>| 4558854 | &nbsp;&nbsp;5909491 |
|  | Yeo Hiap Seng Ltd. | 323363 | &nbsp;&nbsp;154098 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | &nbsp;&nbsp;108674034 |
| SPAIN — (2.9%) | SPAIN — (2.9%) | SPAIN — (2.9%) |  |
|  | Acciona SA | 5955 | &nbsp;&nbsp;1279823 |
|  | Acerinox SA | 2991438 | &nbsp;&nbsp;44436786 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Adveo Group <br>International SA<br>| 15262 | &nbsp;&nbsp;0 |
| Ω | Aedas Homes SA | 56873 | &nbsp;&nbsp;1614827 |
|  | Almirall SA | 119336 | &nbsp;&nbsp;1786383 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Atresmedia Corp. de <br>Medios de <br>Comunicacion SA<br>| 317384 | &nbsp;&nbsp;1975017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco de Sabadell <br>SA<br>| 21862023 | &nbsp;&nbsp;85759967 |
|  | Bankinter SA | 7238215 | &nbsp;&nbsp;123556130 |
|  | CIE Automotive SA | 4852 | &nbsp;&nbsp;165285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corp. ACCIONA <br>Energias <br>Renovables SA<br>| 179971 | &nbsp;&nbsp;4555719 |
|  | Ebro Foods SA | 1347027 | &nbsp;&nbsp;29358613 |
|  | Elecnor SA | 23703 | &nbsp;&nbsp;755529 |
|  | Enagas SA | 415882 | &nbsp;&nbsp;6846730 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Ence Energia y <br>Celulosa SA<br>| 423212 | &nbsp;&nbsp;1114422 |
| \* | Ercros SA | 2572637 | &nbsp;&nbsp;10424652 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Gestamp Automocion <br>SA<br>| 1183166 | &nbsp;&nbsp;4242052 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Global Dominion <br>Access SA<br>| 59997 | &nbsp;&nbsp;247794 |
| # | Grifols SA | 1457379 | &nbsp;&nbsp;18645765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Iberpapel Gestion SA <br>(IBG SM)<br>| 65151 | &nbsp;&nbsp;1622711 |
|  | Mapfre SA | 12150138 | &nbsp;&nbsp;55595811 |
| Ω | Neinor Homes SA | 229357 | &nbsp;&nbsp;5465054 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Obrascon Huarte Lain <br>SA<br>| 481310 | &nbsp;&nbsp;204492 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Solaria Energia y <br>Medio Ambiente <br>SA<br>| 62859 | &nbsp;&nbsp;1386369 |
| # | Tubacex SA | 1149209 | &nbsp;&nbsp;4695282 |
| Ω | Unicaja Banco SA | 9148720 | &nbsp;&nbsp;31351608 |
| \* | Vocento SA | 18019 | &nbsp;&nbsp;13789 |
| TOTAL SPAIN | TOTAL SPAIN |  | &nbsp;&nbsp;437100610 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (2.8%) | SWEDEN — (2.8%) | SWEDEN — (2.8%) |  |
| Ω | AcadeMedia AB | 1016420 | &nbsp;&nbsp;$10770009 |
|  | AFRY AB | 693419 | &nbsp;&nbsp;11003163 |
| Ω | Alimak Group AB | 536764 | &nbsp;&nbsp;8218670 |
|  | Alleima AB | 1135658 | &nbsp;&nbsp;9925354 |
|  | Alligo AB, Class B | 299027 | &nbsp;&nbsp;4253128 |
| Ω | Ambea AB | 713417 | &nbsp;&nbsp;10879250 |
|  | Arjo AB, Class B | 2456143 | &nbsp;&nbsp;7362958 |
| Ω | Attendo AB | 1279622 | &nbsp;&nbsp;12773826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bergman & Beving <br>AB<br>| 357549 | &nbsp;&nbsp;11123622 |
|  | Betsson AB, Class B | 1100884 | &nbsp;&nbsp;12926124 |
| #\* | Better Collective AS | 55831 | &nbsp;&nbsp;665805 |
| \* | BHG Group AB | 33121 | &nbsp;&nbsp;114090 |
|  | Billerud Aktiebolag | 333757 | &nbsp;&nbsp;2698791 |
| Ω | Bravida Holding AB | 13230 | &nbsp;&nbsp;130343 |
|  | Bulten AB | 51695 | &nbsp;&nbsp;288352 |
|  | Bure Equity AB | 391657 | &nbsp;&nbsp;9670551 |
|  | Byggmax Group AB | 909067 | &nbsp;&nbsp;5770751 |
|  | Catella AB | 42545 | &nbsp;&nbsp;130200 |
| #\* | Cint Group AB | 1152040 | &nbsp;&nbsp;374219 |
|  | Cloetta AB, Class B | 2510361 | &nbsp;&nbsp;12279040 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Coffee Stain Group <br>AB, Class B<br>| 52733 | &nbsp;&nbsp;109758 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Coor Service <br>Management <br>Holding AB<br>| 27662 | &nbsp;&nbsp;164092 |
| Ω | Dometic Group AB | 725434 | &nbsp;&nbsp;3122145 |
| # | Eastnine AB | 51167 | &nbsp;&nbsp;286121 |
|  | Elanders AB, Class B | 109549 | &nbsp;&nbsp;730262 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Electrolux AB, <br>Class B<br>| 24293 | &nbsp;&nbsp;196229 |
|  | Elekta AB, Class B | 485166 | &nbsp;&nbsp;3118745 |
| #\* | Embracer Group AB | 52733 | &nbsp;&nbsp;288845 |
| \* | Enea AB | 27764 | &nbsp;&nbsp;208687 |
|  | Fagerhult Group AB | 253641 | &nbsp;&nbsp;1069299 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fasadgruppen Group <br>AB<br>| 66512 | &nbsp;&nbsp;200049 |
|  | G5 Entertainment AB | 9987 | &nbsp;&nbsp;105436 |
|  | Granges AB | 2206299 | &nbsp;&nbsp;37022506 |
|  | Hanza AB | 2529 | &nbsp;&nbsp;39517 |
| #\* | Hexatronic Group AB | 469345 | &nbsp;&nbsp;1234718 |
| #Ω | Hoist Finance AB | 942228 | &nbsp;&nbsp;13254214 |
|  | Humana AB | 148713 | &nbsp;&nbsp;793488 |
| \* | Humble Group AB | 153656 | &nbsp;&nbsp;137293 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;International <br>Petroleum Corp. <br>(IPCO CN)<br>| 37012 | &nbsp;&nbsp;771966 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;International <br>Petroleum Corp. <br>(IPCO SS)<br>| 1498526 | &nbsp;&nbsp;31321211 |
| \* | Intrum AB | 296960 | &nbsp;&nbsp;1485227 |
|  | Inwido AB | 1052133 | &nbsp;&nbsp;18109616 |
|  | JM AB | 957641 | &nbsp;&nbsp;14736627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kabe Group AB, <br>Class B<br>| 1549 | &nbsp;&nbsp;36161 |
| \* | K-fast Holding AB | 23086 | &nbsp;&nbsp;31703 |
|  | KNOW IT AB | 161606 | &nbsp;&nbsp;2116195 |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Lindab International <br>AB<br>| 820616 | &nbsp;&nbsp;$17251186 |
|  | Loomis AB | 523845 | &nbsp;&nbsp;21737596 |
| # | MEKO AB | 535967 | &nbsp;&nbsp;4260200 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Modern Times Group <br>MTG AB, Class B<br>| 485988 | &nbsp;&nbsp;5673149 |
|  | Momentum Group AB | 92180 | &nbsp;&nbsp;1361146 |
|  | NCC AB, Class B | 609877 | &nbsp;&nbsp;15616967 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;New Wave Group AB, <br>Class B<br>| 1145913 | &nbsp;&nbsp;13740569 |
| #\* | Nobia AB | 454937 | &nbsp;&nbsp;197534 |
| \* | Norion Bank AB | 572300 | &nbsp;&nbsp;4359439 |
|  | Peab AB, Class B | 2112913 | &nbsp;&nbsp;21117947 |
|  | Ratos AB, Class B | 2820309 | &nbsp;&nbsp;12054773 |
|  | Rejlers AB | 10104 | &nbsp;&nbsp;206842 |
| \* | Rottneros AB | 2573884 | &nbsp;&nbsp;677364 |
|  | Scandi Standard AB | 89097 | &nbsp;&nbsp;1080590 |
| \* | Sdiptech AB, Class B | 95378 | &nbsp;&nbsp;1826902 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sensys Gatso Group <br>AB<br>| 15937 | &nbsp;&nbsp;69263 |
| \*Ω | Sinch AB | 5259522 | &nbsp;&nbsp;15759705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Storskogen Group AB, <br>Class B<br>| 5500857 | &nbsp;&nbsp;6678589 |
|  | Svedbergs Group AB | 6874 | &nbsp;&nbsp;51017 |
| #\* | Tobii AB | 194553 | &nbsp;&nbsp;43789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VBG Group AB, <br>Class B<br>| 71398 | &nbsp;&nbsp;3085343 |
| \* | Vestum AB | 37879 | &nbsp;&nbsp;34348 |
|  | Vitrolife AB | 79577 | &nbsp;&nbsp;1037312 |
| TOTAL SWEDEN | TOTAL SWEDEN |  | &nbsp;&nbsp;409969926 |
| SWITZERLAND — (5.9%) | SWITZERLAND — (5.9%) | SWITZERLAND — (5.9%) |  |
|  | Adecco Group AG | 1104994 | &nbsp;&nbsp;32471789 |
|  | Allreal Holding AG | 209199 | &nbsp;&nbsp;61193383 |
| \* | ams-OSRAM AG | 398674 | &nbsp;&nbsp;4148099 |
| # | Arbonia AG | 566459 | &nbsp;&nbsp;3701300 |
|  | Ascom Holding AG | 7044 | &nbsp;&nbsp;48857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Autoneum Holding <br>AG<br>| 55686 | &nbsp;&nbsp;9107894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banque Cantonale de <br>Geneve<br>| 357330 | &nbsp;&nbsp;12852213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banque Cantonale du <br>Jura SA<br>| 3334 | &nbsp;&nbsp;319177 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Banque Cantonale <br>Vaudoise<br>| 15243 | &nbsp;&nbsp;2062837 |
| # | Barry Callebaut AG | 1524 | &nbsp;&nbsp;2688362 |
|  | Bell Food Group AG | 31865 | &nbsp;&nbsp;9142926 |
|  | Bellevue Group AG | 6424 | &nbsp;&nbsp;94132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Berner Kantonalbank <br>AG<br>| 55644 | &nbsp;&nbsp;23220874 |
|  | Bucher Industries AG | 13926 | &nbsp;&nbsp;6460330 |
|  | Bystronic AG | 5283 | &nbsp;&nbsp;1843790 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Carlo Gavazzi Holding <br>AG<br>| 8034 | &nbsp;&nbsp;1655221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cembra Money Bank <br>AG<br>| 184921 | &nbsp;&nbsp;23638816 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cicor Technologies <br>Ltd.<br>| 21958 | &nbsp;&nbsp;$3493762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cie Financiere <br>Tradition SA, <br>Class BR<br>| 16344 | &nbsp;&nbsp;6226351 |
| # | Clariant AG | 1823495 | &nbsp;&nbsp;16872071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COSMO <br>Pharmaceuticals <br>NV<br>| 9782 | &nbsp;&nbsp;1466761 |
|  | DKSH Holding AG | 3463 | &nbsp;&nbsp;254088 |
|  | EFG International AG | 1857857 | &nbsp;&nbsp;47477447 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Feintool International <br>Holding AG<br>| 15031 | &nbsp;&nbsp;198808 |
|  | Flughafen Zurich AG | 20622 | &nbsp;&nbsp;6404805 |
| # | Forbo Holding AG | 2984 | &nbsp;&nbsp;3524057 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gurit Holding AG, <br>Class BR<br>| 1322 | &nbsp;&nbsp;35224 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Helvetia Baloise <br>Holding AG<br>| 197695 | &nbsp;&nbsp;50139538 |
|  | Huber & Suhner AG | 14817 | &nbsp;&nbsp;2996806 |
|  | Implenia AG | 331553 | &nbsp;&nbsp;31752166 |
|  | Investis Holding SA | 20644 | &nbsp;&nbsp;4134637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jungfraubahn Holding <br>AG<br>| 37120 | &nbsp;&nbsp;14627864 |
| #\* | Komax Holding AG | 6306 | &nbsp;&nbsp;546315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Landis & Gyr Group <br>AG<br>| 328903 | &nbsp;&nbsp;23105077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Liechtensteinische <br>Landesbank AG<br>| 203389 | &nbsp;&nbsp;25361591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luzerner <br>Kantonalbank AG<br>| 179161 | &nbsp;&nbsp;22824455 |
| Ω | Medmix AG | 86819 | &nbsp;&nbsp;1283564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meier Tobler Group <br>AG<br>| 583 | &nbsp;&nbsp;27431 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Metall Zug AG, <br>Class B<br>| 1152 | &nbsp;&nbsp;1202678 |
|  | Mikron Holding AG | 3718 | &nbsp;&nbsp;83066 |
|  | Mobimo Holding AG | 94393 | &nbsp;&nbsp;47534856 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Montana Aerospace <br>AG<br>| 126384 | &nbsp;&nbsp;5454968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Naturenergie Holding <br>AG<br>| 34254 | &nbsp;&nbsp;1447138 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;OC Oerlikon Corp. AG <br>Pfaeffikon<br>| 1942998 | &nbsp;&nbsp;8911905 |
|  | Orell Fuessli AG | 244 | &nbsp;&nbsp;37890 |
|  | Phoenix Mecano AG | 7971 | &nbsp;&nbsp;4566578 |
| # | Rieter Holding AG | 333034 | &nbsp;&nbsp;1433380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Schweiter <br>Technologies AG<br>| 8900 | &nbsp;&nbsp;2898777 |
|  | Siegfried Holding AG | 553000 | &nbsp;&nbsp;67997819 |
| # | SIG Group AG | 30128 | &nbsp;&nbsp;466183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Softwareone Holding <br>AG SWON SW<br>| 35876 | &nbsp;&nbsp;369200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;St. Galler <br>Kantonalbank AG<br>| 51311 | &nbsp;&nbsp;39437444 |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunrise <br>Communications <br>AG, Class A<br>| 144656 | &nbsp;&nbsp;$8210149 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Swatch Group AG <br>(UHR SW), <br>Class BR<br>| 137465 | &nbsp;&nbsp;32433156 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Swatch Group AG <br>(UHRN SW)<br>| 71099 | &nbsp;&nbsp;3368556 |
|  | Swiss Prime Site AG | 490358 | &nbsp;&nbsp;83478833 |
|  | Tecan Group AG | 2042 | &nbsp;&nbsp;359770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thurgauer <br>Kantonalbank<br>| 11153 | &nbsp;&nbsp;2465718 |
|  | TX Group AG | 19605 | &nbsp;&nbsp;4223116 |
|  | Valiant Holding AG | 77326 | &nbsp;&nbsp;15522710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vaudoise Assurances <br>Holding SA<br>| 22526 | &nbsp;&nbsp;21455229 |
|  | Vetropack Holding AG | 108158 | &nbsp;&nbsp;3156133 |
|  | Vontobel Holding AG | 339957 | &nbsp;&nbsp;29299513 |
|  | VP Bank AG, Class A | 51348 | &nbsp;&nbsp;5602497 |
| # | V-ZUG Holding AG | 9555 | &nbsp;&nbsp;492481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walliser <br>Kantonalbank<br>| 20313 | &nbsp;&nbsp;3639687 |
|  | Zehnder Group AG | 117485 | &nbsp;&nbsp;12510199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zug Estates Holding <br>AG, Class B<br>| 886 | &nbsp;&nbsp;2669805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zuger Kantonalbank, <br>Class BR<br>| 445 | &nbsp;&nbsp;5406684 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  | &nbsp;&nbsp;873538936 |
| UNITED KINGDOM — (11.2%) | UNITED KINGDOM — (11.2%) | UNITED KINGDOM — (11.2%) |  |
|  | Aberdeen Group PLC | 7556510 | &nbsp;&nbsp;22562139 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Accesso Technology <br>Group PLC<br>| 1925 | &nbsp;&nbsp;7437 |
|  | AEP Plantations PLC | 379667 | &nbsp;&nbsp;7649118 |
|  | Ashmore Group PLC | 1454317 | &nbsp;&nbsp;4718475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atalaya Mining <br>Copper SA<br>| 307730 | &nbsp;&nbsp;4310373 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Auction Technology <br>Group PLC<br>| 420875 | &nbsp;&nbsp;1780721 |
|  | Balfour Beatty PLC | 7527529 | &nbsp;&nbsp;73711942 |
|  | Barratt Redrow PLC | 809637 | &nbsp;&nbsp;4311100 |
|  | Beazley PLC | 61632 | &nbsp;&nbsp;957486 |
|  | Bellway PLC | 2230592 | &nbsp;&nbsp;83011342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Berkeley Group <br>Holdings PLC<br>| 456788 | &nbsp;&nbsp;25807983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bloomsbury <br>Publishing PLC<br>| 449494 | &nbsp;&nbsp;3057715 |
|  | Bodycote PLC | 2576437 | &nbsp;&nbsp;26356401 |
|  | Breedon Group PLC | 2566838 | &nbsp;&nbsp;11822766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brickability Group <br>PLC<br>| 146593 | &nbsp;&nbsp;109417 |
| # | Burford Capital Ltd. | 807706 | &nbsp;&nbsp;7696705 |
| # | C&C Group PLC | 2320431 | &nbsp;&nbsp;3470894 |
|  | Camellia PLC | 434 | &nbsp;&nbsp;28981 |
| \* | Canal & SA | 799154 | &nbsp;&nbsp;3455422 |
| \* | Capita PLC | 15755 | &nbsp;&nbsp;81538 |
|  | Capital Ltd. | 127318 | &nbsp;&nbsp;230335 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Capricorn Energy <br>PLC<br>| 1075775 | &nbsp;&nbsp;$3806131 |
|  | Card Factory PLC | 4063239 | &nbsp;&nbsp;3778965 |
|  | Castings PLC | 484738 | &nbsp;&nbsp;1822029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Asia Metals <br>PLC<br>| 1590835 | &nbsp;&nbsp;4865253 |
|  | Chemring Group PLC | 628689 | &nbsp;&nbsp;4297941 |
| # | Chesnara PLC | 1757891 | &nbsp;&nbsp;7357184 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Close Brothers Group <br>PLC<br>| 258786 | &nbsp;&nbsp;1796458 |
| Ω | CMC Markets PLC | 128112 | &nbsp;&nbsp;572363 |
|  | Conduit Holdings Ltd. | 271493 | &nbsp;&nbsp;1428569 |
|  | Costain Group PLC | 628788 | &nbsp;&nbsp;1522940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crest Nicholson <br>Holdings PLC<br>| 1410676 | &nbsp;&nbsp;2950364 |
|  | Currys PLC | 8277816 | &nbsp;&nbsp;16589195 |
|  | DCC PLC | 7591 | &nbsp;&nbsp;481189 |
| \* | DFS Furniture PLC | 697591 | &nbsp;&nbsp;1886336 |
|  | Drax Group PLC | 4360712 | &nbsp;&nbsp;53806643 |
|  | Ecora Royalties PLC | 1371387 | &nbsp;&nbsp;2706760 |
|  | Elementis PLC | 3699762 | &nbsp;&nbsp;8154622 |
|  | EnQuest PLC | 12906470 | &nbsp;&nbsp;2187527 |
| # | Essentra PLC | 1272751 | &nbsp;&nbsp;1753452 |
|  | Eurocell PLC | 30140 | &nbsp;&nbsp;52060 |
|  | Fevara PLC | 254928 | &nbsp;&nbsp;472659 |
|  | Firstgroup PLC | 10565467 | &nbsp;&nbsp;27025376 |
|  | Foxtons Group PLC | 3402926 | &nbsp;&nbsp;2496545 |
| #\* | Frasers Group PLC | 2381049 | &nbsp;&nbsp;22681767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fuller Smith & Turner <br>PLC, Class A<br>| 13593 | &nbsp;&nbsp;125303 |
|  | Future PLC | 638782 | &nbsp;&nbsp;4727847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Galliford Try Holdings <br>PLC<br>| 552315 | &nbsp;&nbsp;3964612 |
|  | GB Group PLC | 295055 | &nbsp;&nbsp;967635 |
|  | Genuit Group PLC | 493132 | &nbsp;&nbsp;2245207 |
| \* | Georgia Capital PLC | 262902 | &nbsp;&nbsp;12156580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gooch & Housego <br>PLC<br>| 1399 | &nbsp;&nbsp;13338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grafton Group PLC, <br>CDI<br>| 5219892 | &nbsp;&nbsp;66740458 |
|  | Grainger PLC | 6349300 | &nbsp;&nbsp;16900114 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Greencore Group <br>PLC<br>| 2597844 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greencore Group PLC <br>GNC LN<br>| 5346346 | &nbsp;&nbsp;21143820 |
| \* | Griffin Mining Ltd. | 11516 | &nbsp;&nbsp;48488 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gulf Keystone <br>Petroleum Ltd.<br>| 1973995 | &nbsp;&nbsp;4925867 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gulf Marine Services <br>PLC<br>| 783363 | &nbsp;&nbsp;243733 |
|  | Halfords Group PLC | 1624927 | &nbsp;&nbsp;3341763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hargreaves Services <br>PLC<br>| 20111 | &nbsp;&nbsp;205856 |
|  | Harworth Group PLC | 670733 | &nbsp;&nbsp;1512501 |
| \* | Headlam Group PLC | 178420 | &nbsp;&nbsp;107919 |
|  | Helical PLC | 386922 | &nbsp;&nbsp;1020823 |
|  | Henry Boot PLC | 1265327 | &nbsp;&nbsp;3357527 |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hilton Food Group <br>PLC<br>| 64515 | &nbsp;&nbsp;$417291 |
|  | Hiscox Ltd. | 866202 | &nbsp;&nbsp;17617978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hochschild Mining <br>PLC<br>| 1809691 | &nbsp;&nbsp;16331646 |
|  | Hunting PLC | 426618 | &nbsp;&nbsp;2595563 |
| Ω | Ibstock PLC | 3744256 | &nbsp;&nbsp;6514487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IG Group Holdings <br>PLC<br>| 900804 | &nbsp;&nbsp;16711756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Personal <br>Finance PLC<br>| 2205686 | &nbsp;&nbsp;7106107 |
|  | Investec PLC | 1040874 | &nbsp;&nbsp;8643655 |
|  | Ithaca Energy PLC | 343693 | &nbsp;&nbsp;868030 |
|  | ITV PLC | 4726683 | &nbsp;&nbsp;5269988 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;James Fisher & Sons <br>PLC<br>| 43951 | &nbsp;&nbsp;269082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JD Sports Fashion <br>PLC<br>| 1662801 | &nbsp;&nbsp;1860886 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;John Wood Group <br>PLC<br>| 2015895 | &nbsp;&nbsp;716684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Matthey <br>PLC<br>| 1322126 | &nbsp;&nbsp;42754723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jupiter Fund <br>Management PLC<br>| 4978029 | &nbsp;&nbsp;12796552 |
|  | Just Group PLC | 1906779 | &nbsp;&nbsp;5649181 |
|  | Keller Group PLC | 1423361 | &nbsp;&nbsp;34643930 |
|  | Kier Group PLC | 3665412 | &nbsp;&nbsp;11231842 |
|  | Kingfisher PLC | 3839543 | &nbsp;&nbsp;17694119 |
|  | Kitwave Group PLC | 93737 | &nbsp;&nbsp;380303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lancashire Holdings <br>Ltd.<br>| 1879501 | &nbsp;&nbsp;15873023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lion Finance Group <br>PLC<br>| 848550 | &nbsp;&nbsp;117235098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Liontrust Asset <br>Management PLC<br>| 113164 | &nbsp;&nbsp;366602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;London Investment <br>Group PLC<br>| 8346 | &nbsp;&nbsp;44500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LSL Property Services <br>PLC<br>| 2743 | &nbsp;&nbsp;9968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Macfarlane Group <br>PLC<br>| 249756 | &nbsp;&nbsp;245998 |
|  | Man Group PLC | 1944188 | &nbsp;&nbsp;7017355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marks & Spencer <br>Group PLC<br>| 13274339 | &nbsp;&nbsp;66573478 |
|  | Marshalls PLC | 999322 | &nbsp;&nbsp;2140468 |
| \* | Marston's PLC | 4103050 | &nbsp;&nbsp;3392945 |
|  | Mears Group PLC | 1697364 | &nbsp;&nbsp;8525287 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mitchells & Butlers <br>PLC<br>| 5150861 | &nbsp;&nbsp;18614376 |
|  | MJ Gleeson PLC | 540790 | &nbsp;&nbsp;2864531 |
|  | Mondi PLC | 468873 | &nbsp;&nbsp;5479350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Advanced <br>Materials PLC<br>| 152444 | &nbsp;&nbsp;477442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Sindall Group <br>PLC<br>| 61103 | &nbsp;&nbsp;4133155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MP Evans Group <br>PLC<br>| 102253 | &nbsp;&nbsp;1828823 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | Norcros PLC | 269883 | &nbsp;&nbsp;$1310868 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;On the Beach Group <br>PLC<br>| 399757 | &nbsp;&nbsp;1200956 |
|  | OSB Group PLC | 7202742 | &nbsp;&nbsp;60202302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pan African <br>Resources PLC<br>| 3447514 | &nbsp;&nbsp;6101621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paragon Banking <br>Group PLC<br>| 6508032 | &nbsp;&nbsp;79196202 |
|  | Persimmon PLC | 2571228 | &nbsp;&nbsp;49514713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pets at Home Group <br>PLC<br>| 7322387 | &nbsp;&nbsp;20507497 |
|  | Pharos Energy PLC | 1174296 | &nbsp;&nbsp;351937 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pinewood <br>Technologies Group <br>PLC<br>| 207993 | &nbsp;&nbsp;1344105 |
|  | Playtech PLC | 2351612 | &nbsp;&nbsp;9554748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pollen Street Group <br>Ltd.<br>| 82181 | &nbsp;&nbsp;1034054 |
|  | Premier Foods PLC | 16958900 | &nbsp;&nbsp;43887997 |
|  | PZ Cussons PLC | 374954 | &nbsp;&nbsp;375861 |
| Ω | Quilter PLC | 12883079 | &nbsp;&nbsp;34293977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rathbones Group <br>PLC<br>| 83003 | &nbsp;&nbsp;2512373 |
|  | Reach PLC | 4233724 | &nbsp;&nbsp;3715266 |
|  | RHI Magnesita NV | 26011 | &nbsp;&nbsp;987575 |
|  | RWS Holdings PLC | 604135 | &nbsp;&nbsp;696362 |
|  | S&U PLC | 9554 | &nbsp;&nbsp;309594 |
| # | S4 Capital PLC | 111943 | &nbsp;&nbsp;40448 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Sabre Insurance <br>Group PLC<br>| 477791 | &nbsp;&nbsp;850379 |
| \* | Saga PLC | 416335 | &nbsp;&nbsp;2968350 |
|  | Schroders PLC | 487362 | &nbsp;&nbsp;3018589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Secure Trust Bank <br>PLC<br>| 87642 | &nbsp;&nbsp;1741653 |
|  | Senior PLC | 2420507 | &nbsp;&nbsp;8099612 |
|  | Serco Group PLC | 191728 | &nbsp;&nbsp;787222 |
|  | Serica Energy PLC | 1261581 | &nbsp;&nbsp;3726698 |
| # | Severfield PLC | 1067470 | &nbsp;&nbsp;398347 |
| \* | SIG PLC | 3678820 | &nbsp;&nbsp;491129 |
| \* | SigmaRoc PLC | 18641 | &nbsp;&nbsp;36587 |
|  | Speedy Hire PLC | 6704711 | &nbsp;&nbsp;2345103 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Spire Healthcare <br>Group PLC<br>| 4563416 | &nbsp;&nbsp;12788601 |
|  | SThree PLC | 104670 | &nbsp;&nbsp;274479 |
|  | Tate & Lyle PLC | 1656884 | &nbsp;&nbsp;8572146 |
|  | Taylor Wimpey PLC | 20714774 | &nbsp;&nbsp;30284182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TBC Bank Group <br>PLC<br>| 440442 | &nbsp;&nbsp;25608272 |
|  | TP ICAP Group PLC | 7959203 | &nbsp;&nbsp;27764958 |
|  | Travis Perkins PLC | 1627084 | &nbsp;&nbsp;13927876 |
|  | Trifast PLC | 262834 | &nbsp;&nbsp;269318 |
| \* | TT Electronics PLC | 1285092 | &nbsp;&nbsp;1971187 |
|  | Vertu Motors PLC | 3999169 | &nbsp;&nbsp;3444955 |
|  | Vesuvius PLC | 6084164 | &nbsp;&nbsp;38286883 |
|  | Victrex PLC | 180090 | &nbsp;&nbsp;1618366 |
| \* | Vistry Group PLC | 6404405 | &nbsp;&nbsp;58358967 |
|  | Vp PLC | 275589 | &nbsp;&nbsp;2034628 |
|  | Whitbread PLC | 312956 | &nbsp;&nbsp;11682145 |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | WPP PLC (WPP LN) | 332714 | &nbsp;&nbsp;$1380172 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Young & Co.'s <br>Brewery PLC <br>(YNGA LN), <br>Class A<br>| 111845 | &nbsp;&nbsp;1272630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Young & Co.'s <br>Brewery PLC <br>(YNGN LN)<br>| 5413 | &nbsp;&nbsp;44023 |
|  | Zigup PLC | 4554877 | &nbsp;&nbsp;23760885 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED <br>KINGDOM | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED <br>KINGDOM |  | &nbsp;&nbsp;1673223009 |
| UNITED STATES — (0.0%) | UNITED STATES — (0.0%) | UNITED STATES — (0.0%) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ADTRAN Holdings, <br>Inc.<br>| 240110 | &nbsp;&nbsp;2266827 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Diversified Energy Co. <br>DEC LN<br>| 1536 | &nbsp;&nbsp;20037 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gran Tierra Energy, <br>Inc. (GTE CN)<br>| 39403 | &nbsp;&nbsp;213269 |
|  | Royal Gold, Inc. | 2 | &nbsp;&nbsp;658 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | &nbsp;&nbsp;2500791 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS |  | &nbsp;&nbsp;14262792600 |
| PREFERRED STOCKS — (0.2%) | PREFERRED STOCKS — (0.2%) | PREFERRED STOCKS — (0.2%) | PREFERRED STOCKS — (0.2%) |
| GERMANY — (0.2%) | GERMANY — (0.2%) | GERMANY — (0.2%) | GERMANY — (0.2%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Draegerwerk AG & <br>Co. KGaA, 2.296%<br>| 26622 | &nbsp;&nbsp;2811258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jungheinrich AG, <br>2.208%<br>| 235400 | &nbsp;&nbsp;10130372 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Porsche Automobil <br>Holding SE, <br>5.285%<br>| 33178 | &nbsp;&nbsp;$1419536 |
|  | Sixt SE, 5.075% | 33081 | &nbsp;&nbsp;2085752 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;STO SE & Co. KGaA, <br>2.829%<br>| 25149 | &nbsp;&nbsp;3525517 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp;19972435 |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| HONG KONG — (0.0%) | HONG KONG — (0.0%) | HONG KONG — (0.0%) | HONG KONG — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CSI Properties Ltd. <br>Warrants <br>04/07/2027<br>| 4527273 | &nbsp;&nbsp;12460 |
| ITALY — (0.0%) | ITALY — (0.0%) | ITALY — (0.0%) | ITALY — (0.0%) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Webuild SpA Warrants <br>08/02/2030<br>| 347241 | &nbsp;&nbsp;0 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL <br>RIGHTS/WARRANTS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL <br>RIGHTS/WARRANTS |  | &nbsp;&nbsp;12460 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $7,736,417,566) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $7,736,417,566) |  | &nbsp;&nbsp;14282777495 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  |  | **Value†** |
| SECURITIES LENDING COLLATERAL — (4.1%) | SECURITIES LENDING COLLATERAL — (4.1%) | SECURITIES LENDING COLLATERAL — (4.1%) | SECURITIES LENDING COLLATERAL — (4.1%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund<br>| 53445475 | &nbsp;&nbsp;618203809 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $8,354,617,241)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $8,354,617,241)^^ |  | &nbsp;&nbsp;$14900981304 |

---

As of January 31, 2026, DFA International Small Cap Value Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br>**Contracts**<br>| **Expiration**<br>**Date**<br>| **Notional**<br>**Value**<br>| **Market**<br>**Value**<br>| **Unrealized**<br>**Appreciation**<br>**(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp;&nbsp;&nbsp;235 | 03/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;$81636329 | &nbsp;&nbsp;&nbsp;&nbsp;$81847562 | &nbsp;&nbsp;&nbsp;&nbsp;$211233 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp;**$81636329** | &nbsp;&nbsp;**$81847562** | &nbsp;&nbsp;**$211233** |

---

------

**DFA International Small Cap Value Portfolio**

**CONTINUED**

As of January 31, 2026, the value of Rule 144A securities amounted to $398,216,665 or 2.6% of net assets.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia | &nbsp;&nbsp;&nbsp;$116457 | &nbsp;&nbsp;&nbsp;$1122365376 | &nbsp;&nbsp;&nbsp;$5185876 | &nbsp;&nbsp;&nbsp;$1127667709 |
| &nbsp;&nbsp;&nbsp;&nbsp;Austria | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;150397458 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;150397458 |
| &nbsp;&nbsp;&nbsp;&nbsp;Belgium | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;226103323 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;226103323 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;1592045448 | &nbsp;&nbsp;&nbsp;265554 | &nbsp;&nbsp;&nbsp;3965 | &nbsp;&nbsp;&nbsp;1592314967 |
| &nbsp;&nbsp;&nbsp;&nbsp;China | &nbsp;&nbsp;&nbsp;70057949 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;70057949 |
| &nbsp;&nbsp;&nbsp;&nbsp;Denmark | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;535422735 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;535422735 |
| &nbsp;&nbsp;&nbsp;&nbsp;Finland | &nbsp;&nbsp;&nbsp;207371 | &nbsp;&nbsp;&nbsp;343983299 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;344190670 |
| &nbsp;&nbsp;&nbsp;&nbsp;France | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;548573911 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;548573911 |
| &nbsp;&nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;609398469 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;609398469 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hong Kong | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;244958008 | &nbsp;&nbsp;&nbsp;165279 | &nbsp;&nbsp;&nbsp;245123287 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ireland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8887559 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8887559 |
| &nbsp;&nbsp;&nbsp;&nbsp;Israel | &nbsp;&nbsp;&nbsp;410974 | &nbsp;&nbsp;&nbsp;172002502 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;172413476 |
| &nbsp;&nbsp;&nbsp;&nbsp;Italy | &nbsp;&nbsp;&nbsp;6919568 | &nbsp;&nbsp;&nbsp;669763056 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;676682624 |
| &nbsp;&nbsp;&nbsp;&nbsp;Japan | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3896202536 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3896202536 |
| &nbsp;&nbsp;&nbsp;&nbsp;Netherlands | &nbsp;&nbsp;&nbsp;9165153 | &nbsp;&nbsp;&nbsp;383107661 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;392272814 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;12571415 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;12571415 |
| &nbsp;&nbsp;&nbsp;&nbsp;Norway | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;114602587 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;114602587 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portugal | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;34901805 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;34901805 |
| &nbsp;&nbsp;&nbsp;&nbsp;Singapore | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;108674034 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;108674034 |
| &nbsp;&nbsp;&nbsp;&nbsp;Spain | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;437100610 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;437100610 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sweden | &nbsp;&nbsp;&nbsp;881724 | &nbsp;&nbsp;&nbsp;409088202 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;409969926 |
| &nbsp;&nbsp;&nbsp;&nbsp;Switzerland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;873538936 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;873538936 |
| &nbsp;&nbsp;&nbsp;&nbsp;United Kingdom | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1673223009 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1673223009 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States | &nbsp;&nbsp;&nbsp;213927 | &nbsp;&nbsp;&nbsp;2286864 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2500791 |
| Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;19972435 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;19972435 |
| Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Hong Kong | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;12460 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;12460 |
| &nbsp;&nbsp;&nbsp;&nbsp;Italy | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;618203809 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;618203809 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$1680018571 | &nbsp;&nbsp;&nbsp;$13215607613 | &nbsp;&nbsp;&nbsp;$5,355,120˂˃ | &nbsp;&nbsp;&nbsp;$14900981304 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts\*\* | &nbsp;&nbsp;&nbsp;211233 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;211233 |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp;$211233 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$211233 |
| &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>|

---

------

**International Vector Equity Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (95.2%) | COMMON STOCKS — (95.2%) | COMMON STOCKS — (95.2%) |  |
| AUSTRALIA — (6.0%) | AUSTRALIA — (6.0%) | AUSTRALIA — (6.0%) |  |
| \* | 29Metals Ltd. | 289928 | &nbsp;&nbsp;$95521 |
| # | Accent Group Ltd. | 154021 | &nbsp;&nbsp;98916 |
| # | Acrow Ltd. | 336798 | &nbsp;&nbsp;240896 |
|  | Adairs Ltd. | 128152 | &nbsp;&nbsp;155609 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Ainsworth Game <br>Technology Ltd.<br>| 31523 | &nbsp;&nbsp;22737 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Alkane Resources <br>Ltd.<br>| 676806 | &nbsp;&nbsp;709718 |
|  | ALS Ltd. | 22122 | &nbsp;&nbsp;377213 |
| \* | AMA Group Ltd. | 163146 | &nbsp;&nbsp;85072 |
|  | Amotiv Ltd. | 73364 | &nbsp;&nbsp;428004 |
|  | AMP Ltd. | 1395553 | &nbsp;&nbsp;1633796 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amplitude Energy <br>Ltd.<br>| 198615 | &nbsp;&nbsp;431458 |
| # | Ampol Ltd. | 59470 | &nbsp;&nbsp;1194793 |
|  | Ansell Ltd. | 60760 | &nbsp;&nbsp;1377561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ANZ Group Holdings <br>Ltd.<br>| 123573 | &nbsp;&nbsp;3143739 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arafura Rare Earths <br>Ltd. (ARU AU)<br>| 527235 | &nbsp;&nbsp;82755 |
|  | ARB Corp. Ltd. | 23660 | &nbsp;&nbsp;423134 |
|  | Aristocrat Leisure Ltd. | 61709 | &nbsp;&nbsp;2292472 |
| # | ARN Media Ltd. | 200589 | &nbsp;&nbsp;51725 |
|  | ASX Ltd. | 1336 | &nbsp;&nbsp;53179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AUB Group Ltd. AUB <br>AU<br>| 17803 | &nbsp;&nbsp;373692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AUB Group Ltd. <br>AUBXX AU<br>| 2092 | &nbsp;&nbsp;44009 |
| \* | Aurelia Metals Ltd. | 1614979 | &nbsp;&nbsp;342146 |
|  | Aurizon Holdings Ltd. | 510738 | &nbsp;&nbsp;1306455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aussie Broadband <br>Ltd.<br>| 105298 | &nbsp;&nbsp;330352 |
| \* | Austal Ltd. | 314822 | &nbsp;&nbsp;1518209 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Australian Agricultural <br>Co. Ltd.<br>| 139854 | &nbsp;&nbsp;132699 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Australian Clinical <br>Labs Ltd.<br>| 42658 | &nbsp;&nbsp;80881 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Australian Ethical <br>Investment Ltd.<br>| 58005 | &nbsp;&nbsp;184544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Australian Finance <br>Group Ltd.<br>| 170896 | &nbsp;&nbsp;244357 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Australian Strategic <br>Materials Ltd.<br>| 85552 | &nbsp;&nbsp;99343 |
| # | Autosports Group Ltd. | 17198 | &nbsp;&nbsp;45583 |
| †† | AVZ Minerals Ltd. | 100493 | &nbsp;&nbsp;10537 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Baby Bunting Group <br>Ltd.<br>| 93158 | &nbsp;&nbsp;154931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Queensland <br>Ltd.<br>| 228078 | &nbsp;&nbsp;1074216 |
|  | Bapcor Ltd. | 169073 | &nbsp;&nbsp;249975 |
| \* | BCI Minerals Ltd. | 84345 | &nbsp;&nbsp;24438 |
| # | Beach Energy Ltd. | 1185213 | &nbsp;&nbsp;1015896 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Beacon Lighting <br>Group Ltd.<br>| 57882 | &nbsp;&nbsp;$100402 |
|  | Bega Cheese Ltd. | 282359 | &nbsp;&nbsp;1195155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bell Financial Group <br>Ltd.<br>| 78973 | &nbsp;&nbsp;71818 |
| \* | Bellevue Gold Ltd. | 154007 | &nbsp;&nbsp;180600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bendigo & Adelaide <br>Bank Ltd.<br>| 146622 | &nbsp;&nbsp;1116497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BHP Group Ltd. (BHP <br>AU)<br>| 731636 | &nbsp;&nbsp;25199266 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;BHP Group Ltd. (BHP <br>US), Sponsored <br>ADR<br>| 13221 | &nbsp;&nbsp;908679 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bisalloy Steel Group <br>Ltd.<br>| 14762 | &nbsp;&nbsp;57725 |
| # | BlueScope Steel Ltd. | 226025 | &nbsp;&nbsp;4717371 |
| #\* | Boss Energy Ltd. | 173397 | &nbsp;&nbsp;229723 |
|  | Brambles Ltd. | 435330 | &nbsp;&nbsp;6757498 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bravura Solutions <br>Ltd.<br>| 268444 | &nbsp;&nbsp;380851 |
| # | Breville Group Ltd. | 20925 | &nbsp;&nbsp;466270 |
|  | Capral Ltd. | 24627 | &nbsp;&nbsp;210330 |
| \* | Capricorn Metals Ltd. | 187647 | &nbsp;&nbsp;1757579 |
|  | CAR Group Ltd. | 1367 | &nbsp;&nbsp;26157 |
| #\* | Catalyst Metals Ltd. | 15080 | &nbsp;&nbsp;85526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cedar Woods <br>Properties Ltd.<br>| 46202 | &nbsp;&nbsp;260432 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Centrebet <br>International Ltd.<br>| 6648 | &nbsp;&nbsp;0 |
|  | Challenger Ltd. | 441287 | &nbsp;&nbsp;2810751 |
|  | Champion Iron Ltd. | 141084 | &nbsp;&nbsp;569827 |
|  | Civmec Australia Ltd. | 180389 | &nbsp;&nbsp;196123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cleanaway Waste <br>Management Ltd.<br>| 1023146 | &nbsp;&nbsp;1753717 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Coast Entertainment <br>Holdings Ltd.<br>| 219442 | &nbsp;&nbsp;82980 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cobram Estate Olives <br>Ltd.<br>| 45151 | &nbsp;&nbsp;117572 |
|  | Cochlear Ltd. | 3417 | &nbsp;&nbsp;636906 |
|  | Codan Ltd. | 41367 | &nbsp;&nbsp;1089268 |
|  | Coles Group Ltd. | 309984 | &nbsp;&nbsp;4579964 |
|  | Collins Foods Ltd. | 167927 | &nbsp;&nbsp;1246164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Bank <br>of Australia<br>| 65683 | &nbsp;&nbsp;6799560 |
|  | Computershare Ltd. | 98078 | &nbsp;&nbsp;2227406 |
| #†† | &nbsp;&nbsp;&nbsp;&nbsp;Corporate Travel <br>Management Ltd.<br>| 18446 | &nbsp;&nbsp;154781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Credit Corp. Group <br>Ltd.<br>| 71970 | &nbsp;&nbsp;706931 |
|  | Data#3 Ltd. | 128978 | &nbsp;&nbsp;873640 |
| #\* | Deep Yellow Ltd. | 18066 | &nbsp;&nbsp;35279 |
| \* | Develop Global Ltd. | 12805 | &nbsp;&nbsp;46005 |
|  | Dicker Data Ltd. | 33503 | &nbsp;&nbsp;233598 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Domino's Pizza <br>Enterprises Ltd.<br>| 7108 | &nbsp;&nbsp;$112591 |
|  | Downer EDI Ltd. | 464048 | &nbsp;&nbsp;2587822 |
| # | Duratec Ltd. | 85926 | &nbsp;&nbsp;128842 |
|  | Dyno Nobel Ltd. | 871995 | &nbsp;&nbsp;2123735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eagers Automotive <br>Ltd.<br>| 72117 | &nbsp;&nbsp;1338754 |
| \*†† | Elanor Investor Group | 45594 | &nbsp;&nbsp;4889 |
| # | Elders Ltd. | 237702 | &nbsp;&nbsp;1217684 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Electro Optic Systems <br>Holdings Ltd.<br>| 19461 | &nbsp;&nbsp;117602 |
| \* | Emeco Holdings Ltd. | 364605 | &nbsp;&nbsp;333322 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Emerald Resources <br>NL<br>| 148439 | &nbsp;&nbsp;697880 |
| #\* | EML Payments Ltd. | 88850 | &nbsp;&nbsp;50664 |
|  | Enero Group Ltd. | 57599 | &nbsp;&nbsp;24962 |
|  | EQT Holdings Ltd. | 14497 | &nbsp;&nbsp;247320 |
|  | Evolution Mining Ltd. | 611015 | &nbsp;&nbsp;5867716 |
|  | EVT Ltd. | 72414 | &nbsp;&nbsp;626959 |
| # | Fenix Resources Ltd. | 576517 | &nbsp;&nbsp;175480 |
| # | Fiducian Group Ltd. | 1933 | &nbsp;&nbsp;14484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FleetPartners Group <br>Ltd.<br>| 251379 | &nbsp;&nbsp;499620 |
|  | Fleetwood Ltd. | 55983 | &nbsp;&nbsp;108309 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Flight Centre Travel <br>Group Ltd.<br>| 11355 | &nbsp;&nbsp;127349 |
|  | Fortescue Ltd. | 161413 | &nbsp;&nbsp;2337400 |
| # | G8 Education Ltd. | 452127 | &nbsp;&nbsp;210073 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Generation <br>Development Group <br>Ltd.<br>| 35355 | &nbsp;&nbsp;131507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GR Engineering <br>Services Ltd.<br>| 58500 | &nbsp;&nbsp;176089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GrainCorp Ltd., <br>Class A<br>| 218250 | &nbsp;&nbsp;1094401 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grange Resources <br>Ltd.<br>| 367733 | &nbsp;&nbsp;65827 |
|  | GWA Group Ltd. | 154925 | &nbsp;&nbsp;286619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hansen Technologies <br>Ltd.<br>| 154918 | &nbsp;&nbsp;534994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harvey Norman <br>Holdings Ltd.<br>| 251673 | &nbsp;&nbsp;1130946 |
|  | Helia Group Ltd. | 399142 | &nbsp;&nbsp;1613949 |
|  | Helloworld Travel Ltd. | 19262 | &nbsp;&nbsp;27102 |
|  | Horizon Oil Ltd. | 293270 | &nbsp;&nbsp;45767 |
|  | HUB24 Ltd. | 13372 | &nbsp;&nbsp;936923 |
| # | Humm Group Ltd. | 250731 | &nbsp;&nbsp;130223 |
| # | IDP Education Ltd. | 3735 | &nbsp;&nbsp;16254 |
| \* | IGO Ltd. | 209323 | &nbsp;&nbsp;1196538 |
|  | Iluka Resources Ltd. | 171472 | &nbsp;&nbsp;628425 |
|  | Imdex Ltd. | 371057 | &nbsp;&nbsp;959121 |
|  | Inghams Group Ltd. | 17080 | &nbsp;&nbsp;29687 |
| \* | Insignia Financial Ltd. | 260215 | &nbsp;&nbsp;840768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Insurance Australia <br>Group Ltd.<br>| 511133 | &nbsp;&nbsp;2694766 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Integral Diagnostics <br>Ltd.<br>| 186786 | &nbsp;&nbsp;339427 |
|  | IPD Group Ltd. | 10358 | &nbsp;&nbsp;31696 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |
| # | IPH Ltd. | 100554 | &nbsp;&nbsp;$260918 |
|  | IRESS Ltd. | 53453 | &nbsp;&nbsp;300941 |
|  | IVE Group Ltd. | 130143 | &nbsp;&nbsp;272590 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;James Hardie <br>Industries PLC <br>(JHX AU), CDI<br>| 26284 | &nbsp;&nbsp;598931 |
|  | JB Hi-Fi Ltd. | 53059 | &nbsp;&nbsp;2989373 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Judo Capital Holdings <br>Ltd.<br>| 502764 | &nbsp;&nbsp;633573 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Jumbo Interactive <br>Ltd.<br>| 5955 | &nbsp;&nbsp;42503 |
| # | Jupiter Mines Ltd. | 609869 | &nbsp;&nbsp;115533 |
| # | Karoon Energy Ltd. | 96988 | &nbsp;&nbsp;114819 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Kelly Partners Group <br>Holdings Ltd.<br>| 11361 | &nbsp;&nbsp;52555 |
|  | Kelsian Group Ltd. | 24750 | &nbsp;&nbsp;67216 |
| # | L1 Group Ltd. | 70109 | &nbsp;&nbsp;59729 |
|  | Lendlease Corp. Ltd. | 7135 | &nbsp;&nbsp;23877 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Lifestyle Communities <br>Ltd.<br>| 24906 | &nbsp;&nbsp;95599 |
|  | Lottery Corp. Ltd.  | 547387 | &nbsp;&nbsp;1950024 |
|  | Lovisa Holdings Ltd. | 27339 | &nbsp;&nbsp;586377 |
| # | Lycopodium Ltd. | 17864 | &nbsp;&nbsp;195117 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lynas Rare Earths <br>Ltd.<br>| 19443 | &nbsp;&nbsp;195716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MA Financial Group <br>Ltd.<br>| 10560 | &nbsp;&nbsp;76114 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Maas Group Holdings <br>Ltd.<br>| 12665 | &nbsp;&nbsp;47876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Macmahon Holdings <br>Ltd.<br>| 1350407 | &nbsp;&nbsp;609611 |
|  | Macquarie Group Ltd. | 10507 | &nbsp;&nbsp;1542015 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Macquarie Technology <br>Group Ltd.<br>| 5943 | &nbsp;&nbsp;288997 |
| # | Mader Group Ltd. | 8058 | &nbsp;&nbsp;46017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magellan Financial <br>Group Ltd.<br>| 195428 | &nbsp;&nbsp;1181436 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Mayne Pharma Group <br>Ltd.<br>| 35426 | &nbsp;&nbsp;68969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;McMillan Shakespeare <br>Ltd.<br>| 40621 | &nbsp;&nbsp;481566 |
|  | Medibank Pvt Ltd. | 415793 | &nbsp;&nbsp;1334140 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Mesoblast Ltd. (MSB <br>AU)<br>| 98564 | &nbsp;&nbsp;172891 |
| \* | Metals X Ltd. | 1244738 | &nbsp;&nbsp;1111054 |
|  | Metcash Ltd. | 848244 | &nbsp;&nbsp;1955557 |
| #\* | Metro Mining Ltd. | 1754911 | &nbsp;&nbsp;81187 |
| \* | MGX Resources Ltd. | 409076 | &nbsp;&nbsp;138670 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Mineral Resources <br>Ltd.<br>| 18140 | &nbsp;&nbsp;713544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Monadelphous Group <br>Ltd.<br>| 94730 | &nbsp;&nbsp;2038234 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Monash IVF Group <br>Ltd.<br>| 103475 | &nbsp;&nbsp;50597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MotorCycle Holdings <br>Ltd.<br>| 14248 | &nbsp;&nbsp;27423 |
| \* | Myer Holdings Ltd. | 1070594 | &nbsp;&nbsp;323135 |
|  | MyState Ltd. | 164673 | &nbsp;&nbsp;513269 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Australia <br>Bank Ltd.<br>| 213086 | &nbsp;&nbsp;$6400977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Navigator Global <br>Investments Ltd.<br>| 264226 | &nbsp;&nbsp;581865 |
|  | Netwealth Group Ltd. | 68493 | &nbsp;&nbsp;1160534 |
|  | New Hope Corp. Ltd. | 361318 | &nbsp;&nbsp;1132983 |
| #\* | NEXTDC Ltd. | 21939 | &nbsp;&nbsp;202706 |
|  | nib holdings Ltd. | 217185 | &nbsp;&nbsp;1012999 |
| # | Nick Scali Ltd. | 64145 | &nbsp;&nbsp;1089618 |
|  | Nickel Industries Ltd. | 650421 | &nbsp;&nbsp;411758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nine Entertainment <br>Co. Holdings Ltd.<br>| 709775 | &nbsp;&nbsp;562859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northern Star <br>Resources Ltd.<br>| 269589 | &nbsp;&nbsp;4955935 |
|  | NRW Holdings Ltd. | 502936 | &nbsp;&nbsp;1814705 |
| \* | Nufarm Ltd. | 109453 | &nbsp;&nbsp;178732 |
| #\* | Omni Bridgeway Ltd. | 91367 | &nbsp;&nbsp;98137 |
|  | oOh!media Ltd. | 310897 | &nbsp;&nbsp;269513 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Ora Banda Mining <br>Ltd.<br>| 286095 | &nbsp;&nbsp;239802 |
|  | Orica Ltd. | 175440 | &nbsp;&nbsp;3125323 |
|  | Origin Energy Ltd. | 78122 | &nbsp;&nbsp;640703 |
|  | Orora Ltd. | 28317 | &nbsp;&nbsp;40210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Current Group <br>Ltd.<br>| 51154 | &nbsp;&nbsp;352014 |
| \* | Paladin Energy Ltd. | 13600 | &nbsp;&nbsp;124447 |
| \* | Pantoro Gold Ltd. | 59178 | &nbsp;&nbsp;196325 |
|  | Peet Ltd. | 288046 | &nbsp;&nbsp;402452 |
| #\* | Peninsula Energy Ltd. | 45926 | &nbsp;&nbsp;29030 |
|  | Pepper Money Ltd. | 100354 | &nbsp;&nbsp;136491 |
|  | Perenti Ltd. | 1146997 | &nbsp;&nbsp;2208094 |
|  | Perpetual Ltd. | 39575 | &nbsp;&nbsp;495566 |
|  | Perseus Mining Ltd. | 1502020 | &nbsp;&nbsp;5785020 |
| \* | PEXA Group Ltd. | 8059 | &nbsp;&nbsp;77052 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Pinnacle Investment <br>Management Group <br>Ltd.<br>| 5020 | &nbsp;&nbsp;58871 |
| \* | PLS Group Ltd. | 173979 | &nbsp;&nbsp;510486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Premier Investments <br>Ltd.<br>| 43181 | &nbsp;&nbsp;399959 |
|  | Pro Medicus Ltd. | 19738 | &nbsp;&nbsp;2523370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Propel Funeral <br>Partners Ltd.<br>| 27169 | &nbsp;&nbsp;93097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;QBE Insurance Group <br>Ltd.<br>| 269671 | &nbsp;&nbsp;3696050 |
|  | Qube Holdings Ltd. | 154964 | &nbsp;&nbsp;512554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ramelius Resources <br>Ltd.<br>| 1305980 | &nbsp;&nbsp;4022175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ramsay Health Care <br>Ltd.<br>| 3539 | &nbsp;&nbsp;89274 |
|  | REA Group Ltd. | 3453 | &nbsp;&nbsp;454014 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ReadyTech Holdings <br>Ltd.<br>| 14623 | &nbsp;&nbsp;25689 |
| # | Reece Ltd. | 20461 | &nbsp;&nbsp;209438 |
|  | Regis Resources Ltd. | 1107573 | &nbsp;&nbsp;5772952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reliance Worldwide <br>Corp. Ltd.<br>| 359173 | &nbsp;&nbsp;933333 |
| \* | Resolute Mining Ltd. | 2578369 | &nbsp;&nbsp;2309757 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |
|  | Ridley Corp. Ltd. | 269883 | &nbsp;&nbsp;$468491 |
| # | Rio Tinto Ltd. | 46130 | &nbsp;&nbsp;4806043 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;RPMGlobal Holdings <br>Ltd.<br>| 81932 | &nbsp;&nbsp;283721 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sandfire Resources <br>Ltd.<br>| 393692 | &nbsp;&nbsp;5342019 |
|  | Santos Ltd. | 491938 | &nbsp;&nbsp;2399058 |
|  | SEEK Ltd. | 9124 | &nbsp;&nbsp;132521 |
| \* | Select Harvests Ltd. | 95547 | &nbsp;&nbsp;294605 |
|  | Servcorp Ltd. | 44491 | &nbsp;&nbsp;239085 |
|  | Service Stream Ltd. | 626740 | &nbsp;&nbsp;993325 |
|  | SGH Ltd. | 49193 | &nbsp;&nbsp;1576551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shaver Shop Group <br>Ltd.<br>| 136824 | &nbsp;&nbsp;142910 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sigma Healthcare <br>Ltd.<br>| 1004811 | &nbsp;&nbsp;2153151 |
| #\* | Silver Mines Ltd. | 23162 | &nbsp;&nbsp;3847 |
|  | Sims Ltd. (SGM AU) | 99760 | &nbsp;&nbsp;1396757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SmartGroup Corp. <br>Ltd.<br>| 69278 | &nbsp;&nbsp;406297 |
|  | Solvar Ltd. | 175468 | &nbsp;&nbsp;227310 |
|  | Sonic Healthcare Ltd. | 28743 | &nbsp;&nbsp;459653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;South32 Ltd. (S32 <br>AU)<br>| 652522 | &nbsp;&nbsp;2067103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Cross <br>Electrical <br>Engineering Ltd.<br>| 255305 | &nbsp;&nbsp;453417 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Southern Cross Media <br>Group Ltd.<br>| 216485 | &nbsp;&nbsp;96716 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;SpeedCast <br>International Ltd.<br>| 198889 | &nbsp;&nbsp;0 |
|  | SRG Global Ltd. | 584627 | &nbsp;&nbsp;1225948 |
| #\* | St Barbara Ltd. | 362501 | &nbsp;&nbsp;177637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stanmore Resources <br>Ltd.<br>| 219017 | &nbsp;&nbsp;458474 |
|  | Steadfast Group Ltd. | 136229 | &nbsp;&nbsp;493352 |
|  | Suncorp Group Ltd. | 229899 | &nbsp;&nbsp;2706356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Super Retail Group <br>Ltd.<br>| 160643 | &nbsp;&nbsp;1639242 |
| #\* | Superloop Ltd. | 199793 | &nbsp;&nbsp;318350 |
| # | Supply Network Ltd. | 505 | &nbsp;&nbsp;12893 |
| #\* | Syrah Resources Ltd. | 333531 | &nbsp;&nbsp;53718 |
|  | Tabcorp Holdings Ltd. | 1038934 | &nbsp;&nbsp;637779 |
|  | Technology One Ltd. | 95715 | &nbsp;&nbsp;1671068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telstra Group Ltd. <br>(TLS AU)<br>| 373408 | &nbsp;&nbsp;1268577 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Temple & Webster <br>Group Ltd.<br>| 1595 | &nbsp;&nbsp;13266 |
|  | Ten Sixty Four Ltd. | 189882 | &nbsp;&nbsp;14545 |
| # | TPG Telecom Ltd. | 65092 | &nbsp;&nbsp;175590 |
| \* | Tuas Ltd. | 17051 | &nbsp;&nbsp;84333 |
| #\* | Tyro Payments Ltd. | 67655 | &nbsp;&nbsp;44660 |
| \* | Vault Minerals Ltd. | 598932 | &nbsp;&nbsp;2291976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ventia Services Group <br>Pty. Ltd.<br>| 450729 | &nbsp;&nbsp;1805152 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Viva Energy Group <br>Ltd.<br>| 637144 | &nbsp;&nbsp;797605 |
|  | Vulcan Steel Ltd. | 17806 | &nbsp;&nbsp;85723 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |
| \* | Vysarn Ltd. | 40546 | &nbsp;&nbsp;$22623 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Washington H Soul <br>Pattinson & Co. <br>Ltd.<br>| 47459 | &nbsp;&nbsp;1270649 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;WEB Travel Group <br>Ltd.<br>| 51791 | &nbsp;&nbsp;165730 |
|  | Wesfarmers Ltd. | 116165 | &nbsp;&nbsp;6701176 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;West African <br>Resources Ltd.<br>| 1368888 | &nbsp;&nbsp;3316681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westgold Resources <br>Ltd.<br>| 647422 | &nbsp;&nbsp;3079591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westpac Banking <br>Corp.<br>| 144961 | &nbsp;&nbsp;3894971 |
|  | Whitehaven Coal Ltd. | 572267 | &nbsp;&nbsp;3496350 |
|  | WiseTech Global Ltd. | 1620 | &nbsp;&nbsp;64908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Woodside Energy <br>Group Ltd. (WDS <br>AU)<br>| 158335 | &nbsp;&nbsp;2795641 |
|  | Worley Ltd. | 95808 | &nbsp;&nbsp;891160 |
| \* | Xero Ltd. | 3203 | &nbsp;&nbsp;208744 |
| # | XRF Scientific Ltd. | 64487 | &nbsp;&nbsp;97491 |
| # | Yancoal Australia Ltd. | 229976 | &nbsp;&nbsp;920562 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | &nbsp;&nbsp;263417061 |
| AUSTRIA — (0.8%) | AUSTRIA — (0.8%) | AUSTRIA — (0.8%) |  |
| \* | Addiko Bank AG | 8740 | &nbsp;&nbsp;264082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Agrana Beteiligungs <br>AG<br>| 7106 | &nbsp;&nbsp;96137 |
|  | ANDRITZ AG | 32599 | &nbsp;&nbsp;2820608 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AT&S Austria <br>Technologie & <br>Systemtechnik AG<br>| 18600 | &nbsp;&nbsp;836190 |
| Ω | BAWAG Group AG | 23691 | &nbsp;&nbsp;3853953 |
|  | DO & Co. AG | 5776 | &nbsp;&nbsp;1350787 |
|  | Erste Group Bank AG | 34137 | &nbsp;&nbsp;4438113 |
| \* | Eurotelesites AG | 23962 | &nbsp;&nbsp;120623 |
|  | EVN AG | 24912 | &nbsp;&nbsp;839401 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Immofinanz AG (IIA <br>AV)<br>| 7951 | &nbsp;&nbsp;0 |
| #\* | Lenzing AG | 11372 | &nbsp;&nbsp;343322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mayr Melnhof Karton <br>AG<br>| 1052 | &nbsp;&nbsp;119230 |
|  | Oberbank AG | 1137 | &nbsp;&nbsp;104046 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Oesterreichische Post <br>AG<br>| 9879 | &nbsp;&nbsp;385271 |
|  | OMV AG | 60881 | &nbsp;&nbsp;3616802 |
|  | Palfinger AG | 11715 | &nbsp;&nbsp;503394 |
|  | Porr AG | 23162 | &nbsp;&nbsp;952606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raiffeisen Bank <br>International AG<br>| 83542 | &nbsp;&nbsp;4210972 |
|  | SBO AG | 1811 | &nbsp;&nbsp;68039 |
|  | Semperit AG Holding | 3192 | &nbsp;&nbsp;47524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Strabag SE (STR AV), <br>Class BR<br>| 2516 | &nbsp;&nbsp;260534 |
|  | Telekom Austria AG | 83736 | &nbsp;&nbsp;889255 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;UBM Development <br>AG<br>| 653 | &nbsp;&nbsp;15495 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRIA — (Continued) | AUSTRIA — (Continued) | AUSTRIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UNIQA Insurance <br>Group AG<br>| 71312 | &nbsp;&nbsp;$1321907 |
|  | Verbund AG | 2487 | &nbsp;&nbsp;182485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vienna Insurance <br>Group AG Wiener <br>Versicherung <br>Gruppe<br>| 23493 | &nbsp;&nbsp;1846644 |
|  | voestalpine AG | 45346 | &nbsp;&nbsp;2153277 |
|  | Wienerberger AG | 64796 | &nbsp;&nbsp;2141800 |
|  | Zumtobel Group AG | 17373 | &nbsp;&nbsp;73670 |
| TOTAL AUSTRIA | TOTAL AUSTRIA |  | &nbsp;&nbsp;33856167 |
| BELGIUM — (1.6%) | BELGIUM — (1.6%) | BELGIUM — (1.6%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ackermans & van <br>Haaren NV<br>| 15891 | &nbsp;&nbsp;4701641 |
|  | Ageas SA | 110156 | &nbsp;&nbsp;7824407 |
| \* | AGFA-Gevaert NV | 94352 | &nbsp;&nbsp;55852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch <br>InBev SA (ABI BB)<br>| 83775 | &nbsp;&nbsp;6030376 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch <br>InBev SA (BUD <br>US), Sponsored <br>ADR<br>| 3763 | &nbsp;&nbsp;269732 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Argenx SE (ARGX <br>BB)<br>| 66 | &nbsp;&nbsp;55504 |
| \* | Atenor | 3530 | &nbsp;&nbsp;11368 |
|  | Barco NV | 17144 | &nbsp;&nbsp;235351 |
|  | Bekaert SA | 42706 | &nbsp;&nbsp;2095023 |
| \* | bpost SA | 9220 | &nbsp;&nbsp;23792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cie <br>d'Entreprises CFE<br>| 8983 | &nbsp;&nbsp;97469 |
| # | Colruyt Group NV | 44480 | &nbsp;&nbsp;1704461 |
|  | Deceuninck NV | 103359 | &nbsp;&nbsp;282523 |
|  | Deme Group NV | 6977 | &nbsp;&nbsp;1390793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Econocom Group SA <br>NV<br>| 90626 | &nbsp;&nbsp;188138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EVS Broadcast <br>Equipment SA<br>| 9610 | &nbsp;&nbsp;414026 |
|  | Fagron | 45161 | &nbsp;&nbsp;1187253 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Galapagos NV (GLPG <br>BB)<br>| 31943 | &nbsp;&nbsp;1076841 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Galapagos NV (GLPG <br>NA)<br>| 28000 | &nbsp;&nbsp;947330 |
|  | Gimv NV | 21565 | &nbsp;&nbsp;1164595 |
|  | KBC Group NV | 137693 | &nbsp;&nbsp;19403080 |
|  | Kinepolis Group NV | 5948 | &nbsp;&nbsp;188385 |
| # | Lotus Bakeries NV | 202 | &nbsp;&nbsp;2381508 |
|  | Melexis NV | 7283 | &nbsp;&nbsp;550579 |
| #\* | Ontex Group NV | 62857 | &nbsp;&nbsp;365576 |
| \* | Orange Belgium SA | 6976 | &nbsp;&nbsp;159107 |
|  | Proximus SADP | 315368 | &nbsp;&nbsp;2877379 |
| # | Recticel SA | 27025 | &nbsp;&nbsp;327014 |
|  | Sipef NV | 4993 | &nbsp;&nbsp;497546 |
|  | Solvay SA | 72824 | &nbsp;&nbsp;2143951 |
| # | Syensqo SA | 62197 | &nbsp;&nbsp;5234732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tessenderlo Group <br>SA<br>| 26346 | &nbsp;&nbsp;854564 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) |  |
|  | UCB SA | 18616 | &nbsp;&nbsp;$5672769 |
|  | Umicore SA | 10808 | &nbsp;&nbsp;256931 |
|  | Van de Velde NV | 2440 | &nbsp;&nbsp;87618 |
|  | VGP NV | 10458 | &nbsp;&nbsp;1282510 |
|  | Viohalco SA | 29708 | &nbsp;&nbsp;455520 |
| TOTAL BELGIUM | TOTAL BELGIUM |  | &nbsp;&nbsp;72495244 |
| CANADA — (10.7%) | CANADA — (10.7%) | CANADA — (10.7%) |  |
| \* | 5N Plus, Inc. | 66274 | &nbsp;&nbsp;1172018 |
| # | Acadian Timber Corp. | 6576 | &nbsp;&nbsp;77802 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ACT Energy <br>Technologies Ltd.<br>| 17600 | &nbsp;&nbsp;74839 |
|  | ADENTRA, Inc. | 21558 | &nbsp;&nbsp;573128 |
|  | ADF Group, Inc. | 19843 | &nbsp;&nbsp;128823 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Advantage Energy <br>Ltd.<br>| 164703 | &nbsp;&nbsp;1331752 |
|  | Aecon Group, Inc. | 2009 | &nbsp;&nbsp;52082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AG Growth <br>International, Inc.<br>| 2004 | &nbsp;&nbsp;42769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AGF Management <br>Ltd., Class B<br>| 71437 | &nbsp;&nbsp;952214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Agnico Eagle Mines <br>Ltd. (AEM CN)<br>| 22158 | &nbsp;&nbsp;4212071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Agnico Eagle Mines <br>Ltd. (AEM US)<br>| 15606 | &nbsp;&nbsp;2972951 |
| #\* | Aimia, Inc. | 62327 | &nbsp;&nbsp;137319 |
| \* | Air Canada | 66800 | &nbsp;&nbsp;924746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AirBoss of America <br>Corp.<br>| 8831 | &nbsp;&nbsp;30222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alamos Gold, Inc. <br>(AGI CN), Class A<br>| 86763 | &nbsp;&nbsp;3215262 |
|  | Algoma Central Corp. | 4796 | &nbsp;&nbsp;68295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alimentation <br>Couche-Tard, Inc.<br>| 56022 | &nbsp;&nbsp;2914551 |
| \* | Allied Gold Corp. | 21537 | &nbsp;&nbsp;678305 |
|  | AltaGas Ltd. | 90505 | &nbsp;&nbsp;2729806 |
|  | Altius Minerals Corp. | 7 | &nbsp;&nbsp;222 |
|  | Altus Group Ltd. | 66 | &nbsp;&nbsp;2239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amerigo Resources <br>Ltd.<br>| 110614 | &nbsp;&nbsp;451668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Andrew Peller Ltd., <br>Class A<br>| 11000 | &nbsp;&nbsp;42250 |
|  | ARC Resources Ltd. | 333794 | &nbsp;&nbsp;6194666 |
| \* | Aritzia, Inc. | 46952 | &nbsp;&nbsp;3700920 |
| \* | Athabasca Oil Corp. | 764419 | &nbsp;&nbsp;4485520 |
| \* | ATS Corp. (ATS CN) | 2758 | &nbsp;&nbsp;78386 |
| \* | AutoCanada, Inc. | 22525 | &nbsp;&nbsp;460872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;B2Gold Corp. (BTG <br>US)<br>| 601232 | &nbsp;&nbsp;2946037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;B2Gold Corp. (BTO <br>CN)<br>| 539008 | &nbsp;&nbsp;2624480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Badger Infrastructure <br>Solutions Ltd.<br>| 27487 | &nbsp;&nbsp;1554162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Montreal <br>(BMO CN)<br>| 4685 | &nbsp;&nbsp;637799 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Montreal <br>(BMO US)<br>| 58550 | &nbsp;&nbsp;7971582 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Nova Scotia <br>(BNS CN)<br>| 1321 | &nbsp;&nbsp;$98761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Nova Scotia <br>(BNS US)<br>| 43518 | &nbsp;&nbsp;3251665 |
|  | Barrick Mining Corp. | 45774 | &nbsp;&nbsp;2095991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barrick Mining Corp. <br>(B US)<br>| 103697 | &nbsp;&nbsp;4748286 |
| # | Baytex Energy Corp. | 189561 | &nbsp;&nbsp;654307 |
|  | BCE, Inc. (BCE US) | 11214 | &nbsp;&nbsp;289994 |
|  | Birchcliff Energy Ltd. | 323481 | &nbsp;&nbsp;1738979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bird Construction, <br>Inc.<br>| 62574 | &nbsp;&nbsp;1385989 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Black Diamond Group <br>Ltd.<br>| 53397 | &nbsp;&nbsp;647046 |
|  | Boralex, Inc., Class A | 9723 | &nbsp;&nbsp;180300 |
|  | Boyd Group, Inc. | 5348 | &nbsp;&nbsp;876520 |
|  | BRP, Inc. (DOO CN) | 4900 | &nbsp;&nbsp;369826 |
| \* | CAE, Inc. (CAE CN) | 175 | &nbsp;&nbsp;5609 |
| \* | CAE, Inc. (CAE US) | 11892 | &nbsp;&nbsp;381020 |
|  | Calian Group Ltd. | 6388 | &nbsp;&nbsp;316245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canaccord Genuity <br>Group, Inc.<br>| 33593 | &nbsp;&nbsp;292601 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Canada Goose <br>Holdings, Inc. <br>(GOOS US)<br>| 28406 | &nbsp;&nbsp;345417 |
|  | Canada Packers, Inc. | 8586 | &nbsp;&nbsp;100700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Imperial <br>Bank of Commerce <br>(CM CN)<br>| 36572 | &nbsp;&nbsp;3379885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Imperial <br>Bank of Commerce <br>(CM US)<br>| 53924 | &nbsp;&nbsp;4982038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Natural <br>Resources Ltd. <br>(CNQ US)<br>| 238383 | &nbsp;&nbsp;8870231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Pacific <br>Kansas City Ltd. <br>(CP CN)<br>| 5103 | &nbsp;&nbsp;379338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Pacific <br>Kansas City Ltd. <br>(CP US)<br>| 3549 | &nbsp;&nbsp;263833 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Tire Corp. <br>Ltd., Class A<br>| 22589 | &nbsp;&nbsp;2779062 |
| \* | Canfor Corp. | 94268 | &nbsp;&nbsp;992768 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Capstone Copper <br>Corp.<br>| 195092 | &nbsp;&nbsp;2162037 |
| # | Cardinal Energy Ltd. | 249453 | &nbsp;&nbsp;1624973 |
| # | Cargojet, Inc. | 1500 | &nbsp;&nbsp;102405 |
|  | Cascades, Inc. | 91906 | &nbsp;&nbsp;863275 |
| \* | Cavvy Energy Ltd. | 22500 | &nbsp;&nbsp;14706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CCL Industries, Inc., <br>Class B<br>| 26567 | &nbsp;&nbsp;1601063 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Celestica, Inc. (CLS <br>CN)<br>| 77 | &nbsp;&nbsp;21637 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Celestica, Inc. (CLS <br>US)<br>| 33153 | &nbsp;&nbsp;9315661 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cenovus Energy, Inc. <br>(CVE CN)<br>| 851 | &nbsp;&nbsp;$16793 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cenovus Energy, Inc. <br>(CVE US)<br>| 452224 | &nbsp;&nbsp;8917857 |
|  | Centerra Gold, Inc. | 354262 | &nbsp;&nbsp;5934497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CES Energy Solutions <br>Corp.<br>| 277595 | &nbsp;&nbsp;2894906 |
|  | CGI, Inc. (GIB US) | 10175 | &nbsp;&nbsp;872812 |
|  | CGI, Inc. (GIBA CN) | 14980 | &nbsp;&nbsp;1283859 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Chesswood Group <br>Ltd.<br>| 4397 | &nbsp;&nbsp;549 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cipher <br>Pharmaceuticals, <br>Inc.<br>| 100 | &nbsp;&nbsp;1074 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cogeco <br>Communications, <br>Inc.<br>| 30138 | &nbsp;&nbsp;1452618 |
|  | Cogeco, Inc. | 24502 | &nbsp;&nbsp;1201662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Colliers International <br>Group, Inc. (CIGI <br>CN)<br>| 34 | &nbsp;&nbsp;4646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Computer Modelling <br>Group Ltd.<br>| 20352 | &nbsp;&nbsp;72192 |
| \* | Conifex Timber, Inc. | 7656 | &nbsp;&nbsp;675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Constellation <br>Software, Inc.<br>| 1000 | &nbsp;&nbsp;1845526 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Cronos Group, Inc. <br>(CRON US)<br>| 203179 | &nbsp;&nbsp;509979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Definity Financial <br>Corp.<br>| 37708 | &nbsp;&nbsp;1845453 |
|  | Dexterra Group, Inc. | 21771 | &nbsp;&nbsp;206730 |
|  | Dollarama, Inc. | 66512 | &nbsp;&nbsp;8963355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Doman Building <br>Materials Group <br>Ltd.<br>| 86605 | &nbsp;&nbsp;611225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dominion Lending <br>Centres, Inc.<br>| 8600 | &nbsp;&nbsp;58232 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dorel Industries, Inc., <br>Class B<br>| 8818 | &nbsp;&nbsp;12887 |
|  | DPM Metals, Inc. | 227803 | &nbsp;&nbsp;7948387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DREAM Unlimited <br>Corp., Class A<br>| 24324 | &nbsp;&nbsp;350306 |
|  | Dynacor Group, Inc. | 39406 | &nbsp;&nbsp;176533 |
|  | ECN Capital Corp. | 7000 | &nbsp;&nbsp;15577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;E-L Financial Corp. <br>Ltd.<br>| 97700 | &nbsp;&nbsp;1244883 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Eldorado Gold Corp. <br>(EGO US)<br>| 64527 | &nbsp;&nbsp;2769499 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Eldorado Gold Corp. <br>(ELD CN)<br>| 67605 | &nbsp;&nbsp;2900496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Element Fleet <br>Management Corp.<br>| 140093 | &nbsp;&nbsp;3549523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Empire Co. Ltd., <br>Class A<br>| 94004 | &nbsp;&nbsp;3070758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Endeavour Mining <br>PLC<br>| 105890 | &nbsp;&nbsp;5781135 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enerflex Ltd. (EFX <br>CN)<br>| 137475 | &nbsp;&nbsp;$2523042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enerflex Ltd. (EFXT <br>US)<br>| 27196 | &nbsp;&nbsp;499319 |
| \* | Energy Fuels, Inc. | 15 | &nbsp;&nbsp;346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enghouse Systems <br>Ltd.<br>| 6152 | &nbsp;&nbsp;84533 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ensign Energy <br>Services, Inc.<br>| 214118 | &nbsp;&nbsp;495334 |
|  | EQB, Inc. | 27013 | &nbsp;&nbsp;2106643 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Equinox Gold Corp. <br>(EQX CN)<br>| 29 | &nbsp;&nbsp;412 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ERO Copper Corp. <br>(ERO CN)<br>| 23172 | &nbsp;&nbsp;777363 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ERO Copper Corp. <br>(ERO US)<br>| 30002 | &nbsp;&nbsp;1005367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Evertz Technologies <br>Ltd.<br>| 4956 | &nbsp;&nbsp;52630 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Exchange Income <br>Corp.<br>| 19417 | &nbsp;&nbsp;1354691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Exco Technologies <br>Ltd.<br>| 9617 | &nbsp;&nbsp;49369 |
| # | Extendicare, Inc. | 50936 | &nbsp;&nbsp;867481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fairfax Financial <br>Holdings Ltd.<br>| 2930 | &nbsp;&nbsp;4835377 |
| # | Fiera Capital Corp. | 13807 | &nbsp;&nbsp;60231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Finning International, <br>Inc.<br>| 106909 | &nbsp;&nbsp;6704336 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Firan Technology <br>Group Corp.<br>| 15800 | &nbsp;&nbsp;169296 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Firm Capital Mortgage <br>Investment Corp.<br>| 15800 | &nbsp;&nbsp;139707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Majestic Silver <br>Corp. (AG US)<br>| 10 | &nbsp;&nbsp;208 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;First Quantum <br>Minerals Ltd.<br>| 12332 | &nbsp;&nbsp;348591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FirstService Corp. <br>(FSV CN)<br>| 919 | &nbsp;&nbsp;142380 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Foraco International <br>SA<br>| 56346 | &nbsp;&nbsp;120004 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Fortuna Mining Corp. <br>(FSM US)<br>| 471388 | &nbsp;&nbsp;4610175 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fortuna Mining Corp. <br>(FVI CN)<br>| 89549 | &nbsp;&nbsp;875992 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Franco-Nevada Corp. <br>(FNV CN)<br>| 58 | &nbsp;&nbsp;13577 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Franco-Nevada Corp. <br>(FNV US)<br>| 2083 | &nbsp;&nbsp;488172 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Freehold Royalties <br>Ltd.<br>| 117742 | &nbsp;&nbsp;1416380 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Galiano Gold, Inc. <br>GAU CN<br>| 36893 | &nbsp;&nbsp;96998 |
|  | Gamehost, Inc. | 7582 | &nbsp;&nbsp;65817 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GDI Integrated Facility <br>Services, Inc.<br>| 1200 | &nbsp;&nbsp;32052 |
|  | George Weston Ltd. | 42090 | &nbsp;&nbsp;2935620 |
|  | Gibson Energy, Inc. | 78274 | &nbsp;&nbsp;1541164 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gildan Activewear, <br>Inc. (GIL CN)<br>| 4746 | &nbsp;&nbsp;$308360 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gildan Activewear, <br>Inc. (GIL US)<br>| 57447 | &nbsp;&nbsp;3732906 |
|  | goeasy Ltd. | 9293 | &nbsp;&nbsp;853920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great-West Lifeco, <br>Inc.<br>| 3328 | &nbsp;&nbsp;155787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guardian Capital <br>Group Ltd., Class A<br>| 33 | &nbsp;&nbsp;1633 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Haivision Systems, <br>Inc.<br>| 16200 | &nbsp;&nbsp;100057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hammond <br>Manufacturing Co. <br>Ltd., Class A<br>| 2800 | &nbsp;&nbsp;20851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hammond Power <br>Solutions, Inc.<br>| 11279 | &nbsp;&nbsp;1487355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Headwater <br>Exploration, Inc.<br>| 188401 | &nbsp;&nbsp;1521985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;High Liner Foods, <br>Inc.<br>| 11997 | &nbsp;&nbsp;136565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hudbay Minerals, Inc. <br>(HBM CN)<br>| 236939 | &nbsp;&nbsp;5611780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hudbay Minerals, Inc. <br>(HBM US)<br>| 162231 | &nbsp;&nbsp;3841630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;iA Financial Corp., <br>Inc.<br>| 50448 | &nbsp;&nbsp;6198696 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IAMGOLD Corp. (IAG <br>US)<br>| 233600 | &nbsp;&nbsp;4246848 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IAMGOLD Corp. (IMG <br>CN)<br>| 372351 | &nbsp;&nbsp;6757091 |
|  | IGM Financial, Inc. | 18591 | &nbsp;&nbsp;899206 |
| \* | Imperial Metals Corp. | 51327 | &nbsp;&nbsp;447813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Imperial Oil Ltd. (IMO <br>CN)<br>| 894 | &nbsp;&nbsp;90322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Imperial Oil Ltd. (IMO <br>US)<br>| 31444 | &nbsp;&nbsp;3183705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Information Services <br>Corp.<br>| 7900 | &nbsp;&nbsp;252958 |
| # | InPlay Oil Corp. | 1350 | &nbsp;&nbsp;14465 |
|  | Intact Financial Corp. | 11756 | &nbsp;&nbsp;2140366 |
| \* | Interfor Corp. | 38266 | &nbsp;&nbsp;285804 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ivanhoe Mines Ltd., <br>Class A<br>| 3 | &nbsp;&nbsp;38 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Jamieson Wellness, <br>Inc.<br>| 1409 | &nbsp;&nbsp;35855 |
| \* | Journey Energy, Inc. | 4800 | &nbsp;&nbsp;12303 |
| \* | K92 Mining, Inc. | 81702 | &nbsp;&nbsp;1533656 |
|  | K-Bro Linen, Inc. | 7218 | &nbsp;&nbsp;180867 |
| \* | Kelt Exploration Ltd. | 216412 | &nbsp;&nbsp;1239681 |
|  | Keyera Corp. | 70498 | &nbsp;&nbsp;2387297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinross Gold Corp. (K <br>CN)<br>| 201485 | &nbsp;&nbsp;6345006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinross Gold Corp. <br>(KGC US)<br>| 232737 | &nbsp;&nbsp;7345180 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Knight Therapeutics, <br>Inc.<br>| 55268 | &nbsp;&nbsp;235416 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kolibri Global Energy, <br>Inc.<br>| 12434 | &nbsp;&nbsp;$49767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Labrador Iron Ore <br>Royalty Corp.<br>| 6651 | &nbsp;&nbsp;144191 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Laramide Resources <br>Ltd.<br>| 89504 | &nbsp;&nbsp;55215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lassonde Industries, <br>Inc., Class A<br>| 2803 | &nbsp;&nbsp;454936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Laurentian Bank of <br>Canada<br>| 59 | &nbsp;&nbsp;1733 |
|  | Leon's Furniture Ltd. | 29274 | &nbsp;&nbsp;591650 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lightspeed <br>Commerce, Inc. <br>(LSPD US)<br>| 3913 | &nbsp;&nbsp;42260 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Lightstream <br>Resources Ltd.<br>| 116588 | &nbsp;&nbsp;0 |
|  | Linamar Corp. | 42622 | &nbsp;&nbsp;2701965 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lithium Americas <br>Corp.<br>| 2 | &nbsp;&nbsp;10 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Loblaw Cos. Ltd. L <br>CN<br>| 27094 | &nbsp;&nbsp;1219167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Loblaw Cos. Ltd. <br>LBLCF US<br>| 1 | &nbsp;&nbsp;68 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lucara Diamond <br>Corp.<br>| 173221 | &nbsp;&nbsp;31485 |
|  | Lundin Gold, Inc. | 58414 | &nbsp;&nbsp;4379173 |
|  | Lundin Mining Corp. | 13816 | &nbsp;&nbsp;348533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magellan Aerospace <br>Corp.<br>| 13593 | &nbsp;&nbsp;207841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magna International, <br>Inc. (MG CN)<br>| 7174 | &nbsp;&nbsp;366748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magna International, <br>Inc. (MGA US)<br>| 82627 | &nbsp;&nbsp;4225545 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Major Drilling Group <br>International, Inc.<br>| 78468 | &nbsp;&nbsp;860950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Manulife Financial <br>Corp. (MFC US)<br>| 2156 | &nbsp;&nbsp;82165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maple Leaf Foods, <br>Inc.<br>| 42930 | &nbsp;&nbsp;795450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Martinrea <br>International, Inc.<br>| 86554 | &nbsp;&nbsp;617221 |
| \* | Mattr Corp. | 21640 | &nbsp;&nbsp;130636 |
| \* | MDA Space Ltd. | 3266 | &nbsp;&nbsp;92177 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Medexus <br>Pharmaceuticals, <br>Inc.<br>| 5900 | &nbsp;&nbsp;12262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Medical Facilities <br>Corp.<br>| 17182 | &nbsp;&nbsp;191423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Melcor Developments <br>Ltd.<br>| 6653 | &nbsp;&nbsp;79251 |
|  | Meren Energy, Inc. | 251177 | &nbsp;&nbsp;392911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Methanex Corp. <br>(MEOH US)<br>| 20048 | &nbsp;&nbsp;956691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Methanex Corp. (MX <br>CN)<br>| 29109 | &nbsp;&nbsp;1388912 |
|  | Metro, Inc. | 27751 | &nbsp;&nbsp;1842209 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MTY Food Group, <br>Inc.<br>| 2360 | &nbsp;&nbsp;$73522 |
| # | Mullen Group Ltd. | 131324 | &nbsp;&nbsp;1550832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Bank of <br>Canada<br>| 83447 | &nbsp;&nbsp;9943256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Neo Performance <br>Materials, Inc.<br>| 16456 | &nbsp;&nbsp;231555 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;New Gold, Inc. (NGD <br>CN)<br>| 904927 | &nbsp;&nbsp;9091471 |
| \* | NFI Group, Inc. | 145 | &nbsp;&nbsp;1761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;North American <br>Construction Group <br>Ltd. (NOA CN)<br>| 10246 | &nbsp;&nbsp;153128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;North American <br>Construction Group <br>Ltd. (NOA US)<br>| 11134 | &nbsp;&nbsp;166453 |
|  | North West Co., Inc. | 48708 | &nbsp;&nbsp;1738843 |
| # | Northland Power, Inc. | 6950 | &nbsp;&nbsp;95804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nutrien Ltd. (NTR <br>US)<br>| 107330 | &nbsp;&nbsp;7393982 |
| \* | NuVista Energy Ltd. | 284789 | &nbsp;&nbsp;3898555 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Obsidian Energy Ltd. <br>(OBE CN)<br>| 27709 | &nbsp;&nbsp;200240 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Obsidian Energy Ltd. <br>(OBE US)<br>| 8781 | &nbsp;&nbsp;63311 |
|  | OceanaGold Corp. | 233095 | &nbsp;&nbsp;7552702 |
|  | Onex Corp. | 29369 | &nbsp;&nbsp;2502399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Open Text Corp. <br>(OTEX CN)<br>| 4642 | &nbsp;&nbsp;118568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Open Text Corp. <br>(OTEX US)<br>| 59626 | &nbsp;&nbsp;1522252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OR Royalties, Inc. <br>(OR CN)<br>| 39 | &nbsp;&nbsp;1538 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Orbite Technologies, <br>Inc.<br>| 121500 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Organigram Global, <br>Inc.<br>| 21775 | &nbsp;&nbsp;32463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pan American Silver <br>Corp. (PAAS CN)<br>| 50331 | &nbsp;&nbsp;2742312 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Paramount Resources <br>Ltd., Class A<br>| 140269 | &nbsp;&nbsp;2645395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Parex Resources, <br>Inc.<br>| 126477 | &nbsp;&nbsp;1876279 |
|  | Pason Systems, Inc. | 51702 | &nbsp;&nbsp;458299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pembina Pipeline <br>Corp. (PBA US)<br>| 12471 | &nbsp;&nbsp;518544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pembina Pipeline <br>Corp. (PPL CN)<br>| 1774 | &nbsp;&nbsp;73714 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Peyto Exploration & <br>Development Corp.<br>| 274297 | &nbsp;&nbsp;4943450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PHX Energy Services <br>Corp.<br>| 31891 | &nbsp;&nbsp;196033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pizza Pizza Royalty <br>Corp.<br>| 24680 | &nbsp;&nbsp;284382 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PMET Resources, <br>Inc.<br>| 71 | &nbsp;&nbsp;322 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Polaris Renewable <br>Energy, Inc.<br>| 26423 | &nbsp;&nbsp;$236549 |
| # | Pollard Banknote Ltd. | 1552 | &nbsp;&nbsp;21531 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;PrairieSky Royalty <br>Ltd.<br>| 8831 | &nbsp;&nbsp;192231 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Precision Drilling <br>Corp. (PD CN)<br>| 5115 | &nbsp;&nbsp;407921 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Precision Drilling <br>Corp. (PDS US)<br>| 11961 | &nbsp;&nbsp;953802 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Premium Brands <br>Holdings Corp.<br>| 1673 | &nbsp;&nbsp;115002 |
| # | Propel Holdings, Inc. | 7000 | &nbsp;&nbsp;125282 |
|  | Pulse Seismic, Inc. | 3900 | &nbsp;&nbsp;10970 |
| \* | Quarterhill, Inc. | 96378 | &nbsp;&nbsp;64410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Quebecor, Inc., <br>Class B<br>| 89600 | &nbsp;&nbsp;3268411 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Questerre Energy <br>Corp., Class A<br>| 25060 | &nbsp;&nbsp;5245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RB Global, Inc. (RBA <br>US)<br>| 9358 | &nbsp;&nbsp;1062788 |
| \* | Real Matters, Inc. | 29 | &nbsp;&nbsp;132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Restaurant Brands <br>International, Inc. <br>(QSR US)<br>| 30600 | &nbsp;&nbsp;2049894 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Richelieu Hardware <br>Ltd.<br>| 28311 | &nbsp;&nbsp;846637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rogers <br>Communications, <br>Inc. (RCI US), <br>Class B<br>| 46294 | &nbsp;&nbsp;1750376 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Rogers <br>Communications, <br>Inc. (RCIB CN), <br>Class B<br>| 1176 | &nbsp;&nbsp;44392 |
|  | Rogers Sugar, Inc. | 82390 | &nbsp;&nbsp;373331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Royal Bank of Canada <br>(RY CN)<br>| 63580 | &nbsp;&nbsp;10586316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Royal Bank of Canada <br>(RY US)<br>| 32014 | &nbsp;&nbsp;5321687 |
|  | Russel Metals, Inc. | 69280 | &nbsp;&nbsp;2454933 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sangoma <br>Technologies Corp.<br>| 15903 | &nbsp;&nbsp;73813 |
|  | Saputo, Inc. | 4600 | &nbsp;&nbsp;138779 |
|  | Savaria Corp. | 18571 | &nbsp;&nbsp;323235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Secure Waste <br>Infrastructure Corp.<br>| 175502 | &nbsp;&nbsp;2264580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sienna Senior Living, <br>Inc.<br>| 99 | &nbsp;&nbsp;1542 |
| \* | SNDL, Inc. | 23678 | &nbsp;&nbsp;36464 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Source Energy <br>Services Ltd.<br>| 3200 | &nbsp;&nbsp;40657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;South Bow Corp. <br>SOBO CN<br>| 692 | &nbsp;&nbsp;19663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;South Bow Corp. <br>SOBO US<br>| 37964 | &nbsp;&nbsp;1078166 |
| \* | Spartan Delta Corp. | 31548 | &nbsp;&nbsp;212228 |
|  | Sprott, Inc. (SII CN) | 86 | &nbsp;&nbsp;10527 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SSR Mining, Inc. <br>(SSRM CN)<br>| 63335 | &nbsp;&nbsp;$1443782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stantec, Inc. (STN <br>CN)<br>| 2317 | &nbsp;&nbsp;229616 |
|  | Stella-Jones, Inc. | 50198 | &nbsp;&nbsp;3365826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun Life Financial, <br>Inc. (SLF CN)<br>| 80322 | &nbsp;&nbsp;5061233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun Life Financial, <br>Inc. (SLF US)<br>| 29319 | &nbsp;&nbsp;1848270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suncor Energy, Inc. <br>(SU US)<br>| 336590 | &nbsp;&nbsp;17829172 |
| # | Superior Plus Corp. | 281273 | &nbsp;&nbsp;1507945 |
|  | Supremex, Inc. | 17058 | &nbsp;&nbsp;46226 |
|  | Surge Energy, Inc. | 59566 | &nbsp;&nbsp;322839 |
|  | Sylogist Ltd. | 8284 | &nbsp;&nbsp;24579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tamarack Valley <br>Energy Ltd.<br>| 818362 | &nbsp;&nbsp;5535280 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Taseko Mines Ltd. <br>(TKO CN)<br>| 1276 | &nbsp;&nbsp;9699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TC Energy Corp. <br>(TRP CN)<br>| 3461 | &nbsp;&nbsp;202935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TC Energy Corp. <br>(TRP US)<br>| 5974 | &nbsp;&nbsp;350495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Teck Resources Ltd. <br>(TECK US), <br>Class B<br>| 102972 | &nbsp;&nbsp;5535775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Teck Resources Ltd. <br>(TECK/A CN), <br>Class A<br>| 1200 | &nbsp;&nbsp;64633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Teck Resources Ltd. <br>(TECKB CN), <br>Class B<br>| 96 | &nbsp;&nbsp;5152 |
|  | TELUS Corp. | 30874 | &nbsp;&nbsp;430805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TerraVest Industries, <br>Inc.<br>| 7833 | &nbsp;&nbsp;811459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TFI International, Inc. <br>(TFII CN)<br>| 11970 | &nbsp;&nbsp;1286359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TFI International, Inc. <br>(TFII US)<br>| 2101 | &nbsp;&nbsp;225963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thomson Reuters <br>Corp. (TRI CN)<br>| 24 | &nbsp;&nbsp;2652 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Timbercreek Financial <br>Corp.<br>| 38200 | &nbsp;&nbsp;196099 |
|  | TMX Group Ltd. | 205 | &nbsp;&nbsp;7568 |
| # | Topaz Energy Corp. | 6264 | &nbsp;&nbsp;134329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Torex Gold <br>Resources, Inc.<br>| 102851 | &nbsp;&nbsp;4950524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toromont Industries <br>Ltd.<br>| 14333 | &nbsp;&nbsp;1825769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toronto-Dominion <br>Bank (TD CN)<br>| 45933 | &nbsp;&nbsp;4292905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toronto-Dominion <br>Bank (TD US)<br>| 45361 | &nbsp;&nbsp;4240800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Total Energy Services, <br>Inc.<br>| 58569 | &nbsp;&nbsp;709290 |
|  | Tourmaline Oil Corp. | 122751 | &nbsp;&nbsp;5809196 |
|  | TransAlta Corp. | 68543 | &nbsp;&nbsp;875980 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | TransAlta Corp.  | 66278 | &nbsp;&nbsp;$846941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transcontinental, Inc., <br>Class A<br>| 128293 | &nbsp;&nbsp;2176454 |
| \*†† | Trevali Mining Corp. | 33236 | &nbsp;&nbsp;0 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Trican Well Service <br>Ltd.<br>| 353067 | &nbsp;&nbsp;1812462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Triple Flag Precious <br>Metals Corp. (TFPM <br>CN)<br>| 33 | &nbsp;&nbsp;1113 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Trisura Group Ltd. <br>(TSU CN)<br>| 7784 | &nbsp;&nbsp;237410 |
| \* | Valeura Energy, Inc. | 21230 | &nbsp;&nbsp;157473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vermilion Energy, Inc. <br>(VET CN)<br>| 58 | &nbsp;&nbsp;561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VersaBank (VBNK <br>CN)<br>| 3600 | &nbsp;&nbsp;55891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VersaBank (VBNK <br>US)<br>| 2787 | &nbsp;&nbsp;43226 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Victoria Gold <br>Corp./Vancouver<br>| 2102 | &nbsp;&nbsp;139 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Viemed Healthcare, <br>Inc.<br>| 23412 | &nbsp;&nbsp;179570 |
|  | Wajax Corp. | 29639 | &nbsp;&nbsp;615352 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Well Health <br>Technologies Corp.<br>| 95839 | &nbsp;&nbsp;278722 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Wesdome Gold Mines <br>Ltd.<br>| 95760 | &nbsp;&nbsp;1567576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;West Fraser Timber <br>Co. Ltd. (WFG CN)<br>| 49726 | &nbsp;&nbsp;3395916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westshore Terminals <br>Investment Corp.<br>| 35352 | &nbsp;&nbsp;753695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Whitecap Resources, <br>Inc. WCP CN<br>| 263368 | &nbsp;&nbsp;2402254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Whitecap Resources, <br>Inc. WCPRF US<br>| 533848 | &nbsp;&nbsp;4868690 |
|  | Winpak Ltd. | 12456 | &nbsp;&nbsp;393444 |
|  | WSP Global, Inc. | 3939 | &nbsp;&nbsp;761475 |
|  | Yellow Pages Ltd. | 2134 | &nbsp;&nbsp;18336 |
| TOTAL CANADA | TOTAL CANADA |  | &nbsp;&nbsp;475279818 |
| CHINA — (0.1%) | CHINA — (0.1%) | CHINA — (0.1%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Gold <br>International <br>Resources Corp. <br>Ltd. (CGG CN)<br>| 243398 | &nbsp;&nbsp;5838048 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Neo-Neon Holdings <br>Ltd.<br>| 274000 | &nbsp;&nbsp;12642 |
| TOTAL CHINA | TOTAL CHINA |  | &nbsp;&nbsp;5850690 |
| DENMARK — (2.2%) | DENMARK — (2.2%) | DENMARK — (2.2%) |  |
|  | AL Sydbank | 56606 | &nbsp;&nbsp;5126540 |
| \* | ALK-Abello AS | 46142 | &nbsp;&nbsp;1524704 |
|  | Alm Brand AS | 785613 | &nbsp;&nbsp;2173052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AP Moller - Maersk <br>AS (MAERSKA <br>DC), Class A<br>| 382 | &nbsp;&nbsp;936728 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;AP Moller - Maersk <br>AS (MAERSKB <br>DC), Class B<br>| 327 | &nbsp;&nbsp;$808581 |
| \* | Bavarian Nordic AS | 51710 | &nbsp;&nbsp;1575567 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Carlsberg AS, <br>Class B<br>| 29024 | &nbsp;&nbsp;3945788 |
|  | Chemometec AS | 3212 | &nbsp;&nbsp;310433 |
|  | Columbus AS | 23683 | &nbsp;&nbsp;37638 |
|  | D/S Norden AS | 32817 | &nbsp;&nbsp;1482354 |
|  | Danske Bank AS | 128707 | &nbsp;&nbsp;6557368 |
| #\* | Demant AS | 52136 | &nbsp;&nbsp;1824936 |
| \* | Dfds AS | 7295 | &nbsp;&nbsp;114348 |
|  | DSV AS | 11415 | &nbsp;&nbsp;3209620 |
|  | FLSmidth & Co. AS | 45813 | &nbsp;&nbsp;3927032 |
| # | Foroya Banki P | 3602 | &nbsp;&nbsp;173580 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Genmab AS (GMAB <br>DC)<br>| 3044 | &nbsp;&nbsp;991691 |
| #\* | GN Store Nord AS | 107137 | &nbsp;&nbsp;1880664 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;GronlandsBANKEN <br>AS<br>| 75 | &nbsp;&nbsp;13903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;H Lundbeck AS <br>(HLUNA DC), <br>Class A<br>| 33531 | &nbsp;&nbsp;195864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;H Lundbeck AS <br>(HLUNB DC)<br>| 168361 | &nbsp;&nbsp;1128751 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;H&H International AS, <br>Class B<br>| 16762 | &nbsp;&nbsp;248680 |
|  | ISS AS | 100266 | &nbsp;&nbsp;3802557 |
|  | Jyske Bank AS | 40764 | &nbsp;&nbsp;5932242 |
| # | Matas AS | 33484 | &nbsp;&nbsp;513110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MT Hoejgaard Holding <br>AS<br>| 1507 | &nbsp;&nbsp;131520 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Netcompany Group <br>AS<br>| 31620 | &nbsp;&nbsp;1668864 |
| \* | Nilfisk Holding AS | 12997 | &nbsp;&nbsp;287535 |
| \* | NKT AS | 53220 | &nbsp;&nbsp;6960447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Novo Nordisk AS <br>(NOVOB DC), <br>Class B<br>| 95182 | &nbsp;&nbsp;5651833 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Novonesis <br>Novozymes B, <br>Class B<br>| 88871 | &nbsp;&nbsp;5445442 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NTG Nordic Transport <br>Group AS<br>| 1221 | &nbsp;&nbsp;37340 |
|  | Pandora AS | 29869 | &nbsp;&nbsp;2417705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Parken Sport & <br>Entertainment AS<br>| 3314 | &nbsp;&nbsp;85891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Per Aarsleff Holding <br>AS<br>| 19250 | &nbsp;&nbsp;2745105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ringkjoebing <br>Landbobank AS<br>| 29027 | &nbsp;&nbsp;7317353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rockwool AS ROCKA <br>DC, Class A<br>| 25850 | &nbsp;&nbsp;876345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rockwool AS ROCKB <br>DC, Class B<br>| 85150 | &nbsp;&nbsp;2875513 |
|  | Royal Unibrew AS | 22020 | &nbsp;&nbsp;2074606 |
| \* | RTX AS | 4831 | &nbsp;&nbsp;87816 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) |  |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Scandinavian Tobacco <br>Group AS<br>| 45787 | &nbsp;&nbsp;$712088 |
|  | Schouw & Co. AS | 11084 | &nbsp;&nbsp;1169680 |
|  | SP Group AS | 2013 | &nbsp;&nbsp;116849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sparekassen <br>Sjaelland-Fyn AS<br>| 13217 | &nbsp;&nbsp;783023 |
|  | Tivoli AS | 261 | &nbsp;&nbsp;25577 |
|  | TORM PLC, Class A | 52874 | &nbsp;&nbsp;1299802 |
| # | Tryg AS | 116659 | &nbsp;&nbsp;2835165 |
|  | UIE PLC | 12391 | &nbsp;&nbsp;739353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vestas Wind Systems <br>AS<br>| 26513 | &nbsp;&nbsp;803646 |
| \* | Zealand Pharma AS | 22238 | &nbsp;&nbsp;1487221 |
| TOTAL DENMARK | TOTAL DENMARK |  | &nbsp;&nbsp;97071450 |
| FINLAND — (1.8%) | FINLAND — (1.8%) | FINLAND — (1.8%) |  |
|  | Aktia Bank OYJ | 45889 | &nbsp;&nbsp;669024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alandsbanken Abp, <br>Class B<br>| 1791 | &nbsp;&nbsp;100391 |
|  | Alma Media OYJ | 17628 | &nbsp;&nbsp;288359 |
|  | Apetit OYJ | 2895 | &nbsp;&nbsp;48042 |
|  | Aspo OYJ | 11569 | &nbsp;&nbsp;104215 |
|  | Atria OYJ | 11213 | &nbsp;&nbsp;210805 |
|  | Bittium OYJ | 6294 | &nbsp;&nbsp;280626 |
|  | Digia OYJ | 7449 | &nbsp;&nbsp;56179 |
|  | Elisa OYJ | 48367 | &nbsp;&nbsp;2139515 |
| #Ω | Enento Group OYJ | 2076 | &nbsp;&nbsp;38112 |
|  | Evli OYJ, Class B | 1283 | &nbsp;&nbsp;40056 |
| # | Finnair OYJ | 26021 | &nbsp;&nbsp;91314 |
| # | Fiskars OYJ Abp | 33911 | &nbsp;&nbsp;489914 |
| # | Fortum OYJ | 151462 | &nbsp;&nbsp;3577886 |
|  | F-Secure OYJ | 27403 | &nbsp;&nbsp;61322 |
|  | Harvia OYJ | 7944 | &nbsp;&nbsp;386647 |
|  | Hiab OYJ | 22436 | &nbsp;&nbsp;1333177 |
|  | HKFoods OYJ | 32204 | &nbsp;&nbsp;63933 |
|  | Huhtamaki OYJ | 42640 | &nbsp;&nbsp;1496440 |
|  | Kalmar OYJ, Class B | 31343 | &nbsp;&nbsp;1602499 |
|  | Kemira OYJ | 87969 | &nbsp;&nbsp;2069106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kesko OYJ (KESKOA <br>FH), Class A<br>| 29734 | &nbsp;&nbsp;743552 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kesko OYJ (KESKOB <br>FH), Class B<br>| 152063 | &nbsp;&nbsp;3846184 |
|  | Kone OYJ, Class B | 71787 | &nbsp;&nbsp;5158964 |
|  | Konecranes OYJ | 46376 | &nbsp;&nbsp;5461336 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lassila & Tikanoja <br>OYJ<br>| 15591 | &nbsp;&nbsp;138606 |
| #\* | Lindex Group OYJ | 79607 | &nbsp;&nbsp;232673 |
|  | Luotea PLC | 28417 | &nbsp;&nbsp;97305 |
|  | Mandatum OYJ | 220354 | &nbsp;&nbsp;1797059 |
|  | Marimekko OYJ | 12559 | &nbsp;&nbsp;191626 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Metsa Board OYJ <br>(METSB FH), <br>Class B<br>| 51427 | &nbsp;&nbsp;159752 |
|  | Metso OYJ | 286680 | &nbsp;&nbsp;5604805 |
| # | NoHo Partners OYJ | 1954 | &nbsp;&nbsp;18531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nokia OYJ (NOKIA <br>FH)<br>| 473305 | &nbsp;&nbsp;3048514 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nokia OYJ (NOKIA <br>FP)<br>| 143713 | &nbsp;&nbsp;$923979 |
| # | Nokian Renkaat OYJ | 44735 | &nbsp;&nbsp;573920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nordea Bank Abp <br>(NDA FH)<br>| 605343 | &nbsp;&nbsp;11695465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nordea Bank Abp <br>(NDA SS)<br>| 212648 | &nbsp;&nbsp;4103040 |
|  | Olvi OYJ, Class A | 10348 | &nbsp;&nbsp;410880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oriola OYJ (OKDBV <br>FH), Class B<br>| 60233 | &nbsp;&nbsp;83273 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Orion OYJ (ORNAV <br>FH), Class A<br>| 11860 | &nbsp;&nbsp;973811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orion OYJ (ORNBV <br>FH), Class B<br>| 44894 | &nbsp;&nbsp;3712646 |
|  | Outokumpu OYJ | 198234 | &nbsp;&nbsp;1112994 |
|  | Pihlajalinna OYJ | 15927 | &nbsp;&nbsp;272084 |
|  | Ponsse OYJ | 3591 | &nbsp;&nbsp;108844 |
|  | Puuilo OYJ | 34014 | &nbsp;&nbsp;496424 |
| \* | QT Group OYJ | 5045 | &nbsp;&nbsp;158640 |
|  | Raisio OYJ, Class V | 69541 | &nbsp;&nbsp;226342 |
|  | Revenio Group OYJ | 5435 | &nbsp;&nbsp;129295 |
|  | Sampo OYJ, Class A | 389693 | &nbsp;&nbsp;4347284 |
|  | Sanoma OYJ | 79944 | &nbsp;&nbsp;914516 |
|  | Scanfil OYJ | 11458 | &nbsp;&nbsp;153855 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Stora Enso OYJ, <br>Class R<br>| 104660 | &nbsp;&nbsp;1204845 |
|  | Taaleri PLC | 7216 | &nbsp;&nbsp;65525 |
| Ω | Terveystalo OYJ | 84728 | &nbsp;&nbsp;1018166 |
| # | TietoEVRY OYJ | 51025 | &nbsp;&nbsp;1107638 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tokmanni Group <br>Corp.<br>| 5610 | &nbsp;&nbsp;51208 |
| # | UPM-Kymmene OYJ | 26349 | &nbsp;&nbsp;726919 |
|  | Vaisala OYJ, Class A | 9903 | &nbsp;&nbsp;492558 |
| # | Valmet OYJ | 57181 | &nbsp;&nbsp;1959395 |
|  | Wartsila OYJ Abp | 19117 | &nbsp;&nbsp;775003 |
| \* | YIT OYJ | 87658 | &nbsp;&nbsp;320727 |
| TOTAL FINLAND | TOTAL FINLAND |  | &nbsp;&nbsp;79765745 |
| FRANCE — (6.3%) | FRANCE — (6.3%) | FRANCE — (6.3%) |  |
| \* | 74Software SA | 7304 | &nbsp;&nbsp;316158 |
|  | ABC arbitrage | 6384 | &nbsp;&nbsp;41357 |
|  | Accor SA | 8446 | &nbsp;&nbsp;459303 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Aeroports de Paris <br>SA<br>| 833 | &nbsp;&nbsp;110057 |
|  | Air Liquide SA | 17550 | &nbsp;&nbsp;3286452 |
|  | Airbus SE | 10855 | &nbsp;&nbsp;2485249 |
|  | AKWEL SADIR | 6577 | &nbsp;&nbsp;61793 |
| \* | Alstom SA | 179558 | &nbsp;&nbsp;5732995 |
|  | Altamir | 17275 | &nbsp;&nbsp;606295 |
|  | Alten SA | 12097 | &nbsp;&nbsp;1185880 |
| Ω | Amundi SA | 17468 | &nbsp;&nbsp;1553064 |
|  | Arkema SA | 30408 | &nbsp;&nbsp;1831232 |
|  | Assystem SA | 1977 | &nbsp;&nbsp;111187 |
|  | Aubay | 2118 | &nbsp;&nbsp;150296 |
|  | AXA SA | 28216 | &nbsp;&nbsp;1286624 |
| Ω | Ayvens SA | 27936 | &nbsp;&nbsp;405011 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bastide le Confort <br>Medical<br>| 770 | &nbsp;&nbsp;21234 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |  |
| # | Beneteau SACA | 50823 | &nbsp;&nbsp;$477973 |
|  | BioMerieux | 1920 | &nbsp;&nbsp;222963 |
|  | BNP Paribas SA | 55287 | &nbsp;&nbsp;5978316 |
|  | Boiron SA | 3024 | &nbsp;&nbsp;107021 |
|  | Bollore SE | 104584 | &nbsp;&nbsp;596275 |
|  | Bonduelle SCA | 9348 | &nbsp;&nbsp;117230 |
|  | Bouygues SA | 122374 | &nbsp;&nbsp;6614779 |
|  | Bureau Veritas SA | 79293 | &nbsp;&nbsp;2552626 |
|  | Capgemini SE | 6789 | &nbsp;&nbsp;1054862 |
|  | Carrefour SA | 390556 | &nbsp;&nbsp;6396983 |
|  | CBo Territoria | 13564 | &nbsp;&nbsp;59789 |
| \* | Cegedim SA | 3342 | &nbsp;&nbsp;52969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cie de Saint-Gobain <br>SA<br>| 74147 | &nbsp;&nbsp;7318713 |
|  | Cie des Alpes | 24700 | &nbsp;&nbsp;760482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cie Generale des <br>Etablissements <br>Michelin SCA<br>| 301482 | &nbsp;&nbsp;11195722 |
|  | Coface SA | 99865 | &nbsp;&nbsp;1826446 |
|  | Credit Agricole SA | 82436 | &nbsp;&nbsp;1785269 |
|  | Danone SA | 45098 | &nbsp;&nbsp;3533874 |
|  | Dassault Aviation SA | 435 | &nbsp;&nbsp;165376 |
|  | Derichebourg SA | 108712 | &nbsp;&nbsp;1024598 |
|  | Eiffage SA | 49878 | &nbsp;&nbsp;7397272 |
| #\*Ω | Elior Group SA | 83631 | &nbsp;&nbsp;282208 |
|  | Elis SA | 172867 | &nbsp;&nbsp;5019097 |
| \* | Emeis SA | 7528 | &nbsp;&nbsp;121572 |
|  | Engie SA | 760357 | &nbsp;&nbsp;22701528 |
|  | Eramet SA | 3227 | &nbsp;&nbsp;279665 |
|  | EssilorLuxottica SA | 2135 | &nbsp;&nbsp;652661 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Etablissements Maurel <br>et Prom SA<br>| 85985 | &nbsp;&nbsp;671875 |
|  | Eurazeo SE | 17993 | &nbsp;&nbsp;1080821 |
|  | Eurofins Scientific SE | 24572 | &nbsp;&nbsp;1987702 |
| Ω | Euronext NV | 9721 | &nbsp;&nbsp;1361462 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Eutelsat <br>Communications <br>SACA<br>| 53542 | &nbsp;&nbsp;145346 |
| \* | Figeac Aero | 2336 | &nbsp;&nbsp;29793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fnac Darty SA (0QSH <br>LI)<br>| 2700 | &nbsp;&nbsp;113289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fnac Darty SA (FNAC <br>FP)<br>| 9576 | &nbsp;&nbsp;403165 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Forvia SE (FRVIA <br>FP)<br>| 153235 | &nbsp;&nbsp;2501932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gaztransport Et <br>Technigaz SA<br>| 16426 | &nbsp;&nbsp;3538955 |
|  | Getlink SE | 8518 | &nbsp;&nbsp;168609 |
|  | GL Events SACA | 9927 | &nbsp;&nbsp;378469 |
|  | Groupe Crit SA | 2535 | &nbsp;&nbsp;191169 |
| #\* | Guerbet | 2336 | &nbsp;&nbsp;37998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hermes International <br>SCA<br>| 2821 | &nbsp;&nbsp;6787320 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ID Logistics Group <br>SACA<br>| 2241 | &nbsp;&nbsp;1086976 |
|  | Imerys SA | 22705 | &nbsp;&nbsp;707962 |
|  | Infotel SA | 254 | &nbsp;&nbsp;13106 |
|  | Ipsen SA | 13284 | &nbsp;&nbsp;2170144 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |  |
|  | IPSOS SA | 38098 | &nbsp;&nbsp;$1616257 |
| # | Jacquet Metals SACA | 6822 | &nbsp;&nbsp;187835 |
|  | JCDecaux SE | 55756 | &nbsp;&nbsp;1099718 |
|  | Kaufman & Broad SA | 11012 | &nbsp;&nbsp;409737 |
|  | Laurent-Perrier | 1630 | &nbsp;&nbsp;174749 |
|  | Legrand SA | 10936 | &nbsp;&nbsp;1746018 |
|  | Linedata Services | 862 | &nbsp;&nbsp;43422 |
|  | LISI SA | 7074 | &nbsp;&nbsp;448469 |
|  | LNA Sante SA | 4672 | &nbsp;&nbsp;129008 |
|  | L'Oreal SA | 3263 | &nbsp;&nbsp;1499150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LVMH Moet Hennessy <br>Louis Vuitton SE<br>| 1185 | &nbsp;&nbsp;764804 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Maisons du Monde <br>SA<br>| 8338 | &nbsp;&nbsp;15819 |
|  | Manitou BF SA | 5811 | &nbsp;&nbsp;153207 |
|  | Mersen SA | 10021 | &nbsp;&nbsp;306403 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Metropole Television <br>SA<br>| 36606 | &nbsp;&nbsp;524359 |
|  | Nexans SA | 13265 | &nbsp;&nbsp;2089401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;North Atlantic <br>Energies<br>| 2536 | &nbsp;&nbsp;141496 |
|  | NRJ Group | 18897 | &nbsp;&nbsp;162638 |
|  | Oeneo SA | 12484 | &nbsp;&nbsp;136723 |
|  | Opmobility | 78985 | &nbsp;&nbsp;1513329 |
|  | Orange SA (ORA FP) | 1286762 | &nbsp;&nbsp;23920926 |
| #\* | OVH Groupe SA | 4023 | &nbsp;&nbsp;47536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Publicis Groupe SA <br>(PUB FP)<br>| 27802 | &nbsp;&nbsp;2778761 |
|  | Quadient SA | 11793 | &nbsp;&nbsp;223171 |
|  | Renault SA | 102762 | &nbsp;&nbsp;3878173 |
|  | Rexel SA | 205309 | &nbsp;&nbsp;8603590 |
|  | Robertet SA | 158 | &nbsp;&nbsp;158420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SA d'Explosifs et de <br>Produits Chimiques<br>| 82 | &nbsp;&nbsp;23949 |
|  | Safran SA | 20936 | &nbsp;&nbsp;7480247 |
|  | Samse SACA | 314 | &nbsp;&nbsp;45042 |
|  | Sanofi SA (SAN FP) | 27247 | &nbsp;&nbsp;2570036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sartorius Stedim <br>Biotech<br>| 436 | &nbsp;&nbsp;97432 |
|  | Savencia SA | 3513 | &nbsp;&nbsp;248979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Schneider Electric SE <br>(0NWV LI)<br>| 1883 | &nbsp;&nbsp;538497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Schneider Electric SE <br>(SU FP)<br>| 11379 | &nbsp;&nbsp;3262380 |
|  | SCOR SE | 92243 | &nbsp;&nbsp;3005938 |
|  | SEB SA | 1135 | &nbsp;&nbsp;64024 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Seche Environnement <br>SACA<br>| 4299 | &nbsp;&nbsp;400779 |
|  | SES SA | 237728 | &nbsp;&nbsp;1947120 |
| \*Ω | SMCP SA | 12452 | &nbsp;&nbsp;90521 |
|  | Societe BIC SA | 16367 | &nbsp;&nbsp;1054344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Societe des Bains de <br>Mer et du Cercle <br>des Etrangers a <br>Monaco<br>| 536 | &nbsp;&nbsp;83614 |
|  | Societe Generale SA | 86638 | &nbsp;&nbsp;7592038 |
|  | Societe LDC SADIR | 3690 | &nbsp;&nbsp;413727 |
|  | Sodexo SA | 5058 | &nbsp;&nbsp;258421 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |  |
| \* | SOITEC | 401 | &nbsp;&nbsp;$12480 |
| \* | Solutions 30 SE | 10601 | &nbsp;&nbsp;11459 |
|  | Sopra Steria Group | 11901 | &nbsp;&nbsp;2173988 |
|  | SPIE SA | 81284 | &nbsp;&nbsp;4453865 |
|  | Stef SA | 4362 | &nbsp;&nbsp;647386 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;STMicroelectronics <br>NV (STM FP)<br>| 33324 | &nbsp;&nbsp;941004 |
|  | Sword Group | 4261 | &nbsp;&nbsp;184420 |
|  | Synergie SE | 7052 | &nbsp;&nbsp;256402 |
|  | Technip Energies NV | 99599 | &nbsp;&nbsp;3903226 |
|  | Teleperformance SE | 8764 | &nbsp;&nbsp;566114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Television Francaise 1 <br>SA<br>| 56217 | &nbsp;&nbsp;543355 |
|  | Thales SA | 10190 | &nbsp;&nbsp;3119420 |
|  | Thermador Groupe | 3866 | &nbsp;&nbsp;360802 |
|  | Tikehau Capital SCA | 11998 | &nbsp;&nbsp;229077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TotalEnergies SE <br>(TTE FP)<br>| 378407 | &nbsp;&nbsp;27521044 |
|  | Trigano SA | 11601 | &nbsp;&nbsp;2308263 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Ubisoft Entertainment <br>SA<br>| 18626 | &nbsp;&nbsp;96095 |
|  | Valeo SE | 310098 | &nbsp;&nbsp;4330949 |
|  | Vallourec SACA | 192412 | &nbsp;&nbsp;4083530 |
|  | Vetoquinol SA | 2062 | &nbsp;&nbsp;212428 |
|  | Vicat SACA | 14931 | &nbsp;&nbsp;1383513 |
|  | VIEL & Cie SA | 16841 | &nbsp;&nbsp;360349 |
|  | Vinci SA | 41979 | &nbsp;&nbsp;6035934 |
|  | Virbac SACA | 1818 | &nbsp;&nbsp;757867 |
| \* | Viridien | 7518 | &nbsp;&nbsp;1137248 |
| # | Wavestone | 1697 | &nbsp;&nbsp;121158 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;X-Fab Silicon <br>Foundries SE<br>| 16404 | &nbsp;&nbsp;99609 |
| TOTAL FRANCE | TOTAL FRANCE |  | &nbsp;&nbsp;279117741 |
| GERMANY — (8.0%) | GERMANY — (8.0%) | GERMANY — (8.0%) |  |
| # | 1&1 AG | 33655 | &nbsp;&nbsp;1071795 |
|  | Adesso SE | 1446 | &nbsp;&nbsp;139444 |
|  | adidas AG | 3691 | &nbsp;&nbsp;654427 |
|  | AIXTRON SE | 51979 | &nbsp;&nbsp;1192468 |
|  | Allgeier SE | 4754 | &nbsp;&nbsp;126223 |
|  | Allianz SE (ALV GR) | 9813 | &nbsp;&nbsp;4320876 |
|  | Alzchem Group AG | 5513 | &nbsp;&nbsp;1007858 |
|  | Amadeus Fire AG | 420 | &nbsp;&nbsp;19369 |
|  | Atoss Software SE | 5327 | &nbsp;&nbsp;613931 |
| Ω | Aumann AG | 3422 | &nbsp;&nbsp;56996 |
| \* | Aumovio SE | 21779 | &nbsp;&nbsp;1045072 |
| # | Aurubis AG | 25680 | &nbsp;&nbsp;4849256 |
| # | BASF SE | 325719 | &nbsp;&nbsp;17658515 |
| \* | Basler AG | 1013 | &nbsp;&nbsp;19337 |
|  | Bayer AG | 434725 | &nbsp;&nbsp;22993320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bayerische Motoren <br>Werke AG<br>| 34821 | &nbsp;&nbsp;3585876 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;BayWa AG (BYW6 <br>GR)<br>| 19806 | &nbsp;&nbsp;80232 |
| # | Bechtle AG | 41971 | &nbsp;&nbsp;2175448 |
| Ω | Befesa SA | 13346 | &nbsp;&nbsp;488806 |
|  | Bertrandt AG | 1598 | &nbsp;&nbsp;36370 |
|  | Bijou Brigitte AG | 5897 | &nbsp;&nbsp;302896 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |  |
| \* | Bike24 Holding AG | 2531 | &nbsp;&nbsp;$9171 |
|  | Bilfinger SE | 19633 | &nbsp;&nbsp;2750754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Borussia Dortmund <br>GmbH & Co. KGaA<br>| 59830 | &nbsp;&nbsp;231145 |
| # | Brenntag SE | 46217 | &nbsp;&nbsp;2811826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CANCOM SE (COK <br>GR)<br>| 20513 | &nbsp;&nbsp;690189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Carl Zeiss Meditec <br>AG<br>| 309 | &nbsp;&nbsp;10256 |
| \* | Ceconomy AG | 104282 | &nbsp;&nbsp;551069 |
| \* | CENIT AG | 3550 | &nbsp;&nbsp;29520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cewe Stiftung & Co. <br>KGaA<br>| 7270 | &nbsp;&nbsp;870773 |
|  | Commerzbank AG | 306138 | &nbsp;&nbsp;12583696 |
|  | Continental AG | 43559 | &nbsp;&nbsp;3427624 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;CTS Eventim AG & <br>Co. KGaA<br>| 27901 | &nbsp;&nbsp;2344828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daimler Truck Holding <br>AG<br>| 218320 | &nbsp;&nbsp;10570822 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dermapharm Holding <br>SE<br>| 7204 | &nbsp;&nbsp;297607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Bank AG <br>(DB US)<br>| 114383 | &nbsp;&nbsp;4486101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Bank AG <br>(DBK GR)<br>| 18884 | &nbsp;&nbsp;745183 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Beteiligungs <br>AG<br>| 9791 | &nbsp;&nbsp;295828 |
|  | Deutsche Boerse AG | 65241 | &nbsp;&nbsp;16520664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Lufthansa <br>AG<br>| 366551 | &nbsp;&nbsp;3776012 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche <br>Pfandbriefbank AG<br>| 35562 | &nbsp;&nbsp;175474 |
|  | Deutsche Post AG | 339804 | &nbsp;&nbsp;19004718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Telekom AG <br>(DTE GR)<br>| 713773 | &nbsp;&nbsp;23952975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Telekom AG <br>(DTEGY US), <br>Sponsored ADR<br>| 5867 | &nbsp;&nbsp;196016 |
|  | Deutz AG | 81056 | &nbsp;&nbsp;1037979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Draegerwerk AG & <br>Co. KGaA<br>| 2155 | &nbsp;&nbsp;181439 |
|  | Duerr AG | 71144 | &nbsp;&nbsp;1896232 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;DWS Group GmbH & <br>Co. KGaA<br>| 26592 | &nbsp;&nbsp;1946909 |
|  | E.ON SE | 482173 | &nbsp;&nbsp;10226809 |
|  | Eckert & Ziegler SE | 23790 | &nbsp;&nbsp;421177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elmos Semiconductor <br>SE<br>| 7963 | &nbsp;&nbsp;1083646 |
|  | ElringKlinger AG | 35514 | &nbsp;&nbsp;178974 |
| #\* | Evotec SE | 32507 | &nbsp;&nbsp;239395 |
|  | Fielmann Group AG | 2274 | &nbsp;&nbsp;111456 |
|  | flatexDEGIRO SE | 117214 | &nbsp;&nbsp;5717666 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fraport AG Frankfurt <br>Airport Services <br>Worldwide<br>| 28184 | &nbsp;&nbsp;2607732 |
|  | Freenet AG | 117942 | &nbsp;&nbsp;4258786 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fresenius Medical <br>Care AG (FME GR)<br>| 50967 | &nbsp;&nbsp;$2294482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fresenius SE & Co. <br>KGaA<br>| 41103 | &nbsp;&nbsp;2299209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Friedrich Vorwerk <br>Group SE<br>| 6850 | &nbsp;&nbsp;735864 |
|  | FUCHS SE | 12719 | &nbsp;&nbsp;447622 |
|  | GEA Group AG | 75384 | &nbsp;&nbsp;5390169 |
| # | Gerresheimer AG | 5302 | &nbsp;&nbsp;158366 |
|  | Gesco SE | 3270 | &nbsp;&nbsp;58323 |
| # | GFT Technologies SE | 21811 | &nbsp;&nbsp;537106 |
|  | Hannover Rueck SE | 11492 | &nbsp;&nbsp;3249358 |
| #Ω | Hapag-Lloyd AG | 2969 | &nbsp;&nbsp;426531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heidelberg Materials <br>AG<br>| 72839 | &nbsp;&nbsp;19948460 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Heidelberger <br>Druckmaschinen <br>AG<br>| 253454 | &nbsp;&nbsp;551050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hella GmbH & Co. <br>KGaA<br>| 111 | &nbsp;&nbsp;10729 |
| #\* | HelloFresh SE | 94653 | &nbsp;&nbsp;621719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henkel AG & Co. <br>KGaA<br>| 10555 | &nbsp;&nbsp;871306 |
| # | Hensoldt AG | 12068 | &nbsp;&nbsp;1198866 |
| # | HOCHTIEF AG | 10531 | &nbsp;&nbsp;4416117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hornbach Holding AG <br>& Co. KGaA<br>| 18584 | &nbsp;&nbsp;1775785 |
| # | HUGO BOSS AG | 41652 | &nbsp;&nbsp;1727043 |
|  | Indus Holding AG | 15533 | &nbsp;&nbsp;591010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Infineon Technologies <br>AG (IFNNY US), <br>ADR<br>| 25149 | &nbsp;&nbsp;1232552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Infineon Technologies <br>AG (IFX GR)<br>| 238824 | &nbsp;&nbsp;11674311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Init Innovation in <br>Traffic Systems SE<br>| 4242 | &nbsp;&nbsp;241102 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Instone Real Estate <br>Group SE<br>| 12760 | &nbsp;&nbsp;130284 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;IVU Traffic <br>Technologies AG<br>| 6118 | &nbsp;&nbsp;152152 |
|  | Jenoptik AG | 33877 | &nbsp;&nbsp;1069135 |
| Ω | JOST Werke SE | 14956 | &nbsp;&nbsp;1109307 |
| # | K&S AG | 127886 | &nbsp;&nbsp;2095381 |
| # | KION Group AG | 56418 | &nbsp;&nbsp;3985074 |
| # | Kloeckner & Co. SE | 36398 | &nbsp;&nbsp;474160 |
|  | Knorr-Bremse AG | 24318 | &nbsp;&nbsp;2831471 |
| # | Kontron AG | 38571 | &nbsp;&nbsp;1070119 |
|  | Krones AG | 12389 | &nbsp;&nbsp;1993635 |
|  | KSB SE & Co. KGaA | 83 | &nbsp;&nbsp;102006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KWS Saat SE & Co. <br>KGaA<br>| 12023 | &nbsp;&nbsp;1068142 |
| # | Leifheit AG | 4622 | &nbsp;&nbsp;84169 |
| \* | MAX Automation SE | 1669 | &nbsp;&nbsp;8853 |
| #\* | Medios AG | 753 | &nbsp;&nbsp;14272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mercedes-Benz Group <br>AG<br>| 73853 | &nbsp;&nbsp;5047425 |
|  | Merck KGaA | 1336 | &nbsp;&nbsp;199054 |
|  | MLP SE | 72501 | &nbsp;&nbsp;631990 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;MTU Aero Engines <br>AG<br>| 10646 | &nbsp;&nbsp;$4732944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Muenchener <br>Rueckversicherungs-Gesellschaft <br>AG in Muenchen<br>| 11913 | &nbsp;&nbsp;7220188 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mutares SE & Co. <br>KGaA<br>| 16342 | &nbsp;&nbsp;631542 |
| # | Nagarro SE | 3616 | &nbsp;&nbsp;303899 |
| # | Nemetschek SE | 17287 | &nbsp;&nbsp;1510440 |
| \* | Nordex SE | 18667 | &nbsp;&nbsp;747360 |
|  | Norma Group SE | 3662 | &nbsp;&nbsp;63742 |
|  | Patrizia SE | 20053 | &nbsp;&nbsp;202940 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pentixapharm Holding <br>AG<br>| 7772 | &nbsp;&nbsp;17395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pfeiffer Vacuum <br>Technology AG<br>| 1288 | &nbsp;&nbsp;250523 |
| # | ProCredit Holding AG | 21344 | &nbsp;&nbsp;215017 |
|  | Puma SE (PUM GR) | 1990 | &nbsp;&nbsp;50868 |
| \* | PVA TePla AG | 13054 | &nbsp;&nbsp;409894 |
| #\* | q.beyond AG | 40000 | &nbsp;&nbsp;38297 |
| \* | R Stahl AG | 341 | &nbsp;&nbsp;5907 |
|  | Rational AG | 1342 | &nbsp;&nbsp;1075366 |
| # | RENK Group AG | 3853 | &nbsp;&nbsp;248063 |
|  | Rheinmetall AG | 10704 | &nbsp;&nbsp;22680130 |
| # | RTL Group SA | 14881 | &nbsp;&nbsp;648809 |
|  | RWE AG | 48169 | &nbsp;&nbsp;3058917 |
|  | SAF-Holland SE | 27426 | &nbsp;&nbsp;551352 |
|  | Salzgitter AG | 6973 | &nbsp;&nbsp;374180 |
|  | Schaeffler AG | 47886 | &nbsp;&nbsp;564772 |
| Ω | Scout24 SE | 4867 | &nbsp;&nbsp;484564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Secunet Security <br>Networks AG<br>| 917 | &nbsp;&nbsp;257604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Siemens AG (SIE <br>GR)<br>| 11911 | &nbsp;&nbsp;3601054 |
| \* | Siemens Energy AG | 12852 | &nbsp;&nbsp;2189724 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Siemens Healthineers <br>AG<br>| 9154 | &nbsp;&nbsp;456908 |
| # | Siltronic AG | 4539 | &nbsp;&nbsp;281820 |
|  | Sixt SE | 8750 | &nbsp;&nbsp;685663 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;SMA Solar Technology <br>AG<br>| 5937 | &nbsp;&nbsp;258277 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Stroeer SE & Co. <br>KGaA<br>| 9439 | &nbsp;&nbsp;377384 |
| # | Suedzucker AG | 19777 | &nbsp;&nbsp;226426 |
| # | SUSS MicroTec SE | 6708 | &nbsp;&nbsp;394557 |
|  | Symrise AG | 1250 | &nbsp;&nbsp;105234 |
|  | Takkt AG | 14899 | &nbsp;&nbsp;63709 |
| \* | Talanx AG | 24927 | &nbsp;&nbsp;3144059 |
|  | Technotrans SE | 3060 | &nbsp;&nbsp;120409 |
|  | thyssenkrupp AG | 280860 | &nbsp;&nbsp;3744067 |
| \* | Tkms AG& Co. KGaA | 14043 | &nbsp;&nbsp;1641174 |
| \* | TUI AG | 172346 | &nbsp;&nbsp;1837556 |
|  | United Internet AG | 58122 | &nbsp;&nbsp;1890879 |
| \* | Verbio SE | 15266 | &nbsp;&nbsp;450785 |
|  | Volkswagen AG | 7398 | &nbsp;&nbsp;897879 |
| # | Vossloh AG | 15168 | &nbsp;&nbsp;1452025 |
| # | Wacker Chemie AG | 4115 | &nbsp;&nbsp;334190 |
| # | Wacker Neuson SE | 33887 | &nbsp;&nbsp;773939 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |  |
|  | Washtec AG | 5350 | &nbsp;&nbsp;$304966 |
| \* | Westwing Group SE | 1744 | &nbsp;&nbsp;29678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuestenrot & <br>Wuerttembergische <br>AG<br>| 18723 | &nbsp;&nbsp;333267 |
|  | Zeal Network SE | 1813 | &nbsp;&nbsp;104361 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp;353247378 |
| HONG KONG — (1.3%) | HONG KONG — (1.3%) | HONG KONG — (1.3%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aeon Credit Service <br>Asia Co. Ltd.<br>| 74000 | &nbsp;&nbsp;70611 |
|  | AIA Group Ltd. | 483800 | &nbsp;&nbsp;5581830 |
| \* | Allied Group Ltd. | 160000 | &nbsp;&nbsp;59510 |
|  | APAC Resources Ltd. | 290903 | &nbsp;&nbsp;104017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asia Financial <br>Holdings Ltd.<br>| 136000 | &nbsp;&nbsp;84951 |
|  | ASMPT Ltd. | 29000 | &nbsp;&nbsp;386743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of East Asia <br>Ltd.<br>| 346700 | &nbsp;&nbsp;662232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BOC Hong Kong <br>Holdings Ltd.<br>| 238000 | &nbsp;&nbsp;1253305 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bright Smart <br>Securities & <br>Commodities Group <br>Ltd.<br>| 650000 | &nbsp;&nbsp;736229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Build King Holdings <br>Ltd.<br>| 240000 | &nbsp;&nbsp;42964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cafe de Coral <br>Holdings Ltd.<br>| 140000 | &nbsp;&nbsp;84262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cathay Pacific <br>Airways Ltd.<br>| 814000 | &nbsp;&nbsp;1276283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chevalier International <br>Holdings Ltd.<br>| 30055 | &nbsp;&nbsp;16620 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;China Star <br>Entertainment Ltd.<br>| 1552000 | &nbsp;&nbsp;882851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chow Sang Sang <br>Holdings <br>International Ltd.<br>| 349000 | &nbsp;&nbsp;653422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CITIC Telecom <br>International <br>Holdings Ltd.<br>| 1771000 | &nbsp;&nbsp;582915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CK Hutchison <br>Holdings Ltd.<br>| 76460 | &nbsp;&nbsp;616520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CK Infrastructure <br>Holdings Ltd.<br>| 17500 | &nbsp;&nbsp;143732 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CK Life Sciences <br>International <br>Holdings, Inc.<br>| 258000 | &nbsp;&nbsp;27778 |
| #†† | Convoy, Inc. | 5166000 | &nbsp;&nbsp;20698 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Crystal International <br>Group Ltd.<br>| 519000 | &nbsp;&nbsp;489381 |
|  | CTF Services Ltd. | 771503 | &nbsp;&nbsp;903768 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;CW Group Holdings <br>Ltd.<br>| 443000 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dah Sing Banking <br>Group Ltd.<br>| 311795 | &nbsp;&nbsp;444138 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dah Sing Financial <br>Holdings Ltd.<br>| 128266 | &nbsp;&nbsp;$620259 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Deep Source Holdings <br>Ltd.<br>| 870000 | &nbsp;&nbsp;91750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dickson Concepts <br>International Ltd.<br>| 83500 | &nbsp;&nbsp;60506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dream International <br>Ltd.<br>| 48000 | &nbsp;&nbsp;54543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eagle Nice <br>International <br>Holdings Ltd.<br>| 242000 | &nbsp;&nbsp;107740 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;EcoGreen <br>International Group <br>Ltd.<br>| 234000 | &nbsp;&nbsp;10672 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Far East Consortium <br>International Ltd.<br>| 512938 | &nbsp;&nbsp;54567 |
|  | First Pacific Co. Ltd. | 1837200 | &nbsp;&nbsp;1437507 |
| #\*Ω | FIT Hon Teng Ltd. | 1215000 | &nbsp;&nbsp;759477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FSE Lifestyle Services <br>Ltd.<br>| 90000 | &nbsp;&nbsp;65624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Galaxy Entertainment <br>Group Ltd.<br>| 77000 | &nbsp;&nbsp;391219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Get Nice Holdings <br>Ltd.<br>| 30430 | &nbsp;&nbsp;11815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Giordano International <br>Ltd.<br>| 906000 | &nbsp;&nbsp;170477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Glorious Sun <br>Enterprises Ltd.<br>| 447000 | &nbsp;&nbsp;78419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great Eagle Holdings <br>Ltd.<br>| 36003 | &nbsp;&nbsp;74327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;G-Resources Group <br>Ltd.<br>| 229930 | &nbsp;&nbsp;353505 |
|  | Guoco Group Ltd. | 2000 | &nbsp;&nbsp;18297 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Guotai Junan <br>International <br>Holdings Ltd.<br>| 2101000 | &nbsp;&nbsp;718558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hang Lung Group <br>Ltd.<br>| 409000 | &nbsp;&nbsp;880743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hang Lung Properties <br>Ltd.<br>| 152571 | &nbsp;&nbsp;184103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henderson Land <br>Development Co. <br>Ltd.<br>| 88575 | &nbsp;&nbsp;352317 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HKR International <br>Ltd.<br>| 265188 | &nbsp;&nbsp;41621 |
|  | HKT Trust & HKT Ltd. | 1262000 | &nbsp;&nbsp;1891259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hong Kong & China <br>Gas Co. Ltd.<br>| 158735 | &nbsp;&nbsp;149504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hong Kong <br>Exchanges & <br>Clearing Ltd.<br>| 74500 | &nbsp;&nbsp;4107265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hong Kong Ferry <br>Holdings Co. Ltd.<br>| 16000 | &nbsp;&nbsp;10069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hong Kong <br>Technology Venture <br>Co. Ltd.<br>| 218659 | &nbsp;&nbsp;40030 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hongkong & Shanghai <br>Hotels Ltd.<br>| 271220 | &nbsp;&nbsp;$217683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hutchison <br>Telecommunications <br>Hong Kong <br>Holdings Ltd.<br>| 970000 | &nbsp;&nbsp;144042 |
|  | IGG, Inc. | 462000 | &nbsp;&nbsp;217912 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Impro Precision <br>Industries Ltd.<br>| 321000 | &nbsp;&nbsp;263105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jacobson Pharma <br>Corp. Ltd.<br>| 112000 | &nbsp;&nbsp;17744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Electric <br>Holdings Ltd.<br>| 464085 | &nbsp;&nbsp;1598547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;K Wah International <br>Holdings Ltd.<br>| 652000 | &nbsp;&nbsp;216756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Karrie International <br>Holdings Ltd.<br>| 78000 | &nbsp;&nbsp;24567 |
|  | Kerry Properties Ltd. | 270500 | &nbsp;&nbsp;821174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KLN Logistics Group <br>Ltd.<br>| 201250 | &nbsp;&nbsp;181681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kowloon Development <br>Co. Ltd.<br>| 124504 | &nbsp;&nbsp;78256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Langham Hospitality <br>Investments & <br>Langham Hospitality <br>Investments Ltd.<br>| 2400 | &nbsp;&nbsp;152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Liu Chong Hing <br>Investment Ltd.<br>| 34000 | &nbsp;&nbsp;19350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luk Fook Holdings <br>International Ltd.<br>| 278000 | &nbsp;&nbsp;1142061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Man Wah Holdings <br>Ltd.<br>| 844400 | &nbsp;&nbsp;523737 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Melco International <br>Development Ltd.<br>| 45000 | &nbsp;&nbsp;24327 |
| \* | Midland Holdings Ltd. | 130000 | &nbsp;&nbsp;50611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Miramar Hotel & <br>Investment<br>| 84000 | &nbsp;&nbsp;116215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Modern Dental Group <br>Ltd.<br>| 345000 | &nbsp;&nbsp;260025 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Modern Innovative <br>Digital Technology <br>Co. Ltd.<br>| 208000 | &nbsp;&nbsp;3132 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mongolian Mining <br>Corp.<br>| 810000 | &nbsp;&nbsp;1402743 |
| # | MTR Corp. Ltd. | 12216 | &nbsp;&nbsp;54017 |
|  | NagaCorp Ltd. | 407784 | &nbsp;&nbsp;240230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nameson Holdings <br>Ltd.<br>| 714000 | &nbsp;&nbsp;95959 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National United <br>Resources Holdings <br>Ltd.<br>| 3500 | &nbsp;&nbsp;278 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;New World <br>Development Co. <br>Ltd.<br>| 184000 | &nbsp;&nbsp;267714 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;NewOcean Energy <br>Holdings Ltd.<br>| 788000 | &nbsp;&nbsp;0 |
| # | Nissin Foods Co. Ltd. | 135000 | &nbsp;&nbsp;126095 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oriental Watch <br>Holdings<br>| 432368 | &nbsp;&nbsp;$188702 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oshidori International <br>Holdings Ltd.<br>| 2508000 | &nbsp;&nbsp;289178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Basin Shipping <br>Ltd.<br>| 5497000 | &nbsp;&nbsp;2158855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Textiles <br>Holdings Ltd.<br>| 299000 | &nbsp;&nbsp;47140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PAX Global <br>Technology Ltd.<br>| 341000 | &nbsp;&nbsp;215196 |
|  | PCCW Ltd. | 281415 | &nbsp;&nbsp;210314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Perfect Medical Health <br>Management Ltd.<br>| 120000 | &nbsp;&nbsp;18598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pico Far East <br>Holdings Ltd.<br>| 798000 | &nbsp;&nbsp;286888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Plover Bay <br>Technologies Ltd.<br>| 144000 | &nbsp;&nbsp;128517 |
|  | PRADA SpA | 63400 | &nbsp;&nbsp;324125 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Regina Miracle <br>International <br>Holdings Ltd.<br>| 167000 | &nbsp;&nbsp;49742 |
| Ω | Samsonite Group SA | 640800 | &nbsp;&nbsp;1628061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SAS Dragon Holdings <br>Ltd.<br>| 294000 | &nbsp;&nbsp;172539 |
|  | Shangri-La Asia Ltd. | 595666 | &nbsp;&nbsp;371427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Singamas Container <br>Holdings Ltd.<br>| 812000 | &nbsp;&nbsp;66548 |
|  | Sino Land Co. Ltd. | 384451 | &nbsp;&nbsp;578564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SITC International <br>Holdings Co. Ltd.<br>| 793000 | &nbsp;&nbsp;2961199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SmarTone <br>Telecommunications <br>Holdings Ltd.<br>| 328666 | &nbsp;&nbsp;205543 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Solomon Systech <br>International Ltd.<br>| 802000 | &nbsp;&nbsp;44647 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Stella International <br>Holdings Ltd.<br>| 465500 | &nbsp;&nbsp;860587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun Hung Kai & Co. <br>Ltd.<br>| 472341 | &nbsp;&nbsp;259705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun Hung Kai <br>Properties Ltd.<br>| 31282 | &nbsp;&nbsp;502354 |
|  | Sundart Holdings Ltd. | 126000 | &nbsp;&nbsp;13278 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SUNeVision Holdings <br>Ltd.<br>| 419000 | &nbsp;&nbsp;357481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Swire Pacific Ltd. (19 <br>HK), Class A<br>| 120000 | &nbsp;&nbsp;1157987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Swire Pacific Ltd. (87 <br>HK), Class B<br>| 157500 | &nbsp;&nbsp;255708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TAI Cheung Holdings <br>Ltd.<br>| 47000 | &nbsp;&nbsp;22729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tai Hing Group <br>Holdings Ltd.<br>| 194000 | &nbsp;&nbsp;26793 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Taung Gold <br>International Ltd.<br>| 155000 | &nbsp;&nbsp;10720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Techtronic Industries <br>Co. Ltd.<br>| 111000 | &nbsp;&nbsp;1515316 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Television Broadcasts <br>Ltd.<br>| 52400 | &nbsp;&nbsp;$20382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texhong International <br>Group Ltd.<br>| 302500 | &nbsp;&nbsp;216029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texwinca Holdings <br>Ltd.<br>| 378000 | &nbsp;&nbsp;62981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tradelink Electronic <br>Commerce Ltd.<br>| 162000 | &nbsp;&nbsp;22412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transport International <br>Holdings Ltd.<br>| 13878 | &nbsp;&nbsp;18443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Laboratories <br>International <br>Holdings Ltd.<br>| 1027000 | &nbsp;&nbsp;1563717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Value Partners Group <br>Ltd.<br>| 250000 | &nbsp;&nbsp;77980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vitasoy International <br>Holdings Ltd.<br>| 52000 | &nbsp;&nbsp;46516 |
| \* | Viva Goods Co. Ltd. | 120000 | &nbsp;&nbsp;9831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VSTECS Holdings <br>Ltd.<br>| 745200 | &nbsp;&nbsp;737309 |
|  | VTech Holdings Ltd. | 85900 | &nbsp;&nbsp;668945 |
| Ω | WH Group Ltd. | 2112568 | &nbsp;&nbsp;2493032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wing On Co. <br>International Ltd.<br>| 30000 | &nbsp;&nbsp;52935 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Xingye Alloy Materials <br>Group Ltd.<br>| 121000 | &nbsp;&nbsp;15902 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Xinyi Glass Holdings <br>Ltd.<br>| 1085286 | &nbsp;&nbsp;1418158 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yue Yuen Industrial <br>Holdings Ltd.<br>| 522000 | &nbsp;&nbsp;1164214 |
| TOTAL HONG KONG | TOTAL HONG KONG |  | &nbsp;&nbsp;59486273 |
| IRELAND — (0.6%) | IRELAND — (0.6%) | IRELAND — (0.6%) |  |
|  | AIB Group PLC | 702702 | &nbsp;&nbsp;7854895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Ireland Group <br>PLC<br>| 586082 | &nbsp;&nbsp;11907686 |
|  | Cairn Homes PLC | 503745 | &nbsp;&nbsp;1244830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FBD Holdings PLC <br>(FBD ID)<br>| 15573 | &nbsp;&nbsp;297879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Glanbia PLC (GLB <br>ID)<br>| 110733 | &nbsp;&nbsp;2133928 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Glenveagh Properties <br>PLC<br>| 415156 | &nbsp;&nbsp;962582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Irish Continental <br>Group PLC (IR5B <br>ID)<br>| 94874 | &nbsp;&nbsp;717920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kerry Group PLC <br>(KYGA ID), Class A<br>| 1235 | &nbsp;&nbsp;109782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kingspan Group PLC <br>(KSP ID)<br>| 21865 | &nbsp;&nbsp;1903886 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Permanent TSB <br>Group Holdings <br>PLC<br>| 62665 | &nbsp;&nbsp;231773 |
| TOTAL IRELAND | TOTAL IRELAND |  | &nbsp;&nbsp;27365161 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (1.4%) | ISRAEL — (1.4%) | ISRAEL — (1.4%) |  |
| \* | AFI Properties Ltd. | 2858 | &nbsp;&nbsp;$219399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Albaad Massuot <br>Yitzhak Ltd.<br>| 1547 | &nbsp;&nbsp;17954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alrov Properties & <br>Lodgings Ltd.<br>| 3510 | &nbsp;&nbsp;291699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Altshuler Shaham <br>Finance Ltd.<br>| 26346 | &nbsp;&nbsp;53065 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Amos Luzon <br>Development & <br>Energy Group Ltd.<br>| 28031 | &nbsp;&nbsp;43457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Analyst IMS <br>Investment <br>Management <br>Services Ltd.<br>| 961 | &nbsp;&nbsp;48480 |
|  | Arad Ltd. | 8947 | &nbsp;&nbsp;150309 |
| \* | Ashdod Refinery Ltd. | 4986 | &nbsp;&nbsp;103037 |
|  | Ashtrom Group Ltd. | 6397 | &nbsp;&nbsp;141432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AudioCodes Ltd. <br>(AUDC US)<br>| 5277 | &nbsp;&nbsp;44063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Automatic Bank <br>Services Ltd.<br>| 11018 | &nbsp;&nbsp;82444 |
|  | Ayalon Holdings Ltd. | 5103 | &nbsp;&nbsp;154419 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Azorim-Investment <br>Development & <br>Construction Co. <br>Ltd.<br>| 22180 | &nbsp;&nbsp;141959 |
|  | Azrieli Group Ltd. | 201 | &nbsp;&nbsp;26955 |
|  | Bank Hapoalim BM | 99621 | &nbsp;&nbsp;2462774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Leumi Le-Israel <br>BM<br>| 199102 | &nbsp;&nbsp;4786279 |
| # | Baran Group Ltd. | 3482 | &nbsp;&nbsp;30900 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bet Shemesh Engines <br>Holdings 1997 Ltd.<br>| 3699 | &nbsp;&nbsp;934232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bezeq The Israeli <br>Telecommunication <br>Corp. Ltd.<br>| 347782 | &nbsp;&nbsp;893168 |
|  | Carasso Motors Ltd. | 31251 | &nbsp;&nbsp;374719 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Carasso Real Estate <br>Ltd.<br>| 6653 | &nbsp;&nbsp;72689 |
|  | Castro Model Ltd. | 588 | &nbsp;&nbsp;26510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cellcom Israel Ltd. <br>(CEL IT)<br>| 31987 | &nbsp;&nbsp;379824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cellcom Israel Ltd. <br>(CELJF US)<br>| 44794 | &nbsp;&nbsp;539544 |
| \* | Cielo-Blu Group Ltd. | 28500 | &nbsp;&nbsp;29254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Clal Insurance <br>Enterprises <br>Holdings Ltd.<br>| 46879 | &nbsp;&nbsp;3409372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cohen Development <br>Gas & Oil Ltd.<br>| 216 | &nbsp;&nbsp;13629 |
| \* | Compugen Ltd. | 11330 | &nbsp;&nbsp;21687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Danel Adir Yeoshua <br>Ltd.<br>| 2820 | &nbsp;&nbsp;429674 |
|  | Danya Cebus Ltd. | 1721 | &nbsp;&nbsp;80455 |
|  | Delek Group Ltd. | 5388 | &nbsp;&nbsp;1516232 |
|  | Delta Galil Ltd. | 7154 | &nbsp;&nbsp;389056 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Delta Israel Brands <br>Ltd.<br>| 1791 | &nbsp;&nbsp;$85119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Diplomat Holdings <br>Ltd.<br>| 7551 | &nbsp;&nbsp;126971 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Direct Finance of <br>Direct Group 2006 <br>Ltd.<br>| 1649 | &nbsp;&nbsp;289664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dor Alon Energy in <br>Israel 1988 Ltd.<br>| 3031 | &nbsp;&nbsp;161672 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Doral Group <br>Renewable Energy <br>Resources Ltd.<br>| 11168 | &nbsp;&nbsp;156231 |
|  | Duniec Brothers Ltd. | 1023 | &nbsp;&nbsp;89393 |
| # | El Al Israel Airlines | 62182 | &nbsp;&nbsp;351652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Electra Consumer <br>Products 1970 Ltd.<br>| 3998 | &nbsp;&nbsp;127981 |
|  | Electra Ltd. | 10240 | &nbsp;&nbsp;355157 |
| \* | Ellomay Capital Ltd. | 2696 | &nbsp;&nbsp;72466 |
| \* | Equital Ltd. | 17929 | &nbsp;&nbsp;839130 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fattal Holdings 1998 <br>Ltd.<br>| 2508 | &nbsp;&nbsp;515938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First International <br>Bank of Israel Ltd.<br>| 11171 | &nbsp;&nbsp;948404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FMS Enterprises <br>Migun Ltd.<br>| 2031 | &nbsp;&nbsp;175335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formula Systems <br>1985 Ltd. (FORTY <br>IT)<br>| 4452 | &nbsp;&nbsp;710515 |
|  | Fox Wizel Ltd. | 4361 | &nbsp;&nbsp;440282 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gilat Satellite <br>Networks Ltd.<br>| 8091 | &nbsp;&nbsp;156830 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Hagag Group Real <br>Estate <br>Development<br>| 16156 | &nbsp;&nbsp;130084 |
|  | Hamat Group Ltd. | 5120 | &nbsp;&nbsp;28164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harel Insurance <br>Investments & <br>Financial Services <br>Ltd.<br>| 90237 | &nbsp;&nbsp;4139027 |
|  | Hilan Ltd. | 8281 | &nbsp;&nbsp;660724 |
|  | ICL Group Ltd. | 1654 | &nbsp;&nbsp;8981 |
|  | IDI Insurance Co. Ltd. | 6733 | &nbsp;&nbsp;528826 |
| \* | IES Holdings Ltd. | 1534 | &nbsp;&nbsp;215485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inrom Construction <br>Industries Ltd.<br>| 91982 | &nbsp;&nbsp;598832 |
|  | Isracard Ltd. | 145660 | &nbsp;&nbsp;690920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Israel Discount Bank <br>Ltd., Class A<br>| 230839 | &nbsp;&nbsp;2719598 |
| #\* | Israir Group Ltd. | 77586 | &nbsp;&nbsp;41482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Isras Investment Co. <br>Ltd.<br>| 966 | &nbsp;&nbsp;305590 |
|  | Issta Ltd. | 6350 | &nbsp;&nbsp;226787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kamada Ltd. (KMDA <br>IT)<br>| 8369 | &nbsp;&nbsp;70343 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kamada Ltd. (KMDA <br>US)<br>| 2085 | &nbsp;&nbsp;17347 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kardan Real Estate <br>Enterprise & <br>Development Ltd.<br>| 24161 | &nbsp;&nbsp;$47338 |
|  | Kenon Holdings Ltd. | 1132 | &nbsp;&nbsp;80727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Land Development <br>Nimrodi Group Ltd.<br>| 8877 | &nbsp;&nbsp;106363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Libra Insurance Co. <br>Ltd.<br>| 2153 | &nbsp;&nbsp;12559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;M Yochananof & Sons <br>Ltd.<br>| 2321 | &nbsp;&nbsp;276507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magic Software <br>Enterprises Ltd. <br>(MGIC IT)<br>| 15105 | &nbsp;&nbsp;393591 |
| \* | Malam - Team Ltd. | 4820 | &nbsp;&nbsp;204307 |
|  | Matrix IT Ltd. | 9607 | &nbsp;&nbsp;431206 |
|  | Max Stock Ltd. | 45083 | &nbsp;&nbsp;406907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mediterranean Towers <br>Ltd.<br>| 78469 | &nbsp;&nbsp;389989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meitav Investment <br>House Ltd.<br>| 36615 | &nbsp;&nbsp;1425861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MENIF - Financial <br>Services Ltd.<br>| 17757 | &nbsp;&nbsp;143075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Menora Mivtachim <br>Holdings Ltd.<br>| 20160 | &nbsp;&nbsp;2590462 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Meshek Energy <br>Renewable <br>Energies Ltd.<br>| 71331 | &nbsp;&nbsp;246914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meshulam Levinstein <br>Contracting & <br>Engineering Ltd.<br>| 1509 | &nbsp;&nbsp;304302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Migdal Insurance & <br>Financial Holdings <br>Ltd.<br>| 202108 | &nbsp;&nbsp;1084435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mivtach Shamir <br>Holdings Ltd.<br>| 1785 | &nbsp;&nbsp;236134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mizrahi Tefahot Bank <br>Ltd.<br>| 11602 | &nbsp;&nbsp;907622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Naphtha Israel <br>Petroleum Corp. <br>Ltd.<br>| 10721 | &nbsp;&nbsp;92952 |
|  | Nawi Group Ltd. | 13598 | &nbsp;&nbsp;240871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Neto Malinda Trading <br>Ltd.<br>| 2521 | &nbsp;&nbsp;145224 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Neto ME Holdings <br>Ltd.<br>| 867 | &nbsp;&nbsp;74634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Next Vision Stabilized <br>Systems Ltd.<br>| 23238 | &nbsp;&nbsp;2096094 |
| \* | Nova Ltd. (NVMI IT) | 194 | &nbsp;&nbsp;94700 |
|  | Oil Refineries Ltd. | 1351516 | &nbsp;&nbsp;444430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;One Software <br>Technologies Ltd.<br>| 15311 | &nbsp;&nbsp;440141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Palram Industries <br>1990 Ltd.<br>| 11175 | &nbsp;&nbsp;204013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Partner <br>Communications <br>Co. Ltd.<br>| 97735 | &nbsp;&nbsp;1187598 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paz Retail & Energy <br>Ltd.<br>| 7318 | &nbsp;&nbsp;$1790852 |
| \* | Perion Network Ltd. | 11917 | &nbsp;&nbsp;103249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Phoenix Financial <br>Ltd.<br>| 52640 | &nbsp;&nbsp;2555022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Plasson Industries <br>Ltd.<br>| 1335 | &nbsp;&nbsp;73960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Polyram Plastic <br>Industries Ltd.<br>| 24917 | &nbsp;&nbsp;83208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prashkovsky <br>Investments & <br>Construction Ltd.<br>| 178 | &nbsp;&nbsp;8987 |
| \* | Priortech Ltd. | 264 | &nbsp;&nbsp;22053 |
|  | Qualitau Ltd. | 1674 | &nbsp;&nbsp;361996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rami Levy Chain <br>Stores Hashikma <br>Marketing 2006 <br>Ltd.<br>| 4030 | &nbsp;&nbsp;459261 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rani Zim Shopping <br>Centers Ltd.<br>| 41874 | &nbsp;&nbsp;65795 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Rapac Communication <br>& Infrastructure <br>Ltd.<br>| 788 | &nbsp;&nbsp;19845 |
|  | Retailors Ltd. | 3541 | &nbsp;&nbsp;50536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Scope Metals Group <br>Ltd.<br>| 5426 | &nbsp;&nbsp;320664 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shikun & Binui Soltec <br>Renewable Energy<br>| 71775 | &nbsp;&nbsp;78859 |
|  | Shufersal Ltd. | 67433 | &nbsp;&nbsp;870900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Summit Real Estate <br>Holdings Ltd.<br>| 27308 | &nbsp;&nbsp;555650 |
| # | Tadiran Group Ltd. | 2028 | &nbsp;&nbsp;100528 |
| Ω | Tamar Petroleum Ltd. | 12970 | &nbsp;&nbsp;142683 |
| \* | TAT Technologies Ltd. | 1157 | &nbsp;&nbsp;56884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tel Aviv Stock <br>Exchange Ltd.<br>| 679 | &nbsp;&nbsp;26087 |
|  | Telsys Ltd. | 1595 | &nbsp;&nbsp;117597 |
| #\* | Tera Light Ltd. | 18659 | &nbsp;&nbsp;92035 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Teva Pharmaceutical <br>Industries Ltd. <br>(TEVA US), <br>Sponsored ADR<br>| 114334 | &nbsp;&nbsp;3896503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tiv Taam Holdings 1 <br>Ltd.<br>| 45138 | &nbsp;&nbsp;162363 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tower Semiconductor <br>Ltd. (TSEM IT)<br>| 377 | &nbsp;&nbsp;49780 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Victory Supermarket <br>Chain Ltd.<br>| 3715 | &nbsp;&nbsp;66168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YD More Investments <br>Ltd.<br>| 11785 | &nbsp;&nbsp;182486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YH Dimri Construction <br>& Development <br>Ltd.<br>| 233 | &nbsp;&nbsp;29583 |
| TOTAL ISRAEL | TOTAL ISRAEL |  | &nbsp;&nbsp;60546090 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (3.1%) | ITALY — (3.1%) | ITALY — (3.1%) |  |
|  | A2A SpA | 1115935 | &nbsp;&nbsp;$3366550 |
|  | ACEA SpA | 23610 | &nbsp;&nbsp;658065 |
|  | Amplifon SpA | 25120 | &nbsp;&nbsp;405001 |
|  | Ariston Holding NV | 45460 | &nbsp;&nbsp;256381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arnoldo Mondadori <br>Editore SpA<br>| 109582 | &nbsp;&nbsp;277011 |
|  | Ascopiave SpA | 28986 | &nbsp;&nbsp;115619 |
|  | Azimut Holding SpA | 55894 | &nbsp;&nbsp;2361181 |
|  | Banca Generali SpA | 25451 | &nbsp;&nbsp;1714890 |
|  | Banca IFIS SpA | 23326 | &nbsp;&nbsp;759593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banca Mediolanum <br>SpA<br>| 64894 | &nbsp;&nbsp;1522297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banca Monte dei <br>Paschi di Siena <br>SpA<br>| 459257 | &nbsp;&nbsp;4764239 |
|  | Banco BPM SpA | 508021 | &nbsp;&nbsp;7614886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco di Desio e della <br>Brianza SpA<br>| 29074 | &nbsp;&nbsp;321517 |
| \*Ω | BFF Bank SpA | 83739 | &nbsp;&nbsp;802989 |
| # | Biesse SpA | 1204 | &nbsp;&nbsp;8897 |
|  | BPER Banca SpA | 1125069 | &nbsp;&nbsp;15844829 |
|  | Brembo NV | 47445 | &nbsp;&nbsp;570732 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Brunello Cucinelli <br>SpA<br>| 17481 | &nbsp;&nbsp;1675453 |
|  | Buzzi SpA | 10799 | &nbsp;&nbsp;614728 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cairo Communication <br>SpA<br>| 62700 | &nbsp;&nbsp;208554 |
|  | Cembre SpA | 1846 | &nbsp;&nbsp;152422 |
|  | Cementir Holding NV | 23656 | &nbsp;&nbsp;531904 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CIR SpA-Compagnie <br>Industriali<br>| 731369 | &nbsp;&nbsp;606205 |
|  | Credito Emiliano SpA | 87133 | &nbsp;&nbsp;1602644 |
| #\* | Cy4gate SpA | 1980 | &nbsp;&nbsp;17915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;d'Amico International <br>Shipping SA<br>| 58379 | &nbsp;&nbsp;412346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Danieli & C Officine <br>Meccaniche SpA <br>(DAN IM)<br>| 4867 | &nbsp;&nbsp;359322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Danieli & C Officine <br>Meccaniche SpA <br>(DANR IM)<br>| 19287 | &nbsp;&nbsp;995044 |
|  | Emak SpA | 9490 | &nbsp;&nbsp;10609 |
| Ω | Enav SpA | 94202 | &nbsp;&nbsp;543691 |
|  | Enel SpA | 1243802 | &nbsp;&nbsp;13742202 |
|  | Eni SpA (ENI IM) | 358819 | &nbsp;&nbsp;7333940 |
|  | Esprinet SpA | 37403 | &nbsp;&nbsp;275268 |
| # | Ferretti SpA | 85222 | &nbsp;&nbsp;363434 |
|  | Fiera Milano SpA | 17420 | &nbsp;&nbsp;143740 |
|  | Fila SpA | 20287 | &nbsp;&nbsp;220337 |
| \* | Fincantieri SpA | 23519 | &nbsp;&nbsp;446428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FinecoBank Banca <br>Fineco SpA<br>| 36826 | &nbsp;&nbsp;976266 |
|  | FNM SpA | 170685 | &nbsp;&nbsp;100356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Garofalo Health Care <br>SpA<br>| 11922 | &nbsp;&nbsp;78970 |
|  | Gefran SpA | 1088 | &nbsp;&nbsp;14019 |
|  | Generali | 2406 | &nbsp;&nbsp;98142 |
| # | GPI SpA | 1425 | &nbsp;&nbsp;30449 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |  |
|  | Hera SpA | 384502 | &nbsp;&nbsp;$1902787 |
|  | IMMSI SpA | 149021 | &nbsp;&nbsp;94187 |
|  | Intercos SpA | 1239 | &nbsp;&nbsp;18749 |
|  | Intesa Sanpaolo SpA | 573096 | &nbsp;&nbsp;4057163 |
|  | Italmobiliare SpA | 13132 | &nbsp;&nbsp;433621 |
|  | Iveco Group NV | 188079 | &nbsp;&nbsp;4207080 |
|  | Maire SpA | 127750 | &nbsp;&nbsp;2232092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MFE-MediaForEurope <br>NV, Class A<br>| 91495 | &nbsp;&nbsp;336207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MFE-MediaForEurope <br>NV (MFEA IM), <br>Class A<br>| 284813 | &nbsp;&nbsp;1062442 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;MFE-MediaForEurope <br>NV (MFEB IM), <br>Class B<br>| 76382 | &nbsp;&nbsp;367178 |
|  | Moltiply Group SpA | 11449 | &nbsp;&nbsp;472991 |
|  | Moncler SpA | 22835 | &nbsp;&nbsp;1330451 |
| \* | NewPrinces SpA | 10349 | &nbsp;&nbsp;240909 |
|  | Orsero SpA | 14705 | &nbsp;&nbsp;340146 |
| Ω | OVS SpA | 344563 | &nbsp;&nbsp;1947585 |
| # | Pharmanutra SpA | 520 | &nbsp;&nbsp;38934 |
| # | Piaggio & C SpA | 126067 | &nbsp;&nbsp;260715 |
| Ω | Pirelli & C SpA | 220920 | &nbsp;&nbsp;1663574 |
| Ω | Poste Italiane SpA | 107568 | &nbsp;&nbsp;2833142 |
|  | Prysmian SpA | 17495 | &nbsp;&nbsp;2072164 |
| Ω | RAI Way SpA | 81110 | &nbsp;&nbsp;549984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Recordati Industria <br>Chimica e <br>Farmaceutica SpA<br>| 15925 | &nbsp;&nbsp;877457 |
|  | Reply SpA | 5989 | &nbsp;&nbsp;785176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rizzoli Corriere Della <br>Sera Mediagroup <br>SpA<br>| 161744 | &nbsp;&nbsp;186921 |
|  | Sabaf SpA | 980 | &nbsp;&nbsp;16045 |
| \* | Safilo Group SpA | 14771 | &nbsp;&nbsp;37440 |
| # | Saipem SpA | 508900 | &nbsp;&nbsp;1879498 |
| # | Sanlorenzo SpA | 1658 | &nbsp;&nbsp;63528 |
|  | Sesa SpA | 4033 | &nbsp;&nbsp;427812 |
|  | Sogefi SpA | 73717 | &nbsp;&nbsp;280792 |
|  | SOL SpA | 26121 | &nbsp;&nbsp;1406318 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stellantis NV (STLAM <br>IM)<br>| 237111 | &nbsp;&nbsp;2326639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tamburi Investment <br>Partners SpA<br>| 41568 | &nbsp;&nbsp;470586 |
| Ω | Technogym SpA | 59339 | &nbsp;&nbsp;1239170 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Telecom Italia SpA <br>(TIT IM)<br>| 8671317 | &nbsp;&nbsp;5882039 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Telecom Italia SpA <br>(TITR IM)<br>| 3194631 | &nbsp;&nbsp;2536618 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tenaris SA (TS US), <br>ADR<br>| 3352 | &nbsp;&nbsp;148494 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TREVI - Finanziaria <br>Industriale SpA<br>| 188290 | &nbsp;&nbsp;156267 |
| # | TXT e-solutions SpA | 872 | &nbsp;&nbsp;29468 |
|  | UniCredit SpA | 147245 | &nbsp;&nbsp;12831790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unipol Assicurazioni <br>SpA<br>| 171964 | &nbsp;&nbsp;3829941 |
|  | Webuild SpA | 97627 | &nbsp;&nbsp;404362 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |  |
|  | Wiit SpA | 3370 | &nbsp;&nbsp;$104377 |
| # | Zignago Vetro SpA | 7004 | &nbsp;&nbsp;62908 |
| TOTAL ITALY | TOTAL ITALY |  | &nbsp;&nbsp;135364812 |
| JAPAN — (22.7%) | JAPAN — (22.7%) | JAPAN — (22.7%) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;&Do Holdings Co. <br>Ltd.<br>| 10900 | &nbsp;&nbsp;76932 |
|  | 77 Bank Ltd. | 44800 | &nbsp;&nbsp;2460395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;A&D HOLON Holdings <br>Co. Ltd.<br>| 22300 | &nbsp;&nbsp;329407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AB & Company Co. <br>Ltd.<br>| 7300 | &nbsp;&nbsp;56970 |
| # | ABC-Mart, Inc. | 3900 | &nbsp;&nbsp;62478 |
|  | Achilles Corp. | 4900 | &nbsp;&nbsp;46173 |
|  | Acom Co. Ltd. | 127800 | &nbsp;&nbsp;422766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AD Works Group Co. <br>Ltd.<br>| 36760 | &nbsp;&nbsp;105359 |
|  | ADEKA Corp. | 71300 | &nbsp;&nbsp;2119344 |
| # | Ad-sol Nissin Corp. | 10200 | &nbsp;&nbsp;116473 |
| # | Advan Group Co. Ltd. | 13700 | &nbsp;&nbsp;84179 |
|  | Advantest Corp. | 27500 | &nbsp;&nbsp;4548128 |
|  | Aeon Co. Ltd. | 442242 | &nbsp;&nbsp;6048808 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Aeon Fantasy Co. <br>Ltd.<br>| 5700 | &nbsp;&nbsp;104963 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;AEON Financial <br>Service Co. Ltd.<br>| 27186 | &nbsp;&nbsp;296754 |
| # | Aeon Hokkaido Corp. | 20200 | &nbsp;&nbsp;122381 |
|  | Aeon Kyushu Co. Ltd. | 2200 | &nbsp;&nbsp;41407 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;AFC-HD AMS Life <br>Science Co. Ltd.<br>| 14400 | &nbsp;&nbsp;82302 |
|  | AGC, Inc. | 52100 | &nbsp;&nbsp;1922463 |
|  | Ahresty Corp. | 32200 | &nbsp;&nbsp;172385 |
|  | Ai Holdings Corp. | 1500 | &nbsp;&nbsp;25859 |
|  | Aica Kogyo Co. Ltd. | 9800 | &nbsp;&nbsp;222446 |
|  | Aichi Corp. | 23700 | &nbsp;&nbsp;208952 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Aichi Financial Group, <br>Inc.<br>| 9639 | &nbsp;&nbsp;341999 |
|  | Aichi Steel Corp. | 59600 | &nbsp;&nbsp;1186797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aichi Tokei Denki Co. <br>Ltd.<br>| 7400 | &nbsp;&nbsp;133437 |
|  | Aida Engineering Ltd. | 35278 | &nbsp;&nbsp;273274 |
|  | Aiful Corp. | 232800 | &nbsp;&nbsp;827770 |
|  | Ain Holdings, Inc. | 9471 | &nbsp;&nbsp;395507 |
|  | Aiphone Co. Ltd. | 8300 | &nbsp;&nbsp;159487 |
|  | Air Water, Inc. | 99200 | &nbsp;&nbsp;1505778 |
| # | Airman Corp. | 18500 | &nbsp;&nbsp;230953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Airport Facilities Co. <br>Ltd.<br>| 21100 | &nbsp;&nbsp;133996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aisan Industry Co. <br>Ltd.<br>| 43700 | &nbsp;&nbsp;622009 |
|  | Aisin Corp. | 161118 | &nbsp;&nbsp;2886429 |
|  | AIT Corp. | 5900 | &nbsp;&nbsp;85585 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Aizawa Securities <br>Group Co. Ltd.<br>| 5800 | &nbsp;&nbsp;53257 |
|  | Ajinomoto Co., Inc. | 94600 | &nbsp;&nbsp;2164149 |
|  | Akatsuki Corp. | 30500 | &nbsp;&nbsp;122733 |
|  | Akatsuki, Inc. | 3600 | &nbsp;&nbsp;59270 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Akebono Brake <br>Industry Co. Ltd.<br>| 95140 | &nbsp;&nbsp;$69640 |
|  | Akita Bank Ltd. | 2200 | &nbsp;&nbsp;72296 |
|  | Albis Co. Ltd. | 5100 | &nbsp;&nbsp;86383 |
|  | Alconix Corp. | 27500 | &nbsp;&nbsp;482558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alfresa Holdings <br>Corp.<br>| 41600 | &nbsp;&nbsp;669963 |
|  | Alinco, Inc. | 1500 | &nbsp;&nbsp;10870 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Alleanza Holdings Co. <br>Ltd.<br>| 9100 | &nbsp;&nbsp;63532 |
| # | Alpen Co. Ltd. | 13600 | &nbsp;&nbsp;190857 |
|  | Alpha Corp. | 1400 | &nbsp;&nbsp;11570 |
| # | Alpha Systems, Inc. | 5400 | &nbsp;&nbsp;132283 |
|  | Alps Alpine Co. Ltd. | 154915 | &nbsp;&nbsp;2029060 |
|  | ALSOK Co. Ltd. | 85000 | &nbsp;&nbsp;658487 |
|  | Altech Corp. | 10820 | &nbsp;&nbsp;183979 |
|  | Amada Co. Ltd. | 122700 | &nbsp;&nbsp;1571867 |
|  | Amano Corp. | 19000 | &nbsp;&nbsp;482212 |
|  | Amvis Holdings, Inc. | 29500 | &nbsp;&nbsp;91042 |
|  | Anabuki Kosan, Inc. | 3600 | &nbsp;&nbsp;54212 |
|  | Anest Iwata Corp. | 27400 | &nbsp;&nbsp;292972 |
|  | Anicom Holdings, Inc. | 33600 | &nbsp;&nbsp;228618 |
|  | Anrakutei Co. Ltd. | 600 | &nbsp;&nbsp;14427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AOI Electronics Co. <br>Ltd.<br>| 900 | &nbsp;&nbsp;15275 |
|  | AOKI Holdings, Inc. | 29378 | &nbsp;&nbsp;350824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aoyama Trading Co. <br>Ltd.<br>| 36481 | &nbsp;&nbsp;619210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aoyama Zaisan <br>Networks Co. Ltd.<br>| 21200 | &nbsp;&nbsp;207403 |
|  | Aozora Bank Ltd. | 2916 | &nbsp;&nbsp;47242 |
|  | Arata Corp. | 26466 | &nbsp;&nbsp;528015 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Araya Industrial Co. <br>Ltd.<br>| 3600 | &nbsp;&nbsp;122537 |
| # | ARCLANDS Corp. | 66648 | &nbsp;&nbsp;825252 |
|  | Arcs Co. Ltd. | 29696 | &nbsp;&nbsp;667158 |
|  | ARE Holdings, Inc. | 38900 | &nbsp;&nbsp;911938 |
|  | Arealink Co. Ltd. | 29708 | &nbsp;&nbsp;213483 |
|  | Argo Graphics, Inc. | 50400 | &nbsp;&nbsp;469398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arisawa <br>Manufacturing Co. <br>Ltd.<br>| 14000 | &nbsp;&nbsp;161789 |
|  | Art Vivant Co. Ltd. | 1600 | &nbsp;&nbsp;16963 |
|  | Artience Co. Ltd. | 22200 | &nbsp;&nbsp;532230 |
|  | Artnature, Inc. | 5700 | &nbsp;&nbsp;30428 |
|  | As One Corp. | 4500 | &nbsp;&nbsp;67594 |
|  | Asahi Co. Ltd. | 2444 | &nbsp;&nbsp;20380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asahi Diamond <br>Industrial Co. Ltd.<br>| 44843 | &nbsp;&nbsp;262441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asahi Group Holdings <br>Ltd.<br>| 83400 | &nbsp;&nbsp;873102 |
|  | Asahi Intecc Co. Ltd. | 12400 | &nbsp;&nbsp;206710 |
|  | Asahi Kasei Corp. | 362900 | &nbsp;&nbsp;3520496 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Asahi Kogyosha Co. <br>Ltd.<br>| 15600 | &nbsp;&nbsp;363645 |
|  | Asahi Net, Inc. | 7600 | &nbsp;&nbsp;34900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asahi Printing Co. <br>Ltd.<br>| 3400 | &nbsp;&nbsp;19652 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Asahi Yukizai Corp. | 13100 | &nbsp;&nbsp;$457711 |
|  | Asanuma Corp. | 80000 | &nbsp;&nbsp;546796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asia Pile Holdings <br>Corp.<br>| 34300 | &nbsp;&nbsp;312240 |
|  | Asics Corp. | 151000 | &nbsp;&nbsp;3634974 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;ASKA Pharmaceutical <br>Holdings Co. Ltd.<br>| 19800 | &nbsp;&nbsp;320188 |
|  | ASKUL Corp. | 28169 | &nbsp;&nbsp;248803 |
|  | Astellas Pharma, Inc. | 417946 | &nbsp;&nbsp;5813581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Astena Holdings Co. <br>Ltd.<br>| 21700 | &nbsp;&nbsp;67149 |
|  | Atrae, Inc. | 6800 | &nbsp;&nbsp;30509 |
| \* | Atsugi Co. Ltd. | 6300 | &nbsp;&nbsp;47084 |
|  | Aucnet, Inc. | 21600 | &nbsp;&nbsp;287246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Autobacs Seven Co. <br>Ltd.<br>| 64100 | &nbsp;&nbsp;682829 |
| # | Aval Data Corp. | 800 | &nbsp;&nbsp;15298 |
|  | Avant Group Corp. | 7900 | &nbsp;&nbsp;83926 |
|  | Avantia Co. Ltd. | 6900 | &nbsp;&nbsp;37874 |
|  | Avex, Inc. | 16800 | &nbsp;&nbsp;130022 |
|  | Awa Bank Ltd. | 32497 | &nbsp;&nbsp;1092779 |
| # | Axell Corp. | 4400 | &nbsp;&nbsp;34943 |
|  | Axial Retailing, Inc. | 75244 | &nbsp;&nbsp;565033 |
|  | Azbil Corp. | 52300 | &nbsp;&nbsp;457714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AZ-COM MARUWA <br>Holdings, Inc.<br>| 12601 | &nbsp;&nbsp;80880 |
|  | AZOOM Co. Ltd. | 1600 | &nbsp;&nbsp;46874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bandai Namco <br>Holdings, Inc.<br>| 36600 | &nbsp;&nbsp;949723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bando Chemical <br>Industries Ltd.<br>| 27700 | &nbsp;&nbsp;362876 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Innovation, <br>Inc.<br>| 600 | &nbsp;&nbsp;24372 |
|  | Bank of Iwate Ltd. | 4000 | &nbsp;&nbsp;158200 |
|  | Bank of Nagoya Ltd. | 23403 | &nbsp;&nbsp;741558 |
|  | Bank of Saga Ltd. | 5571 | &nbsp;&nbsp;165825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of the Ryukyus <br>Ltd.<br>| 37600 | &nbsp;&nbsp;536484 |
|  | Base Co. Ltd. | 3000 | &nbsp;&nbsp;59123 |
| \* | baudroie, Inc. | 2600 | &nbsp;&nbsp;34396 |
|  | BayCurrent, Inc. | 39200 | &nbsp;&nbsp;1381223 |
| # | Belc Co. Ltd. | 8800 | &nbsp;&nbsp;435954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bell System24 <br>Holdings, Inc.<br>| 19900 | &nbsp;&nbsp;184529 |
|  | Belluna Co. Ltd. | 40879 | &nbsp;&nbsp;257440 |
|  | Bic Camera, Inc. | 1200 | &nbsp;&nbsp;13334 |
|  | BIPROGY, Inc. | 20000 | &nbsp;&nbsp;664187 |
|  | B-Lot Co. Ltd. | 8200 | &nbsp;&nbsp;79791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Blue Zones Holdings <br>Co. Ltd.<br>| 8900 | &nbsp;&nbsp;510698 |
|  | BML, Inc. | 13692 | &nbsp;&nbsp;346502 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bookoff Group <br>Holdings Ltd.<br>| 9200 | &nbsp;&nbsp;94345 |
| \*†† | Bourbon Corp. SA | 9346 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;B-R31 Ice Cream Co. <br>Ltd.<br>| 900 | &nbsp;&nbsp;23214 |
|  | Bridgestone Corp. | 97400 | &nbsp;&nbsp;2192889 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Broadband Tower, <br>Inc.<br>| 11500 | &nbsp;&nbsp;$13255 |
|  | Broadleaf Co. Ltd. | 2700 | &nbsp;&nbsp;11543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brother Industries <br>Ltd.<br>| 121500 | &nbsp;&nbsp;2477092 |
| # | Buffalo, Inc. | 7400 | &nbsp;&nbsp;215500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bunka Shutter Co. <br>Ltd.<br>| 59800 | &nbsp;&nbsp;781895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Business Brain <br>Showa-Ota, Inc.<br>| 4900 | &nbsp;&nbsp;106515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Business Engineering <br>Corp.<br>| 12000 | &nbsp;&nbsp;111254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;C Uyemura & Co. <br>Ltd.<br>| 3400 | &nbsp;&nbsp;393199 |
|  | CAC Holdings Corp. | 5400 | &nbsp;&nbsp;70046 |
|  | Calbee, Inc. | 1500 | &nbsp;&nbsp;29349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canon Marketing <br>Japan, Inc.<br>| 16400 | &nbsp;&nbsp;715509 |
|  | Canon, Inc. (7751 JP) | 5400 | &nbsp;&nbsp;164370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canon, Inc. (CAJ US), <br>Sponsored ADR<br>| 19564 | &nbsp;&nbsp;595333 |
|  | Capcom Co. Ltd. | 40800 | &nbsp;&nbsp;1039947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Career Design Center <br>Co. Ltd.<br>| 1300 | &nbsp;&nbsp;20571 |
| # | Careerlink Co. Ltd. | 2700 | &nbsp;&nbsp;46115 |
|  | Carlit Co. Ltd. | 17700 | &nbsp;&nbsp;259819 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Casio Computer Co. <br>Ltd.<br>| 7600 | &nbsp;&nbsp;74305 |
|  | Cawachi Ltd. | 11991 | &nbsp;&nbsp;240330 |
|  | CCI Group, Inc. | 115000 | &nbsp;&nbsp;689773 |
| # | CDS Co. Ltd. | 2600 | &nbsp;&nbsp;30551 |
|  | Celsys, Inc. | 16443 | &nbsp;&nbsp;153833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Automotive <br>Products Ltd.<br>| 31800 | &nbsp;&nbsp;429975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Glass Co. <br>Ltd.<br>| 34000 | &nbsp;&nbsp;801508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Security <br>Patrols Co. Ltd.<br>| 3000 | &nbsp;&nbsp;56578 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Central Sports Co. <br>Ltd.<br>| 4500 | &nbsp;&nbsp;70867 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Change Holdings, <br>Inc.<br>| 6900 | &nbsp;&nbsp;46935 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Charm Care Corp. <br>KK<br>| 9700 | &nbsp;&nbsp;81792 |
|  | Chiba Bank Ltd.  | 90500 | &nbsp;&nbsp;1225254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chiba Kogyo Bank <br>Ltd.<br>| 35000 | &nbsp;&nbsp;450251 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chikaranomoto <br>Holdings Co. Ltd.<br>| 3400 | &nbsp;&nbsp;31575 |
|  | Chino Corp. | 11800 | &nbsp;&nbsp;107339 |
|  | Chiyoda Co. Ltd. | 3782 | &nbsp;&nbsp;26877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chiyoda Integre Co. <br>Ltd.<br>| 7600 | &nbsp;&nbsp;162587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chofu Seisakusho Co. <br>Ltd.<br>| 6955 | &nbsp;&nbsp;90017 |
|  | Chori Co. Ltd. | 10100 | &nbsp;&nbsp;257947 |
|  | Choushimaru Co. Ltd. | 1400 | &nbsp;&nbsp;14708 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chubu Shiryo Co. <br>Ltd.<br>| 17700 | &nbsp;&nbsp;$207057 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chubu Steel Plate Co. <br>Ltd.<br>| 15500 | &nbsp;&nbsp;221137 |
|  | Chudenko Corp. | 14800 | &nbsp;&nbsp;422143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chuetsu Pulp & Paper <br>Co. Ltd.<br>| 13289 | &nbsp;&nbsp;173310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chugai <br>Pharmaceutical Co. <br>Ltd.<br>| 68900 | &nbsp;&nbsp;3935615 |
|  | Chugai Ro Co. Ltd. | 4600 | &nbsp;&nbsp;139499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chugin Financial <br>Group, Inc.<br>| 69500 | &nbsp;&nbsp;1257968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chugoku Marine <br>Paints Ltd.<br>| 39000 | &nbsp;&nbsp;1099953 |
| # | Chuo Spring Co. Ltd. | 11700 | &nbsp;&nbsp;258495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chuo Warehouse Co. <br>Ltd.<br>| 8300 | &nbsp;&nbsp;91809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citizen Watch Co. <br>Ltd.<br>| 158100 | &nbsp;&nbsp;1397320 |
|  | CKD Corp. | 19000 | &nbsp;&nbsp;506809 |
|  | CK-San-Etsu Co. Ltd. | 4100 | &nbsp;&nbsp;113405 |
|  | Cleanup Corp. | 6900 | &nbsp;&nbsp;38990 |
|  | CMK Corp. | 32100 | &nbsp;&nbsp;113687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola Bottlers <br>Japan Holdings, <br>Inc.<br>| 27685 | &nbsp;&nbsp;617560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Computer Engineering <br>& Consulting Ltd.<br>| 3300 | &nbsp;&nbsp;47049 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Computer Institute of <br>Japan Ltd.<br>| 12520 | &nbsp;&nbsp;42444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COMSYS Holdings <br>Corp.<br>| 28459 | &nbsp;&nbsp;889171 |
|  | Comture Corp. | 2800 | &nbsp;&nbsp;29403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Copro-Holdings Co. <br>Ltd.<br>| 5600 | &nbsp;&nbsp;38947 |
|  | Core Corp. | 900 | &nbsp;&nbsp;13373 |
|  | Corona Corp. | 2100 | &nbsp;&nbsp;12910 |
|  | Cosel Co. Ltd. | 15963 | &nbsp;&nbsp;120387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cosmo Energy <br>Holdings Co. Ltd.<br>| 152200 | &nbsp;&nbsp;4564040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cosmos Initia Co. <br>Ltd.<br>| 11900 | &nbsp;&nbsp;90367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cosmos <br>Pharmaceutical <br>Corp.<br>| 13400 | &nbsp;&nbsp;600270 |
| # | Cota Co. Ltd. | 989 | &nbsp;&nbsp;7512 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Create Restaurants <br>Holdings, Inc.<br>| 119600 | &nbsp;&nbsp;572391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Create SD Holdings <br>Co. Ltd.<br>| 6600 | &nbsp;&nbsp;138634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Credit Saison Co. <br>Ltd.<br>| 113500 | &nbsp;&nbsp;3064282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Creek & River Co. <br>Ltd.<br>| 4000 | &nbsp;&nbsp;39364 |
|  | Cresco Ltd. | 19800 | &nbsp;&nbsp;214976 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;CTI Engineering Co. <br>Ltd.<br>| 26000 | &nbsp;&nbsp;$497001 |
|  | CTS Co. Ltd. | 8000 | &nbsp;&nbsp;52760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Curves Holdings Co. <br>Ltd.<br>| 14600 | &nbsp;&nbsp;70414 |
|  | CyberAgent, Inc. | 25370 | &nbsp;&nbsp;230159 |
|  | Cybozu, Inc. | 13800 | &nbsp;&nbsp;212832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dai Nippon Printing <br>Co. Ltd.<br>| 18000 | &nbsp;&nbsp;322960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dai Nippon Toryo Co. <br>Ltd.<br>| 18850 | &nbsp;&nbsp;168025 |
|  | Daicel Corp. | 163800 | &nbsp;&nbsp;1546303 |
|  | Daido Metal Co. Ltd. | 44606 | &nbsp;&nbsp;296750 |
|  | Daido Steel Co. Ltd. | 92800 | &nbsp;&nbsp;1192093 |
|  | Daifuku Co. Ltd. | 32000 | &nbsp;&nbsp;1147942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daihatsu Infinearth <br>Mfg Co. Ltd.<br>| 29100 | &nbsp;&nbsp;462719 |
| # | Daiho Corp. | 36500 | &nbsp;&nbsp;185485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dai-Ichi Cutter Kogyo <br>KK<br>| 7500 | &nbsp;&nbsp;66792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiichi Jitsugyo Co. <br>Ltd.<br>| 19700 | &nbsp;&nbsp;405488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiichi Kensetsu <br>Corp.<br>| 2200 | &nbsp;&nbsp;53688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiichi Kigenso <br>Kagaku-Kogyo Co. <br>Ltd.<br>| 4830 | &nbsp;&nbsp;72934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dai-ichi Life Holdings, <br>Inc.<br>| 348700 | &nbsp;&nbsp;3066518 |
|  | Daiichikosho Co. Ltd. | 34300 | &nbsp;&nbsp;370873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiki Aluminium <br>Industry Co. Ltd.<br>| 25600 | &nbsp;&nbsp;217220 |
|  | Daikin Industries Ltd. | 2100 | &nbsp;&nbsp;251644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daikoku Denki Co. <br>Ltd.<br>| 7900 | &nbsp;&nbsp;145283 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Daikokutenbussan Co. <br>Ltd.<br>| 7099 | &nbsp;&nbsp;233086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daikyonishikawa <br>Corp.<br>| 46716 | &nbsp;&nbsp;247662 |
|  | Dainichi Co. Ltd. | 2000 | &nbsp;&nbsp;11744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dainichiseika Color & <br>Chemicals <br>Manufacturing Co. <br>Ltd.<br>| 8909 | &nbsp;&nbsp;250950 |
|  | Daio Paper Corp. | 13700 | &nbsp;&nbsp;85973 |
|  | Daiseki Co. Ltd. | 12100 | &nbsp;&nbsp;271954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daishi Hokuetsu <br>Financial Group, <br>Inc.<br>| 148200 | &nbsp;&nbsp;1766854 |
| # | Daishinku Corp. | 26100 | &nbsp;&nbsp;99428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daisue Construction <br>Co. Ltd.<br>| 7800 | &nbsp;&nbsp;193271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daito Pharmaceutical <br>Co. Ltd.<br>| 21858 | &nbsp;&nbsp;188693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daito Trust <br>Construction Co. <br>Ltd.<br>| 28200 | &nbsp;&nbsp;572387 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Daitron Co. Ltd. | 20800 | &nbsp;&nbsp;$340989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiwa House Industry <br>Co. Ltd.<br>| 202600 | &nbsp;&nbsp;6903406 |
|  | Daiwa Industries Ltd. | 30600 | &nbsp;&nbsp;307728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiwa Securities <br>Group, Inc.<br>| 136500 | &nbsp;&nbsp;1330108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiwabo Holdings Co. <br>Ltd.<br>| 64800 | &nbsp;&nbsp;1274346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DCM Holdings Co. <br>Ltd.<br>| 95290 | &nbsp;&nbsp;1004714 |
|  | Dear Life Co. Ltd. | 24400 | &nbsp;&nbsp;181005 |
| # | DeNA Co. Ltd. | 27100 | &nbsp;&nbsp;444410 |
| # | Denka Co. Ltd. | 31800 | &nbsp;&nbsp;612081 |
|  | Denso Corp. | 74100 | &nbsp;&nbsp;1028120 |
|  | Dentsu Group, Inc. | 3800 | &nbsp;&nbsp;73764 |
|  | Dentsu Soken, Inc. | 24900 | &nbsp;&nbsp;392501 |
|  | Denyo Co. Ltd. | 13100 | &nbsp;&nbsp;310662 |
|  | Dexerials Corp. | 93000 | &nbsp;&nbsp;1631614 |
|  | DIC Corp. | 34469 | &nbsp;&nbsp;843624 |
|  | Digital Arts, Inc. | 5300 | &nbsp;&nbsp;192495 |
| \* | Digital Holdings, Inc. | 7500 | &nbsp;&nbsp;97891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Digital Information <br>Technologies Corp.<br>| 13400 | &nbsp;&nbsp;110294 |
| # | Dip Corp. | 6800 | &nbsp;&nbsp;90253 |
|  | Disco Corp. | 3200 | &nbsp;&nbsp;1364002 |
| # | DKS Co. Ltd. | 7153 | &nbsp;&nbsp;474861 |
|  | DMG Mori Co. Ltd. | 70500 | &nbsp;&nbsp;1244201 |
|  | Doshisha Co. Ltd. | 22200 | &nbsp;&nbsp;464093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Doutor Nichires <br>Holdings Co. Ltd.<br>| 25500 | &nbsp;&nbsp;464954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dowa Holdings Co. <br>Ltd.<br>| 41400 | &nbsp;&nbsp;2452039 |
|  | DTS Corp. | 82400 | &nbsp;&nbsp;671271 |
|  | Duskin Co. Ltd. | 13087 | &nbsp;&nbsp;359454 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;DyDo Group Holdings, <br>Inc.<br>| 2700 | &nbsp;&nbsp;43090 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Eagle Industry Co. <br>Ltd.<br>| 24001 | &nbsp;&nbsp;480729 |
|  | Earth Corp. | 900 | &nbsp;&nbsp;28446 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;EAT&HOLDINGS Co. <br>Ltd.<br>| 4900 | &nbsp;&nbsp;65410 |
| # | Ebara Corp. | 133000 | &nbsp;&nbsp;4026552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ebara Jitsugyo Co. <br>Ltd.<br>| 18400 | &nbsp;&nbsp;254936 |
| # | Eco's Co. Ltd. | 10500 | &nbsp;&nbsp;206992 |
|  | EDION Corp. | 31000 | &nbsp;&nbsp;424341 |
|  | eGuarantee, Inc. | 11401 | &nbsp;&nbsp;129226 |
| # | Ehime Bank Ltd. | 22029 | &nbsp;&nbsp;242315 |
|  | Eizo Corp. | 22200 | &nbsp;&nbsp;310847 |
|  | EJ Holdings, Inc. | 11100 | &nbsp;&nbsp;129192 |
|  | Elecom Co. Ltd. | 10600 | &nbsp;&nbsp;113283 |
|  | EM Systems Co. Ltd. | 7900 | &nbsp;&nbsp;37189 |
|  | en, Inc. | 3500 | &nbsp;&nbsp;32525 |
|  | Endo Lighting Corp. | 13700 | &nbsp;&nbsp;210840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ENEOS Holdings, <br>Inc.<br>| 1351570 | &nbsp;&nbsp;11423352 |
| # | Enomoto Co. Ltd. | 2200 | &nbsp;&nbsp;34636 |
| # | Enplas Corp. | 3800 | &nbsp;&nbsp;223367 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ensuiko Sugar <br>Refining Co. Ltd.<br>| 8300 | &nbsp;&nbsp;$29003 |
|  | ERI Holdings Co. Ltd. | 3400 | &nbsp;&nbsp;94829 |
|  | ES-Con Japan Ltd. | 30100 | &nbsp;&nbsp;232407 |
|  | Eslead Corp. | 9300 | &nbsp;&nbsp;406887 |
|  | ESPEC Corp. | 13900 | &nbsp;&nbsp;309136 |
|  | eWeLL Co. Ltd. | 900 | &nbsp;&nbsp;14573 |
|  | Exedy Corp. | 26864 | &nbsp;&nbsp;989952 |
|  | EXEO Group, Inc. | 115708 | &nbsp;&nbsp;1930498 |
|  | Ezaki Glico Co. Ltd. | 15400 | &nbsp;&nbsp;553183 |
|  | F&M Co. Ltd. | 3700 | &nbsp;&nbsp;58293 |
|  | FaithNetwork Co. Ltd. | 2700 | &nbsp;&nbsp;14619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FALCO HOLDINGS <br>Co. Ltd.<br>| 5800 | &nbsp;&nbsp;100370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fast Retailing Co. <br>Ltd.<br>| 17800 | &nbsp;&nbsp;6791284 |
|  | FCC Co. Ltd. | 33055 | &nbsp;&nbsp;804744 |
|  | Feed One Co. Ltd. | 30848 | &nbsp;&nbsp;222448 |
|  | Ferrotec Corp. | 41000 | &nbsp;&nbsp;1567573 |
| # | FFRI Security, Inc. | 2500 | &nbsp;&nbsp;150178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FIDEA Holdings Co. <br>Ltd.<br>| 11420 | &nbsp;&nbsp;148176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Financial Partners <br>Group Co. Ltd.<br>| 27500 | &nbsp;&nbsp;361280 |
| # | Fintech Global, Inc. | 118000 | &nbsp;&nbsp;111699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Bank of Toyama <br>Ltd.<br>| 39200 | &nbsp;&nbsp;564641 |
| # | Fixstars Corp. | 13800 | &nbsp;&nbsp;135592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FJ Next Holdings Co. <br>Ltd.<br>| 18900 | &nbsp;&nbsp;179294 |
| # | Focus Systems Corp. | 5600 | &nbsp;&nbsp;66510 |
|  | Food & Life Cos. Ltd. | 43800 | &nbsp;&nbsp;2392792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Foster Electric Co. <br>Ltd.<br>| 18240 | &nbsp;&nbsp;327460 |
|  | FP Corp. | 24703 | &nbsp;&nbsp;420518 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;France Bed Holdings <br>Co. Ltd.<br>| 29600 | &nbsp;&nbsp;254826 |
|  | Freebit Co. Ltd. | 10200 | &nbsp;&nbsp;108748 |
|  | F-Tech, Inc. | 11000 | &nbsp;&nbsp;56160 |
|  | FTGroup Co. Ltd. | 6300 | &nbsp;&nbsp;52230 |
|  | Fudo Tetra Corp. | 14876 | &nbsp;&nbsp;288959 |
| # | Fuji Co. Ltd. | 28200 | &nbsp;&nbsp;384315 |
|  | Fuji Corp. (6134 JP) | 30200 | &nbsp;&nbsp;744033 |
|  | Fuji Corp. Ltd. | 18999 | &nbsp;&nbsp;101439 |
| # | Fuji Die Co. Ltd. | 2200 | &nbsp;&nbsp;15824 |
|  | Fuji Electric Co. Ltd. | 21602 | &nbsp;&nbsp;1538767 |
|  | Fuji Kyuko Co. Ltd. | 2000 | &nbsp;&nbsp;26495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fuji Media Holdings, <br>Inc.<br>| 12100 | &nbsp;&nbsp;304693 |
|  | Fuji Nihon Corp. | 6800 | &nbsp;&nbsp;27767 |
|  | Fuji Oil Co. Ltd. | 28138 | &nbsp;&nbsp;736585 |
|  | Fuji Pharma Co. Ltd. | 15900 | &nbsp;&nbsp;196497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fuji Seal International, <br>Inc.<br>| 30172 | &nbsp;&nbsp;623977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fuji United Holdings <br>Co. Ltd.<br>| 1900 | &nbsp;&nbsp;15553 |
| # | Fujibo Holdings, Inc. | 8600 | &nbsp;&nbsp;479030 |
|  | Fujicco Co. Ltd. | 10485 | &nbsp;&nbsp;109602 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FUJIFILM Holdings <br>Corp.<br>| 36000 | &nbsp;&nbsp;$719109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fujikura Composites, <br>Inc.<br>| 18600 | &nbsp;&nbsp;273123 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Fujikura Kasei Co. <br>Ltd.<br>| 10800 | &nbsp;&nbsp;52016 |
|  | Fujikura Ltd. | 130300 | &nbsp;&nbsp;16377006 |
|  | Fujita Kanko, Inc. | 18000 | &nbsp;&nbsp;290123 |
|  | Fujitsu Ltd. | 68500 | &nbsp;&nbsp;1903326 |
| # | Fujiya Co. Ltd. | 5000 | &nbsp;&nbsp;82816 |
| # | FuKoKu Co. Ltd. | 14100 | &nbsp;&nbsp;183222 |
|  | Fukuda Corp. | 4900 | &nbsp;&nbsp;247199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fukuda Denshi Co. <br>Ltd.<br>| 13000 | &nbsp;&nbsp;712838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fukui Computer <br>Holdings, Inc.<br>| 7500 | &nbsp;&nbsp;153503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fukuoka Financial <br>Group, Inc.<br>| 36308 | &nbsp;&nbsp;1320298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fukuyama <br>Transporting Co. <br>Ltd.<br>| 14461 | &nbsp;&nbsp;430060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FULLCAST Holdings <br>Co. Ltd.<br>| 6100 | &nbsp;&nbsp;66409 |
|  | Fumakilla Ltd. | 1300 | &nbsp;&nbsp;9739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Funai Soken Holdings, <br>Inc.<br>| 27120 | &nbsp;&nbsp;196585 |
|  | Furukawa Co. Ltd. | 27100 | &nbsp;&nbsp;811607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Furukawa Electric Co. <br>Ltd.<br>| 17600 | &nbsp;&nbsp;1533117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Furuno Electric Co. <br>Ltd.<br>| 24800 | &nbsp;&nbsp;1144563 |
| # | Furuya Metal Co. Ltd. | 13499 | &nbsp;&nbsp;368538 |
|  | Furyu Corp. | 6200 | &nbsp;&nbsp;41372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fuso Chemical Co. <br>Ltd.<br>| 14800 | &nbsp;&nbsp;713327 |
| # | Futaba Corp. | 12100 | &nbsp;&nbsp;50189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Futaba Industrial Co. <br>Ltd.<br>| 82800 | &nbsp;&nbsp;557111 |
|  | Future Corp. | 26200 | &nbsp;&nbsp;321506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fuyo General Lease <br>Co. Ltd.<br>| 68400 | &nbsp;&nbsp;1923540 |
|  | G-7 Holdings, Inc. | 18000 | &nbsp;&nbsp;169950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GA Technologies Co. <br>Ltd.<br>| 6700 | &nbsp;&nbsp;67416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gakken Holdings Co. <br>Ltd.<br>| 31200 | &nbsp;&nbsp;211455 |
|  | Gakkyusha Co. Ltd. | 3300 | &nbsp;&nbsp;51249 |
|  | Gakujo Co. Ltd. | 7000 | &nbsp;&nbsp;80311 |
|  | Galilei Co. Ltd. | 14600 | &nbsp;&nbsp;364206 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gamecard Holdings, <br>Inc.<br>| 5300 | &nbsp;&nbsp;103115 |
|  | Gecoss Corp. | 11559 | &nbsp;&nbsp;118449 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Genki Global Dining <br>Concepts Corp.<br>| 9800 | &nbsp;&nbsp;196981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genky DrugStores Co. <br>Ltd.<br>| 16800 | &nbsp;&nbsp;458110 |
|  | Geo Holdings Corp. | 34300 | &nbsp;&nbsp;404053 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | Gift Holdings, Inc. | 6400 | &nbsp;&nbsp;$151889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Link <br>Management KK<br>| 1200 | &nbsp;&nbsp;16104 |
|  | GLOBERIDE, Inc. | 17800 | &nbsp;&nbsp;253167 |
|  | Glory Ltd. | 21973 | &nbsp;&nbsp;572349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GMO Financial Gate, <br>Inc.<br>| 700 | &nbsp;&nbsp;23021 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;GMO Financial <br>Holdings, Inc.<br>| 33800 | &nbsp;&nbsp;194513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GMO internet group, <br>Inc.<br>| 37700 | &nbsp;&nbsp;939529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GMO Payment <br>Gateway, Inc.<br>| 12500 | &nbsp;&nbsp;721949 |
|  | Godo Steel Ltd. | 10300 | &nbsp;&nbsp;266638 |
|  | Goldcrest Co. Ltd. | 13690 | &nbsp;&nbsp;294255 |
|  | Goldwin, Inc. | 2400 | &nbsp;&nbsp;40054 |
| # | Grandy House Corp. | 16800 | &nbsp;&nbsp;68295 |
|  | GREE Holdings, Inc. | 6400 | &nbsp;&nbsp;16776 |
|  | Greens Co. Ltd. | 4400 | &nbsp;&nbsp;60098 |
|  | grems, Inc. | 3900 | &nbsp;&nbsp;60665 |
|  | GS Yuasa Corp. | 54700 | &nbsp;&nbsp;1273334 |
| # | GSI Creos Corp. | 10100 | &nbsp;&nbsp;164015 |
|  | G-Tekt Corp. | 20432 | &nbsp;&nbsp;259283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gun-Ei Chemical <br>Industry Co. Ltd.<br>| 3300 | &nbsp;&nbsp;104405 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GungHo Online <br>Entertainment, Inc.<br>| 870 | &nbsp;&nbsp;14786 |
|  | Gunma Bank Ltd. | 200100 | &nbsp;&nbsp;2519200 |
|  | Gunze Ltd. | 30208 | &nbsp;&nbsp;878112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;H.U. Group Holdings, <br>Inc.<br>| 18300 | &nbsp;&nbsp;380107 |
|  | H2O Retailing Corp. | 88499 | &nbsp;&nbsp;1211901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hachijuni Nagano <br>Bank Ltd.<br>| 124250 | &nbsp;&nbsp;1552301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hagihara Industries, <br>Inc.<br>| 12795 | &nbsp;&nbsp;141005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hagiwara Electric <br>Holdings Co. Ltd.<br>| 6900 | &nbsp;&nbsp;164513 |
| # | Hakudo Co. Ltd. | 6200 | &nbsp;&nbsp;94152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hakuhodo DY <br>Holdings, Inc.<br>| 30000 | &nbsp;&nbsp;224159 |
| # | Hakuto Co. Ltd. | 4800 | &nbsp;&nbsp;128872 |
|  | Halows Co. Ltd. | 8300 | &nbsp;&nbsp;244095 |
|  | Hamakyorex Co. Ltd. | 69200 | &nbsp;&nbsp;820836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hankyu Hanshin <br>Holdings, Inc.<br>| 49252 | &nbsp;&nbsp;1375265 |
|  | Hanwa Co. Ltd. | 34400 | &nbsp;&nbsp;1749382 |
|  | Happinet Corp. | 39200 | &nbsp;&nbsp;702205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hard Off Corp. Co. <br>Ltd.<br>| 8200 | &nbsp;&nbsp;107824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harima Chemicals <br>Group, Inc.<br>| 10000 | &nbsp;&nbsp;63653 |
|  | Haseko Corp. | 166400 | &nbsp;&nbsp;3410594 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hashimoto Sogyo <br>Holdings Co. Ltd.<br>| 5200 | &nbsp;&nbsp;43839 |
|  | Hazama Ando Corp. | 69550 | &nbsp;&nbsp;899365 |
|  | Heiwa Corp. | 6100 | &nbsp;&nbsp;79905 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heiwa Real Estate <br>Co. Ltd.<br>| 7434 | &nbsp;&nbsp;$108784 |
|  | Heiwado Co. Ltd. | 25567 | &nbsp;&nbsp;487198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Helios Techno Holding <br>Co. Ltd.<br>| 800 | &nbsp;&nbsp;5399 |
| # | Hennge KK | 3200 | &nbsp;&nbsp;24021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hibiya Engineering <br>Ltd.<br>| 7600 | &nbsp;&nbsp;236698 |
|  | Hiday Hidaka Corp. | 11900 | &nbsp;&nbsp;239146 |
|  | Hikari Tsushin, Inc. | 600 | &nbsp;&nbsp;165709 |
|  | HI-LEX Corp. | 18300 | &nbsp;&nbsp;409578 |
| \* | Hino Motors Ltd. | 206600 | &nbsp;&nbsp;556107 |
|  | Hioki EE Corp. | 6700 | &nbsp;&nbsp;266835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hirakawa Hewtech <br>Corp.<br>| 9960 | &nbsp;&nbsp;177342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hirano Tecseed Co. <br>Ltd.<br>| 8800 | &nbsp;&nbsp;104789 |
|  | Hirata Corp. | 18600 | &nbsp;&nbsp;309075 |
|  | Hirogin Holdings, Inc. | 151500 | &nbsp;&nbsp;1715874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hirose Electric Co. <br>Ltd.<br>| 1200 | &nbsp;&nbsp;129554 |
|  | Hirose Tusyo, Inc. | 1900 | &nbsp;&nbsp;45455 |
|  | Hisaka Works Ltd. | 16600 | &nbsp;&nbsp;165588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hisamitsu <br>Pharmaceutical Co., <br>Inc.<br>| 7200 | &nbsp;&nbsp;296606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hitachi Construction <br>Machinery Co. Ltd.<br>| 60000 | &nbsp;&nbsp;1961939 |
|  | Hitachi Ltd. (6501 JP) | 161100 | &nbsp;&nbsp;5590187 |
|  | Hochiki Corp. | 11400 | &nbsp;&nbsp;364611 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hodogaya Chemical <br>Co. Ltd.<br>| 10450 | &nbsp;&nbsp;154315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hokkaido Coca-Cola <br>Bottling Co. Ltd.<br>| 3700 | &nbsp;&nbsp;95163 |
|  | Hokkan Holdings Ltd. | 11600 | &nbsp;&nbsp;175220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hokko Chemical <br>Industry Co. Ltd.<br>| 17500 | &nbsp;&nbsp;198298 |
| # | Hokuetsu Corp. | 61200 | &nbsp;&nbsp;359727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hokuhoku Financial <br>Group, Inc.<br>| 95437 | &nbsp;&nbsp;3280059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hokuriku Electric <br>Industry Co. Ltd.<br>| 6200 | &nbsp;&nbsp;121297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hokuriku Electrical <br>Construction Co. <br>Ltd.<br>| 8599 | &nbsp;&nbsp;87558 |
|  | Hokuryo Co. Ltd. | 1600 | &nbsp;&nbsp;31271 |
|  | Hokuto Corp. | 11600 | &nbsp;&nbsp;148731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Honda Motor Co. Ltd. <br>(7267 JP)<br>| 357405 | &nbsp;&nbsp;3594612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Honda Motor Co. Ltd. <br>(HMC US), <br>Sponsored ADR<br>| 16859 | &nbsp;&nbsp;511333 |
| # | H-One Co. Ltd. | 17200 | &nbsp;&nbsp;161117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Honeys Holdings Co. <br>Ltd.<br>| 14270 | &nbsp;&nbsp;135953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hoosiers Holdings Co. <br>Ltd.<br>| 38300 | &nbsp;&nbsp;328587 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Horiba Ltd. | 20900 | &nbsp;&nbsp;$2478857 |
|  | Hoshizaki Corp. | 1000 | &nbsp;&nbsp;32965 |
|  | Hosiden Corp. | 39700 | &nbsp;&nbsp;661363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hosokawa Micron <br>Corp.<br>| 13300 | &nbsp;&nbsp;527556 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hotland Holdings Co. <br>Ltd.<br>| 4600 | &nbsp;&nbsp;57929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;House Foods Group, <br>Inc.<br>| 7000 | &nbsp;&nbsp;135585 |
|  | Howa Machinery Ltd. | 9000 | &nbsp;&nbsp;80414 |
|  | Hoya Corp. | 32800 | &nbsp;&nbsp;5502391 |
|  | HS Holdings Co. Ltd. | 6400 | &nbsp;&nbsp;53949 |
|  | Hulic Co. Ltd. | 58667 | &nbsp;&nbsp;699130 |
|  | Hyakugo Bank Ltd. | 100467 | &nbsp;&nbsp;913671 |
|  | Hyakujushi Bank Ltd. | 18801 | &nbsp;&nbsp;1016626 |
|  | Ibiden Co. Ltd. | 51800 | &nbsp;&nbsp;2730623 |
|  | IBJ, Inc. | 5100 | &nbsp;&nbsp;23853 |
|  | Ichiken Co. Ltd. | 3300 | &nbsp;&nbsp;106518 |
|  | Ichikoh Industries Ltd. | 41100 | &nbsp;&nbsp;136754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ichinen Holdings Co. <br>Ltd.<br>| 20600 | &nbsp;&nbsp;281214 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ichiyoshi Securities <br>Co. Ltd.<br>| 23600 | &nbsp;&nbsp;183940 |
| # | Icom, Inc. | 6700 | &nbsp;&nbsp;129558 |
|  | ID Holdings Corp. | 4200 | &nbsp;&nbsp;54334 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;IDEA Consultants, <br>Inc.<br>| 1100 | &nbsp;&nbsp;29297 |
|  | Idec Corp. | 25400 | &nbsp;&nbsp;473399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Idemitsu Kosan Co. <br>Ltd.<br>| 529835 | &nbsp;&nbsp;4495788 |
|  | IDOM, Inc. | 52300 | &nbsp;&nbsp;514883 |
|  | IHI Corp. | 93800 | &nbsp;&nbsp;2170174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Iida Group Holdings <br>Co. Ltd.<br>| 27765 | &nbsp;&nbsp;458558 |
|  | Iino Kaiun Kaisha Ltd. | 95700 | &nbsp;&nbsp;971066 |
| # | IKK Holdings, Inc. | 8200 | &nbsp;&nbsp;42264 |
|  | I'll, Inc. | 3700 | &nbsp;&nbsp;59395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Imasen Electric <br>Industrial<br>| 4500 | &nbsp;&nbsp;25827 |
|  | i-mobile Co. Ltd. | 14200 | &nbsp;&nbsp;47612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Imuraya Group Co. <br>Ltd.<br>| 1900 | &nbsp;&nbsp;30616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inaba Denki Sangyo <br>Co. Ltd.<br>| 54600 | &nbsp;&nbsp;909431 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Inaba Seisakusho Co. <br>Ltd.<br>| 6700 | &nbsp;&nbsp;69254 |
|  | Inabata & Co. Ltd. | 45600 | &nbsp;&nbsp;1154159 |
| # | Ines Corp. | 18500 | &nbsp;&nbsp;224716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;INFRONEER <br>Holdings, Inc.<br>| 193468 | &nbsp;&nbsp;2897684 |
|  | Innotech Corp. | 12900 | &nbsp;&nbsp;176919 |
|  | Inpex Corp. | 435200 | &nbsp;&nbsp;9750315 |
|  | Insource Co. Ltd. | 17800 | &nbsp;&nbsp;83497 |
|  | Intage Holdings, Inc. | 4800 | &nbsp;&nbsp;52592 |
| # | Intelligent Wave, Inc. | 4100 | &nbsp;&nbsp;25227 |
|  | Inter Action Corp. | 1600 | &nbsp;&nbsp;15001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Internet Initiative <br>Japan, Inc.<br>| 32900 | &nbsp;&nbsp;531602 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Inui Global Logistics <br>Co. Ltd.<br>| 3600 | &nbsp;&nbsp;$30175 |
|  | IPS, Inc. | 4000 | &nbsp;&nbsp;76487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Iriso Electronics Co. <br>Ltd.<br>| 7323 | &nbsp;&nbsp;158153 |
|  | ISB Corp. | 6700 | &nbsp;&nbsp;78614 |
| # | Ise Chemicals Corp. | 16000 | &nbsp;&nbsp;614789 |
|  | Iseki & Co. Ltd. | 10608 | &nbsp;&nbsp;122743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Isetan Mitsukoshi <br>Holdings Ltd.<br>| 35500 | &nbsp;&nbsp;569724 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ishihara Chemical Co. <br>Ltd.<br>| 3300 | &nbsp;&nbsp;49420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ishihara Sangyo <br>Kaisha Ltd.<br>| 26500 | &nbsp;&nbsp;503124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ishizuka Glass Co. <br>Ltd.<br>| 1100 | &nbsp;&nbsp;26124 |
| # | Istyle, Inc. | 21100 | &nbsp;&nbsp;61901 |
|  | Isuzu Motors Ltd. | 209500 | &nbsp;&nbsp;3375004 |
|  | Itfor, Inc. | 19000 | &nbsp;&nbsp;208413 |
| # | ITmedia, Inc. | 9300 | &nbsp;&nbsp;103417 |
|  | Ito En Ltd. | 6681 | &nbsp;&nbsp;123466 |
|  | ITOCHU Corp. | 297000 | &nbsp;&nbsp;3802364 |
|  | Itochu Enex Co. Ltd. | 66100 | &nbsp;&nbsp;818918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Itochu-Shokuhin Co. <br>Ltd.<br>| 4700 | &nbsp;&nbsp;335735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Itoham Yonekyu <br>Holdings, Inc.<br>| 14085 | &nbsp;&nbsp;548348 |
|  | Itoki Corp. | 29353 | &nbsp;&nbsp;495077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IwaiCosmo Holdings, <br>Inc.<br>| 15200 | &nbsp;&nbsp;342071 |
|  | Iwaki Co. Ltd. | 9600 | &nbsp;&nbsp;166495 |
|  | Iwatani Corp. | 116000 | &nbsp;&nbsp;1375875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Iwatsuka <br>Confectionery Co. <br>Ltd.<br>| 2800 | &nbsp;&nbsp;55225 |
|  | Iyogin Holdings, Inc. | 73982 | &nbsp;&nbsp;1377172 |
|  | Izumi Co. Ltd. | 11700 | &nbsp;&nbsp;231454 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;J Front Retailing Co. <br>Ltd.<br>| 92969 | &nbsp;&nbsp;1357264 |
|  | J Trust Co. Ltd. | 43500 | &nbsp;&nbsp;137489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JAC Recruitment Co. <br>Ltd.<br>| 48800 | &nbsp;&nbsp;312289 |
|  | Jaccs Co. Ltd. | 23600 | &nbsp;&nbsp;646917 |
| \* | Jade Group, Inc. | 6300 | &nbsp;&nbsp;68024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JAFCO Group Co. <br>Ltd.<br>| 39400 | &nbsp;&nbsp;621976 |
|  | JANOME Corp. | 12700 | &nbsp;&nbsp;98536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Airlines Co. <br>Ltd.<br>| 48400 | &nbsp;&nbsp;914528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Aviation <br>Electronics Industry <br>Ltd.<br>| 38200 | &nbsp;&nbsp;596809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Business <br>Systems, Inc.<br>| 8100 | &nbsp;&nbsp;96012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Cash Machine <br>Co. Ltd.<br>| 10000 | &nbsp;&nbsp;65811 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Electronic <br>Materials Corp.<br>| 7900 | &nbsp;&nbsp;$243710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Elevator <br>Service Holdings <br>Co. Ltd.<br>| 57200 | &nbsp;&nbsp;602263 |
| # | Japan Engine Corp. | 1800 | &nbsp;&nbsp;159295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Exchange <br>Group, Inc.<br>| 157000 | &nbsp;&nbsp;1713218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Investment <br>Adviser Co. Ltd.<br>| 1100 | &nbsp;&nbsp;15846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Lifeline Co. <br>Ltd.<br>| 49300 | &nbsp;&nbsp;492442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Material Co. <br>Ltd.<br>| 16100 | &nbsp;&nbsp;186706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Post Holdings <br>Co. Ltd.<br>| 36300 | &nbsp;&nbsp;436791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Post Insurance <br>Co. Ltd.<br>| 18100 | &nbsp;&nbsp;560594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Property <br>Management <br>Center Co. Ltd.<br>| 4400 | &nbsp;&nbsp;36448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Pulp & Paper <br>Co. Ltd.<br>| 97600 | &nbsp;&nbsp;608252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Securities <br>Finance Co. Ltd.<br>| 47900 | &nbsp;&nbsp;658868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Steel Works <br>Ltd.<br>| 5400 | &nbsp;&nbsp;298904 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Japan System <br>Techniques Co. <br>Ltd.<br>| 6800 | &nbsp;&nbsp;106706 |
|  | Japan Tobacco, Inc. | 56200 | &nbsp;&nbsp;2031161 |
|  | Japan Transcity Corp. | 35900 | &nbsp;&nbsp;283536 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Japan Wool Textile <br>Co. Ltd.<br>| 46500 | &nbsp;&nbsp;560380 |
|  | JBCC Holdings, Inc. | 60400 | &nbsp;&nbsp;581800 |
|  | JCU Corp. | 16700 | &nbsp;&nbsp;610423 |
|  | JDC Corp. | 25400 | &nbsp;&nbsp;103584 |
|  | Jeol Ltd. | 24000 | &nbsp;&nbsp;968232 |
|  | JFE Holdings, Inc. | 129560 | &nbsp;&nbsp;1744289 |
|  | JFE Systems, Inc. | 5000 | &nbsp;&nbsp;73323 |
|  | JGC Holdings Corp. | 83000 | &nbsp;&nbsp;1163167 |
|  | Jichodo Co. Ltd. | 700 | &nbsp;&nbsp;45425 |
| # | JINS Holdings, Inc. | 3300 | &nbsp;&nbsp;110464 |
|  | JINUSHI Co. Ltd. | 10000 | &nbsp;&nbsp;205001 |
|  | JK Holdings Co. Ltd. | 16800 | &nbsp;&nbsp;155748 |
|  | JM Holdings Co. Ltd. | 23200 | &nbsp;&nbsp;268824 |
|  | J-Oil Mills, Inc. | 15682 | &nbsp;&nbsp;206052 |
|  | Joshin Denki Co. Ltd. | 19101 | &nbsp;&nbsp;339268 |
|  | Joyful Honda Co. Ltd. | 4900 | &nbsp;&nbsp;67401 |
| # | JP-Holdings, Inc. | 44900 | &nbsp;&nbsp;203203 |
| # | JSP Corp. | 15801 | &nbsp;&nbsp;249230 |
|  | JTEKT Corp. | 97400 | &nbsp;&nbsp;1150084 |
| # | Juki Corp. | 28400 | &nbsp;&nbsp;98715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Juroku Financial <br>Group, Inc.<br>| 12800 | &nbsp;&nbsp;680639 |
|  | Justsystems Corp. | 13000 | &nbsp;&nbsp;401528 |
|  | JVCKenwood Corp. | 146001 | &nbsp;&nbsp;1186681 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;K&O Energy Group, <br>Inc.<br>| 13458 | &nbsp;&nbsp;$369351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kadoya Sesame Mills, <br>Inc.<br>| 1700 | &nbsp;&nbsp;44039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kaga Electronics Co. <br>Ltd.<br>| 37400 | &nbsp;&nbsp;939263 |
|  | Kagome Co. Ltd. | 1800 | &nbsp;&nbsp;31875 |
|  | Kajima Corp. | 17222 | &nbsp;&nbsp;702564 |
|  | Kakaku.com, Inc. | 34300 | &nbsp;&nbsp;468132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kaken Pharmaceutical <br>Co. Ltd.<br>| 5000 | &nbsp;&nbsp;131418 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kamakura Shinsho <br>Ltd.<br>| 6500 | &nbsp;&nbsp;24342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kameda Seika Co. <br>Ltd.<br>| 1800 | &nbsp;&nbsp;45390 |
|  | Kamei Corp. | 19600 | &nbsp;&nbsp;391357 |
|  | Kamigumi Co. Ltd. | 21600 | &nbsp;&nbsp;755909 |
| # | Kanaden Corp. | 14900 | &nbsp;&nbsp;205487 |
|  | Kanadevia Corp. | 190240 | &nbsp;&nbsp;1256100 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kanagawa Chuo <br>Kotsu Co. Ltd.<br>| 2600 | &nbsp;&nbsp;61745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kanamic Network Co. <br>Ltd.<br>| 11800 | &nbsp;&nbsp;37655 |
|  | Kanamoto Co. Ltd. | 35275 | &nbsp;&nbsp;850797 |
|  | Kandenko Co. Ltd. | 75400 | &nbsp;&nbsp;2714579 |
|  | Kaneka Corp. | 33100 | &nbsp;&nbsp;1003719 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kaneko Seeds Co. <br>Ltd.<br>| 5700 | &nbsp;&nbsp;54820 |
|  | Kanematsu Corp. | 160600 | &nbsp;&nbsp;2109430 |
| # | Kanro, Inc. | 12000 | &nbsp;&nbsp;125284 |
|  | Kansai Paint Co. Ltd. | 48200 | &nbsp;&nbsp;769241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kanto Denka Kogyo <br>Co. Ltd.<br>| 45405 | &nbsp;&nbsp;379915 |
|  | Kao Corp. | 21800 | &nbsp;&nbsp;872054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kappa Create Co. <br>Ltd.<br>| 3900 | &nbsp;&nbsp;39773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Katakura Industries <br>Co. Ltd.<br>| 22400 | &nbsp;&nbsp;425845 |
|  | Katitas Co. Ltd. | 15623 | &nbsp;&nbsp;308688 |
|  | Kato Sangyo Co. Ltd. | 19100 | &nbsp;&nbsp;803937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kawada Technologies, <br>Inc.<br>| 12500 | &nbsp;&nbsp;378549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kawai Musical <br>Instruments <br>Manufacturing Co. <br>Ltd.<br>| 4792 | &nbsp;&nbsp;83928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kawasaki Heavy <br>Industries Ltd.<br>| 11200 | &nbsp;&nbsp;934933 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kawasaki Kisen <br>Kaisha Ltd.<br>| 45291 | &nbsp;&nbsp;654458 |
|  | KDDI Corp. | 448600 | &nbsp;&nbsp;7574152 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;KeePer Technical <br>Laboratory Co. Ltd.<br>| 8300 | &nbsp;&nbsp;171848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keihan Holdings Co. <br>Ltd.<br>| 16300 | &nbsp;&nbsp;362084 |
|  | KEIWA, Inc. | 20200 | &nbsp;&nbsp;173424 |
|  | Keiyo Bank Ltd. | 98900 | &nbsp;&nbsp;1188294 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kenko Mayonnaise <br>Co. Ltd.<br>| 9896 | &nbsp;&nbsp;$128298 |
|  | Kewpie Corp. | 22377 | &nbsp;&nbsp;627986 |
|  | KH Neochem Co. Ltd. | 16300 | &nbsp;&nbsp;268112 |
| # | Kibun Foods, Inc. | 14500 | &nbsp;&nbsp;103221 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kimura Chemical <br>Plants Co. Ltd.<br>| 18500 | &nbsp;&nbsp;151164 |
|  | Kimura Unity Co. Ltd. | 13200 | &nbsp;&nbsp;78075 |
|  | Kinden Corp. | 16500 | &nbsp;&nbsp;730124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kirin Holdings Co. <br>Ltd.<br>| 16780 | &nbsp;&nbsp;260883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kissei Pharmaceutical <br>Co. Ltd.<br>| 17800 | &nbsp;&nbsp;530174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ki-Star Real Estate <br>Co. Ltd.<br>| 11300 | &nbsp;&nbsp;462223 |
|  | Kitagawa Corp. | 5800 | &nbsp;&nbsp;66410 |
| # | Kita-Nippon Bank Ltd. | 6400 | &nbsp;&nbsp;194444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kitano Construction <br>Corp.<br>| 12800 | &nbsp;&nbsp;128408 |
|  | Kitz Corp. | 126100 | &nbsp;&nbsp;1645803 |
|  | Kiyo Bank Ltd. | 64133 | &nbsp;&nbsp;1566241 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;KNT-CT Holdings Co. <br>Ltd.<br>| 7652 | &nbsp;&nbsp;86427 |
|  | Koa Corp. | 22600 | &nbsp;&nbsp;227739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koa Shoji Holdings <br>Co. Ltd.<br>| 14200 | &nbsp;&nbsp;77104 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Koatsu Gas Kogyo <br>Co. Ltd.<br>| 21000 | &nbsp;&nbsp;152426 |
|  | Kobe Bussan Co. Ltd. | 35400 | &nbsp;&nbsp;865158 |
|  | Kobe Steel Ltd. | 272680 | &nbsp;&nbsp;3925176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koei Tecmo Holdings <br>Co. Ltd.<br>| 19800 | &nbsp;&nbsp;219624 |
|  | Kohnan Shoji Co. Ltd. | 31900 | &nbsp;&nbsp;802821 |
| # | Kohsoku Corp. | 4000 | &nbsp;&nbsp;77764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koike Sanso Kogyo <br>Co. Ltd.<br>| 1200 | &nbsp;&nbsp;14576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koito Manufacturing <br>Co. Ltd.<br>| 16900 | &nbsp;&nbsp;264573 |
|  | Kojima Co. Ltd. | 1300 | &nbsp;&nbsp;10504 |
|  | Kokuyo Co. Ltd. | 23600 | &nbsp;&nbsp;138271 |
|  | Komatsu Ltd. | 57900 | &nbsp;&nbsp;2216133 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Komatsu Matere Co. <br>Ltd.<br>| 24900 | &nbsp;&nbsp;139948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Komatsu Wall Industry <br>Co. Ltd.<br>| 14700 | &nbsp;&nbsp;269783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KOMEDA Holdings <br>Co. Ltd.<br>| 30500 | &nbsp;&nbsp;559136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Komehyo Holdings <br>Co. Ltd.<br>| 5500 | &nbsp;&nbsp;118731 |
|  | Komeri Co. Ltd. | 21427 | &nbsp;&nbsp;457226 |
|  | Komori Corp. | 30511 | &nbsp;&nbsp;331179 |
|  | Konami Group Corp. | 9800 | &nbsp;&nbsp;1431027 |
| # | Kondotec, Inc. | 17600 | &nbsp;&nbsp;169728 |
|  | Konica Minolta, Inc. | 115100 | &nbsp;&nbsp;503820 |
|  | Konishi Co. Ltd. | 54700 | &nbsp;&nbsp;461432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Konoike Transport Co. <br>Ltd.<br>| 24700 | &nbsp;&nbsp;531619 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Konoshima Chemical <br>Co. Ltd.<br>| 9100 | &nbsp;&nbsp;$96008 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kosaido Holdings Co. <br>Ltd.<br>| 31000 | &nbsp;&nbsp;100056 |
| # | Kose Holdings Corp. | 600 | &nbsp;&nbsp;21406 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Koshidaka Holdings <br>Co. Ltd.<br>| 29600 | &nbsp;&nbsp;228547 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kotobuki Spirits Co. <br>Ltd.<br>| 45400 | &nbsp;&nbsp;527268 |
| \* | Kourakuen Corp. | 3300 | &nbsp;&nbsp;24017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kozo Keikaku <br>Engineering <br>Holdings, Inc.<br>| 6400 | &nbsp;&nbsp;129539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KPP Group Holdings <br>Co. Ltd.<br>| 67200 | &nbsp;&nbsp;384075 |
|  | Kraftia Corp. | 24000 | &nbsp;&nbsp;1251641 |
|  | Krosaki Harima Corp. | 11300 | &nbsp;&nbsp;306603 |
|  | KRS Corp. | 10500 | &nbsp;&nbsp;202810 |
|  | K's Holdings Corp. | 92020 | &nbsp;&nbsp;956998 |
|  | KU Holdings Co. Ltd. | 20000 | &nbsp;&nbsp;162816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kubota Corp. (6326 <br>JP)<br>| 42600 | &nbsp;&nbsp;652703 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kumagai Gumi Co. <br>Ltd.<br>| 62528 | &nbsp;&nbsp;701759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kumiai Chemical <br>Industry Co. Ltd.<br>| 11274 | &nbsp;&nbsp;51289 |
|  | Kurabo Industries Ltd. | 13300 | &nbsp;&nbsp;781342 |
|  | Kuraray Co. Ltd. | 170400 | &nbsp;&nbsp;1839555 |
|  | Kureha Corp. | 18900 | &nbsp;&nbsp;536746 |
|  | Kurimoto Ltd. | 41500 | &nbsp;&nbsp;460876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kurita Water <br>Industries Ltd.<br>| 17400 | &nbsp;&nbsp;870344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuriyama Holdings <br>Corp.<br>| 11200 | &nbsp;&nbsp;123168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kusuri No. Aoki <br>Holdings Co. Ltd.<br>| 24900 | &nbsp;&nbsp;652634 |
|  | KYB Corp. | 30200 | &nbsp;&nbsp;858002 |
|  | Kyocera Corp. | 140840 | &nbsp;&nbsp;2112995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyodo Printing Co. <br>Ltd.<br>| 16300 | &nbsp;&nbsp;172536 |
|  | Kyoei Steel Ltd. | 19200 | &nbsp;&nbsp;309456 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kyokuto Boeki Kaisha <br>Ltd.<br>| 11000 | &nbsp;&nbsp;136249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyokuto Kaihatsu <br>Kogyo Co. Ltd.<br>| 25300 | &nbsp;&nbsp;540426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyokuto Securities <br>Co. Ltd.<br>| 13401 | &nbsp;&nbsp;149825 |
|  | Kyokuyo Co. Ltd. | 13800 | &nbsp;&nbsp;459415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyorin Pharmaceutical <br>Co. Ltd.<br>| 24700 | &nbsp;&nbsp;259241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyoritsu Maintenance <br>Co. Ltd.<br>| 27000 | &nbsp;&nbsp;490965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyosan Electric <br>Manufacturing Co. <br>Ltd.<br>| 24000 | &nbsp;&nbsp;104435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyoto Financial <br>Group, Inc.<br>| 41100 | &nbsp;&nbsp;992907 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyowa Electronic <br>Instruments Co. <br>Ltd.<br>| 4800 | &nbsp;&nbsp;$23025 |
|  | Kyowa Kirin Co. Ltd. | 12000 | &nbsp;&nbsp;194809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyowa Leather Cloth <br>Co. Ltd.<br>| 7300 | &nbsp;&nbsp;51448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyushu Financial <br>Group, Inc.<br>| 161580 | &nbsp;&nbsp;1211181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyushu Leasing <br>Service Co. Ltd.<br>| 1900 | &nbsp;&nbsp;17674 |
|  | LA Holdings Co. Ltd. | 2600 | &nbsp;&nbsp;168060 |
| # | Lacto Japan Co. Ltd. | 7300 | &nbsp;&nbsp;166240 |
|  | Lasertec Corp. | 3600 | &nbsp;&nbsp;827055 |
|  | LEC, Inc. | 19300 | &nbsp;&nbsp;128514 |
|  | Leopalace21 Corp. | 105700 | &nbsp;&nbsp;472506 |
|  | Life Corp. | 33600 | &nbsp;&nbsp;554550 |
|  | Lifedrink Co., Inc. | 23600 | &nbsp;&nbsp;247474 |
| # | LIKE, Inc. | 7300 | &nbsp;&nbsp;72172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Link & Motivation, <br>Inc.<br>| 20000 | &nbsp;&nbsp;65171 |
|  | Lintec Corp. | 13500 | &nbsp;&nbsp;416511 |
|  | Lion Corp. | 23900 | &nbsp;&nbsp;256206 |
|  | Lixil Corp. | 81600 | &nbsp;&nbsp;936093 |
| # | Look Holdings, Inc. | 5800 | &nbsp;&nbsp;92574 |
|  | LY Corp. | 130800 | &nbsp;&nbsp;334903 |
|  | M3, Inc. | 19700 | &nbsp;&nbsp;243079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mabuchi Motor Co. <br>Ltd.<br>| 83200 | &nbsp;&nbsp;781572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Macnica Holdings, <br>Inc.<br>| 51750 | &nbsp;&nbsp;887284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maeda Kosen Co. <br>Ltd.<br>| 25800 | &nbsp;&nbsp;308780 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Maezawa Industries, <br>Inc.<br>| 16500 | &nbsp;&nbsp;224061 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Maezawa Kasei <br>Industries Co. Ltd.<br>| 11300 | &nbsp;&nbsp;168476 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Maezawa Kyuso <br>Industries Co. Ltd.<br>| 13500 | &nbsp;&nbsp;142788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Makino Milling <br>Machine Co. Ltd.<br>| 13489 | &nbsp;&nbsp;994097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Makita Corp. (6586 <br>JP)<br>| 3343 | &nbsp;&nbsp;116154 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Makita Corp. (MKTAY <br>US), Sponsored <br>ADR<br>| 2776 | &nbsp;&nbsp;97188 |
|  | Mamiya-Op Co. Ltd. | 6000 | &nbsp;&nbsp;66221 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mammy Mart Holdings <br>Corp.<br>| 6000 | &nbsp;&nbsp;54715 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Management <br>Solutions Co. Ltd.<br>| 2400 | &nbsp;&nbsp;20219 |
|  | Mandom Corp. | 35407 | &nbsp;&nbsp;725844 |
|  | Mani, Inc. | 19800 | &nbsp;&nbsp;195343 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mars Group Holdings <br>Corp.<br>| 14180 | &nbsp;&nbsp;299151 |
|  | Marubeni Corp. | 41200 | &nbsp;&nbsp;1365704 |
|  | Marubun Corp. | 17900 | &nbsp;&nbsp;158683 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Maruchiyo Yamaokaya <br>Corp.<br>| 5600 | &nbsp;&nbsp;$119095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marudai Food Co. <br>Ltd.<br>| 14900 | &nbsp;&nbsp;220960 |
|  | Maruha Nichiro Corp. | 93204 | &nbsp;&nbsp;839440 |
|  | Marui Group Co. Ltd. | 31300 | &nbsp;&nbsp;612538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maruichi Steel Tube <br>Ltd.<br>| 77100 | &nbsp;&nbsp;763974 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Marusan Securities <br>Co. Ltd.<br>| 24510 | &nbsp;&nbsp;167566 |
|  | Maruwa Co. Ltd. | 4300 | &nbsp;&nbsp;1322066 |
|  | Maruzen Co. Ltd. | 5586 | &nbsp;&nbsp;133735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maruzen Showa Unyu <br>Co. Ltd.<br>| 13300 | &nbsp;&nbsp;723539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Matsuda Sangyo Co. <br>Ltd.<br>| 13700 | &nbsp;&nbsp;544222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Matsui Construction <br>Co. Ltd.<br>| 13500 | &nbsp;&nbsp;130950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MatsukiyoCocokara & <br>Co.<br>| 40780 | &nbsp;&nbsp;653249 |
|  | Matsuoka Corp. | 4400 | &nbsp;&nbsp;72030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Matsuyafoods <br>Holdings Co. Ltd.<br>| 4600 | &nbsp;&nbsp;196085 |
|  | Max Co. Ltd. | 5200 | &nbsp;&nbsp;219889 |
|  | Maxell Ltd. | 39000 | &nbsp;&nbsp;561054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maxvalu Tokai Co. <br>Ltd.<br>| 7900 | &nbsp;&nbsp;191390 |
| # | Mazda Motor Corp. | 119400 | &nbsp;&nbsp;918825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;McDonald's Holdings <br>Co. Japan Ltd.<br>| 13400 | &nbsp;&nbsp;581071 |
|  | MCJ Co. Ltd. | 52900 | &nbsp;&nbsp;539071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mebuki Financial <br>Group, Inc.<br>| 385923 | &nbsp;&nbsp;2911480 |
|  | MEC Co. Ltd. | 5200 | &nbsp;&nbsp;186692 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Medical System <br>Network Co. Ltd.<br>| 26955 | &nbsp;&nbsp;90718 |
|  | Medikit Co. Ltd. | 2800 | &nbsp;&nbsp;54031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Medipal Holdings <br>Corp.<br>| 38500 | &nbsp;&nbsp;697788 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Medius Holdings Co. <br>Ltd.<br>| 7000 | &nbsp;&nbsp;37144 |
|  | Megachips Corp. | 1100 | &nbsp;&nbsp;60249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Megmilk Snow Brand <br>Co. Ltd.<br>| 38757 | &nbsp;&nbsp;844087 |
|  | Meidensha Corp. | 32100 | &nbsp;&nbsp;1258011 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Meiji Electric <br>Industries Co. Ltd.<br>| 6100 | &nbsp;&nbsp;92983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MEIJI Holdings Co. <br>Ltd.<br>| 2000 | &nbsp;&nbsp;46924 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Meiji Shipping Group <br>Co. Ltd.<br>| 17800 | &nbsp;&nbsp;82500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meiko Electronics Co. <br>Ltd.<br>| 21000 | &nbsp;&nbsp;1722220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meisei Industrial Co. <br>Ltd.<br>| 33800 | &nbsp;&nbsp;376666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MEITEC Group <br>Holdings, Inc.<br>| 38700 | &nbsp;&nbsp;865675 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Meito Co. Ltd. | 7200 | &nbsp;&nbsp;$119554 |
|  | Meiwa Corp. | 23700 | &nbsp;&nbsp;141714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meiwa Estate Co. <br>Ltd.<br>| 19300 | &nbsp;&nbsp;142539 |
|  | Menicon Co. Ltd. | 11200 | &nbsp;&nbsp;117451 |
| \* | Mercari, Inc. | 11300 | &nbsp;&nbsp;250773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;METAWATER Co. <br>Ltd.<br>| 13400 | &nbsp;&nbsp;287012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Micronics Japan Co. <br>Ltd.<br>| 12100 | &nbsp;&nbsp;699605 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Midac Holdings Co. <br>Ltd.<br>| 5600 | &nbsp;&nbsp;72484 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mie Kotsu Group <br>Holdings, Inc.<br>| 63535 | &nbsp;&nbsp;227605 |
| # | Mikuni Corp. | 9300 | &nbsp;&nbsp;23301 |
|  | Milbon Co. Ltd. | 2300 | &nbsp;&nbsp;37789 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;MIMAKI <br>ENGINEERING Co. <br>Ltd.<br>| 14700 | &nbsp;&nbsp;168085 |
|  | Minebea Mitsumi, Inc. | 56439 | &nbsp;&nbsp;1153440 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mirai Industry Co. <br>Ltd.<br>| 6700 | &nbsp;&nbsp;145148 |
|  | Mirait One Corp. | 39610 | &nbsp;&nbsp;950476 |
|  | Mirarth Holdings, Inc. | 13200 | &nbsp;&nbsp;33697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Miroku Jyoho Service <br>Co. Ltd.<br>| 3500 | &nbsp;&nbsp;43712 |
|  | MISUMI Group, Inc. | 11300 | &nbsp;&nbsp;186792 |
|  | Mitani Corp. | 32000 | &nbsp;&nbsp;492862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitani Sangyo Co. <br>Ltd.<br>| 22200 | &nbsp;&nbsp;86599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitani Sekisan Co. <br>Ltd.<br>| 5300 | &nbsp;&nbsp;262449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mito Securities Co. <br>Ltd.<br>| 48000 | &nbsp;&nbsp;186918 |
| # | Mitsuba Corp. | 43259 | &nbsp;&nbsp;365573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Chemical <br>Group Corp.<br>| 527880 | &nbsp;&nbsp;3485169 |
|  | Mitsubishi Corp. | 160000 | &nbsp;&nbsp;4250613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Electric <br>Corp.<br>| 76200 | &nbsp;&nbsp;2382156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Estate Co. <br>Ltd.<br>| 27800 | &nbsp;&nbsp;708508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Gas <br>Chemical Co., Inc.<br>| 50891 | &nbsp;&nbsp;1009550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi HC Capital, <br>Inc.<br>| 561770 | &nbsp;&nbsp;4902532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Heavy <br>Industries Ltd.<br>| 32500 | &nbsp;&nbsp;956928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Kakoki <br>Kaisha Ltd.<br>| 17700 | &nbsp;&nbsp;375800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Logisnext <br>Co. Ltd.<br>| 17700 | &nbsp;&nbsp;179220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Logistics <br>Corp.<br>| 91495 | &nbsp;&nbsp;781546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Materials <br>Corp.<br>| 49380 | &nbsp;&nbsp;1420371 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Motors <br>Corp.<br>| 154600 | &nbsp;&nbsp;$380057 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Paper Mills <br>Ltd.<br>| 10700 | &nbsp;&nbsp;46197 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Pencil Co. <br>Ltd.<br>| 12350 | &nbsp;&nbsp;183201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Research <br>Institute, Inc.<br>| 7800 | &nbsp;&nbsp;244972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Steel <br>Manufacturing Co. <br>Ltd.<br>| 6700 | &nbsp;&nbsp;81436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ <br>Financial Group, <br>Inc. (8306 JP)<br>| 468400 | &nbsp;&nbsp;8482890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsuboshi Belting <br>Ltd.<br>| 11600 | &nbsp;&nbsp;302194 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsui & Co. Ltd. <br>(8031 JP)<br>| 58400 | &nbsp;&nbsp;1907638 |
|  | Mitsui Chemicals, Inc. | 135200 | &nbsp;&nbsp;1975417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsui DM Sugar Co. <br>Ltd.<br>| 13699 | &nbsp;&nbsp;297775 |
|  | Mitsui E&S Co. Ltd. | 87000 | &nbsp;&nbsp;3866196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsui Fudosan Co. <br>Ltd.<br>| 32400 | &nbsp;&nbsp;371528 |
| # | Mitsui High-Tec, Inc. | 62500 | &nbsp;&nbsp;302219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsui Kinzoku Co. <br>Ltd.<br>| 55200 | &nbsp;&nbsp;7204088 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mitsui Matsushima <br>Holdings Co. Ltd.<br>| 77000 | &nbsp;&nbsp;711960 |
| # | Mitsui OSK Lines Ltd. | 36600 | &nbsp;&nbsp;1147225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsui-Soko Holdings <br>Co. Ltd.<br>| 84900 | &nbsp;&nbsp;1985904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsuuroko Group <br>Holdings Co. Ltd.<br>| 30400 | &nbsp;&nbsp;427616 |
|  | Miura Co. Ltd. | 2500 | &nbsp;&nbsp;51405 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Miyaji Engineering <br>Group, Inc.<br>| 23200 | &nbsp;&nbsp;292239 |
| # | Miyazaki Bank Ltd. | 15300 | &nbsp;&nbsp;771199 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Miyoshi Oil & Fat Co. <br>Ltd.<br>| 11155 | &nbsp;&nbsp;179916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mizuho Financial <br>Group, Inc. (8411 <br>JP)<br>| 168905 | &nbsp;&nbsp;7333501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mizuho Leasing Co. <br>Ltd.<br>| 129000 | &nbsp;&nbsp;1191017 |
|  | Mizuho Medy Co. Ltd. | 8100 | &nbsp;&nbsp;93409 |
|  | Mizuno Corp. | 46800 | &nbsp;&nbsp;969613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mochida <br>Pharmaceutical Co. <br>Ltd.<br>| 12575 | &nbsp;&nbsp;294799 |
|  | Monogatari Corp. | 15300 | &nbsp;&nbsp;410830 |
|  | MonotaRO Co. Ltd. | 37600 | &nbsp;&nbsp;507184 |
|  | Morinaga & Co. Ltd. | 48600 | &nbsp;&nbsp;849956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morinaga Milk Industry <br>Co. Ltd.<br>| 63600 | &nbsp;&nbsp;1642401 |
|  | Moriroku Co. Ltd. | 10300 | &nbsp;&nbsp;161831 |
|  | Morita Holdings Corp. | 24700 | &nbsp;&nbsp;448061 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Morito Co. Ltd. | 13100 | &nbsp;&nbsp;$152616 |
|  | Morozoff Ltd. | 1400 | &nbsp;&nbsp;14073 |
| # | Mory Industries, Inc. | 24000 | &nbsp;&nbsp;155670 |
|  | MrMax Holdings Ltd. | 15500 | &nbsp;&nbsp;78800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MS&AD Insurance <br>Group Holdings, <br>Inc.<br>| 118246 | &nbsp;&nbsp;3012620 |
|  | MTG Co. Ltd. | 700 | &nbsp;&nbsp;19139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mugen Estate Co. <br>Ltd.<br>| 10200 | &nbsp;&nbsp;137700 |
|  | m-up Holdings, Inc. | 29400 | &nbsp;&nbsp;157097 |
|  | Murakami Corp. | 4800 | &nbsp;&nbsp;201517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Murata Manufacturing <br>Co. Ltd.<br>| 57900 | &nbsp;&nbsp;1176270 |
|  | Musashi Co. Ltd. | 900 | &nbsp;&nbsp;14196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Musashi Seimitsu <br>Industry Co. Ltd.<br>| 44200 | &nbsp;&nbsp;782238 |
|  | Musashino Bank Ltd. | 23200 | &nbsp;&nbsp;827979 |
|  | Muto Seiko Co. | 5800 | &nbsp;&nbsp;83914 |
|  | NAC Co. Ltd. | 7400 | &nbsp;&nbsp;25971 |
|  | Nachi-Fujikoshi Corp. | 12926 | &nbsp;&nbsp;409203 |
| # | Nafco Co. Ltd. | 5700 | &nbsp;&nbsp;80296 |
|  | Nagano Keiki Co. Ltd. | 18700 | &nbsp;&nbsp;322167 |
|  | Nagase & Co. Ltd. | 52400 | &nbsp;&nbsp;1361909 |
|  | Nagase Brothers, Inc. | 6100 | &nbsp;&nbsp;104660 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nakakita Seisakusho <br>Co. Ltd.<br>| 900 | &nbsp;&nbsp;38300 |
| # | Nakamuraya Co. Ltd. | 2008 | &nbsp;&nbsp;39655 |
|  | Nakanishi, Inc. | 6000 | &nbsp;&nbsp;84126 |
|  | Nakano Corp. | 5600 | &nbsp;&nbsp;45818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nakayama Steel <br>Works Ltd.<br>| 29400 | &nbsp;&nbsp;119689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Namura Shipbuilding <br>Co. Ltd.<br>| 34900 | &nbsp;&nbsp;951380 |
|  | Nanto Bank Ltd. | 16653 | &nbsp;&nbsp;718723 |
|  | Nanyo Corp. | 13400 | &nbsp;&nbsp;129865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Narasaki Sangyo Co. <br>Ltd.<br>| 2400 | &nbsp;&nbsp;61743 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;NCD Co. <br>Ltd./Shinagawa<br>| 2900 | &nbsp;&nbsp;60144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NEC Capital Solutions <br>Ltd.<br>| 15100 | &nbsp;&nbsp;397629 |
|  | NEC Corp. | 46000 | &nbsp;&nbsp;1559383 |
|  | Neturen Co. Ltd. | 17300 | &nbsp;&nbsp;147846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New Art Holdings Co. <br>Ltd.<br>| 7369 | &nbsp;&nbsp;69342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New Cosmos Electric <br>Co. Ltd.<br>| 900 | &nbsp;&nbsp;24263 |
|  | Nextage Co. Ltd. | 37600 | &nbsp;&nbsp;796564 |
|  | NGK Insulators Ltd. | 85100 | &nbsp;&nbsp;2038824 |
|  | NH Foods Ltd. | 25000 | &nbsp;&nbsp;1135039 |
|  | NHK Spring Co. Ltd. | 122769 | &nbsp;&nbsp;2231166 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nicca Chemical Co. <br>Ltd.<br>| 6100 | &nbsp;&nbsp;63653 |
|  | Nichias Corp. | 42039 | &nbsp;&nbsp;2109048 |
| # | Nichiban Co. Ltd. | 9200 | &nbsp;&nbsp;116815 |
|  | Nichicon Corp. | 33300 | &nbsp;&nbsp;364426 |
|  | Nichiden Corp. | 6800 | &nbsp;&nbsp;111060 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Nichiha Corp. | 21900 | &nbsp;&nbsp;$482050 |
|  | Nichimo Co. Ltd. | 5100 | &nbsp;&nbsp;83104 |
|  | Nichirei Corp. | 76000 | &nbsp;&nbsp;943089 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nichireki Group Co. <br>Ltd.<br>| 25300 | &nbsp;&nbsp;394277 |
|  | Nichirin Co. Ltd. | 13920 | &nbsp;&nbsp;330837 |
|  | Nifco, Inc. | 26000 | &nbsp;&nbsp;809483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon Dempa Kogyo <br>Co. Ltd.<br>| 20101 | &nbsp;&nbsp;133073 |
| # | Nihon Dengi Co. Ltd. | 4400 | &nbsp;&nbsp;301339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon Denkei Co. <br>Ltd.<br>| 6600 | &nbsp;&nbsp;100707 |
|  | Nihon Flush Co. Ltd. | 9100 | &nbsp;&nbsp;48325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon Kagaku Sangyo <br>Co. Ltd.<br>| 10600 | &nbsp;&nbsp;181333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon M&A Center <br>Holdings, Inc.<br>| 44900 | &nbsp;&nbsp;206210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon Nohyaku Co. <br>Ltd.<br>| 28800 | &nbsp;&nbsp;189073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon Parkerizing Co. <br>Ltd.<br>| 33406 | &nbsp;&nbsp;318454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon Tokushu Toryo <br>Co. Ltd.<br>| 11600 | &nbsp;&nbsp;175710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon Yamamura <br>Glass Co. Ltd.<br>| 5000 | &nbsp;&nbsp;99862 |
|  | Nikkiso Co. Ltd. | 41734 | &nbsp;&nbsp;481420 |
| # | Nikko Co. Ltd. | 26600 | &nbsp;&nbsp;140220 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nikkon Holdings Co. <br>Ltd.<br>| 94000 | &nbsp;&nbsp;2228320 |
|  | Nikon Corp. | 96000 | &nbsp;&nbsp;1208320 |
|  | Nippi, Inc. | 1599 | &nbsp;&nbsp;145201 |
|  | Nippn Corp. | 40900 | &nbsp;&nbsp;698183 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Air <br>Conditioning <br>Services Co. Ltd.<br>| 16100 | &nbsp;&nbsp;154030 |
|  | Nippon Aqua Co. Ltd. | 9500 | &nbsp;&nbsp;54348 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Beet Sugar <br>Manufacturing Co. <br>Ltd.<br>| 9200 | &nbsp;&nbsp;246584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Carbide <br>Industries Co., Inc.<br>| 9100 | &nbsp;&nbsp;159866 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Carbon Co. <br>Ltd.<br>| 8754 | &nbsp;&nbsp;260863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Care Supply <br>Co. Ltd.<br>| 100 | &nbsp;&nbsp;1721 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Chemical <br>Industrial Co. Ltd.<br>| 6100 | &nbsp;&nbsp;129049 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Chemi-Con <br>Corp.<br>| 18818 | &nbsp;&nbsp;182680 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Coke & <br>Engineering Co. <br>Ltd.<br>| 87400 | &nbsp;&nbsp;62136 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Concrete <br>Industries Co. Ltd.<br>| 32900 | &nbsp;&nbsp;73120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Denko Co. <br>Ltd.<br>| 95873 | &nbsp;&nbsp;238379 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Densetsu <br>Kogyo Co. Ltd.<br>| 20000 | &nbsp;&nbsp;$451125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Dry-Chemical <br>Co. Ltd.<br>| 5400 | &nbsp;&nbsp;375250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Electric Glass <br>Co. Ltd.<br>| 38500 | &nbsp;&nbsp;1674364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Express <br>Holdings, Inc.<br>| 108000 | &nbsp;&nbsp;2453179 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Fine Chemical <br>Co. Ltd.<br>| 9700 | &nbsp;&nbsp;164490 |
|  | Nippon Gas Co. Ltd. | 68400 | &nbsp;&nbsp;1297208 |
|  | Nippon Hume Corp. | 32200 | &nbsp;&nbsp;334295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Kayaku Co. <br>Ltd.<br>| 59900 | &nbsp;&nbsp;696137 |
| # | Nippon Kodoshi Corp. | 3100 | &nbsp;&nbsp;67486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Light Metal <br>Holdings Co. Ltd.<br>| 62130 | &nbsp;&nbsp;1096105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Paint Holdings <br>Co. Ltd.<br>| 62700 | &nbsp;&nbsp;416329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Paper <br>Industries Co. Ltd.<br>| 79519 | &nbsp;&nbsp;603825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Parking <br>Development Co. <br>Ltd.<br>| 127800 | &nbsp;&nbsp;235769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Rietec Co. <br>Ltd.<br>| 11303 | &nbsp;&nbsp;162995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Sanso <br>Holdings Corp.<br>| 44100 | &nbsp;&nbsp;1338132 |
|  | Nippon Seiki Co. Ltd. | 46100 | &nbsp;&nbsp;746596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Seisen Co. <br>Ltd.<br>| 11000 | &nbsp;&nbsp;89289 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Sheet Glass <br>Co. Ltd.<br>| 93000 | &nbsp;&nbsp;413193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Shinyaku Co. <br>Ltd.<br>| 19400 | &nbsp;&nbsp;647570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Shokubai Co. <br>Ltd.<br>| 42000 | &nbsp;&nbsp;604917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Signal Co. <br>Ltd.<br>| 28976 | &nbsp;&nbsp;248482 |
|  | Nippon Soda Co. Ltd. | 32400 | &nbsp;&nbsp;773234 |
|  | Nippon Steel Corp. | 633750 | &nbsp;&nbsp;2640869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Television <br>Holdings, Inc.<br>| 1200 | &nbsp;&nbsp;28841 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Thompson Co. <br>Ltd.<br>| 45500 | &nbsp;&nbsp;270588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Yakin Kogyo <br>Co. Ltd.<br>| 19100 | &nbsp;&nbsp;591193 |
|  | Nippon Yusen KK | 55663 | &nbsp;&nbsp;1829357 |
|  | Nipro Corp. | 69700 | &nbsp;&nbsp;640520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nishikawa Rubber Co. <br>Ltd.<br>| 20400 | &nbsp;&nbsp;486675 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nishimatsuya Chain <br>Co. Ltd.<br>| 5300 | &nbsp;&nbsp;73315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nishi-Nippon Financial <br>Holdings, Inc.<br>| 81600 | &nbsp;&nbsp;1976437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nishio Holdings Co. <br>Ltd.<br>| 23216 | &nbsp;&nbsp;721212 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nissan Chemical <br>Corp.<br>| 42600 | &nbsp;&nbsp;$1468400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nissan Shatai Co. <br>Ltd.<br>| 41699 | &nbsp;&nbsp;268146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nissan Tokyo Sales <br>Holdings Co. Ltd.<br>| 48200 | &nbsp;&nbsp;164439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nissei ASB Machine <br>Co. Ltd.<br>| 6200 | &nbsp;&nbsp;252024 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nissei Plastic <br>Industrial Co. Ltd.<br>| 5700 | &nbsp;&nbsp;32133 |
|  | Nissha Co. Ltd. | 26800 | &nbsp;&nbsp;216680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nisshin Group <br>Holdings Co. Ltd.<br>| 28100 | &nbsp;&nbsp;146645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nisshin Oillio Group <br>Ltd.<br>| 23200 | &nbsp;&nbsp;847048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nisshin Seifun Group, <br>Inc.<br>| 21300 | &nbsp;&nbsp;270483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nisshinbo Holdings, <br>Inc.<br>| 68808 | &nbsp;&nbsp;637962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nisso Holdings Co. <br>Ltd.<br>| 10600 | &nbsp;&nbsp;47464 |
|  | Nissui Corp. | 226400 | &nbsp;&nbsp;1908564 |
|  | Niterra Co. Ltd. | 69100 | &nbsp;&nbsp;3021179 |
|  | Nitta Corp. | 16604 | &nbsp;&nbsp;437467 |
|  | Nitta Gelatin, Inc. | 16200 | &nbsp;&nbsp;131818 |
|  | NITTAN Corp. | 8300 | &nbsp;&nbsp;42058 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nittetsu Mining Co. <br>Ltd.<br>| 57000 | &nbsp;&nbsp;1322700 |
|  | Nitto Denko Corp. | 132400 | &nbsp;&nbsp;2942369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nitto Fuji Flour Milling <br>Co. Ltd.<br>| 2600 | &nbsp;&nbsp;117419 |
|  | Nitto Kogyo Corp. | 25500 | &nbsp;&nbsp;682192 |
|  | Nitto Kohki Co. Ltd. | 2800 | &nbsp;&nbsp;33961 |
|  | Nitto Seiko Co. Ltd. | 24300 | &nbsp;&nbsp;113360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nittoc Construction <br>Co. Ltd.<br>| 27600 | &nbsp;&nbsp;232488 |
| # | Nittoku Co. Ltd. | 9400 | &nbsp;&nbsp;142556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Noevir Holdings Co. <br>Ltd.<br>| 3485 | &nbsp;&nbsp;105224 |
|  | NOF Corp. | 16000 | &nbsp;&nbsp;309032 |
|  | Nojima Corp. | 186900 | &nbsp;&nbsp;1304125 |
|  | NOK Corp. | 45500 | &nbsp;&nbsp;886137 |
|  | Nomura Co. Ltd. | 6600 | &nbsp;&nbsp;58337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nomura Holdings, Inc. <br>(8604 JP)<br>| 120000 | &nbsp;&nbsp;1087480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nomura Holdings, Inc. <br>(NMR US), <br>Sponsored ADR<br>| 8048 | &nbsp;&nbsp;71386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nomura Micro <br>Science Co. Ltd.<br>| 900 | &nbsp;&nbsp;20338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nomura Real Estate <br>Holdings, Inc.<br>| 157500 | &nbsp;&nbsp;1046625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nomura Research <br>Institute Ltd.<br>| 82500 | &nbsp;&nbsp;2509682 |
|  | Noritake Co. Ltd. | 18800 | &nbsp;&nbsp;746872 |
|  | Noritsu Koki Co. Ltd. | 48600 | &nbsp;&nbsp;692731 |
|  | Noritz Corp. | 24738 | &nbsp;&nbsp;330756 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;North Pacific Bank <br>Ltd.<br>| 127900 | &nbsp;&nbsp;$764087 |
|  | NPR-RIKEN Corp. | 25424 | &nbsp;&nbsp;597964 |
| # | NS Solutions Corp. | 10400 | &nbsp;&nbsp;274762 |
| # | NS Tool Co. Ltd. | 10600 | &nbsp;&nbsp;57554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NS United Kaiun <br>Kaisha Ltd.<br>| 14200 | &nbsp;&nbsp;633496 |
|  | NSD Co. Ltd. | 28480 | &nbsp;&nbsp;597747 |
|  | NSK Ltd. | 82093 | &nbsp;&nbsp;570920 |
|  | NSW, Inc. | 8700 | &nbsp;&nbsp;139081 |
|  | NTN Corp. | 469231 | &nbsp;&nbsp;1124622 |
|  | Oat Agrio Co. Ltd. | 4300 | &nbsp;&nbsp;59162 |
|  | Obara Group, Inc. | 7300 | &nbsp;&nbsp;178331 |
|  | Obayashi Corp. | 35600 | &nbsp;&nbsp;803610 |
| # | Oenon Holdings, Inc. | 42300 | &nbsp;&nbsp;121981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ogaki Kyoritsu Bank <br>Ltd.<br>| 24000 | &nbsp;&nbsp;876551 |
|  | Ohashi Technica, Inc. | 19400 | &nbsp;&nbsp;143833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ohki Healthcare <br>Holdings Co. Ltd.<br>| 1200 | &nbsp;&nbsp;11233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ohmoto Gumi Co. <br>Ltd.<br>| 4200 | &nbsp;&nbsp;42716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ohsho Food Service <br>Corp.<br>| 3000 | &nbsp;&nbsp;61084 |
|  | OIE Sangyo Co. Ltd. | 4100 | &nbsp;&nbsp;67762 |
|  | Oiles Corp. | 19216 | &nbsp;&nbsp;302276 |
|  | Oita Bank Ltd. | 10200 | &nbsp;&nbsp;541186 |
|  | Oji Holdings Corp. | 238900 | &nbsp;&nbsp;1415116 |
| # | Okabe Co. Ltd. | 32741 | &nbsp;&nbsp;202017 |
| # | Okada Aiyon Corp. | 2400 | &nbsp;&nbsp;36340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Okamoto Industries, <br>Inc.<br>| 7100 | &nbsp;&nbsp;252821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Okamoto Machine <br>Tool Works Ltd.<br>| 5237 | &nbsp;&nbsp;164383 |
|  | Okamura Corp. | 35100 | &nbsp;&nbsp;538718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Okasan Securities <br>Group, Inc.<br>| 66400 | &nbsp;&nbsp;380241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oki Electric Industry <br>Co. Ltd.<br>| 133558 | &nbsp;&nbsp;1762300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Okinawa Cellular <br>Telephone Co.<br>| 32400 | &nbsp;&nbsp;679170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Okinawa Financial <br>Group, Inc.<br>| 16100 | &nbsp;&nbsp;548444 |
|  | OKUMA Corp. | 35000 | &nbsp;&nbsp;868658 |
|  | Okumura Corp. | 18900 | &nbsp;&nbsp;787116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Okura Industrial Co. <br>Ltd.<br>| 8100 | &nbsp;&nbsp;249748 |
| # | Okuwa Co. Ltd. | 25200 | &nbsp;&nbsp;141831 |
|  | Olympus Corp. | 123000 | &nbsp;&nbsp;1469174 |
|  | Omron Corp. | 8700 | &nbsp;&nbsp;221978 |
|  | Onamba Co. Ltd. | 400 | &nbsp;&nbsp;3699 |
|  | One Career, Inc. | 3600 | &nbsp;&nbsp;56063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ono Pharmaceutical <br>Co. Ltd.<br>| 4200 | &nbsp;&nbsp;62573 |
| # | Onoken Co. Ltd. | 14500 | &nbsp;&nbsp;133586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Onward Holdings Co. <br>Ltd.<br>| 144800 | &nbsp;&nbsp;686706 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ootoya Holdings Co. <br>Ltd.<br>| 2100 | &nbsp;&nbsp;$88969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Open House Group <br>Co. Ltd.<br>| 27500 | &nbsp;&nbsp;1618148 |
|  | Optex Group Co. Ltd. | 24600 | &nbsp;&nbsp;381936 |
|  | Optorun Co. Ltd. | 2100 | &nbsp;&nbsp;27714 |
|  | Oracle Corp. Japan | 6900 | &nbsp;&nbsp;466889 |
|  | Organo Corp. | 10100 | &nbsp;&nbsp;1066473 |
|  | Orient Corp. | 16384 | &nbsp;&nbsp;116476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oriental Shiraishi <br>Corp.<br>| 105700 | &nbsp;&nbsp;280670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ORIX Corp. (8591 <br>JP)<br>| 108300 | &nbsp;&nbsp;3300485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Osaka Organic <br>Chemical Industry <br>Ltd.<br>| 9200 | &nbsp;&nbsp;241999 |
| # | Osaka Steel Co. Ltd. | 8600 | &nbsp;&nbsp;175162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Osaki Electric Co. <br>Ltd.<br>| 33900 | &nbsp;&nbsp;272402 |
|  | OSG Corp. | 45400 | &nbsp;&nbsp;766654 |
|  | Otsuka Corp. | 22600 | &nbsp;&nbsp;448079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Otsuka Holdings Co. <br>Ltd.<br>| 20400 | &nbsp;&nbsp;1221315 |
|  | OUG Holdings, Inc. | 3500 | &nbsp;&nbsp;90084 |
| # | Oval Corp. | 8600 | &nbsp;&nbsp;41406 |
|  | Oyo Corp. | 16600 | &nbsp;&nbsp;309073 |
| # | Ozu Corp. | 3900 | &nbsp;&nbsp;45509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Industrial Co. <br>Ltd.<br>| 44600 | &nbsp;&nbsp;869563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Metals Co. <br>Ltd.<br>| 17355 | &nbsp;&nbsp;327223 |
|  | Pack Corp. | 35200 | &nbsp;&nbsp;295191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PAL GROUP Holdings <br>Co. Ltd.<br>| 79200 | &nbsp;&nbsp;850110 |
|  | PALTAC Corp. | 11650 | &nbsp;&nbsp;364577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pan Pacific <br>International <br>Holdings Corp.<br>| 443000 | &nbsp;&nbsp;2622799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Panasonic Holdings <br>Corp.<br>| 207181 | &nbsp;&nbsp;2840595 |
|  | Park24 Co. Ltd. | 36800 | &nbsp;&nbsp;512833 |
|  | Parker Corp. | 10200 | &nbsp;&nbsp;97628 |
| # | Pasona Group, Inc. | 13400 | &nbsp;&nbsp;172576 |
|  | Pegasus Co. Ltd. | 23800 | &nbsp;&nbsp;111717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Penta-Ocean <br>Construction Co. <br>Ltd.<br>| 157800 | &nbsp;&nbsp;1656141 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;People Dreams & <br>Technologies Group <br>Co. Ltd.<br>| 7000 | &nbsp;&nbsp;69692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Persol Holdings Co. <br>Ltd.<br>| 614500 | &nbsp;&nbsp;1076247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pharma Foods <br>International Co. <br>Ltd.<br>| 4600 | &nbsp;&nbsp;19999 |
|  | PHC Holdings Corp. | 22400 | &nbsp;&nbsp;157214 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Pickles Holdings Co. <br>Ltd.<br>| 4700 | &nbsp;&nbsp;$38045 |
|  | Pigeon Corp. | 8400 | &nbsp;&nbsp;87542 |
|  | PILLAR Corp. | 21300 | &nbsp;&nbsp;889419 |
|  | Pilot Corp. | 17100 | &nbsp;&nbsp;537635 |
| # | Piolax, Inc. | 19113 | &nbsp;&nbsp;214869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Plus Alpha Consulting <br>Co. Ltd.<br>| 12200 | &nbsp;&nbsp;175261 |
|  | Port, Inc. | 3400 | &nbsp;&nbsp;47909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Premium Group Co. <br>Ltd.<br>| 27600 | &nbsp;&nbsp;322186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Premium Water <br>Holdings, Inc.<br>| 1400 | &nbsp;&nbsp;30256 |
| # | Press Kogyo Co. Ltd. | 97100 | &nbsp;&nbsp;548796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prestige International, <br>Inc.<br>| 56900 | &nbsp;&nbsp;255011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prima Meat Packers <br>Ltd.<br>| 27300 | &nbsp;&nbsp;487669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Procrea Holdings, <br>Inc.<br>| 7034 | &nbsp;&nbsp;121941 |
| # | Pronexus, Inc. | 6000 | &nbsp;&nbsp;44920 |
| # | Pro-Ship, Inc. | 10200 | &nbsp;&nbsp;106514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PS Construction Co. <br>Ltd.<br>| 25700 | &nbsp;&nbsp;504976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;QB Net Holdings Co. <br>Ltd.<br>| 21008 | &nbsp;&nbsp;188751 |
|  | Qol Holdings Co. Ltd. | 39200 | &nbsp;&nbsp;538285 |
|  | Quick Co. Ltd. | 19500 | &nbsp;&nbsp;109676 |
|  | Raito Kogyo Co. Ltd. | 26400 | &nbsp;&nbsp;596964 |
|  | Raiznext Corp. | 22600 | &nbsp;&nbsp;368567 |
|  | Raksul, Inc. | 22000 | &nbsp;&nbsp;289168 |
| # | Rakumachi, Inc. | 2200 | &nbsp;&nbsp;15131 |
|  | Rakus Co. Ltd. | 53400 | &nbsp;&nbsp;303917 |
| \* | Rakuten Bank Ltd. | 8600 | &nbsp;&nbsp;411580 |
| \* | Rakuten Group, Inc. | 3300 | &nbsp;&nbsp;19786 |
| # | Rasa Corp. | 7200 | &nbsp;&nbsp;95407 |
| # | Rasa Industries Ltd. | 12500 | &nbsp;&nbsp;591501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Recruit Holdings Co. <br>Ltd.<br>| 64600 | &nbsp;&nbsp;3402725 |
|  | Relo Group, Inc. | 34200 | &nbsp;&nbsp;388500 |
| # | Renaissance, Inc. | 7800 | &nbsp;&nbsp;54915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Renesas Electronics <br>Corp.<br>| 58500 | &nbsp;&nbsp;972589 |
|  | Rengo Co. Ltd. | 138100 | &nbsp;&nbsp;1183068 |
|  | Resona Holdings, Inc. | 210889 | &nbsp;&nbsp;2458997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Resonac Holdings <br>Corp.<br>| 85317 | &nbsp;&nbsp;4954781 |
|  | Resorttrust, Inc. | 55800 | &nbsp;&nbsp;650213 |
|  | Restar Corp. | 15600 | &nbsp;&nbsp;296948 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Retail Partners Co. <br>Ltd.<br>| 4500 | &nbsp;&nbsp;39306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rheon Automatic <br>Machinery Co. Ltd.<br>| 16600 | &nbsp;&nbsp;165225 |
| # | Rhythm Co. Ltd. | 4800 | &nbsp;&nbsp;126116 |
|  | Ricoh Co. Ltd. | 174700 | &nbsp;&nbsp;1545860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ricoh Leasing Co. <br>Ltd.<br>| 17300 | &nbsp;&nbsp;670413 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ride On Express <br>Holdings Co. Ltd.<br>| 3200 | &nbsp;&nbsp;$21350 |
|  | Riken Keiki Co. Ltd. | 4799 | &nbsp;&nbsp;102492 |
| # | Riken Technos Corp. | 39800 | &nbsp;&nbsp;429009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Riken Vitamin Co. <br>Ltd.<br>| 19000 | &nbsp;&nbsp;382007 |
|  | Rinnai Corp. | 15300 | &nbsp;&nbsp;401861 |
|  | Rion Co. Ltd. | 7300 | &nbsp;&nbsp;129580 |
|  | Riso Kagaku Corp. | 2716 | &nbsp;&nbsp;21443 |
|  | Rix Corp. | 1400 | &nbsp;&nbsp;33512 |
| # | Rock Field Co. Ltd. | 5500 | &nbsp;&nbsp;49597 |
| # | Rohm Co. Ltd. | 17200 | &nbsp;&nbsp;301202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rohto Pharmaceutical <br>Co. Ltd.<br>| 14200 | &nbsp;&nbsp;235092 |
| # | Rokko Butter Co. Ltd. | 6341 | &nbsp;&nbsp;48720 |
|  | Roland Corp. | 2400 | &nbsp;&nbsp;59240 |
|  | Rorze Corp. | 76000 | &nbsp;&nbsp;1609989 |
|  | Round One Corp. | 111300 | &nbsp;&nbsp;786313 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Royal Holdings Co. <br>Ltd.<br>| 37600 | &nbsp;&nbsp;322391 |
|  | Ryobi Ltd. | 24700 | &nbsp;&nbsp;434869 |
|  | RYODEN Corp. | 11500 | &nbsp;&nbsp;274138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ryohin Keikaku Co. <br>Ltd.<br>| 189600 | &nbsp;&nbsp;3781533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ryoyo Ryosan <br>Holdings, Inc.<br>| 12224 | &nbsp;&nbsp;246359 |
|  | S Foods, Inc. | 14700 | &nbsp;&nbsp;289536 |
|  | S&B Foods, Inc. | 12800 | &nbsp;&nbsp;361557 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sac's Bar Holdings, <br>Inc.<br>| 14176 | &nbsp;&nbsp;74638 |
|  | Saizeriya Co. Ltd. | 5700 | &nbsp;&nbsp;230571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sakai Chemical <br>Industry Co. Ltd.<br>| 12700 | &nbsp;&nbsp;273316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sakai Heavy <br>Industries Ltd.<br>| 6000 | &nbsp;&nbsp;85249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sakai Moving Service <br>Co. Ltd.<br>| 16500 | &nbsp;&nbsp;311456 |
|  | Sakata INX Corp. | 44600 | &nbsp;&nbsp;683947 |
|  | Sakata Seed Corp. | 7500 | &nbsp;&nbsp;197273 |
|  | Sala Corp. | 50200 | &nbsp;&nbsp;360015 |
| # | Samco, Inc. | 1600 | &nbsp;&nbsp;49168 |
|  | San Holdings, Inc. | 18800 | &nbsp;&nbsp;180537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;San ju San Financial <br>Group, Inc.<br>| 6560 | &nbsp;&nbsp;212823 |
|  | San-A Co. Ltd. | 19000 | &nbsp;&nbsp;362209 |
|  | San-Ai Obbli Co. Ltd. | 56500 | &nbsp;&nbsp;802937 |
|  | Sangetsu Corp. | 31100 | &nbsp;&nbsp;634892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;San-In Godo Bank <br>Ltd.<br>| 80177 | &nbsp;&nbsp;820158 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Sanken Electric Co. <br>Ltd.<br>| 8100 | &nbsp;&nbsp;381800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanki Engineering Co. <br>Ltd.<br>| 39400 | &nbsp;&nbsp;1697366 |
|  | Sanko Gosei Ltd. | 42101 | &nbsp;&nbsp;262325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanko Metal Industrial <br>Co. Ltd.<br>| 16500 | &nbsp;&nbsp;153745 |
|  | Sankyo Co. Ltd. | 94500 | &nbsp;&nbsp;1478219 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sankyo Frontier Co. <br>Ltd.<br>| 4100 | &nbsp;&nbsp;$56395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sankyo Seiko Co. <br>Ltd.<br>| 29700 | &nbsp;&nbsp;151275 |
|  | Sankyu, Inc. | 33500 | &nbsp;&nbsp;1995774 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sanoh Industrial Co. <br>Ltd.<br>| 31700 | &nbsp;&nbsp;175007 |
|  | Sanrio Co. Ltd. | 31900 | &nbsp;&nbsp;986936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sansei Technologies, <br>Inc.<br>| 9200 | &nbsp;&nbsp;144568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sansha Electric <br>Manufacturing Co. <br>Ltd.<br>| 2100 | &nbsp;&nbsp;13779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanshin Electronics <br>Co. Ltd.<br>| 9400 | &nbsp;&nbsp;190665 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Santec Holdings <br>Corp.<br>| 4100 | &nbsp;&nbsp;276184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Santen <br>Pharmaceutical Co. <br>Ltd.<br>| 35800 | &nbsp;&nbsp;402737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanwa Holdings <br>Corp.<br>| 112300 | &nbsp;&nbsp;2543742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanyo Chemical <br>Industries Ltd.<br>| 8608 | &nbsp;&nbsp;307527 |
|  | Sanyo Denki Co. Ltd. | 24000 | &nbsp;&nbsp;645302 |
|  | Sanyo Industries Ltd. | 400 | &nbsp;&nbsp;11351 |
|  | Sanyo Shokai Ltd. | 9337 | &nbsp;&nbsp;265568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanyo Trading Co. <br>Ltd.<br>| 20500 | &nbsp;&nbsp;210680 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sapporo Holdings <br>Ltd.<br>| 66500 | &nbsp;&nbsp;709954 |
|  | Sato Corp. | 22600 | &nbsp;&nbsp;339093 |
|  | Sato Foods Co. Ltd. | 800 | &nbsp;&nbsp;38471 |
| # | Sato Shoji Corp. | 9500 | &nbsp;&nbsp;144673 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Satori Electric Co. <br>Ltd.<br>| 5800 | &nbsp;&nbsp;70526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sawai Group Holdings <br>Co. Ltd.<br>| 26083 | &nbsp;&nbsp;400081 |
|  | SAXA, Inc. | 1900 | &nbsp;&nbsp;81000 |
|  | SBI Holdings, Inc. | 82102 | &nbsp;&nbsp;1856655 |
| # | SBS Holdings, Inc. | 17900 | &nbsp;&nbsp;446231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SCREEN Holdings <br>Co. Ltd.<br>| 17800 | &nbsp;&nbsp;2266883 |
|  | Scroll Corp. | 40400 | &nbsp;&nbsp;340596 |
|  | SEC Carbon Ltd. | 5800 | &nbsp;&nbsp;100520 |
|  | Secom Co. Ltd. | 7110 | &nbsp;&nbsp;260465 |
|  | Seed Co. Ltd. | 18600 | &nbsp;&nbsp;69544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sega Sammy <br>Holdings, Inc.<br>| 8100 | &nbsp;&nbsp;127048 |
|  | Seibu Giken Co. Ltd. | 2200 | &nbsp;&nbsp;24825 |
|  | Seibu Holdings, Inc. | 56900 | &nbsp;&nbsp;1507633 |
|  | Seika Corp. | 21000 | &nbsp;&nbsp;315925 |
|  | Seikagaku Corp. | 29600 | &nbsp;&nbsp;133754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seikitokyu Kogyo Co. <br>Ltd.<br>| 10700 | &nbsp;&nbsp;115609 |
|  | Seiko Epson Corp. | 62900 | &nbsp;&nbsp;809379 |
|  | Seiko Group Corp. | 23236 | &nbsp;&nbsp;1160752 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seino Holdings Co. <br>Ltd.<br>| 30000 | &nbsp;&nbsp;$467023 |
|  | Seiren Co. Ltd. | 20900 | &nbsp;&nbsp;427714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sekisui Chemical Co. <br>Ltd.<br>| 42500 | &nbsp;&nbsp;751714 |
| # | Sekisui House Ltd. | 39140 | &nbsp;&nbsp;872305 |
|  | Sekisui Jushi Corp. | 19386 | &nbsp;&nbsp;260850 |
|  | SEMITEC Corp. | 7200 | &nbsp;&nbsp;112006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Senko Group Holdings <br>Co. Ltd.<br>| 99500 | &nbsp;&nbsp;1239410 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Senshu Electric Co. <br>Ltd.<br>| 12500 | &nbsp;&nbsp;467104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Senshu Ikeda <br>Holdings, Inc.<br>| 133600 | &nbsp;&nbsp;707235 |
|  | Seria Co. Ltd. | 15200 | &nbsp;&nbsp;361163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seven & i Holdings <br>Co. Ltd.<br>| 476800 | &nbsp;&nbsp;6828060 |
|  | Seven Bank Ltd. | 212200 | &nbsp;&nbsp;408470 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SFP Holdings Co. <br>Ltd.<br>| 4100 | &nbsp;&nbsp;58698 |
|  | SG Holdings Co. Ltd. | 107600 | &nbsp;&nbsp;1035843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sharingtechnology, <br>Inc.<br>| 12100 | &nbsp;&nbsp;90938 |
| \* | Sharp Corp. | 22233 | &nbsp;&nbsp;101464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shibaura Machine Co. <br>Ltd.<br>| 21200 | &nbsp;&nbsp;583648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shibaura <br>Mechatronics Corp.<br>| 14100 | &nbsp;&nbsp;2125692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shibusawa Logistics <br>Corp.<br>| 30100 | &nbsp;&nbsp;252986 |
|  | Shibuya Corp. | 15400 | &nbsp;&nbsp;350698 |
| #\* | SHIFT, Inc. | 40500 | &nbsp;&nbsp;192007 |
|  | Shiga Bank Ltd. | 20467 | &nbsp;&nbsp;1046724 |
|  | Shikibo Ltd. | 4102 | &nbsp;&nbsp;28643 |
|  | Shikoku Bank Ltd. | 31901 | &nbsp;&nbsp;420496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shikoku Kasei <br>Holdings Corp.<br>| 29400 | &nbsp;&nbsp;818663 |
|  | Shimadaya Corp. | 7100 | &nbsp;&nbsp;82152 |
|  | Shimadzu Corp. | 10800 | &nbsp;&nbsp;292703 |
|  | Shimamura Co. Ltd. | 3800 | &nbsp;&nbsp;254695 |
|  | Shimizu Corp. | 38900 | &nbsp;&nbsp;690822 |
|  | Shimojima Co. Ltd. | 3100 | &nbsp;&nbsp;27766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shin Nippon Air <br>Technologies Co. <br>Ltd.<br>| 19600 | &nbsp;&nbsp;416733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinagawa Refra Co. <br>Ltd.<br>| 35900 | &nbsp;&nbsp;498288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shindengen Electric <br>Manufacturing Co. <br>Ltd.<br>| 3300 | &nbsp;&nbsp;78153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shin-Etsu Chemical <br>Co. Ltd.<br>| 59800 | &nbsp;&nbsp;1966497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shin-Etsu Polymer <br>Co. Ltd.<br>| 30100 | &nbsp;&nbsp;393185 |
|  | Shinko Shoji Co. Ltd. | 30300 | &nbsp;&nbsp;211295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinmaywa Industries <br>Ltd.<br>| 50000 | &nbsp;&nbsp;706498 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Shinnihon Corp. | 26100 | &nbsp;&nbsp;$336944 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shinobu Foods <br>Products Co. Ltd.<br>| 7000 | &nbsp;&nbsp;92635 |
|  | Shinsho Corp. | 14400 | &nbsp;&nbsp;247603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinwa Co. Ltd. (3447 <br>JP)<br>| 10700 | &nbsp;&nbsp;65610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinwa Co. Ltd. (7607 <br>JP)<br>| 6900 | &nbsp;&nbsp;139668 |
|  | Shionogi & Co. Ltd. | 28900 | &nbsp;&nbsp;595027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ship Healthcare <br>Holdings, Inc.<br>| 36700 | &nbsp;&nbsp;604958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shirai Electronics <br>Industrial Co. Ltd.<br>| 10200 | &nbsp;&nbsp;50088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shizuoka Financial <br>Group, Inc.<br>| 83400 | &nbsp;&nbsp;1362421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shizuoka Gas Co. <br>Ltd.<br>| 42600 | &nbsp;&nbsp;337198 |
|  | Shoei Co. Ltd. | 26000 | &nbsp;&nbsp;299204 |
|  | Shoei Foods Corp. | 3300 | &nbsp;&nbsp;86929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Showa Sangyo Co. <br>Ltd.<br>| 22109 | &nbsp;&nbsp;450383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SIGMAXYZ Holdings, <br>Inc.<br>| 43600 | &nbsp;&nbsp;220283 |
|  | Siix Corp. | 37200 | &nbsp;&nbsp;304066 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Simplex Holdings, <br>Inc.<br>| 36400 | &nbsp;&nbsp;225663 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sinanen Holdings Co. <br>Ltd.<br>| 7300 | &nbsp;&nbsp;300977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinfonia Technology <br>Co. Ltd.<br>| 26300 | &nbsp;&nbsp;1779882 |
|  | Sinko Industries Ltd. | 24900 | &nbsp;&nbsp;239095 |
|  | Sintokogio Ltd. | 19300 | &nbsp;&nbsp;142302 |
|  | SK Kaken Co. Ltd. | 3900 | &nbsp;&nbsp;269107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SK-Electronics Co. <br>Ltd.<br>| 10000 | &nbsp;&nbsp;215531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SKY Perfect JSAT <br>Holdings, Inc.<br>| 128700 | &nbsp;&nbsp;1860341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Skylark Holdings Co. <br>Ltd.<br>| 86000 | &nbsp;&nbsp;1752360 |
| # | Smaregi, Inc. | 3100 | &nbsp;&nbsp;54791 |
|  | SMS Co. Ltd. | 25100 | &nbsp;&nbsp;265624 |
|  | Soda Nikka Co. Ltd. | 17600 | &nbsp;&nbsp;133205 |
|  | Sodick Co. Ltd. | 41700 | &nbsp;&nbsp;281983 |
|  | SoftBank Corp. | 2895000 | &nbsp;&nbsp;3935055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SoftBank Group <br>Corp.<br>| 537600 | &nbsp;&nbsp;14680451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Softcreate Holdings <br>Corp.<br>| 6300 | &nbsp;&nbsp;84532 |
|  | Software Service, Inc. | 2500 | &nbsp;&nbsp;206604 |
|  | Sojitz Corp. | 102540 | &nbsp;&nbsp;3739152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Soken Chemical & <br>Engineering Co. <br>Ltd.<br>| 21900 | &nbsp;&nbsp;399482 |
|  | Solasto Corp. | 19499 | &nbsp;&nbsp;115447 |
| # | Soliton Systems KK | 5800 | &nbsp;&nbsp;73332 |
|  | Sompo Holdings, Inc. | 74650 | &nbsp;&nbsp;2574269 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sony Financial Group, <br>Inc. SFGYY US, <br>ADR<br>| 31527 | &nbsp;&nbsp;$156689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sony Group Corp. <br>(6758 JP)<br>| 835000 | &nbsp;&nbsp;18410002 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sony Group Corp. <br>(SONY US), <br>Sponsored ADR<br>| 106303 | &nbsp;&nbsp;2349296 |
| # | Space Co. Ltd. | 14200 | &nbsp;&nbsp;141730 |
|  | Sparx Group Co. Ltd. | 13779 | &nbsp;&nbsp;146760 |
|  | SPK Corp. | 8364 | &nbsp;&nbsp;125602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Square Enix Holdings <br>Co. Ltd.<br>| 1500 | &nbsp;&nbsp;25922 |
|  | SRA Holdings | 7200 | &nbsp;&nbsp;261779 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SRS Holdings Co. <br>Ltd.<br>| 9100 | &nbsp;&nbsp;73304 |
|  | ST Corp. | 5800 | &nbsp;&nbsp;57288 |
|  | ST HD Co. Ltd. | 17760 | &nbsp;&nbsp;319619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;St. Marc Holdings Co. <br>Ltd.<br>| 1800 | &nbsp;&nbsp;32731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stanley Electric Co. <br>Ltd.<br>| 67000 | &nbsp;&nbsp;1319913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Star Mica Holdings <br>Co. Ltd.<br>| 23400 | &nbsp;&nbsp;220939 |
|  | Startia Holdings, Inc. | 4900 | &nbsp;&nbsp;89136 |
|  | Starts Corp., Inc. | 22400 | &nbsp;&nbsp;710641 |
|  | Starzen Co. Ltd. | 42500 | &nbsp;&nbsp;363050 |
|  | Stella Chemifa Corp. | 4700 | &nbsp;&nbsp;161496 |
| # | Step Co. Ltd. | 8900 | &nbsp;&nbsp;140929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;STI Foods Holdings, <br>Inc.<br>| 4500 | &nbsp;&nbsp;37944 |
|  | Strike Co. Ltd. | 5400 | &nbsp;&nbsp;147179 |
| # | Studio Alice Co. Ltd. | 5400 | &nbsp;&nbsp;69548 |
|  | Subaru Corp. | 230800 | &nbsp;&nbsp;4954851 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Subaru Enterprise Co. <br>Ltd.<br>| 7900 | &nbsp;&nbsp;154460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sugi Holdings Co. <br>Ltd.<br>| 29418 | &nbsp;&nbsp;676150 |
| # | Sugimoto & Co. Ltd. | 15000 | &nbsp;&nbsp;137751 |
|  | SUMCO Corp. | 139300 | &nbsp;&nbsp;1454294 |
|  | Sumida Corp. | 43913 | &nbsp;&nbsp;336239 |
|  | Suminoe Co. Ltd. | 2700 | &nbsp;&nbsp;22190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumiseki Holdings, <br>Inc.<br>| 20900 | &nbsp;&nbsp;90855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Bakelite <br>Co. Ltd.<br>| 22200 | &nbsp;&nbsp;781882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Chemical <br>Co. Ltd.<br>| 358300 | &nbsp;&nbsp;1089993 |
|  | Sumitomo Corp. | 90000 | &nbsp;&nbsp;3654818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Electric <br>Industries Ltd.<br>| 221583 | &nbsp;&nbsp;9700796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Forestry <br>Co. Ltd.<br>| 179100 | &nbsp;&nbsp;1941858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Heavy <br>Industries Ltd.<br>| 43600 | &nbsp;&nbsp;1357469 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Metal <br>Mining Co. Ltd.<br>| 35100 | &nbsp;&nbsp;1983444 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui <br>Financial Group, <br>Inc. (8316 JP)<br>| 296823 | &nbsp;&nbsp;$10445334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Trust <br>Group, Inc.<br>| 88700 | &nbsp;&nbsp;2962472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Osaka <br>Cement Co. Ltd.<br>| 30000 | &nbsp;&nbsp;808584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Realty & <br>Development Co. <br>Ltd.<br>| 125400 | &nbsp;&nbsp;3492011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Rubber <br>Industries Ltd.<br>| 98153 | &nbsp;&nbsp;1581846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Seika <br>Chemicals Co. Ltd.<br>| 9100 | &nbsp;&nbsp;315502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Warehouse <br>Co. Ltd.<br>| 41300 | &nbsp;&nbsp;990705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun Frontier <br>Fudousan Co. Ltd.<br>| 52700 | &nbsp;&nbsp;835936 |
| # | Suncall Corp. | 16900 | &nbsp;&nbsp;104622 |
|  | Sundrug Co. Ltd. | 9300 | &nbsp;&nbsp;247641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suntory Beverage & <br>Food Ltd.<br>| 2300 | &nbsp;&nbsp;72862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun-Wa Technos <br>Corp.<br>| 11800 | &nbsp;&nbsp;229211 |
|  | Suruga Bank Ltd. | 117700 | &nbsp;&nbsp;1478307 |
|  | Suzuken Co. Ltd. | 20346 | &nbsp;&nbsp;820140 |
|  | Suzuki Co. Ltd. | 14700 | &nbsp;&nbsp;237611 |
|  | Suzuki Motor Corp. | 168300 | &nbsp;&nbsp;2294782 |
|  | SWCC Corp. | 28700 | &nbsp;&nbsp;2139043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;System Research Co. <br>Ltd.<br>| 4500 | &nbsp;&nbsp;57206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;System Support <br>Holdings, Inc.<br>| 4800 | &nbsp;&nbsp;43382 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Systems Engineering <br>Consultants Co. <br>Ltd.<br>| 1800 | &nbsp;&nbsp;40180 |
|  | Systena Corp. | 124000 | &nbsp;&nbsp;406906 |
| # | Syuppin Co. Ltd. | 15300 | &nbsp;&nbsp;114766 |
|  | T Hasegawa Co. Ltd. | 15200 | &nbsp;&nbsp;279624 |
|  | T RAD Co. Ltd. | 6300 | &nbsp;&nbsp;347908 |
|  | T&D Holdings, Inc. | 34500 | &nbsp;&nbsp;852115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tachibana Eletech Co. <br>Ltd.<br>| 16820 | &nbsp;&nbsp;331232 |
| # | Tachikawa Corp. | 10900 | &nbsp;&nbsp;136294 |
|  | Tachi-S Co. Ltd. | 29100 | &nbsp;&nbsp;396672 |
|  | Tadano Ltd. | 79300 | &nbsp;&nbsp;586062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taihei Dengyo Kaisha <br>Ltd.<br>| 25900 | &nbsp;&nbsp;374152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiheiyo Cement <br>Corp.<br>| 55188 | &nbsp;&nbsp;1516544 |
|  | Taiho Kogyo Co. Ltd. | 11500 | &nbsp;&nbsp;63018 |
|  | Taikisha Ltd. | 16200 | &nbsp;&nbsp;361893 |
|  | Taisei Corp. | 6800 | &nbsp;&nbsp;678287 |
|  | Taisei Oncho Co. Ltd. | 400 | &nbsp;&nbsp;12162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiyo Holdings Co. <br>Ltd.<br>| 43608 | &nbsp;&nbsp;1411455 |
|  | Taiyo Yuden Co. Ltd. | 38900 | &nbsp;&nbsp;822560 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takamatsu <br>Construction Group <br>Co. Ltd.<br>| 11400 | &nbsp;&nbsp;$282009 |
| # | Takamiya Co. Ltd. | 10200 | &nbsp;&nbsp;29156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takaoka Toko Co. <br>Ltd.<br>| 9464 | &nbsp;&nbsp;282914 |
|  | Takara & Co. Ltd. | 8500 | &nbsp;&nbsp;233238 |
|  | Takara Holdings, Inc. | 24700 | &nbsp;&nbsp;255108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takara Standard Co. <br>Ltd.<br>| 18900 | &nbsp;&nbsp;360888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takasago International <br>Corp.<br>| 44500 | &nbsp;&nbsp;434536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takasago Thermal <br>Engineering Co. <br>Ltd.<br>| 12000 | &nbsp;&nbsp;346929 |
|  | Takashima & Co. Ltd. | 26000 | &nbsp;&nbsp;152252 |
| # | Takashimaya Co. Ltd. | 189200 | &nbsp;&nbsp;2364899 |
| # | TAKEBISHI Corp. | 6900 | &nbsp;&nbsp;102018 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takeda <br>Pharmaceutical Co. <br>Ltd. (4502 JP)<br>| 96352 | &nbsp;&nbsp;3279794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takeuchi <br>Manufacturing Co. <br>Ltd.<br>| 20700 | &nbsp;&nbsp;857063 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Taki Chemical Co. <br>Ltd.<br>| 2500 | &nbsp;&nbsp;63530 |
| # | Tama Home Co. Ltd. | 10100 | &nbsp;&nbsp;242627 |
|  | Tamron Co. Ltd. | 115200 | &nbsp;&nbsp;768984 |
|  | Tamura Corp. | 69000 | &nbsp;&nbsp;284393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tanabe Engineering <br>Corp.<br>| 3100 | &nbsp;&nbsp;55987 |
| # | Tanseisha Co. Ltd. | 26250 | &nbsp;&nbsp;259735 |
| # | Tayca Corp. | 11200 | &nbsp;&nbsp;100937 |
| # | Tazmo Co. Ltd. | 7000 | &nbsp;&nbsp;114450 |
|  | TBS Holdings, Inc. | 14600 | &nbsp;&nbsp;566085 |
| # | TDC Soft, Inc. | 11100 | &nbsp;&nbsp;87950 |
|  | TDK Corp. (6762 JP) | 252500 | &nbsp;&nbsp;3258065 |
|  | TechMatrix Corp. | 20800 | &nbsp;&nbsp;284495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Techno Medica Co. <br>Ltd.<br>| 3100 | &nbsp;&nbsp;44649 |
|  | Techno Ryowa Ltd. | 7000 | &nbsp;&nbsp;352551 |
|  | Techno Smart Corp. | 8600 | &nbsp;&nbsp;115003 |
|  | Teijin Ltd. | 26736 | &nbsp;&nbsp;258654 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Teikoku Sen-I Co. <br>Ltd.<br>| 9600 | &nbsp;&nbsp;186392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Teikoku Tsushin <br>Kogyo Co. Ltd.<br>| 5200 | &nbsp;&nbsp;92121 |
|  | Tekken Corp. | 9300 | &nbsp;&nbsp;292881 |
| # | Tera Probe, Inc. | 6800 | &nbsp;&nbsp;323083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Terasaki Electric Co. <br>Ltd.<br>| 2300 | &nbsp;&nbsp;65868 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tess Holdings Co. <br>Ltd.<br>| 11400 | &nbsp;&nbsp;27157 |
|  | THK Co. Ltd. | 11400 | &nbsp;&nbsp;340601 |
|  | Tigers Polymer Corp. | 10100 | &nbsp;&nbsp;62919 |
|  | TIS, Inc. | 57900 | &nbsp;&nbsp;1684804 |
|  | TKC Corp. | 4500 | &nbsp;&nbsp;118319 |
|  | Toa Corp. (1885 JP) | 82300 | &nbsp;&nbsp;1673668 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Toa Corp. (6809 JP) | 17300 | &nbsp;&nbsp;$184862 |
|  | TOA ROAD Corp. | 44000 | &nbsp;&nbsp;495991 |
|  | Toagosei Co. Ltd. | 65600 | &nbsp;&nbsp;745643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TOBISHIMA <br>HOLDINGS, Inc.<br>| 17373 | &nbsp;&nbsp;273000 |
|  | TOC Co. Ltd. | 32400 | &nbsp;&nbsp;175370 |
|  | Tocalo Co. Ltd. | 51600 | &nbsp;&nbsp;863259 |
|  | Tochigi Bank Ltd. | 35400 | &nbsp;&nbsp;192036 |
|  | Toda Corp. | 132200 | &nbsp;&nbsp;1153938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toei Animation Co. <br>Ltd.<br>| 3000 | &nbsp;&nbsp;49868 |
|  | Toenec Corp. | 54600 | &nbsp;&nbsp;723317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Togami Electric <br>Manufacturing Co. <br>Ltd.<br>| 700 | &nbsp;&nbsp;21187 |
|  | Toho Bank Ltd. | 71700 | &nbsp;&nbsp;279227 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Toho Co. Ltd. (8142 <br>JP)<br>| 37800 | &nbsp;&nbsp;312809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toho Co. Ltd. (9602 <br>JP)<br>| 2100 | &nbsp;&nbsp;107058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toho Holdings Co. <br>Ltd.<br>| 18900 | &nbsp;&nbsp;565038 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Toho Titanium Co. <br>Ltd.<br>| 29600 | &nbsp;&nbsp;355917 |
| #\* | Toho Zinc Co. Ltd. | 19957 | &nbsp;&nbsp;213679 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tohokushinsha Film <br>Corp.<br>| 35700 | &nbsp;&nbsp;146599 |
|  | Tokai Carbon Co. Ltd. | 84902 | &nbsp;&nbsp;587468 |
|  | Tokai Corp. | 15867 | &nbsp;&nbsp;252918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TOKAI Holdings <br>Corp.<br>| 58000 | &nbsp;&nbsp;430921 |
|  | Tokai Rika Co. Ltd. | 32300 | &nbsp;&nbsp;654675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokai Tokyo Financial <br>Holdings, Inc.<br>| 118052 | &nbsp;&nbsp;565594 |
|  | Token Corp. | 2120 | &nbsp;&nbsp;203727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokio Marine <br>Holdings, Inc. (8766 <br>JP)<br>| 116048 | &nbsp;&nbsp;4325403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokushu Tokai Paper <br>Co. Ltd.<br>| 16123 | &nbsp;&nbsp;172200 |
|  | Tokuyama Corp. | 42425 | &nbsp;&nbsp;1109170 |
|  | Tokyo Century Corp. | 144000 | &nbsp;&nbsp;2006015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Electron Device <br>Ltd.<br>| 15900 | &nbsp;&nbsp;363747 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Energy & <br>Systems, Inc.<br>| 16900 | &nbsp;&nbsp;200969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Kiraboshi <br>Financial Group, <br>Inc.<br>| 20499 | &nbsp;&nbsp;1338369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Ohka Kogyo <br>Co. Ltd.<br>| 3400 | &nbsp;&nbsp;160485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Printing Ink <br>Manufacturing Co. <br>Ltd.<br>| 6500 | &nbsp;&nbsp;62007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Radiator <br>Manufacturing Co. <br>Ltd.<br>| 3400 | &nbsp;&nbsp;36187 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Rope <br>Manufacturing Co. <br>Ltd.<br>| 13000 | &nbsp;&nbsp;$141039 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Sangyo Co. <br>Ltd.<br>| 14000 | &nbsp;&nbsp;86508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Seimitsu Co. <br>Ltd.<br>| 3400 | &nbsp;&nbsp;308042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Steel <br>Manufacturing Co. <br>Ltd.<br>| 36500 | &nbsp;&nbsp;356376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Tatemono Co. <br>Ltd.<br>| 124700 | &nbsp;&nbsp;2934468 |
| # | Tokyo Tekko Co. Ltd. | 10700 | &nbsp;&nbsp;426364 |
|  | Tokyotokeiba Co. Ltd. | 8647 | &nbsp;&nbsp;299519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyu Construction <br>Co. Ltd.<br>| 49330 | &nbsp;&nbsp;407625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyu Fudosan <br>Holdings Corp.<br>| 457982 | &nbsp;&nbsp;4240690 |
|  | Toli Corp. | 42200 | &nbsp;&nbsp;208025 |
| # | Tomen Devices Corp. | 1500 | &nbsp;&nbsp;113185 |
| # | Tomoe Corp. | 20300 | &nbsp;&nbsp;266035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tomoe Engineering <br>Co. Ltd.<br>| 20700 | &nbsp;&nbsp;258482 |
|  | Tomoku Co. Ltd. | 12436 | &nbsp;&nbsp;278787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TOMONY Holdings, <br>Inc.<br>| 147800 | &nbsp;&nbsp;836473 |
|  | Tomy Co. Ltd. | 61000 | &nbsp;&nbsp;1077169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TOPPAN Holdings, <br>Inc.<br>| 40700 | &nbsp;&nbsp;1257213 |
|  | Topre Corp. | 50301 | &nbsp;&nbsp;819421 |
|  | Topy Industries Ltd. | 13800 | &nbsp;&nbsp;279689 |
|  | Toray Industries, Inc. | 175600 | &nbsp;&nbsp;1295262 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Toridoll Holdings <br>Corp.<br>| 15600 | &nbsp;&nbsp;420809 |
| # | Torigoe Co. Ltd. | 15700 | &nbsp;&nbsp;106343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Torishima Pump <br>Manufacturing Co. <br>Ltd.<br>| 13200 | &nbsp;&nbsp;184602 |
|  | Tosei Corp. | 57800 | &nbsp;&nbsp;588839 |
|  | Toshiba TEC Corp. | 11700 | &nbsp;&nbsp;196759 |
|  | Tosho Co. Ltd. | 17000 | &nbsp;&nbsp;82233 |
|  | Tosoh Corp. | 133600 | &nbsp;&nbsp;2180433 |
|  | Totech Corp. | 10200 | &nbsp;&nbsp;265403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Totetsu Kogyo Co. <br>Ltd.<br>| 18966 | &nbsp;&nbsp;571059 |
|  | TOTO Ltd. | 26299 | &nbsp;&nbsp;826549 |
|  | Tow Co. Ltd. | 31100 | &nbsp;&nbsp;76087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Towa Pharmaceutical <br>Co. Ltd.<br>| 35300 | &nbsp;&nbsp;822157 |
|  | Toyo Corp. | 6200 | &nbsp;&nbsp;71775 |
|  | Toyo Denki Seizo KK | 1000 | &nbsp;&nbsp;12877 |
| # | Toyo Gosei Co. Ltd. | 3500 | &nbsp;&nbsp;200645 |
| # | Toyo Innovex Co. Ltd. | 12000 | &nbsp;&nbsp;52761 |
|  | Toyo Kanetsu KK | 11200 | &nbsp;&nbsp;192835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toyo Seikan Group <br>Holdings Ltd.<br>| 34000 | &nbsp;&nbsp;853055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toyo Suisan Kaisha <br>Ltd.<br>| 7000 | &nbsp;&nbsp;499776 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | Toyo Tanso Co. Ltd. | 15300 | &nbsp;&nbsp;$534567 |
|  | Toyo Tire Corp. | 95700 | &nbsp;&nbsp;2579088 |
|  | Toyobo Co. Ltd. | 89302 | &nbsp;&nbsp;766379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toyoda Gosei Co. <br>Ltd.<br>| 41800 | &nbsp;&nbsp;1135618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Boshoku <br>Corp.<br>| 56100 | &nbsp;&nbsp;942027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Industries <br>Corp.<br>| 7100 | &nbsp;&nbsp;908488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Motor Corp. <br>(7203 JP)<br>| 564890 | &nbsp;&nbsp;12803507 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Motor Corp. <br>(TM US), <br>Sponsored ADR<br>| 8262 | &nbsp;&nbsp;1874317 |
|  | Toyota Tsusho Corp. | 147200 | &nbsp;&nbsp;5360909 |
|  | TPR Co. Ltd. | 44600 | &nbsp;&nbsp;387600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Traders Holdings Co. <br>Ltd.<br>| 20039 | &nbsp;&nbsp;126019 |
| # | Transaction Co. Ltd. | 26200 | &nbsp;&nbsp;202082 |
|  | Transcosmos, Inc. | 13900 | &nbsp;&nbsp;338983 |
|  | TRE Holdings Corp. | 54451 | &nbsp;&nbsp;604260 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Treasure Factory Co. <br>Ltd.<br>| 4000 | &nbsp;&nbsp;44037 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Trend Micro, Inc. <br>(4704 JP)<br>| 5400 | &nbsp;&nbsp;211831 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tri Chemical <br>Laboratories, Inc.<br>| 3400 | &nbsp;&nbsp;72880 |
|  | Trinity Industrial Corp. | 1400 | &nbsp;&nbsp;11869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trusco Nakayama <br>Corp.<br>| 33300 | &nbsp;&nbsp;526290 |
|  | TS Tech Co. Ltd. | 41200 | &nbsp;&nbsp;506146 |
| # | TSI Holdings Co. Ltd. | 37000 | &nbsp;&nbsp;252378 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Tsubaki Nakashima <br>Co. Ltd.<br>| 28200 | &nbsp;&nbsp;63588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tsubakimoto Chain <br>Co.<br>| 60900 | &nbsp;&nbsp;934198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tsubakimoto Kogyo <br>Co. Ltd.<br>| 8700 | &nbsp;&nbsp;160789 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tsuburaya Fields <br>Holdings, Inc.<br>| 23200 | &nbsp;&nbsp;274870 |
|  | Tsugami Corp. | 36200 | &nbsp;&nbsp;752934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tsukishima Holdings <br>Co. Ltd.<br>| 27270 | &nbsp;&nbsp;523944 |
|  | Tsumura & Co. | 24363 | &nbsp;&nbsp;644031 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tsuruha Holdings, <br>Inc.<br>| 135620 | &nbsp;&nbsp;2161073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tsurumi Manufacturing <br>Co. Ltd.<br>| 24600 | &nbsp;&nbsp;347245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tsutsumi Jewelry Co. <br>Ltd.<br>| 3900 | &nbsp;&nbsp;66497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tsuzuki Denki Co. <br>Ltd.<br>| 4100 | &nbsp;&nbsp;96595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TV Asahi Holdings <br>Corp.<br>| 11100 | &nbsp;&nbsp;256711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tv Tokyo Holdings <br>Corp.<br>| 4400 | &nbsp;&nbsp;130145 |
|  | TYK Corp. | 7100 | &nbsp;&nbsp;28350 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | UACJ Corp. | 120428 | &nbsp;&nbsp;$1906076 |
|  | UBE Corp. | 52220 | &nbsp;&nbsp;903056 |
|  | Uchida Yoko Co. Ltd. | 41000 | &nbsp;&nbsp;551145 |
|  | Ulvac, Inc. | 14400 | &nbsp;&nbsp;773167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;U-Next Holdings Co. <br>Ltd.<br>| 26400 | &nbsp;&nbsp;317811 |
|  | Unipres Corp. | 45838 | &nbsp;&nbsp;405429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UNISOL Holdings <br>Corp.<br>| 12669 | &nbsp;&nbsp;187148 |
|  | United Arrows Ltd. | 19100 | &nbsp;&nbsp;297369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Super Markets <br>Holdings, Inc.<br>| 16555 | &nbsp;&nbsp;99782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Urbanet Corp. Co. <br>Ltd.<br>| 39300 | &nbsp;&nbsp;143756 |
|  | Ushio, Inc. | 36900 | &nbsp;&nbsp;663338 |
|  | USS Co. Ltd. | 125800 | &nbsp;&nbsp;1390006 |
|  | UT Group Co. Ltd. | 399000 | &nbsp;&nbsp;532595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;V Technology Co. <br>Ltd.<br>| 2500 | &nbsp;&nbsp;50434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valor Holdings Co. <br>Ltd.<br>| 54105 | &nbsp;&nbsp;1224968 |
|  | Valqua Ltd. | 12400 | &nbsp;&nbsp;351682 |
| # | Value HR Co. Ltd. | 8100 | &nbsp;&nbsp;72727 |
|  | Vector, Inc. | 14300 | &nbsp;&nbsp;135280 |
|  | Vertex Corp. | 42960 | &nbsp;&nbsp;368100 |
|  | Vision, Inc. | 5700 | &nbsp;&nbsp;47795 |
| \* | Visional, Inc. | 10400 | &nbsp;&nbsp;573143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vital KSK Holdings, <br>Inc.<br>| 29854 | &nbsp;&nbsp;271071 |
|  | VT Holdings Co. Ltd. | 109501 | &nbsp;&nbsp;384917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wacoal Holdings <br>Corp.<br>| 9000 | &nbsp;&nbsp;253762 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Wakachiku <br>Construction Co. <br>Ltd.<br>| 10000 | &nbsp;&nbsp;297513 |
|  | Wakita & Co. Ltd. | 32400 | &nbsp;&nbsp;422202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Warabeya Nichiyo <br>Holdings Co. Ltd.<br>| 22100 | &nbsp;&nbsp;491973 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Waseda Academy Co. <br>Ltd.<br>| 6100 | &nbsp;&nbsp;82285 |
| # | Watahan & Co. Ltd. | 11900 | &nbsp;&nbsp;109018 |
| # | WATAMI Co. Ltd. | 7000 | &nbsp;&nbsp;43185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WDB Holdings Co. <br>Ltd.<br>| 4000 | &nbsp;&nbsp;41485 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Wealth Management, <br>Inc.<br>| 1900 | &nbsp;&nbsp;12964 |
|  | Weathernews, Inc. | 4200 | &nbsp;&nbsp;110711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wellneo Sugar Co. <br>Ltd.<br>| 13300 | &nbsp;&nbsp;245959 |
|  | Wellnet Corp. | 5800 | &nbsp;&nbsp;24778 |
| # | West Holdings Corp. | 8881 | &nbsp;&nbsp;91389 |
|  | Will Group, Inc. | 9800 | &nbsp;&nbsp;75427 |
| \* | WingArc1st, Inc. | 12667 | &nbsp;&nbsp;266884 |
|  | Workman Co. Ltd. | 3234 | &nbsp;&nbsp;133048 |
|  | World Co. Ltd. | 36100 | &nbsp;&nbsp;732579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;World Holdings Co. <br>Ltd.<br>| 13800 | &nbsp;&nbsp;225901 |
|  | Wowow, Inc. | 4600 | &nbsp;&nbsp;43117 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xebio Holdings Co. <br>Ltd.<br>| 23401 | &nbsp;&nbsp;$162961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YAC Holdings Co. <br>Ltd.<br>| 11700 | &nbsp;&nbsp;83815 |
|  | Yagi & Co. Ltd. | 800 | &nbsp;&nbsp;17396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yahagi Construction <br>Co. Ltd.<br>| 24500 | &nbsp;&nbsp;367739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YAKUODO Holdings <br>Co. Ltd.<br>| 5859 | &nbsp;&nbsp;75990 |
|  | YAMABIKO Corp. | 37551 | &nbsp;&nbsp;781735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YAMADA Consulting <br>Group Co. Ltd.<br>| 2300 | &nbsp;&nbsp;25746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamada Holdings Co. <br>Ltd.<br>| 86000 | &nbsp;&nbsp;301495 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yamae Group <br>Holdings Co. Ltd.<br>| 21700 | &nbsp;&nbsp;392574 |
| # | Yamagata Bank Ltd. | 8899 | &nbsp;&nbsp;127393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamaguchi Financial <br>Group, Inc.<br>| 62801 | &nbsp;&nbsp;1000353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamaha Motor Co. <br>Ltd.<br>| 217800 | &nbsp;&nbsp;1644760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamaichi Electronics <br>Co. Ltd.<br>| 19900 | &nbsp;&nbsp;756287 |
| # | Yamami Co. | 1400 | &nbsp;&nbsp;44168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamanashi Chuo <br>Bank Ltd.<br>| 10900 | &nbsp;&nbsp;334512 |
| # | Yamatane Corp. | 16100 | &nbsp;&nbsp;235396 |
|  | Yamato Corp. | 15800 | &nbsp;&nbsp;238879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamato Holdings Co. <br>Ltd.<br>| 21600 | &nbsp;&nbsp;282414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamato Kogyo Co. <br>Ltd.<br>| 19000 | &nbsp;&nbsp;1369749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamau Holdings Co. <br>Ltd.<br>| 2900 | &nbsp;&nbsp;47052 |
| # | Yamaya Corp. | 3200 | &nbsp;&nbsp;46051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamazaki Baking Co. <br>Ltd.<br>| 54800 | &nbsp;&nbsp;1161073 |
|  | Yamazen Corp. | 45300 | &nbsp;&nbsp;417817 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yashima Denki Co. <br>Ltd.<br>| 12500 | &nbsp;&nbsp;248378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yaskawa Electric <br>Corp.<br>| 3200 | &nbsp;&nbsp;102142 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yasuda Logistics <br>Corp.<br>| 12700 | &nbsp;&nbsp;183001 |
|  | Yellow Hat Ltd. | 61400 | &nbsp;&nbsp;670349 |
|  | Yodoko Ltd. | 85000 | &nbsp;&nbsp;770082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yokogawa Bridge <br>Holdings Corp.<br>| 30700 | &nbsp;&nbsp;617899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yokogawa Electric <br>Corp.<br>| 33500 | &nbsp;&nbsp;1116852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yokohama Financial <br>Group, Inc.<br>| 231738 | &nbsp;&nbsp;2110607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yokohama Rubber <br>Co. Ltd. <br>| 86099 | &nbsp;&nbsp;3398353 |
| # | Yokorei Co. Ltd. | 46023 | &nbsp;&nbsp;377933 |
|  | Yokowo Co. Ltd. | 7700 | &nbsp;&nbsp;109675 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yomeishu Seizo Co. <br>Ltd.<br>| 1900 | &nbsp;&nbsp;$52520 |
|  | Yondenko Corp. | 28200 | &nbsp;&nbsp;305569 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yondoshi Holdings, <br>Inc.<br>| 7000 | &nbsp;&nbsp;82466 |
|  | Yonex Co. Ltd. | 12100 | &nbsp;&nbsp;255100 |
| # | Yorozu Corp. | 16200 | &nbsp;&nbsp;106700 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yoshinoya Holdings <br>Co. Ltd.<br>| 24300 | &nbsp;&nbsp;479917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yotai Refractories Co. <br>Ltd.<br>| 1000 | &nbsp;&nbsp;11771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuasa Trading Co. <br>Ltd.<br>| 17400 | &nbsp;&nbsp;637718 |
|  | Yurtec Corp. | 29700 | &nbsp;&nbsp;522189 |
| # | Yushin Co. | 2500 | &nbsp;&nbsp;12306 |
|  | Yushiro, Inc. | 9100 | &nbsp;&nbsp;178690 |
|  | Yutaka Giken Co. Ltd. | 2500 | &nbsp;&nbsp;53214 |
|  | Zacros Corp. | 57500 | &nbsp;&nbsp;432938 |
|  | Zaoh Co. Ltd. | 2800 | &nbsp;&nbsp;46463 |
|  | Zenitaka Corp. | 300 | &nbsp;&nbsp;15262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zenkoku Hosho Co. <br>Ltd.<br>| 7400 | &nbsp;&nbsp;147124 |
|  | Zenrin Co. Ltd. | 20700 | &nbsp;&nbsp;140401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zensho Holdings Co. <br>Ltd.<br>| 22650 | &nbsp;&nbsp;1227560 |
|  | Zeon Corp. | 66200 | &nbsp;&nbsp;808953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZERIA Pharmaceutical <br>Co. Ltd.<br>| 14200 | &nbsp;&nbsp;188581 |
| # | ZIGExN Co. Ltd. | 47600 | &nbsp;&nbsp;144313 |
|  | ZOZO, Inc. | 46800 | &nbsp;&nbsp;386542 |
| # | Zuiko Corp. | 5000 | &nbsp;&nbsp;32478 |
| TOTAL JAPAN | TOTAL JAPAN |  | &nbsp;&nbsp;1004607666 |
| NETHERLANDS — (3.2%) | NETHERLANDS — (3.2%) | NETHERLANDS — (3.2%) |  |
|  | Aalberts NV | 88378 | &nbsp;&nbsp;3393585 |
| Ω | ABN AMRO Bank NV | 116605 | &nbsp;&nbsp;4296106 |
|  | Acomo NV | 23124 | &nbsp;&nbsp;682014 |
| \*Ω | Adyen NV | 196 | &nbsp;&nbsp;290637 |
|  | Aegon Ltd. (AEG US) | 1405 | &nbsp;&nbsp;10943 |
|  | Aegon Ltd. (AGN NA) | 431223 | &nbsp;&nbsp;3387031 |
| \* | AFC Ajax NV | 70 | &nbsp;&nbsp;784 |
| # | Akzo Nobel NV | 24264 | &nbsp;&nbsp;1699900 |
|  | Allfunds Group PLC | 184663 | &nbsp;&nbsp;1789583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AMG Critical Materials <br>NV<br>| 31774 | &nbsp;&nbsp;1359284 |
| # | Aperam SA | 30700 | &nbsp;&nbsp;1320972 |
| # | Arcadis NV | 54043 | &nbsp;&nbsp;2427078 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;ArcelorMittal SA (MT <br>US)<br>| 55154 | &nbsp;&nbsp;2976693 |
|  | ASM International NV | 4555 | &nbsp;&nbsp;3825440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASML Holding NV <br>(ASML US)<br>| 22405 | &nbsp;&nbsp;31881845 |
|  | ASR Nederland NV | 123220 | &nbsp;&nbsp;8949548 |
| \*Ω | Basic-Fit NV | 48439 | &nbsp;&nbsp;1846553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BE Semiconductor <br>Industries NV<br>| 4610 | &nbsp;&nbsp;897306 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Brunel International <br>NV<br>| 5047 | &nbsp;&nbsp;44786 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola Europacific <br>Partners PLC<br>| 21542 | &nbsp;&nbsp;$1969878 |
|  | Corbion NV | 48698 | &nbsp;&nbsp;1169691 |
| \* | Flow Traders Ltd. | 16133 | &nbsp;&nbsp;524847 |
|  | ForFarmers NV | 48237 | &nbsp;&nbsp;319004 |
| # | Fugro NV | 27639 | &nbsp;&nbsp;381933 |
|  | HAL Trust | 799 | &nbsp;&nbsp;147478 |
|  | Havas NV | 32752 | &nbsp;&nbsp;676721 |
|  | Heineken NV | 6899 | &nbsp;&nbsp;569510 |
| # | IMCD NV | 17545 | &nbsp;&nbsp;1639974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ING Groep NV (INGA <br>NA)<br>| 269172 | &nbsp;&nbsp;7938123 |
| #\* | InPost SA | 41245 | &nbsp;&nbsp;646466 |
|  | JDE Peet's NV | 13786 | &nbsp;&nbsp;519003 |
|  | Kendrion NV | 8509 | &nbsp;&nbsp;149891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koninklijke Ahold <br>Delhaize NV (AD <br>NA)<br>| 320272 | &nbsp;&nbsp;12522681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koninklijke Ahold <br>Delhaize NV <br>(ADRNY US), <br>Sponsored ADR<br>| 2505 | &nbsp;&nbsp;98186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koninklijke BAM <br>Groep NV<br>| 344750 | &nbsp;&nbsp;3615635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koninklijke Heijmans <br>NV<br>| 34266 | &nbsp;&nbsp;2792005 |
|  | Koninklijke KPN NV | 1328152 | &nbsp;&nbsp;6504641 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Koninklijke Philips NV <br>(PHG US)<br>| 46095 | &nbsp;&nbsp;1322930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koninklijke Philips NV <br>(PHIA NA)<br>| 65477 | &nbsp;&nbsp;1880225 |
|  | Koninklijke Vopak NV | 35338 | &nbsp;&nbsp;1763682 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Magnum Ice Cream <br>Co. NV MICC US<br>| 43027 | &nbsp;&nbsp;763729 |
|  | Nedap NV | 4008 | &nbsp;&nbsp;413702 |
|  | NN Group NV | 127886 | &nbsp;&nbsp;10137165 |
|  | PostNL NV | 41575 | &nbsp;&nbsp;58219 |
|  | Prosus NV (PRX NA) | 20259 | &nbsp;&nbsp;1164918 |
|  | Randstad NV | 36850 | &nbsp;&nbsp;1318734 |
|  | SBM Offshore NV | 119842 | &nbsp;&nbsp;4304753 |
| Ω | Signify NV | 25739 | &nbsp;&nbsp;546427 |
|  | TKH Group NV | 30012 | &nbsp;&nbsp;1317064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Music <br>Group NV<br>| 80019 | &nbsp;&nbsp;1961869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Van Lanschot Kempen <br>NV<br>| 27463 | &nbsp;&nbsp;1665331 |
|  | Wolters Kluwer NV | 11555 | &nbsp;&nbsp;1085049 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | &nbsp;&nbsp;142969552 |
| NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) |  |
|  | a2 Milk Co. Ltd.  | 22425 | &nbsp;&nbsp;133265 |
|  | Air New Zealand Ltd. | 1724383 | &nbsp;&nbsp;601996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Auckland International <br>Airport Ltd.<br>| 58868 | &nbsp;&nbsp;293342 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Channel Infrastructure <br>NZ Ltd.<br>| 454999 | &nbsp;&nbsp;797959 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chorus Ltd. (CHRYY <br>US), ADR<br>| 462 | &nbsp;&nbsp;$13061 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chorus Ltd. (CNU <br>NZ)<br>| 296781 | &nbsp;&nbsp;1697046 |
|  | Contact Energy Ltd. | 152976 | &nbsp;&nbsp;862146 |
|  | EBOS Group Ltd. | 9303 | &nbsp;&nbsp;144119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fisher & Paykel <br>Healthcare Corp. <br>Ltd.<br>| 12036 | &nbsp;&nbsp;281177 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fletcher Building Ltd. <br>(FBU NZ)<br>| 63991 | &nbsp;&nbsp;143863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fonterra Co-Operative <br>Group Ltd.<br>| 51432 | &nbsp;&nbsp;253638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Freightways Group <br>Ltd.<br>| 108164 | &nbsp;&nbsp;950042 |
|  | Genesis Energy Ltd. | 345641 | &nbsp;&nbsp;505838 |
| \* | Gentrack Group Ltd. | 12020 | &nbsp;&nbsp;55201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hallenstein Glasson <br>Holdings Ltd.<br>| 43112 | &nbsp;&nbsp;257444 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Heartland Group <br>Holdings Ltd.<br>| 347905 | &nbsp;&nbsp;252359 |
| # | Infratil Ltd. | 26815 | &nbsp;&nbsp;178380 |
| \* | KMD Brands Ltd. | 264315 | &nbsp;&nbsp;43644 |
|  | Mainfreight Ltd. | 5267 | &nbsp;&nbsp;213207 |
|  | Mercury NZ Ltd. | 17602 | &nbsp;&nbsp;67152 |
|  | Meridian Energy Ltd. | 43045 | &nbsp;&nbsp;146025 |
|  | NZME Ltd. (NZM AU) | 54625 | &nbsp;&nbsp;37317 |
|  | NZX Ltd. | 256254 | &nbsp;&nbsp;232832 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oceania Healthcare <br>Ltd.<br>| 361394 | &nbsp;&nbsp;184063 |
|  | Port of Tauranga Ltd. | 11458 | &nbsp;&nbsp;55334 |
| \* | Rakon Ltd. | 14114 | &nbsp;&nbsp;12011 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ryman Healthcare <br>Ltd.<br>| 2707 | &nbsp;&nbsp;4537 |
|  | Sanford Ltd. | 26296 | &nbsp;&nbsp;115754 |
|  | Scales Corp. Ltd. | 117162 | &nbsp;&nbsp;405168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Skellerup Holdings <br>Ltd.<br>| 138511 | &nbsp;&nbsp;431289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SKY Network <br>Television Ltd.<br>| 205982 | &nbsp;&nbsp;413715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Spark New Zealand <br>Ltd.<br>| 58373 | &nbsp;&nbsp;79455 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Steel & Tube Holdings <br>Ltd.<br>| 35435 | &nbsp;&nbsp;14259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Summerset Group <br>Holdings Ltd.<br>| 175958 | &nbsp;&nbsp;1223705 |
| # | Tourism Holdings Ltd. | 41587 | &nbsp;&nbsp;64544 |
|  | TOWER Ltd. | 236293 | &nbsp;&nbsp;274678 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Turners Automotive <br>Group Ltd.<br>| 37392 | &nbsp;&nbsp;194039 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Vista Group <br>International Ltd.<br>| 33997 | &nbsp;&nbsp;37938 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  | &nbsp;&nbsp;11671542 |
| NORWAY — (0.8%) | NORWAY — (0.8%) | NORWAY — (0.8%) |  |
|  | 2020 Bulkers Ltd. | 24539 | &nbsp;&nbsp;364426 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ABG Sundal Collier <br>Holding ASA<br>| 110906 | &nbsp;&nbsp;$93325 |
|  | AF Gruppen ASA | 3992 | &nbsp;&nbsp;76442 |
|  | Akastor ASA | 92173 | &nbsp;&nbsp;128213 |
| \* | Aker BioMarine ASA | 6059 | &nbsp;&nbsp;60858 |
|  | Aker BP ASA | 84240 | &nbsp;&nbsp;2479847 |
|  | Aker Solutions ASA | 126553 | &nbsp;&nbsp;462431 |
|  | Archer Ltd. | 83567 | &nbsp;&nbsp;220340 |
|  | Atea ASA | 7000 | &nbsp;&nbsp;112020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Austevoll Seafood <br>ASA<br>| 42169 | &nbsp;&nbsp;405373 |
|  | B2 Impact ASA | 175571 | &nbsp;&nbsp;378808 |
|  | Bluenord ASA | 11545 | &nbsp;&nbsp;539625 |
|  | Bonheur ASA | 15677 | &nbsp;&nbsp;410380 |
|  | Borregaard ASA | 13213 | &nbsp;&nbsp;265904 |
|  | Bouvet ASA | 30606 | &nbsp;&nbsp;184921 |
| \* | BW Energy Ltd. | 24279 | &nbsp;&nbsp;117040 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;BW LPG Ltd. BWLPG <br>NO<br>| 65805 | &nbsp;&nbsp;1041735 |
|  | BW Offshore Ltd. | 76793 | &nbsp;&nbsp;374218 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cadeler AS (CADLR <br>NO)<br>| 6861 | &nbsp;&nbsp;40843 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cloudberry Clean <br>Energy ASA<br>| 136617 | &nbsp;&nbsp;175569 |
| # | DNB Bank ASA | 72761 | &nbsp;&nbsp;2086301 |
|  | DNO ASA | 441180 | &nbsp;&nbsp;749374 |
| #Ω | Elkem ASA | 19198 | &nbsp;&nbsp;57031 |
| Ω | Elmera Group ASA | 31350 | &nbsp;&nbsp;130904 |
|  | Elopak ASA | 5465 | &nbsp;&nbsp;28403 |
|  | Equinor ASA | 170382 | &nbsp;&nbsp;4579614 |
| Ω | Europris ASA | 48152 | &nbsp;&nbsp;442367 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;FLEX LNG Ltd. <br>(FLNG NO)<br>| 8683 | &nbsp;&nbsp;231839 |
|  | Frontline PLC | 17269 | &nbsp;&nbsp;491552 |
| #\* | Grieg Seafood ASA | 47153 | &nbsp;&nbsp;365107 |
|  | Hafnia Ltd. | 98686 | &nbsp;&nbsp;604930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hoegh Autoliners <br>ASA<br>| 37626 | &nbsp;&nbsp;419262 |
| Ω | Kid ASA | 18840 | &nbsp;&nbsp;243803 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Klaveness <br>Combination <br>Carriers ASA<br>| 21372 | &nbsp;&nbsp;196298 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kongsberg Automotive <br>ASA<br>| 580364 | &nbsp;&nbsp;130144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kongsberg Gruppen <br>ASA<br>| 12485 | &nbsp;&nbsp;428873 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;LINK Mobility Group <br>Holding ASA<br>| 177824 | &nbsp;&nbsp;620094 |
|  | Mowi ASA | 9964 | &nbsp;&nbsp;229700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MPC Container Ships <br>ASA<br>| 459649 | &nbsp;&nbsp;890810 |
| Ω | Multiconsult ASA | 4663 | &nbsp;&nbsp;82329 |
|  | Norbit ASA | 10762 | &nbsp;&nbsp;206845 |
|  | Norsk Hydro ASA | 68832 | &nbsp;&nbsp;611082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Norwegian Air Shuttle <br>ASA<br>| 23557 | &nbsp;&nbsp;39763 |
| \* | NRC Group ASA | 17504 | &nbsp;&nbsp;16634 |
|  | Odfjell Drilling Ltd. | 130474 | &nbsp;&nbsp;1298670 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |  |
|  | Odfjell SE, Class A | 16596 | &nbsp;&nbsp;$234122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Odfjell Technology <br>Ltd.<br>| 18940 | &nbsp;&nbsp;115643 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Okeanis Eco Tankers <br>Corp.<br>| 8821 | &nbsp;&nbsp;355728 |
| \* | Otello Corp. ASA | 30522 | &nbsp;&nbsp;57834 |
|  | Pareto Bank ASA | 40928 | &nbsp;&nbsp;343987 |
|  | Petronor E&P ASA | 34774 | &nbsp;&nbsp;37184 |
|  | Pexip Holding ASA | 11294 | &nbsp;&nbsp;90471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Protector Forsikring <br>ASA<br>| 3303 | &nbsp;&nbsp;178927 |
|  | Rana Gruber ASA | 19455 | &nbsp;&nbsp;156933 |
| # | Salmar ASA | 2144 | &nbsp;&nbsp;127737 |
|  | SATS ASA | 54883 | &nbsp;&nbsp;228749 |
| \*Ω | Scatec ASA | 69753 | &nbsp;&nbsp;833302 |
| \* | Sea1 offshore, Inc. | 94163 | &nbsp;&nbsp;244156 |
|  | Selvaag Bolig ASA | 13851 | &nbsp;&nbsp;49872 |
| #\* | SmartCraft ASA | 2025 | &nbsp;&nbsp;4551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Solstad Maritime <br>Holding AS<br>| 80173 | &nbsp;&nbsp;181838 |
|  | Solstad Offshore ASA | 45618 | &nbsp;&nbsp;241410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SpareBank 1 <br>Helgeland<br>| 1689 | &nbsp;&nbsp;29790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sparebank 1 <br>Oestlandet<br>| 19094 | &nbsp;&nbsp;388126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SpareBank 1 <br>Sor-Norge ASA<br>| 58908 | &nbsp;&nbsp;1187549 |
|  | Sparebanken More | 18411 | &nbsp;&nbsp;209451 |
|  | Sparebanken Norge | 9734 | &nbsp;&nbsp;193924 |
|  | Stolt-Nielsen Ltd. | 26310 | &nbsp;&nbsp;825324 |
|  | Storebrand ASA | 145754 | &nbsp;&nbsp;2550674 |
|  | Subsea 7 SA | 41782 | &nbsp;&nbsp;1068035 |
|  | Telenor ASA | 27833 | &nbsp;&nbsp;469059 |
|  | TGS ASA | 11412 | &nbsp;&nbsp;120286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TOMRA Systems <br>ASA<br>| 15468 | &nbsp;&nbsp;205201 |
|  | Var Energi ASA | 69151 | &nbsp;&nbsp;252846 |
|  | Veidekke ASA | 40659 | &nbsp;&nbsp;749287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wallenius Wilhelmsen <br>ASA<br>| 55034 | &nbsp;&nbsp;639424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wilh Wilhelmsen <br>Holding ASA, <br>Class A<br>| 10620 | &nbsp;&nbsp;756113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yara International <br>ASA<br>| 5472 | &nbsp;&nbsp;251508 |
|  | Zalaris ASA | 1767 | &nbsp;&nbsp;16424 |
| TOTAL NORWAY | TOTAL NORWAY |  | &nbsp;&nbsp;36509512 |
| PORTUGAL — (0.4%) | PORTUGAL — (0.4%) | PORTUGAL — (0.4%) |  |
| # | Altri SGPS SA | 72816 | &nbsp;&nbsp;373615 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Banco Comercial <br>Portugues SA, <br>Class R<br>| 7922217 | &nbsp;&nbsp;8575023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CTT-Correios de <br>Portugal SA<br>| 77262 | &nbsp;&nbsp;621617 |
|  | EDP Renovaveis SA | 20774 | &nbsp;&nbsp;315586 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| PORTUGAL — (Continued) | PORTUGAL — (Continued) | PORTUGAL — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Galp Energia SGPS <br>SA<br>| 169190 | &nbsp;&nbsp;$3366480 |
|  | Ibersol SGPS SA | 18452 | &nbsp;&nbsp;232837 |
| # | Mota-Engil SGPS SA | 62031 | &nbsp;&nbsp;327628 |
| # | Navigator Co. SA | 221246 | &nbsp;&nbsp;837469 |
|  | NOS SGPS SA | 258127 | &nbsp;&nbsp;1341869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Semapa-Sociedade <br>de Investimento e <br>Gestao<br>| 13836 | &nbsp;&nbsp;367001 |
|  | Sonae SGPS SA | 678187 | &nbsp;&nbsp;1423201 |
| \* | Teixeira Duarte SA | 277095 | &nbsp;&nbsp;157431 |
| TOTAL PORTUGAL | TOTAL PORTUGAL |  | &nbsp;&nbsp;17939757 |
| SINGAPORE — (1.1%) | SINGAPORE — (1.1%) | SINGAPORE — (1.1%) |  |
| #\* | AEM Holdings Ltd. | 159800 | &nbsp;&nbsp;242798 |
|  | Aztech Global Ltd. | 115300 | &nbsp;&nbsp;59774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banyan Tree Holdings <br>Ltd.<br>| 154900 | &nbsp;&nbsp;81740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boustead Singapore <br>Ltd.<br>| 303152 | &nbsp;&nbsp;465475 |
|  | BRC Asia Ltd. | 22000 | &nbsp;&nbsp;72403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bukit Sembawang <br>Estates Ltd.<br>| 90500 | &nbsp;&nbsp;363886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bund Center <br>Investment Ltd.<br>| 22000 | &nbsp;&nbsp;7388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CapitaLand <br>Investment Ltd.<br>| 197501 | &nbsp;&nbsp;478175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Aviation Oil <br>Singapore Corp. <br>Ltd.<br>| 191200 | &nbsp;&nbsp;262847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Sunsine <br>Chemical Holdings <br>Ltd.<br>| 373900 | &nbsp;&nbsp;214870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;City Developments <br>Ltd.<br>| 72500 | &nbsp;&nbsp;528277 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;COSCO Shipping <br>International <br>Singapore Co. Ltd.<br>| 1001700 | &nbsp;&nbsp;92083 |
|  | CSE Global Ltd. | 690042 | &nbsp;&nbsp;609216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DBS Group Holdings <br>Ltd.<br>| 101027 | &nbsp;&nbsp;4695973 |
|  | Delfi Ltd. | 369700 | &nbsp;&nbsp;259252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DFI Retail Group <br>Holdings Ltd.<br>| 81700 | &nbsp;&nbsp;336410 |
| \*†† | Ezion Holdings Ltd. | 70344 | &nbsp;&nbsp;0 |
| #\*†† | Ezra Holdings Ltd. | 730927 | &nbsp;&nbsp;0 |
|  | Far East Orchard Ltd. | 142920 | &nbsp;&nbsp;146133 |
|  | First Resources Ltd. | 529400 | &nbsp;&nbsp;890462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Food Empire Holdings <br>Ltd.<br>| 172500 | &nbsp;&nbsp;365052 |
|  | Fraser & Neave Ltd. | 10400 | &nbsp;&nbsp;12501 |
|  | Frasers Property Ltd. | 115500 | &nbsp;&nbsp;102354 |
| # | Frencken Group Ltd. | 416100 | &nbsp;&nbsp;547180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genting Singapore <br>Ltd.<br>| 384500 | &nbsp;&nbsp;221990 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Geo Energy <br>Resources Ltd.<br>| 537300 | &nbsp;&nbsp;179934 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Golden <br>Agri-Resources <br>Ltd.<br>| 3665100 | &nbsp;&nbsp;$831970 |
|  | GuocoLand Ltd. | 157833 | &nbsp;&nbsp;334630 |
|  | Haw Par Corp. Ltd. | 79700 | &nbsp;&nbsp;1025624 |
|  | Ho Bee Land Ltd. | 141800 | &nbsp;&nbsp;271852 |
|  | Hong Fok Corp. Ltd. | 293080 | &nbsp;&nbsp;196519 |
|  | Hong Leong Asia Ltd. | 224400 | &nbsp;&nbsp;605658 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hong Leong Finance <br>Ltd.<br>| 183200 | &nbsp;&nbsp;395770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hongkong Land <br>Holdings Ltd.<br>| 138100 | &nbsp;&nbsp;1171761 |
|  | Hour Glass Ltd. | 208200 | &nbsp;&nbsp;366326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hutchison Port <br>Holdings Trust<br>| 3829500 | &nbsp;&nbsp;880823 |
| \*†† | Hyflux Ltd. | 455600 | &nbsp;&nbsp;0 |
|  | iFAST Corp. Ltd. | 55900 | &nbsp;&nbsp;463555 |
|  | ISDN Holdings Ltd. | 159169 | &nbsp;&nbsp;50230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jardine Cycle & <br>Carriage Ltd.<br>| 46444 | &nbsp;&nbsp;1158415 |
|  | Keppel Ltd. | 38300 | &nbsp;&nbsp;329488 |
|  | KSH Holdings Ltd. | 82000 | &nbsp;&nbsp;22216 |
|  | LHN Ltd. | 55600 | &nbsp;&nbsp;29718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marco Polo Marine <br>Ltd.<br>| 2024500 | &nbsp;&nbsp;239154 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mermaid Maritime <br>PCL<br>| 531400 | &nbsp;&nbsp;52464 |
| #\*†† | Midas Holdings Ltd. | 1120000 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nanofilm Technologies <br>International Ltd.<br>| 11500 | &nbsp;&nbsp;5167 |
|  | Netlink NBN Trust | 125100 | &nbsp;&nbsp;96240 |
| \* | Oceanus Group Ltd. | 2050000 | &nbsp;&nbsp;6301 |
| # | Olam Group Ltd. | 254035 | &nbsp;&nbsp;178441 |
| # | OUE Ltd. | 114700 | &nbsp;&nbsp;106374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oversea-Chinese <br>Banking Corp. Ltd.<br>| 188346 | &nbsp;&nbsp;3143408 |
|  | Pan-United Corp. Ltd. | 84950 | &nbsp;&nbsp;76931 |
|  | Propnex Ltd. | 72000 | &nbsp;&nbsp;124044 |
|  | QAF Ltd. | 150253 | &nbsp;&nbsp;112706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raffles Medical Group <br>Ltd.<br>| 184698 | &nbsp;&nbsp;144595 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Rex International <br>Holding Ltd.<br>| 921400 | &nbsp;&nbsp;113537 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Riverstone Holdings <br>Ltd.<br>| 46100 | &nbsp;&nbsp;27733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samudera Shipping <br>Line Ltd.<br>| 331600 | &nbsp;&nbsp;289597 |
|  | SATS Ltd. | 48392 | &nbsp;&nbsp;144167 |
|  | Seatrium Ltd. | 743922 | &nbsp;&nbsp;1233715 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sembcorp Industries <br>Ltd.<br>| 330100 | &nbsp;&nbsp;1564171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sheng Siong Group <br>Ltd.<br>| 408200 | &nbsp;&nbsp;873090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sing Investments & <br>Finance Ltd.<br>| 20250 | &nbsp;&nbsp;26465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Singapore Airlines <br>Ltd.<br>| 573250 | &nbsp;&nbsp;2861672 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Singapore Exchange <br>Ltd.<br>| 175700 | &nbsp;&nbsp;$2434517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Singapore Land <br>Group Ltd.<br>| 104584 | &nbsp;&nbsp;287259 |
| # | Singapore Post Ltd. | 973100 | &nbsp;&nbsp;302144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Singapore <br>Technologies <br>Engineering Ltd.<br>| 220100 | &nbsp;&nbsp;1692038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Singapore <br>Telecommunications <br>Ltd.<br>| 23200 | &nbsp;&nbsp;83722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stamford Land Corp. <br>Ltd.<br>| 471811 | &nbsp;&nbsp;183530 |
|  | StarHub Ltd. | 78300 | &nbsp;&nbsp;70035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Straits Trading Co. <br>Ltd.<br>| 97340 | &nbsp;&nbsp;137132 |
| \*†† | Swiber Holdings Ltd. | 189500 | &nbsp;&nbsp;0 |
|  | Tai Sin Electric Ltd. | 29600 | &nbsp;&nbsp;11605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tiong Woon Corp. <br>Holding Ltd.<br>| 71100 | &nbsp;&nbsp;55056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tuan Sing Holdings <br>Ltd.<br>| 138661 | &nbsp;&nbsp;37710 |
| # | UMS Integration Ltd. | 382283 | &nbsp;&nbsp;402961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Overseas Bank <br>Ltd.<br>| 142582 | &nbsp;&nbsp;4297298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UOB-Kay Hian <br>Holdings Ltd.<br>| 323004 | &nbsp;&nbsp;800731 |
|  | UOL Group Ltd. | 94587 | &nbsp;&nbsp;807827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valuetronics Holdings <br>Ltd.<br>| 270700 | &nbsp;&nbsp;186366 |
|  | Venture Corp. Ltd. | 66200 | &nbsp;&nbsp;850082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wee Hur Holdings <br>Ltd.<br>| 169300 | &nbsp;&nbsp;118448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wilmar International <br>Ltd.<br>| 93600 | &nbsp;&nbsp;249916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wing Tai Holdings <br>Ltd.<br>| 281768 | &nbsp;&nbsp;365247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yangzijiang <br>Shipbuilding <br>Holdings Ltd.<br>| 1009700 | &nbsp;&nbsp;2651787 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | &nbsp;&nbsp;46816111 |
| SPAIN — (3.0%) | SPAIN — (3.0%) | SPAIN — (3.0%) |  |
|  | Acciona SA | 9885 | &nbsp;&nbsp;2124442 |
|  | Acerinox SA | 117835 | &nbsp;&nbsp;1750398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ACS Actividades de <br>Construccion y <br>Servicios SA<br>| 55302 | &nbsp;&nbsp;6204691 |
| Ω | Aedas Homes SA | 3698 | &nbsp;&nbsp;104999 |
| Ω | Aena SME SA | 145600 | &nbsp;&nbsp;4521979 |
|  | Alantra Partners SA | 5810 | &nbsp;&nbsp;63065 |
|  | Almirall SA | 26738 | &nbsp;&nbsp;400251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amadeus IT Group <br>SA<br>| 99529 | &nbsp;&nbsp;6673085 |
| \* | Amper SA | 257385 | &nbsp;&nbsp;57982 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Atresmedia Corp. de <br>Medios de <br>Comunicacion SA<br>| 59052 | &nbsp;&nbsp;$367469 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Audax Renovables <br>SA<br>| 28289 | &nbsp;&nbsp;44148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya <br>Argentaria SA <br>(BBVA SM)<br>| 638886 | &nbsp;&nbsp;16217252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco de Sabadell <br>SA<br>| 4364413 | &nbsp;&nbsp;17120644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Santander SA <br>(SAN SM)<br>| 589465 | &nbsp;&nbsp;7526326 |
|  | Bankinter SA | 579148 | &nbsp;&nbsp;9886040 |
|  | CaixaBank SA | 621280 | &nbsp;&nbsp;8201005 |
| Ω | Cellnex Telecom SA | 4358 | &nbsp;&nbsp;134794 |
|  | CIE Automotive SA | 26019 | &nbsp;&nbsp;886346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Construcciones y <br>Auxiliar de <br>Ferrocarriles SA<br>| 15777 | &nbsp;&nbsp;1051745 |
|  | Ebro Foods SA | 24864 | &nbsp;&nbsp;541922 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;eDreams ODIGEO <br>SA<br>| 21506 | &nbsp;&nbsp;88982 |
|  | Elecnor SA | 21392 | &nbsp;&nbsp;681867 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Ence Energia y <br>Celulosa SA<br>| 74969 | &nbsp;&nbsp;197411 |
|  | Endesa SA | 103428 | &nbsp;&nbsp;3818016 |
| \* | Ercros SA | 80582 | &nbsp;&nbsp;326528 |
|  | Faes Farma SA | 178154 | &nbsp;&nbsp;1104555 |
|  | Ferrovial SE | 6570 | &nbsp;&nbsp;443771 |
|  | Fluidra SA | 5471 | &nbsp;&nbsp;159142 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Gestamp Automocion <br>SA<br>| 66763 | &nbsp;&nbsp;239368 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Global Dominion <br>Access SA<br>| 35691 | &nbsp;&nbsp;147407 |
|  | Grifols SA | 61816 | &nbsp;&nbsp;790876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Empresarial <br>San Jose SA<br>| 8089 | &nbsp;&nbsp;79666 |
|  | Iberdrola SA | 530 | &nbsp;&nbsp;11889 |
|  | Iberdrola SA IBE SM | 38730 | &nbsp;&nbsp;870761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Iberpapel Gestion SA <br>(IBG SM)<br>| 7699 | &nbsp;&nbsp;191766 |
|  | Indra Sistemas SA | 80889 | &nbsp;&nbsp;5228149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Industria de Diseno <br>Textil SA<br>| 104163 | &nbsp;&nbsp;6777896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Laboratorio Reig Jofre <br>SA<br>| 5918 | &nbsp;&nbsp;19299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Laboratorios <br>Farmaceuticos Rovi <br>SA<br>| 2623 | &nbsp;&nbsp;223955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Linea Directa <br>Aseguradora SA <br>Cia de Seguros y <br>Reaseguros<br>| 19991 | &nbsp;&nbsp;27880 |
|  | Logista Integral SA | 33132 | &nbsp;&nbsp;1208546 |
|  | Mapfre SA | 384648 | &nbsp;&nbsp;1760047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Melia Hotels <br>International SA<br>| 71366 | &nbsp;&nbsp;636730 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Miquel y Costas & <br>Miquel SA<br>| 12334 | &nbsp;&nbsp;$204798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Naturgy Energy Group <br>SA<br>| 8341 | &nbsp;&nbsp;261915 |
| Ω | Neinor Homes SA | 23065 | &nbsp;&nbsp;549586 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Obrascon Huarte Lain <br>SA<br>| 143384 | &nbsp;&nbsp;60919 |
| Ω | Prosegur Cash SA | 141122 | &nbsp;&nbsp;107256 |
|  | Repsol SA (REP SM) | 392409 | &nbsp;&nbsp;7730886 |
|  | Sacyr SA | 4957 | &nbsp;&nbsp;23303 |
|  | Sacyr SA SCYR SM | 396624 | &nbsp;&nbsp;1866350 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Solaria Energia y <br>Medio Ambiente <br>SA<br>| 17755 | &nbsp;&nbsp;391590 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tecnicas Reunidas <br>SA<br>| 40468 | &nbsp;&nbsp;1532303 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Telefonica SA (TEF <br>SM)<br>| 1298032 | &nbsp;&nbsp;5254819 |
| # | Tubacex SA | 103423 | &nbsp;&nbsp;422552 |
| Ω | Unicaja Banco SA | 915509 | &nbsp;&nbsp;3137345 |
|  | Vidrala SA | 12410 | &nbsp;&nbsp;1296496 |
|  | Viscofan SA | 23053 | &nbsp;&nbsp;1547101 |
| TOTAL SPAIN | TOTAL SPAIN |  | &nbsp;&nbsp;133300309 |
| SWEDEN — (2.6%) | SWEDEN — (2.6%) | SWEDEN — (2.6%) |  |
| # | AAK AB | 6365 | &nbsp;&nbsp;178105 |
| Ω | AcadeMedia AB | 148168 | &nbsp;&nbsp;1569991 |
|  | AddLife AB, Class B | 4638 | &nbsp;&nbsp;71049 |
|  | Addnode Group AB | 35044 | &nbsp;&nbsp;336806 |
|  | AddTech AB, Class B | 24659 | &nbsp;&nbsp;800653 |
|  | AFRY AB | 70644 | &nbsp;&nbsp;1120978 |
|  | Alfa Laval AB | 13370 | &nbsp;&nbsp;774421 |
| Ω | Alimak Group AB | 3407 | &nbsp;&nbsp;52166 |
|  | Alleima AB | 102120 | &nbsp;&nbsp;892500 |
|  | Alligo AB, Class B | 23010 | &nbsp;&nbsp;327276 |
| Ω | Ambea AB | 149513 | &nbsp;&nbsp;2279998 |
|  | AQ Group AB | 36184 | &nbsp;&nbsp;796446 |
|  | Arjo AB, Class B | 187661 | &nbsp;&nbsp;562565 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Assa Abloy AB, <br>Class B<br>| 17058 | &nbsp;&nbsp;689722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atlas Copco AB <br>(ATCOA SS), <br>Class A<br>| 60953 | &nbsp;&nbsp;1256984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atlas Copco AB <br>(ATCOB SS), <br>Class B<br>| 39847 | &nbsp;&nbsp;716754 |
| Ω | Attendo AB | 233959 | &nbsp;&nbsp;2335496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Avanza Bank Holding <br>AB<br>| 19515 | &nbsp;&nbsp;760351 |
| # | Axfood AB | 25059 | &nbsp;&nbsp;858555 |
|  | Beijer Alma AB | 23618 | &nbsp;&nbsp;701870 |
|  | Beijer Ref AB | 1784 | &nbsp;&nbsp;25395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bergman & Beving <br>AB<br>| 26014 | &nbsp;&nbsp;809315 |
|  | Betsson AB, Class B | 111000 | &nbsp;&nbsp;1303316 |
| #\* | Better Collective AS | 11415 | &nbsp;&nbsp;136128 |
| \* | BHG Group AB | 146592 | &nbsp;&nbsp;504957 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |  |
|  | Bilia AB, Class A | 73360 | &nbsp;&nbsp;$1039464 |
|  | Billerud Aktiebolag | 97388 | &nbsp;&nbsp;787489 |
|  | Bjorn Borg AB | 12770 | &nbsp;&nbsp;84042 |
| \* | Boliden AB | 34676 | &nbsp;&nbsp;2428246 |
| \* | Bonava AB, Class B | 261993 | &nbsp;&nbsp;383732 |
| Ω | Bravida Holding AB | 63022 | &nbsp;&nbsp;620898 |
|  | Bufab AB | 31115 | &nbsp;&nbsp;344422 |
|  | Bulten AB | 14447 | &nbsp;&nbsp;80584 |
|  | Bure Equity AB | 46583 | &nbsp;&nbsp;1150199 |
|  | Byggmax Group AB | 105353 | &nbsp;&nbsp;668780 |
|  | Catella AB | 17923 | &nbsp;&nbsp;54850 |
|  | Cellavision AB | 1475 | &nbsp;&nbsp;24380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Clas Ohlson AB, <br>Class B<br>| 53721 | &nbsp;&nbsp;1839449 |
|  | Cloetta AB, Class B | 172079 | &nbsp;&nbsp;841698 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Coffee Stain Group <br>AB, Class B<br>| 37682 | &nbsp;&nbsp;78431 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Coor Service <br>Management <br>Holding AB<br>| 35669 | &nbsp;&nbsp;211590 |
|  | Duni AB | 6770 | &nbsp;&nbsp;79625 |
| \* | Dynavox Group AB | 49970 | &nbsp;&nbsp;488862 |
|  | Eastnine AB | 50738 | &nbsp;&nbsp;283722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Electrolux <br>Professional AB, <br>Class B<br>| 24801 | &nbsp;&nbsp;170889 |
|  | Elekta AB, Class B | 17723 | &nbsp;&nbsp;113927 |
| #\* | Embracer Group AB | 37682 | &nbsp;&nbsp;206403 |
| #\* | Enad Global 7 AB | 25501 | &nbsp;&nbsp;35169 |
| \* | Enea AB | 5862 | &nbsp;&nbsp;44061 |
| # | Engcon AB | 5725 | &nbsp;&nbsp;51358 |
|  | Ependion AB | 18185 | &nbsp;&nbsp;217152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Epiroc AB (EPIA SS), <br>Class A<br>| 18178 | &nbsp;&nbsp;509587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Epiroc AB (EPIB SS), <br>Class B<br>| 10758 | &nbsp;&nbsp;268273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Essity AB (ESSITYA <br>SS), Class A<br>| 1404 | &nbsp;&nbsp;41402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Essity AB (ESSITYB <br>SS), Class B<br>| 23376 | &nbsp;&nbsp;692132 |
|  | Ework Group AB | 1655 | &nbsp;&nbsp;17693 |
|  | Fagerhult Group AB | 4700 | &nbsp;&nbsp;19814 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fastighetsbolaget <br>Emilshus AB, <br>Class B<br>| 817 | &nbsp;&nbsp;4872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fenix Outdoor <br>International AG<br>| 105 | &nbsp;&nbsp;6183 |
|  | Getinge AB, Class B | 20594 | &nbsp;&nbsp;451262 |
|  | Granges AB | 85123 | &nbsp;&nbsp;1428395 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gruvaktiebolaget <br>Viscaria<br>| 40801 | &nbsp;&nbsp;92734 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;H & M Hennes & <br>Mauritz AB, <br>Class B<br>| 81909 | &nbsp;&nbsp;1640239 |
|  | Hanza AB | 20067 | &nbsp;&nbsp;313559 |
|  | Hemnet Group AB | 20795 | &nbsp;&nbsp;331603 |
|  | Hexagon AB, Class B | 2693 | &nbsp;&nbsp;30364 |
|  | Hexpol AB | 49640 | &nbsp;&nbsp;406288 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |  |
| \* | HMS Networks AB | 5349 | &nbsp;&nbsp;$241127 |
| Ω | Hoist Finance AB | 49155 | &nbsp;&nbsp;691458 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Holmen AB (HOLMB <br>SS), Class B<br>| 11216 | &nbsp;&nbsp;420408 |
|  | Humana AB | 63418 | &nbsp;&nbsp;338380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Husqvarna AB <br>(HUSQA SS), <br>Class A<br>| 5896 | &nbsp;&nbsp;30110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Husqvarna AB <br>(HUSQB SS), <br>Class B<br>| 57812 | &nbsp;&nbsp;295337 |
|  | Indutrade AB | 10461 | &nbsp;&nbsp;245577 |
|  | Instalco AB | 138377 | &nbsp;&nbsp;394700 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;International <br>Petroleum Corp. <br>(IPCO CN)<br>| 4171 | &nbsp;&nbsp;86994 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;International <br>Petroleum Corp. <br>(IPCO SS)<br>| 100721 | &nbsp;&nbsp;2105204 |
|  | INVISIO AB | 1764 | &nbsp;&nbsp;51617 |
|  | Inwido AB | 64392 | &nbsp;&nbsp;1108334 |
|  | JM AB | 30901 | &nbsp;&nbsp;475519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kabe Group AB, <br>Class B<br>| 3063 | &nbsp;&nbsp;71506 |
| \* | Karnov Group AB | 38246 | &nbsp;&nbsp;420231 |
|  | KNOW IT AB | 21230 | &nbsp;&nbsp;278002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lagercrantz Group <br>AB, Class B<br>| 52614 | &nbsp;&nbsp;1152804 |
|  | Lifco AB, Class B | 7820 | &nbsp;&nbsp;268711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lime Technologies <br>AB<br>| 3344 | &nbsp;&nbsp;95449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lindab International <br>AB<br>| 30973 | &nbsp;&nbsp;651122 |
|  | Loomis AB | 49045 | &nbsp;&nbsp;2035183 |
| \* | Medcap AB | 4609 | &nbsp;&nbsp;254370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Medicover AB, <br>Class B<br>| 10079 | &nbsp;&nbsp;229366 |
|  | MEKO AB | 20610 | &nbsp;&nbsp;163821 |
|  | Midsona AB, Class B | 14941 | &nbsp;&nbsp;16529 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Modern Times Group <br>MTG AB, Class B<br>| 48652 | &nbsp;&nbsp;567936 |
|  | Momentum Group AB | 21198 | &nbsp;&nbsp;313013 |
| Ω | Munters Group AB | 39397 | &nbsp;&nbsp;777841 |
|  | Mycronic AB | 29374 | &nbsp;&nbsp;676134 |
|  | NCC AB, Class B | 86929 | &nbsp;&nbsp;2225969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nederman Holding <br>AB<br>| 5172 | &nbsp;&nbsp;83531 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Net Insight AB, <br>Class B<br>| 87004 | &nbsp;&nbsp;21256 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;New Wave Group AB, <br>Class B<br>| 60213 | &nbsp;&nbsp;722010 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nibe Industrier AB, <br>Class B<br>| 9620 | &nbsp;&nbsp;36852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nilorngruppen AB, <br>Class B<br>| 7451 | &nbsp;&nbsp;54060 |
|  | Nolato AB, Class B | 72214 | &nbsp;&nbsp;471962 |
|  | Nordnet AB publ | 31491 | &nbsp;&nbsp;1018831 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |  |
| \* | Norion Bank AB | 34174 | &nbsp;&nbsp;$260317 |
|  | Note AB | 4418 | &nbsp;&nbsp;82181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OEM International AB, <br>Class B<br>| 10320 | &nbsp;&nbsp;147390 |
| #\* | Orron Energy AB | 7830 | &nbsp;&nbsp;4676 |
|  | Pandox AB | 20998 | &nbsp;&nbsp;453058 |
|  | Peab AB, Class B | 140435 | &nbsp;&nbsp;1403607 |
|  | Proact IT Group AB | 22638 | &nbsp;&nbsp;259103 |
|  | Ratos AB, Class B | 236361 | &nbsp;&nbsp;1010272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RaySearch <br>Laboratories AB<br>| 28650 | &nbsp;&nbsp;611986 |
|  | Rejlers AB | 9352 | &nbsp;&nbsp;191448 |
|  | Rvrc Holding AB | 35929 | &nbsp;&nbsp;276052 |
| # | Saab AB, Class B | 1715 | &nbsp;&nbsp;133809 |
|  | Sandvik AB | 58321 | &nbsp;&nbsp;2302883 |
|  | Scandi Standard AB | 50561 | &nbsp;&nbsp;613216 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Scandic Hotels Group <br>AB<br>| 139436 | &nbsp;&nbsp;1393349 |
| \* | Sdiptech AB, Class B | 18572 | &nbsp;&nbsp;355734 |
|  | Sectra AB, Class B | 24127 | &nbsp;&nbsp;596526 |
|  | Securitas AB, Class B | 86558 | &nbsp;&nbsp;1431401 |
| \*Ω | Sinch AB | 386738 | &nbsp;&nbsp;1158827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Skandinaviska <br>Enskilda Banken AB <br>(SEBA SS), <br>Class A<br>| 163787 | &nbsp;&nbsp;3520507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Skandinaviska <br>Enskilda Banken AB <br>(SEBC SS), <br>Class C<br>| 2134 | &nbsp;&nbsp;47014 |
|  | Skanska AB, Class B | 32847 | &nbsp;&nbsp;997635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SKF AB (SKFA SS), <br>Class A<br>| 6538 | &nbsp;&nbsp;173105 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SKF AB (SKFB SS), <br>Class B<br>| 75257 | &nbsp;&nbsp;1967722 |
|  | SkiStar AB | 28609 | &nbsp;&nbsp;538543 |
|  | Softronic AB, Class B | 12877 | &nbsp;&nbsp;30856 |
|  | Solid Forsakring AB | 14851 | &nbsp;&nbsp;153555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SSAB AB (SSABA <br>SS), Class A<br>| 91373 | &nbsp;&nbsp;755450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SSAB AB (SSABAH <br>FH), Class A<br>| 19797 | &nbsp;&nbsp;163978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SSAB AB (SSABB <br>SS), Class B<br>| 189962 | &nbsp;&nbsp;1562695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SSAB AB (SSABBH <br>FH), Class B<br>| 112074 | &nbsp;&nbsp;921875 |
| \* | Stillfront Group AB | 116224 | &nbsp;&nbsp;71905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Storskogen Group AB, <br>Class B<br>| 556612 | &nbsp;&nbsp;675782 |
|  | Svedbergs Group AB | 4526 | &nbsp;&nbsp;33591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Svenska Cellulosa AB <br>SCA (SCAA SS), <br>Class A<br>| 4829 | &nbsp;&nbsp;60263 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Svenska Cellulosa AB <br>SCA (SCAB SS), <br>Class B<br>| 77203 | &nbsp;&nbsp;966652 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Svenska <br>Handelsbanken AB <br>(SHBA SS), <br>Class A<br>| 49338 | &nbsp;&nbsp;$777816 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Svenska <br>Handelsbanken AB <br>(SHBB SS), <br>Class B<br>| 1033 | &nbsp;&nbsp;27074 |
|  | Sweco AB, Class B | 41777 | &nbsp;&nbsp;692133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Swedbank AB, <br>Class A<br>| 70453 | &nbsp;&nbsp;2739231 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Swedish Orphan <br>Biovitrum AB<br>| 2644 | &nbsp;&nbsp;100407 |
|  | Synsam AB | 76643 | &nbsp;&nbsp;563682 |
|  | Systemair AB | 52762 | &nbsp;&nbsp;513569 |
|  | Tele2 AB, Class B | 246030 | &nbsp;&nbsp;4526591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telefonaktiebolaget <br>LM Ericsson <br>(ERICA SS), <br>Class A<br>| 6776 | &nbsp;&nbsp;73652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telefonaktiebolaget <br>LM Ericsson <br>(ERICB SS), <br>Class B<br>| 647254 | &nbsp;&nbsp;7009866 |
|  | Telia Co. AB | 775558 | &nbsp;&nbsp;3543105 |
|  | TF Bank AB | 16170 | &nbsp;&nbsp;311943 |
| Ω | Thule Group AB | 4392 | &nbsp;&nbsp;105222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trelleborg AB, <br>Class B<br>| 5210 | &nbsp;&nbsp;210829 |
|  | Troax Group AB | 15129 | &nbsp;&nbsp;246826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Truecaller AB, <br>Class B<br>| 120225 | &nbsp;&nbsp;208181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VBG Group AB, <br>Class B<br>| 15984 | &nbsp;&nbsp;690721 |
|  | Vitrolife AB | 5298 | &nbsp;&nbsp;69061 |
|  | Volati AB | 2359 | &nbsp;&nbsp;25217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Volvo AB (VOLVA SS), <br>Class A<br>| 39312 | &nbsp;&nbsp;1428330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Volvo AB (VOLVB <br>SS), Class B<br>| 276710 | &nbsp;&nbsp;10054921 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Volvo Car AB, <br>Class B<br>| 67085 | &nbsp;&nbsp;223870 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;XANO Industri AB, <br>Class B<br>| 499 | &nbsp;&nbsp;5063 |
| TOTAL SWEDEN | TOTAL SWEDEN |  | &nbsp;&nbsp;117011146 |
| SWITZERLAND — (7.1%) | SWITZERLAND — (7.1%) | SWITZERLAND — (7.1%) |  |
|  | ABB Ltd. | 82312 | &nbsp;&nbsp;7086900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Accelleron Industries <br>AG (ACLN SW)<br>| 43933 | &nbsp;&nbsp;4208242 |
|  | Adecco Group AG | 4954 | &nbsp;&nbsp;145580 |
|  | Alcon AG ALC SW | 33230 | &nbsp;&nbsp;2689712 |
| # | Alcon AG ALC US | 59573 | &nbsp;&nbsp;4824222 |
|  | Allreal Holding AG | 11150 | &nbsp;&nbsp;3261518 |
|  | ALSO Holding AG | 5361 | &nbsp;&nbsp;1381543 |
| \* | Amrize Ltd. | 114220 | &nbsp;&nbsp;6042227 |
|  | APG SGA SA | 844 | &nbsp;&nbsp;230318 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |
|  | Arbonia AG | 28816 | &nbsp;&nbsp;$188287 |
| \* | Aryzta AG | 20626 | &nbsp;&nbsp;1462057 |
|  | Ascom Holding AG | 9562 | &nbsp;&nbsp;66322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Autoneum Holding <br>AG<br>| 4725 | &nbsp;&nbsp;772812 |
|  | Avolta AG | 73818 | &nbsp;&nbsp;4519245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banque Cantonale de <br>Geneve<br>| 18920 | &nbsp;&nbsp;680502 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Banque Cantonale <br>Vaudoise<br>| 12534 | &nbsp;&nbsp;1696228 |
|  | Barry Callebaut AG | 146 | &nbsp;&nbsp;257546 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Basilea <br>Pharmaceutica Ag <br>Allschwil<br>| 3065 | &nbsp;&nbsp;214673 |
|  | Belimo Holding AG | 555 | &nbsp;&nbsp;607046 |
|  | Bell Food Group AG | 1891 | &nbsp;&nbsp;542579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Berner Kantonalbank <br>AG<br>| 5413 | &nbsp;&nbsp;2258906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bossard Holding AG, <br>Class A<br>| 6265 | &nbsp;&nbsp;1231220 |
|  | Bucher Industries AG | 7246 | &nbsp;&nbsp;3361450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Burckhardt <br>Compression <br>Holding AG<br>| 2497 | &nbsp;&nbsp;1726292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Burkhalter Holding <br>AG<br>| 2829 | &nbsp;&nbsp;514134 |
|  | Bystronic AG | 460 | &nbsp;&nbsp;160542 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Carlo Gavazzi Holding <br>AG<br>| 203 | &nbsp;&nbsp;41824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cembra Money Bank <br>AG<br>| 28673 | &nbsp;&nbsp;3665326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chocoladefabriken <br>Lindt & Spruengli <br>AG<br>| 6 | &nbsp;&nbsp;886870 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cicor Technologies <br>Ltd.<br>| 2328 | &nbsp;&nbsp;370411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cie Financiere <br>Richemont SA, <br>Class A<br>| 23249 | &nbsp;&nbsp;4512853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cie Financiere <br>Tradition SA, <br>Class BR<br>| 1519 | &nbsp;&nbsp;578673 |
|  | Clariant AG | 33140 | &nbsp;&nbsp;306631 |
| # | Coltene Holding AG | 2682 | &nbsp;&nbsp;191490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COSMO <br>Pharmaceuticals <br>NV<br>| 5288 | &nbsp;&nbsp;792908 |
|  | CPH Group AG | 566 | &nbsp;&nbsp;49399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daetwyler Holding AG, <br>Class BR<br>| 2074 | &nbsp;&nbsp;423888 |
|  | DKSH Holding AG | 25623 | &nbsp;&nbsp;1880013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;dormakaba Holding <br>AG<br>| 21670 | &nbsp;&nbsp;1629642 |
|  | DSM-Firmenich AG | 6231 | &nbsp;&nbsp;491336 |
|  | EFG International AG | 90269 | &nbsp;&nbsp;2306820 |
|  | Emmi AG | 1461 | &nbsp;&nbsp;1480138 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EMS-Chemie Holding <br>AG<br>| 172 | &nbsp;&nbsp;$133725 |
|  | Flughafen Zurich AG | 15555 | &nbsp;&nbsp;4831090 |
|  | Forbo Holding AG | 252 | &nbsp;&nbsp;297608 |
| Ω | Galenica AG | 42842 | &nbsp;&nbsp;5355146 |
|  | Geberit AG | 8236 | &nbsp;&nbsp;6288929 |
|  | Georg Fischer AG | 58377 | &nbsp;&nbsp;3890877 |
|  | Glarner Kantonalbank | 2221 | &nbsp;&nbsp;63175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Helvetia Baloise <br>Holding AG<br>| 52648 | &nbsp;&nbsp;13352621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Holcim AG (HOLN <br>SW)<br>| 114677 | &nbsp;&nbsp;11819625 |
|  | Huber & Suhner AG | 16328 | &nbsp;&nbsp;3302413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hypothekarbank <br>Lenzburg AG<br>| 6 | &nbsp;&nbsp;31499 |
|  | Implenia AG | 14151 | &nbsp;&nbsp;1355213 |
|  | Inficon Holding AG | 4890 | &nbsp;&nbsp;773845 |
|  | Interroll Holding AG | 430 | &nbsp;&nbsp;1035493 |
|  | Investis Holding SA | 2127 | &nbsp;&nbsp;426001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Julius Baer Group <br>Ltd.<br>| 66248 | &nbsp;&nbsp;5533714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jungfraubahn Holding <br>AG<br>| 3969 | &nbsp;&nbsp;1564062 |
|  | Kardex Holding AG | 4164 | &nbsp;&nbsp;1463804 |
| \* | Komax Holding AG | 841 | &nbsp;&nbsp;72859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuehne & Nagel <br>International AG<br>| 4892 | &nbsp;&nbsp;1132802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Landis & Gyr Group <br>AG<br>| 23146 | &nbsp;&nbsp;1625981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Liechtensteinische <br>Landesbank AG<br>| 13091 | &nbsp;&nbsp;1632382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Logitech International <br>SA (LOGN SW)<br>| 4072 | &nbsp;&nbsp;350811 |
|  | Lonza Group AG | 1341 | &nbsp;&nbsp;911143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luzerner <br>Kantonalbank AG<br>| 13887 | &nbsp;&nbsp;1769153 |
| Ω | Medacta Group SA | 1696 | &nbsp;&nbsp;362894 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Meier Tobler Group <br>AG<br>| 4847 | &nbsp;&nbsp;228055 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Metall Zug AG, <br>Class B<br>| 104 | &nbsp;&nbsp;108575 |
|  | Mikron Holding AG | 6796 | &nbsp;&nbsp;151834 |
|  | Mobimo Holding AG | 8741 | &nbsp;&nbsp;4401833 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Montana Aerospace <br>AG<br>| 7204 | &nbsp;&nbsp;310938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Naturenergie Holding <br>AG<br>| 3103 | &nbsp;&nbsp;131093 |
|  | Nestle SA | 162887 | &nbsp;&nbsp;15543739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Novartis AG (NOVN <br>SW)<br>| 23271 | &nbsp;&nbsp;3452713 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Novartis AG (NVS <br>US), Sponsored <br>ADR<br>| 209451 | &nbsp;&nbsp;31140568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Partners Group <br>Holding AG<br>| 2076 | &nbsp;&nbsp;2830717 |
|  | Phoenix Mecano AG | 626 | &nbsp;&nbsp;358635 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;PolyPeptide Group <br>AG<br>| 13862 | &nbsp;&nbsp;$490006 |
| # | Rieter Holding AG | 27196 | &nbsp;&nbsp;117052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Roche Holding AG <br>(RO SW), <br>Class BR<br>| 2541 | &nbsp;&nbsp;1174250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Roche Holding AG <br>(ROG SW)<br>| 52136 | &nbsp;&nbsp;23708302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sandoz Group AG <br>(SDZ SW)<br>| 65204 | &nbsp;&nbsp;5165857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sandoz Group AG <br>(SDZNY US), ADR<br>| 22234 | &nbsp;&nbsp;1762680 |
|  | Schindler Holding AG | 1913 | &nbsp;&nbsp;703566 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Schweizerische <br>Nationalbank<br>| 5 | &nbsp;&nbsp;23433 |
| \*Ω | Sensirion Holding AG | 1064 | &nbsp;&nbsp;79489 |
|  | SFS Group AG | 15315 | &nbsp;&nbsp;2248459 |
|  | SGS SA | 27718 | &nbsp;&nbsp;3336123 |
|  | Siegfried Holding AG | 29730 | &nbsp;&nbsp;3655651 |
|  | Sika AG | 1591 | &nbsp;&nbsp;305298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Softwareone Holding <br>AG SWON SW<br>| 2343 | &nbsp;&nbsp;24112 |
|  | Sonova Holding AG | 231 | &nbsp;&nbsp;63221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;St. Galler <br>Kantonalbank AG<br>| 2464 | &nbsp;&nbsp;1893821 |
| # | Stadler Rail AG | 4821 | &nbsp;&nbsp;123513 |
|  | Sulzer AG | 19275 | &nbsp;&nbsp;4153127 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Swatch Group AG <br>(UHR SW), <br>Class BR<br>| 1329 | &nbsp;&nbsp;313561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Swatch Group AG <br>(UHRN SW)<br>| 13245 | &nbsp;&nbsp;627527 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Swiss Life Holding <br>AG<br>| 7783 | &nbsp;&nbsp;8534468 |
|  | Swiss Prime Site AG | 49392 | &nbsp;&nbsp;8408523 |
|  | Swiss Re AG | 60123 | &nbsp;&nbsp;9606681 |
| # | Swisscom AG | 10284 | &nbsp;&nbsp;8443996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Swissquote Group <br>Holding SA<br>| 10916 | &nbsp;&nbsp;6214547 |
| # | Temenos AG | 1243 | &nbsp;&nbsp;109849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thurgauer <br>Kantonalbank<br>| 163 | &nbsp;&nbsp;36036 |
|  | TX Group AG | 2149 | &nbsp;&nbsp;462916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UBS Group AG <br>(UBSG SW)<br>| 194963 | &nbsp;&nbsp;9224748 |
|  | Valiant Holding AG | 13439 | &nbsp;&nbsp;2697795 |
| Ω | VAT Group AG | 852 | &nbsp;&nbsp;550960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vaudoise Assurances <br>Holding SA<br>| 652 | &nbsp;&nbsp;621007 |
|  | Vetropack Holding AG | 3943 | &nbsp;&nbsp;115060 |
|  | Vontobel Holding AG | 27971 | &nbsp;&nbsp;2410707 |
|  | VP Bank AG, Class A | 1813 | &nbsp;&nbsp;197814 |
|  | VZ Holding AG | 8536 | &nbsp;&nbsp;1673151 |
| # | V-ZUG Holding AG | 879 | &nbsp;&nbsp;45305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walliser <br>Kantonalbank<br>| 1868 | &nbsp;&nbsp;334709 |
|  | Ypsomed Holding AG | 126 | &nbsp;&nbsp;49866 |
|  | Zehnder Group AG | 8980 | &nbsp;&nbsp;956221 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zug Estates Holding <br>AG, Class B<br>| 260 | &nbsp;&nbsp;$783464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zuger Kantonalbank, <br>Class BR<br>| 98 | &nbsp;&nbsp;1190685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zurich Insurance <br>Group AG<br>| 8171 | &nbsp;&nbsp;5813027 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  | &nbsp;&nbsp;316224473 |
| UNITED KINGDOM — (9.9%) | UNITED KINGDOM — (9.9%) | UNITED KINGDOM — (9.9%) |  |
|  | 3i Group PLC | 32200 | &nbsp;&nbsp;1479240 |
|  | 4imprint Group PLC | 11660 | &nbsp;&nbsp;653270 |
|  | Aberdeen Group PLC | 757995 | &nbsp;&nbsp;2263214 |
|  | Admiral Group PLC | 36363 | &nbsp;&nbsp;1368484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Medical <br>Solutions Group <br>PLC<br>| 59728 | &nbsp;&nbsp;175965 |
|  | AEP Plantations PLC | 16732 | &nbsp;&nbsp;337098 |
| \* | Afentra PLC | 51932 | &nbsp;&nbsp;35570 |
|  | AG Barr PLC | 27916 | &nbsp;&nbsp;243596 |
| Ω | Airtel Africa PLC | 454430 | &nbsp;&nbsp;1981328 |
|  | AJ Bell PLC | 138023 | &nbsp;&nbsp;876577 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Alfa Financial <br>Software Holdings <br>PLC<br>| 54419 | &nbsp;&nbsp;160675 |
|  | Anglo American PLC | 53044 | &nbsp;&nbsp;2459534 |
|  | Antofagasta PLC | 16978 | &nbsp;&nbsp;841286 |
| \* | AO World PLC | 151274 | &nbsp;&nbsp;224010 |
|  | Ashmore Group PLC | 10809 | &nbsp;&nbsp;35069 |
|  | Ashtead Group PLC | 127317 | &nbsp;&nbsp;8196631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Associated British <br>Foods PLC<br>| 34468 | &nbsp;&nbsp;900797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AstraZeneca PLC <br>(AZN US), <br>Sponsored ADR<br>| 178300 | &nbsp;&nbsp;16540891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atalaya Mining <br>Copper SA<br>| 2664 | &nbsp;&nbsp;37315 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Autotrader Group <br>PLC<br>| 61486 | &nbsp;&nbsp;453243 |
|  | Aviva PLC | 204514 | &nbsp;&nbsp;1782923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Avon Technologies <br>PLC<br>| 718 | &nbsp;&nbsp;17297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Babcock International <br>Group PLC<br>| 295445 | &nbsp;&nbsp;5825121 |
|  | BAE Systems PLC | 91186 | &nbsp;&nbsp;2475421 |
|  | Balfour Beatty PLC | 168944 | &nbsp;&nbsp;1654353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barclays PLC (BARC <br>LN)<br>| 674450 | &nbsp;&nbsp;4501326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barclays PLC (BCS <br>US), Sponsored <br>ADR<br>| 60956 | &nbsp;&nbsp;1630573 |
|  | Barratt Redrow PLC | 390027 | &nbsp;&nbsp;2076789 |
|  | Beazley PLC | 168553 | &nbsp;&nbsp;2618560 |
|  | Bellway PLC | 51846 | &nbsp;&nbsp;1929446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Berkeley Group <br>Holdings PLC<br>| 22346 | &nbsp;&nbsp;1262531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bloomsbury <br>Publishing PLC<br>| 50401 | &nbsp;&nbsp;342856 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | Bodycote PLC | 143576 | &nbsp;&nbsp;$1468752 |
|  | BP PLC (BP LN) | 1487940 | &nbsp;&nbsp;9434368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BP PLC (BP US), <br>Sponsored ADR<br>| 4950 | &nbsp;&nbsp;187506 |
|  | Breedon Group PLC | 137429 | &nbsp;&nbsp;632991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;British American <br>Tobacco PLC <br>(BATS LN)<br>| 144281 | &nbsp;&nbsp;8716536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;British American <br>Tobacco PLC (BTI <br>US), Sponsored <br>ADR<br>| 1755 | &nbsp;&nbsp;106493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brooks Macdonald <br>Group PLC<br>| 2498 | &nbsp;&nbsp;54801 |
|  | BT Group PLC | 3828974 | &nbsp;&nbsp;10064536 |
|  | Bunzl PLC | 15944 | &nbsp;&nbsp;447119 |
| \* | Burberry Group PLC | 150677 | &nbsp;&nbsp;2276567 |
|  | Burford Capital Ltd. | 48392 | &nbsp;&nbsp;461132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bytes Technology <br>Group PLC (BYIT <br>LN)<br>| 10454 | &nbsp;&nbsp;48207 |
|  | C&C Group PLC | 89665 | &nbsp;&nbsp;134121 |
| \* | Canal & SA | 161833 | &nbsp;&nbsp;701978 |
|  | Capital Ltd. | 117538 | &nbsp;&nbsp;212642 |
|  | Card Factory PLC | 229184 | &nbsp;&nbsp;213150 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Carnival PLC (CCL <br>LN)<br>| 314 | &nbsp;&nbsp;9327 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Carnival PLC (CUK <br>US), ADR<br>| 17224 | &nbsp;&nbsp;513103 |
|  | Castings PLC | 1334 | &nbsp;&nbsp;5014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Asia Metals <br>PLC<br>| 121001 | &nbsp;&nbsp;370058 |
|  | Centrica PLC | 2083514 | &nbsp;&nbsp;5455704 |
|  | Chemring Group PLC | 44535 | &nbsp;&nbsp;304457 |
|  | Chesnara PLC | 145725 | &nbsp;&nbsp;609893 |
|  | Clarkson PLC | 13279 | &nbsp;&nbsp;762420 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Close Brothers Group <br>PLC<br>| 132896 | &nbsp;&nbsp;922546 |
| Ω | CMC Markets PLC | 101905 | &nbsp;&nbsp;455279 |
|  | Coats Group PLC | 1046043 | &nbsp;&nbsp;1217313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola HBC AG, <br>Class DI<br>| 37278 | &nbsp;&nbsp;2024555 |
|  | Compass Group PLC | 44918 | &nbsp;&nbsp;1346886 |
|  | Computacenter PLC | 25723 | &nbsp;&nbsp;1177273 |
| Ω | Convatec Group PLC | 41872 | &nbsp;&nbsp;132078 |
|  | Costain Group PLC | 146961 | &nbsp;&nbsp;355943 |
|  | Cranswick PLC | 8131 | &nbsp;&nbsp;586903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crest Nicholson <br>Holdings PLC<br>| 250357 | &nbsp;&nbsp;523610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Croda International <br>PLC<br>| 3011 | &nbsp;&nbsp;112502 |
|  | Currys PLC | 932353 | &nbsp;&nbsp;1868485 |
|  | CVS Group PLC | 21707 | &nbsp;&nbsp;387355 |
|  | DCC PLC | 19035 | &nbsp;&nbsp;1206617 |
| \* | DFS Furniture PLC | 126133 | &nbsp;&nbsp;341073 |
|  | Diploma PLC | 2859 | &nbsp;&nbsp;208283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DiscoverIE Group <br>PLC<br>| 49130 | &nbsp;&nbsp;423064 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | Dowlais Group PLC | 414070 | &nbsp;&nbsp;$527732 |
|  | Dr. Martens PLC | 136475 | &nbsp;&nbsp;125816 |
|  | Drax Group PLC | 378778 | &nbsp;&nbsp;4673726 |
|  | Dunelm Group PLC | 55546 | &nbsp;&nbsp;701543 |
|  | easyJet PLC | 83048 | &nbsp;&nbsp;543381 |
|  | Ecora Royalties PLC | 123691 | &nbsp;&nbsp;244134 |
|  | Elementis PLC | 223558 | &nbsp;&nbsp;492743 |
|  | Energean PLC | 83379 | &nbsp;&nbsp;968257 |
|  | EnQuest PLC | 1288802 | &nbsp;&nbsp;218440 |
|  | Eurocell PLC | 44578 | &nbsp;&nbsp;76998 |
|  | Experian PLC | 58372 | &nbsp;&nbsp;2210824 |
|  | Fevara PLC | 4207 | &nbsp;&nbsp;7800 |
|  | Firstgroup PLC | 858875 | &nbsp;&nbsp;2196914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Foresight Group <br>Holdings Ltd.<br>| 17500 | &nbsp;&nbsp;101436 |
| Ω | Forterra PLC | 15878 | &nbsp;&nbsp;38520 |
|  | Foxtons Group PLC | 190883 | &nbsp;&nbsp;140041 |
| \* | Frasers Group PLC | 57024 | &nbsp;&nbsp;543208 |
|  | Fresnillo PLC | 55053 | &nbsp;&nbsp;2711171 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Frontier Developments <br>PLC<br>| 8719 | &nbsp;&nbsp;56903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fuller Smith & Turner <br>PLC, Class A<br>| 27208 | &nbsp;&nbsp;250808 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Funding Circle <br>Holdings PLC<br>| 22235 | &nbsp;&nbsp;49548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Galliford Try Holdings <br>PLC<br>| 106890 | &nbsp;&nbsp;767272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Games Workshop <br>Group PLC<br>| 14940 | &nbsp;&nbsp;3485324 |
| \* | Gaming Realms PLC | 141719 | &nbsp;&nbsp;77373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gamma <br>Communications <br>PLC<br>| 2192 | &nbsp;&nbsp;27303 |
|  | GB Group PLC | 94721 | &nbsp;&nbsp;310638 |
| \* | Genel Energy PLC | 60528 | &nbsp;&nbsp;51616 |
|  | Genuit Group PLC | 108847 | &nbsp;&nbsp;495575 |
| \* | Georgia Capital PLC | 30118 | &nbsp;&nbsp;1392655 |
|  | Glencore PLC | 764042 | &nbsp;&nbsp;5208747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gooch & Housego <br>PLC<br>| 12228 | &nbsp;&nbsp;116578 |
|  | Goodwin PLC | 406 | &nbsp;&nbsp;139936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grafton Group PLC, <br>CDI<br>| 112665 | &nbsp;&nbsp;1440511 |
|  | Grainger PLC | 521679 | &nbsp;&nbsp;1388568 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Greencore Group <br>PLC<br>| 154207 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greencore Group PLC <br>GNC LN<br>| 501628 | &nbsp;&nbsp;1983846 |
|  | Greggs PLC | 68837 | &nbsp;&nbsp;1514633 |
| \* | Griffin Mining Ltd. | 37665 | &nbsp;&nbsp;158587 |
|  | GSK PLC (GSK LN) | 71764 | &nbsp;&nbsp;1855947 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;GSK PLC (GSK US), <br>Sponsored ADR<br>| 201719 | &nbsp;&nbsp;10408700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gulf Keystone <br>Petroleum Ltd.<br>| 246484 | &nbsp;&nbsp;615071 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gulf Marine Services <br>PLC<br>| 466490 | &nbsp;&nbsp;145142 |
| \*Ω | Gym Group PLC | 139580 | &nbsp;&nbsp;323920 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haleon PLC (HLN <br>LN)<br>| 16968 | &nbsp;&nbsp;$88741 |
|  | Halfords Group PLC | 223454 | &nbsp;&nbsp;459547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hargreaves Services <br>PLC<br>| 19428 | &nbsp;&nbsp;198864 |
|  | Harworth Group PLC | 109733 | &nbsp;&nbsp;247448 |
|  | Helical PLC | 109132 | &nbsp;&nbsp;287925 |
| \* | Helios Towers PLC | 104345 | &nbsp;&nbsp;247608 |
|  | Henry Boot PLC | 48066 | &nbsp;&nbsp;127542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hikma <br>Pharmaceuticals <br>PLC<br>| 8723 | &nbsp;&nbsp;182977 |
|  | Hill & Smith PLC | 29727 | &nbsp;&nbsp;908368 |
|  | Hiscox Ltd. | 146977 | &nbsp;&nbsp;2989421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hochschild Mining <br>PLC<br>| 452943 | &nbsp;&nbsp;4087607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hollywood Bowl <br>Group PLC<br>| 149621 | &nbsp;&nbsp;531669 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Hostelworld Group <br>PLC<br>| 38772 | &nbsp;&nbsp;62248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Howden Joinery <br>Group PLC<br>| 263686 | &nbsp;&nbsp;3020763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings PLC <br>(HSBA LN)<br>| 259243 | &nbsp;&nbsp;4573287 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings PLC <br>(HSBC US), <br>Sponsored ADR<br>| 90950 | &nbsp;&nbsp;8004510 |
|  | Hunting PLC | 130129 | &nbsp;&nbsp;791711 |
| Ω | Ibstock PLC | 18912 | &nbsp;&nbsp;32904 |
|  | ICG PLC | 16634 | &nbsp;&nbsp;413907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IG Group Holdings <br>PLC<br>| 227840 | &nbsp;&nbsp;4226898 |
|  | IMI PLC | 102880 | &nbsp;&nbsp;3884988 |
|  | Imperial Brands PLC | 238012 | &nbsp;&nbsp;10024538 |
|  | Inchcape PLC | 294056 | &nbsp;&nbsp;3288255 |
|  | Informa PLC | 24371 | &nbsp;&nbsp;294105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IntegraFin Holdings <br>PLC<br>| 35399 | &nbsp;&nbsp;170413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Personal <br>Finance PLC<br>| 224665 | &nbsp;&nbsp;723808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International <br>Workplace Group <br>PLC<br>| 273964 | &nbsp;&nbsp;928776 |
|  | Intertek Group PLC | 27712 | &nbsp;&nbsp;1700066 |
|  | Investec PLC | 86771 | &nbsp;&nbsp;720566 |
| \* | IP Group PLC | 940085 | &nbsp;&nbsp;763467 |
|  | Ithaca Energy PLC | 16690 | &nbsp;&nbsp;42152 |
|  | ITV PLC | 674708 | &nbsp;&nbsp;752262 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;J D Wetherspoon <br>PLC<br>| 121348 | &nbsp;&nbsp;1112781 |
|  | J Sainsbury PLC | 367069 | &nbsp;&nbsp;1608391 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;James Fisher & Sons <br>PLC<br>| 41939 | &nbsp;&nbsp;256764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JD Sports Fashion <br>PLC<br>| 761834 | &nbsp;&nbsp;852589 |
|  | JET2 PLC | 32832 | &nbsp;&nbsp;556581 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;John Wood Group <br>PLC<br>| 475730 | &nbsp;&nbsp;$169130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Matthey <br>PLC<br>| 29651 | &nbsp;&nbsp;958850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Service <br>Group PLC<br>| 233518 | &nbsp;&nbsp;451627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jupiter Fund <br>Management PLC<br>| 253254 | &nbsp;&nbsp;651016 |
|  | Just Group PLC | 767492 | &nbsp;&nbsp;2273835 |
|  | Kainos Group PLC | 13116 | &nbsp;&nbsp;161483 |
|  | Keller Group PLC | 102134 | &nbsp;&nbsp;2485893 |
|  | Kier Group PLC | 305232 | &nbsp;&nbsp;935316 |
|  | Kingfisher PLC | 457234 | &nbsp;&nbsp;2107113 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Knights Group <br>Holdings PLC<br>| 24312 | &nbsp;&nbsp;65531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lancashire Holdings <br>Ltd.<br>| 161145 | &nbsp;&nbsp;1360924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Legal & General <br>Group PLC<br>| 686237 | &nbsp;&nbsp;2491600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lion Finance Group <br>PLC<br>| 39753 | &nbsp;&nbsp;5492248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lloyds Banking Group <br>PLC (LLOY LN)<br>| 8411858 | &nbsp;&nbsp;12560621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;London Stock <br>Exchange Group <br>PLC<br>| 3945 | &nbsp;&nbsp;440054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LSL Property Services <br>PLC<br>| 28265 | &nbsp;&nbsp;102710 |
| Ω | Luceco PLC | 13306 | &nbsp;&nbsp;28690 |
|  | M&G PLC | 185587 | &nbsp;&nbsp;786749 |
|  | Man Group PLC | 639449 | &nbsp;&nbsp;2308028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marks & Spencer <br>Group PLC<br>| 1182464 | &nbsp;&nbsp;5930296 |
|  | Marshalls PLC | 19760 | &nbsp;&nbsp;42324 |
| \* | Marston's PLC | 722235 | &nbsp;&nbsp;597240 |
|  | McBride PLC | 106017 | &nbsp;&nbsp;232484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Me Group <br>International PLC<br>| 170944 | &nbsp;&nbsp;323934 |
|  | Mears Group PLC | 152156 | &nbsp;&nbsp;764228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Melrose Industries <br>PLC<br>| 29821 | &nbsp;&nbsp;256399 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Metro Bank Holdings <br>PLC<br>| 139467 | &nbsp;&nbsp;254979 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mitchells & Butlers <br>PLC<br>| 291273 | &nbsp;&nbsp;1052613 |
|  | Mitie Group PLC | 727166 | &nbsp;&nbsp;1662349 |
|  | MJ Gleeson PLC | 15371 | &nbsp;&nbsp;81419 |
|  | Mondi PLC | 56080 | &nbsp;&nbsp;655358 |
|  | MONY Group PLC | 388503 | &nbsp;&nbsp;991743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Advanced <br>Materials PLC<br>| 155085 | &nbsp;&nbsp;485713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Sindall Group <br>PLC<br>| 23331 | &nbsp;&nbsp;1578165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MP Evans Group <br>PLC<br>| 6851 | &nbsp;&nbsp;122532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NatWest Group PLC <br>(NWG LN)<br>| 1485378 | &nbsp;&nbsp;13538896 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | NCC Group PLC | 57681 | &nbsp;&nbsp;$111200 |
|  | Next PLC | 23716 | &nbsp;&nbsp;4305850 |
|  | Ninety One PLC | 211047 | &nbsp;&nbsp;734720 |
|  | Norcros PLC | 65876 | &nbsp;&nbsp;319971 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;On the Beach Group <br>PLC<br>| 21849 | &nbsp;&nbsp;65639 |
|  | OSB Group PLC | 156755 | &nbsp;&nbsp;1310197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oxford Instruments <br>PLC<br>| 5067 | &nbsp;&nbsp;175340 |
|  | Pagegroup PLC | 176572 | &nbsp;&nbsp;498942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pan African <br>Resources PLC<br>| 2059019 | &nbsp;&nbsp;3644178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paragon Banking <br>Group PLC<br>| 231805 | &nbsp;&nbsp;2820834 |
|  | PayPoint PLC | 14399 | &nbsp;&nbsp;104772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pearson PLC (PSON <br>LN)<br>| 8619 | &nbsp;&nbsp;113365 |
|  | Persimmon PLC | 30384 | &nbsp;&nbsp;585112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pets at Home Group <br>PLC<br>| 342483 | &nbsp;&nbsp;959178 |
|  | Pharos Energy PLC | 305691 | &nbsp;&nbsp;91616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Phoenix Group <br>Holdings PLC<br>| 41823 | &nbsp;&nbsp;423904 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pinewood <br>Technologies Group <br>PLC<br>| 46106 | &nbsp;&nbsp;297952 |
|  | Playtech PLC | 105874 | &nbsp;&nbsp;430173 |
|  | Plus500 Ltd. | 68343 | &nbsp;&nbsp;3933923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Polar Capital Holdings <br>PLC<br>| 58592 | &nbsp;&nbsp;472932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pollen Street Group <br>Ltd.<br>| 5330 | &nbsp;&nbsp;67066 |
|  | Porvair PLC | 5705 | &nbsp;&nbsp;66157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PPHE Hotel Group <br>Ltd.<br>| 3033 | &nbsp;&nbsp;74308 |
|  | Premier Foods PLC | 619490 | &nbsp;&nbsp;1603181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prudential PLC (PRU <br>LN)<br>| 71953 | &nbsp;&nbsp;1181846 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PureTech Health PLC <br>(PRTC LN)<br>| 85691 | &nbsp;&nbsp;155253 |
|  | PZ Cussons PLC | 37895 | &nbsp;&nbsp;37987 |
|  | QinetiQ Group PLC | 86454 | &nbsp;&nbsp;595617 |
| Ω | Quilter PLC | 245353 | &nbsp;&nbsp;653115 |
|  | Rank Group PLC | 51428 | &nbsp;&nbsp;61882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rathbones Group <br>PLC<br>| 743 | &nbsp;&nbsp;22489 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Raven Property Group <br>Ltd.<br>| 76713 | &nbsp;&nbsp;0 |
|  | Reach PLC | 287202 | &nbsp;&nbsp;252032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reckitt Benckiser <br>Group PLC<br>| 194710 | &nbsp;&nbsp;16244462 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;RELX PLC (RELX <br>US), Sponsored <br>ADR<br>| 68957 | &nbsp;&nbsp;2468661 |
|  | RELX PLC (REN NA) | 1141 | &nbsp;&nbsp;40754 |
|  | Renew Holdings PLC | 50132 | &nbsp;&nbsp;642778 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rentokil Initial PLC <br>RTO LN<br>| 90463 | &nbsp;&nbsp;$561487 |
|  | Rightmove PLC | 271612 | &nbsp;&nbsp;1838652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rio Tinto PLC (RIO <br>LN)<br>| 7021 | &nbsp;&nbsp;640556 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Rio Tinto PLC (RIO <br>US), Sponsored <br>ADR<br>| 88380 | &nbsp;&nbsp;8045231 |
|  | Robert Walters PLC | 21507 | &nbsp;&nbsp;36836 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Rockhopper <br>Exploration PLC<br>| 479840 | &nbsp;&nbsp;467144 |
|  | Rotork PLC | 65437 | &nbsp;&nbsp;317549 |
|  | RS Group PLC | 17075 | &nbsp;&nbsp;156792 |
|  | S&U PLC | 1538 | &nbsp;&nbsp;49838 |
| \* | Saga PLC | 93661 | &nbsp;&nbsp;667776 |
|  | Sage Group PLC | 53283 | &nbsp;&nbsp;698711 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Savannah Energy <br>PLC<br>| 427262 | &nbsp;&nbsp;41994 |
|  | Savills PLC | 63846 | &nbsp;&nbsp;942258 |
|  | Schroders PLC | 15212 | &nbsp;&nbsp;94215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Secure Trust Bank <br>PLC<br>| 13910 | &nbsp;&nbsp;276424 |
|  | Senior PLC | 112837 | &nbsp;&nbsp;377580 |
|  | Serco Group PLC | 812170 | &nbsp;&nbsp;3334716 |
|  | Serica Energy PLC | 291652 | &nbsp;&nbsp;861537 |
|  | Shell PLC (SHEL LN) | 153886 | &nbsp;&nbsp;5915300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shell PLC (SHEL US), <br>ADR<br>| 237812 | &nbsp;&nbsp;18318658 |
| \* | SigmaRoc PLC | 228265 | &nbsp;&nbsp;448014 |
|  | Smiths Group PLC | 9885 | &nbsp;&nbsp;339469 |
|  | Softcat PLC | 53893 | &nbsp;&nbsp;1055446 |
|  | Speedy Hire PLC | 468840 | &nbsp;&nbsp;163986 |
|  | Spirax Group PLC | 2073 | &nbsp;&nbsp;206563 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Spire Healthcare <br>Group PLC<br>| 285315 | &nbsp;&nbsp;799572 |
|  | SSE PLC | 92051 | &nbsp;&nbsp;3059541 |
|  | SSP Group PLC | 20359 | &nbsp;&nbsp;50976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;St. James's Place <br>PLC<br>| 106820 | &nbsp;&nbsp;2230970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Standard Chartered <br>PLC<br>| 235313 | &nbsp;&nbsp;6020820 |
|  | Tate & Lyle PLC | 20070 | &nbsp;&nbsp;103837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tatton Asset <br>Management PLC<br>| 1745 | &nbsp;&nbsp;16275 |
|  | Taylor Wimpey PLC | 553900 | &nbsp;&nbsp;809780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TBC Bank Group <br>PLC<br>| 39463 | &nbsp;&nbsp;2294466 |
|  | Telecom Plus PLC | 39188 | &nbsp;&nbsp;715903 |
|  | Tesco PLC | 1524768 | &nbsp;&nbsp;8872321 |
|  | Topps Tiles PLC | 77798 | &nbsp;&nbsp;44919 |
|  | TP ICAP Group PLC | 662927 | &nbsp;&nbsp;2312561 |
|  | Travis Perkins PLC | 69519 | &nbsp;&nbsp;595084 |
|  | Trifast PLC | 8971 | &nbsp;&nbsp;9192 |
| \* | TT Electronics PLC | 57196 | &nbsp;&nbsp;87732 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Unilever PLC UL US, <br>ADR<br>| 191233 | &nbsp;&nbsp;13072688 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vanquis Banking <br>Group PLC<br>| 194276 | &nbsp;&nbsp;317038 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | Vertu Motors PLC | 320253 | &nbsp;&nbsp;$275872 |
|  | Vesuvius PLC | 248126 | &nbsp;&nbsp;1561426 |
|  | Victrex PLC | 11652 | &nbsp;&nbsp;104710 |
| \* | Vistry Group PLC | 66720 | &nbsp;&nbsp;607973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vodafone Group PLC <br>(VOD LN)<br>| 2093048 | &nbsp;&nbsp;3082488 |
|  | Volex PLC | 38945 | &nbsp;&nbsp;234929 |
|  | Volution Group PLC | 64022 | &nbsp;&nbsp;560329 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Watches of <br>Switzerland Group <br>PLC<br>| 134493 | &nbsp;&nbsp;957946 |
|  | Weir Group PLC  | 10343 | &nbsp;&nbsp;456837 |
|  | WH Smith PLC | 58228 | &nbsp;&nbsp;537815 |
|  | Whitbread PLC | 25852 | &nbsp;&nbsp;965014 |
|  | Wickes Group PLC | 284546 | &nbsp;&nbsp;887182 |
| \* | Xaar PLC | 33765 | &nbsp;&nbsp;50816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;XPS Pensions Group <br>PLC<br>| 55236 | &nbsp;&nbsp;262828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Young & Co.'s <br>Brewery PLC <br>(YNGA LN), <br>Class A<br>| 5454 | &nbsp;&nbsp;62058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Young & Co.'s <br>Brewery PLC <br>(YNGN LN)<br>| 9297 | &nbsp;&nbsp;75611 |
|  | Zigup PLC | 232304 | &nbsp;&nbsp;1211833 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED <br>KINGDOM | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED <br>KINGDOM |  | &nbsp;&nbsp;438949511 |
| UNITED STATES — (0.2%) | UNITED STATES — (0.2%) | UNITED STATES — (0.2%) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Diversified Energy Co. <br>DEC LN<br>| 16939 | &nbsp;&nbsp;220968 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gran Tierra Energy, <br>Inc. (GTE CN)<br>| 6863 | &nbsp;&nbsp;37148 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;International Paper <br>Co.<br>| 122397 | &nbsp;&nbsp;4904096 |
| # | Qiagen NV | 34828 | &nbsp;&nbsp;1858838 |
|  | Royal Gold, Inc. | 10 | &nbsp;&nbsp;2633 |
| \* | Sunococorp LLC | 20443 | &nbsp;&nbsp;1096132 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | &nbsp;&nbsp;8119815 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS |  | &nbsp;&nbsp;4216983024 |
| PREFERRED STOCKS — (0.2%) | PREFERRED STOCKS — (0.2%) | PREFERRED STOCKS — (0.2%) | PREFERRED STOCKS — (0.2%) |
| CANADA — (0.0%) | CANADA — (0.0%) | CANADA — (0.0%) | CANADA — (0.0%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Questerre Energy <br>Corp.Series 2<br>| 25060 | &nbsp;&nbsp;184 |
| GERMANY — (0.2%) | GERMANY — (0.2%) | GERMANY — (0.2%) | GERMANY — (0.2%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bayerische Motoren <br>Werke AG, 4.951%<br>| 8786 | &nbsp;&nbsp;906236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Draegerwerk AG & <br>Co. KGaA, 2.296%<br>| 5950 | &nbsp;&nbsp;628314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Einhell Germany AG, <br>1.716%<br>| 6306 | &nbsp;&nbsp;657243 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| # | FUCHS SE, 3.204% | 40107 | &nbsp;&nbsp;$1733700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henkel AG & Co. <br>KGaA, 2.751%<br>| 17031 | &nbsp;&nbsp;1496206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jungheinrich AG, <br>2.208%<br>| 28006 | &nbsp;&nbsp;1205230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Porsche Automobil <br>Holding SE, <br>5.285%<br>| 2402 | &nbsp;&nbsp;102771 |
|  | Sixt SE, 5.075% | 10148 | &nbsp;&nbsp;639830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;STO SE & Co. KGaA, <br>2.829%<br>| 1420 | &nbsp;&nbsp;199063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Villeroy & Boch AG, <br>5.099%<br>| 5840 | &nbsp;&nbsp;124574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen AG, <br>6.202%<br>| 24413 | &nbsp;&nbsp;2961419 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp;10654586 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL PREFERRED <br>STOCKS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL PREFERRED <br>STOCKS |  | &nbsp;&nbsp;10654770 |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| AUSTRALIA — (0.0%) | AUSTRALIA — (0.0%) | AUSTRALIA — (0.0%) | AUSTRALIA — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Galan Lithium Ltd. <br>Warrants<br>| 852 | &nbsp;&nbsp;15 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Silver Mines Ltd. <br>Warrants 06/17/26<br>| 972 | &nbsp;&nbsp;88 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | &nbsp;&nbsp;103 |
| CANADA — (0.0%) | CANADA — (0.0%) | CANADA — (0.0%) | CANADA — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Constellation <br>Software, Inc. <br>Warrants <br>03/31/2040<br>| 1092 | &nbsp;&nbsp;0 |
| ITALY — (0.0%) | ITALY — (0.0%) | ITALY — (0.0%) | ITALY — (0.0%) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Webuild SpA Warrants <br>08/02/2030<br>| 10221 | &nbsp;&nbsp;0 |
| SPAIN — (0.0%) | SPAIN — (0.0%) | SPAIN — (0.0%) | SPAIN — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ACS Actividades de <br>Construccion y <br>Servicios SA Rights <br>02/06/2026<br>| 55302 | &nbsp;&nbsp;30417 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL <br>RIGHTS/WARRANTS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL <br>RIGHTS/WARRANTS |  | &nbsp;&nbsp;30520 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $2,127,400,296) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $2,127,400,296) |  | &nbsp;&nbsp;4227668314 |

---

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

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| SECURITIES LENDING COLLATERAL — (4.6%) | SECURITIES LENDING COLLATERAL — (4.6%) | SECURITIES LENDING COLLATERAL — (4.6%) | SECURITIES LENDING COLLATERAL — (4.6%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund<br>| 17532192 | &nbsp;&nbsp;$202794866 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $2,330,195,003)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $2,330,195,003)^^ |  | &nbsp;&nbsp;$4430463180 |

---

As of January 31, 2026, International Vector Equity Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br>**Contracts**<br>| **Expiration**<br>**Date**<br>| **Notional**<br>**Value**<br>| **Market**<br>**Value**<br>| **Unrealized**<br>**Appreciation**<br>**(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp;&nbsp;&nbsp;122 | 03/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;$42397499 | &nbsp;&nbsp;&nbsp;&nbsp;$42491075 | &nbsp;&nbsp;&nbsp;&nbsp;$93576 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp;**$42397499** | &nbsp;&nbsp;**$42491075** | &nbsp;&nbsp;**$93576** |

---

As of January 31, 2026, the value of Rule 144A securities amounted to $77,423,242 or 1.7% 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;Australia | &nbsp;&nbsp;&nbsp;$1786314 | &nbsp;&nbsp;&nbsp;$261460540 | &nbsp;&nbsp;&nbsp;$170207 | &nbsp;&nbsp;&nbsp;$263417061 |
| &nbsp;&nbsp;&nbsp;&nbsp;Austria | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;33856167 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;33856167 |
| &nbsp;&nbsp;&nbsp;&nbsp;Belgium | &nbsp;&nbsp;&nbsp;269732 | &nbsp;&nbsp;&nbsp;72225512 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;72495244 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;473146675 | &nbsp;&nbsp;&nbsp;2132455 | &nbsp;&nbsp;&nbsp;688 | &nbsp;&nbsp;&nbsp;475279818 |
| &nbsp;&nbsp;&nbsp;&nbsp;China | &nbsp;&nbsp;&nbsp;5838048 | &nbsp;&nbsp;&nbsp;12642 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;5850690 |
| &nbsp;&nbsp;&nbsp;&nbsp;Denmark | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;97071450 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;97071450 |
| &nbsp;&nbsp;&nbsp;&nbsp;Finland | &nbsp;&nbsp;&nbsp;1062585 | &nbsp;&nbsp;&nbsp;78703160 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;79765745 |
| &nbsp;&nbsp;&nbsp;&nbsp;France | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;279117741 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;279117741 |
| &nbsp;&nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;5914669 | &nbsp;&nbsp;&nbsp;347332709 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;353247378 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hong Kong | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;59454903 | &nbsp;&nbsp;&nbsp;31370 | &nbsp;&nbsp;&nbsp;59486273 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ireland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;27365161 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;27365161 |
| &nbsp;&nbsp;&nbsp;&nbsp;Israel | &nbsp;&nbsp;&nbsp;4497457 | &nbsp;&nbsp;&nbsp;56048633 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;60546090 |
| &nbsp;&nbsp;&nbsp;&nbsp;Italy | &nbsp;&nbsp;&nbsp;484701 | &nbsp;&nbsp;&nbsp;134880111 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;135364812 |
| &nbsp;&nbsp;&nbsp;&nbsp;Japan | &nbsp;&nbsp;&nbsp;5655542 | &nbsp;&nbsp;&nbsp;998952124 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1004607666 |
| &nbsp;&nbsp;&nbsp;&nbsp;Netherlands | &nbsp;&nbsp;&nbsp;37054326 | &nbsp;&nbsp;&nbsp;105915226 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;142969552 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand | &nbsp;&nbsp;&nbsp;13061 | &nbsp;&nbsp;&nbsp;11658481 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;11671542 |
| &nbsp;&nbsp;&nbsp;&nbsp;Norway | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;36509512 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;36509512 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portugal | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;17939757 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;17939757 |
| &nbsp;&nbsp;&nbsp;&nbsp;Singapore | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;46816111 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;46816111 |
| &nbsp;&nbsp;&nbsp;&nbsp;Spain | &nbsp;&nbsp;&nbsp;23303 | &nbsp;&nbsp;&nbsp;133277006 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;133300309 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sweden | &nbsp;&nbsp;&nbsp;165425 | &nbsp;&nbsp;&nbsp;116845721 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;117011146 |
| &nbsp;&nbsp;&nbsp;&nbsp;Switzerland | &nbsp;&nbsp;&nbsp;37727470 | &nbsp;&nbsp;&nbsp;278497003 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;316224473 |
| &nbsp;&nbsp;&nbsp;&nbsp;United Kingdom | &nbsp;&nbsp;&nbsp;79297014 | &nbsp;&nbsp;&nbsp;359652497 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;438949511 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States | &nbsp;&nbsp;&nbsp;2149119 | &nbsp;&nbsp;&nbsp;5970696 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8119815 |
| Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;184 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;184 |
| &nbsp;&nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;10654586 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;10654586 |

---

------

**International Vector Equity Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$103 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$103 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;Italy | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;Spain | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;30417 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;30417 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;202794866 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;202794866 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$655085441 | &nbsp;&nbsp;&nbsp;$3775175474 | &nbsp;&nbsp;&nbsp;$202,265˂˃ | &nbsp;&nbsp;&nbsp;$4430463180 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts\*\* | &nbsp;&nbsp;&nbsp;$93576 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;93576 |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp;$93576 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$93576 |
| &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>|

---

------

**World ex U.S. Value Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| INTERNATIONAL EQUITIES — (100.0%) | INTERNATIONAL EQUITIES — (100.0%) | INTERNATIONAL EQUITIES — (100.0%) |
| The DFA International Value Series |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$307991062 |
| Dimensional Emerging Markets Value Fund |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180017405 |
| DFA International Small Cap Value Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;1441799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47680278 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535688745 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $351,400,573)^^ | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $351,400,573)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$535688745 |

---

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;$535688745 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$535688745 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$535688745 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$535688745 |

---

------

**World ex U.S. Targeted Value Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (96.5%) | COMMON STOCKS — (96.5%) | COMMON STOCKS — (96.5%) |  |
| AUSTRALIA — (4.2%) | AUSTRALIA — (4.2%) | AUSTRALIA — (4.2%) |  |
| \* | 29Metals Ltd. | 128341 | &nbsp;&nbsp;$42284 |
|  | Adairs Ltd. | 39624 | &nbsp;&nbsp;48114 |
| \* | AIC Mines Ltd. | 66335 | &nbsp;&nbsp;29010 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Ainsworth Game <br>Technology Ltd.<br>| 37289 | &nbsp;&nbsp;26896 |
| #\*,\* | &nbsp;&nbsp;&nbsp;&nbsp;Alkane Resources <br>Ltd.<br>| 234680 | &nbsp;&nbsp;244334 |
| \* | AMA Group Ltd. | 64839 | &nbsp;&nbsp;33810 |
|  | Amotiv Ltd. | 33947 | &nbsp;&nbsp;198046 |
|  | AMP Ltd. | 562752 | &nbsp;&nbsp;658823 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amplitude Energy <br>Ltd.<br>| 114801 | &nbsp;&nbsp;249386 |
| # | Ampol Ltd. | 18543 | &nbsp;&nbsp;372542 |
|  | Ansell Ltd. | 37962 | &nbsp;&nbsp;860681 |
| #\* | Appen Ltd. | 5840 | &nbsp;&nbsp;7480 |
|  | ARB Corp. Ltd. | 1907 | &nbsp;&nbsp;34105 |
| # | ARN Media Ltd. | 46336 | &nbsp;&nbsp;11949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AUB Group Ltd. AUB <br>AU<br>| 8907 | &nbsp;&nbsp;186961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AUB Group Ltd. <br>AUBXX AU<br>| 1046 | &nbsp;&nbsp;22004 |
| \* | Aurelia Metals Ltd. | 386915 | &nbsp;&nbsp;81971 |
|  | Aurizon Holdings Ltd. | 358136 | &nbsp;&nbsp;916103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aussie Broadband <br>Ltd.<br>| 46808 | &nbsp;&nbsp;146851 |
| \* | Austal Ltd. | 116886 | &nbsp;&nbsp;563675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Austin Engineering <br>Ltd.<br>| 125433 | &nbsp;&nbsp;22203 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Australian Agricultural <br>Co. Ltd.<br>| 38939 | &nbsp;&nbsp;36947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Australian Clinical <br>Labs Ltd.<br>| 6397 | &nbsp;&nbsp;12129 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Baby Bunting Group <br>Ltd.<br>| 865 | &nbsp;&nbsp;1439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Queensland <br>Ltd.<br>| 78235 | &nbsp;&nbsp;368476 |
| # | Bapcor Ltd. | 38261 | &nbsp;&nbsp;56569 |
| \* | BCI Minerals Ltd. | 2089 | &nbsp;&nbsp;605 |
| # | Beach Energy Ltd. | 429175 | &nbsp;&nbsp;367864 |
|  | Beacon Minerals Ltd. | 14099 | &nbsp;&nbsp;42517 |
|  | Bega Cheese Ltd. | 86735 | &nbsp;&nbsp;367128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bell Financial Group <br>Ltd.<br>| 35130 | &nbsp;&nbsp;31947 |
| \* | Bellevue Gold Ltd. | 208306 | &nbsp;&nbsp;244274 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bendigo & Adelaide <br>Bank Ltd.<br>| 16698 | &nbsp;&nbsp;127152 |
|  | BlueScope Steel Ltd. | 105930 | &nbsp;&nbsp;2210871 |
|  | Capral Ltd. | 4333 | &nbsp;&nbsp;37007 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cedar Woods <br>Properties Ltd.<br>| 19782 | &nbsp;&nbsp;111507 |
|  | Challenger Ltd. | 95914 | &nbsp;&nbsp;610919 |
|  | Champion Iron Ltd. | 69827 | &nbsp;&nbsp;282026 |
|  | Civmec Australia Ltd. | 27600 | &nbsp;&nbsp;29892 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cleanaway Waste <br>Management Ltd.<br>| 237943 | &nbsp;&nbsp;$407845 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Clinuvel <br>Pharmaceuticals <br>Ltd.<br>| 6806 | &nbsp;&nbsp;51975 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Coast Entertainment <br>Holdings Ltd.<br>| 58031 | &nbsp;&nbsp;21944 |
|  | Collins Foods Ltd. | 3880 | &nbsp;&nbsp;28793 |
| #†† | &nbsp;&nbsp;&nbsp;&nbsp;Corporate Travel <br>Management Ltd.<br>| 23832 | &nbsp;&nbsp;199975 |
|  | Downer EDI Ltd. | 182509 | &nbsp;&nbsp;1017785 |
|  | Dyno Nobel Ltd. | 80761 | &nbsp;&nbsp;196693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eagers Automotive <br>Ltd.<br>| 2678 | &nbsp;&nbsp;49713 |
| \*†† | Elanor Investor Group | 28014 | &nbsp;&nbsp;3004 |
| # | Elders Ltd. | 55614 | &nbsp;&nbsp;284896 |
| \* | Emeco Holdings Ltd. | 52156 | &nbsp;&nbsp;47681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Endeavour Group <br>Ltd.<br>| 168755 | &nbsp;&nbsp;433523 |
|  | EQT Holdings Ltd. | 6533 | &nbsp;&nbsp;111454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eureka Group <br>Holdings Ltd. (EGH <br>AU)<br>| 59856 | &nbsp;&nbsp;20390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Euroz Hartleys Group <br>Ltd.<br>| 33893 | &nbsp;&nbsp;29271 |
|  | Evolution Mining Ltd. | 26485 | &nbsp;&nbsp;254341 |
|  | EVT Ltd. | 11522 | &nbsp;&nbsp;99757 |
|  | Fenix Resources Ltd. | 55372 | &nbsp;&nbsp;16854 |
| # | Finbar Group Ltd. | 36407 | &nbsp;&nbsp;20940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FleetPartners Group <br>Ltd.<br>| 87968 | &nbsp;&nbsp;174838 |
|  | Fleetwood Ltd. | 26550 | &nbsp;&nbsp;51366 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Flight Centre Travel <br>Group Ltd.<br>| 21963 | &nbsp;&nbsp;246321 |
|  | G8 Education Ltd. | 177701 | &nbsp;&nbsp;82566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GrainCorp Ltd., <br>Class A<br>| 64503 | &nbsp;&nbsp;323446 |
|  | GWA Group Ltd. | 51348 | &nbsp;&nbsp;94996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hansen Technologies <br>Ltd.<br>| 13394 | &nbsp;&nbsp;46255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harvey Norman <br>Holdings Ltd.<br>| 166956 | &nbsp;&nbsp;750252 |
|  | Helia Group Ltd. | 111378 | &nbsp;&nbsp;450362 |
|  | Horizon Oil Ltd. | 246669 | &nbsp;&nbsp;38494 |
| \* | IGO Ltd. | 120347 | &nbsp;&nbsp;687931 |
|  | Iluka Resources Ltd. | 81104 | &nbsp;&nbsp;297237 |
| \* | Insignia Financial Ltd. | 214014 | &nbsp;&nbsp;691490 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Integral Diagnostics <br>Ltd.<br>| 42686 | &nbsp;&nbsp;77569 |
|  | IPH Ltd. | 39302 | &nbsp;&nbsp;101981 |
|  | IVE Group Ltd. | 53279 | &nbsp;&nbsp;111595 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Judo Capital Holdings <br>Ltd.<br>| 112230 | &nbsp;&nbsp;141430 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |
| # | Karoon Energy Ltd. | 145688 | &nbsp;&nbsp;$172472 |
|  | Kelsian Group Ltd. | 18581 | &nbsp;&nbsp;50462 |
| # | L1 Group Ltd. | 74430 | &nbsp;&nbsp;63411 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lifestyle Communities <br>Ltd.<br>| 2203 | &nbsp;&nbsp;8456 |
|  | Lindsay Australia Ltd. | 46215 | &nbsp;&nbsp;21423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maas Group Holdings <br>Ltd.<br>| 22369 | &nbsp;&nbsp;84560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Macmahon Holdings <br>Ltd.<br>| 268775 | &nbsp;&nbsp;121333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magellan Financial <br>Group Ltd.<br>| 31742 | &nbsp;&nbsp;191892 |
|  | Maxiparts Ltd. | 15650 | &nbsp;&nbsp;23929 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mayne Pharma Group <br>Ltd.<br>| 14881 | &nbsp;&nbsp;28971 |
|  | Metcash Ltd. | 161382 | &nbsp;&nbsp;372053 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Michael Hill <br>International Ltd. <br>(MHJ AU)<br>| 11899 | &nbsp;&nbsp;3291 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Michael Hill <br>International Ltd. <br>(MHJ NZ)<br>| 12726 | &nbsp;&nbsp;3590 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Monash IVF Group <br>Ltd.<br>| 40926 | &nbsp;&nbsp;20012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MotorCycle Holdings <br>Ltd.<br>| 6324 | &nbsp;&nbsp;12172 |
| \* | Myer Holdings Ltd. | 186448 | &nbsp;&nbsp;56275 |
|  | MyState Ltd. | 26058 | &nbsp;&nbsp;81220 |
|  | New Hope Corp. Ltd. | 117511 | &nbsp;&nbsp;368478 |
|  | nib holdings Ltd. | 18982 | &nbsp;&nbsp;88536 |
|  | Nickel Industries Ltd. | 301789 | &nbsp;&nbsp;191052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nine Entertainment <br>Co. Holdings Ltd.<br>| 267113 | &nbsp;&nbsp;211823 |
|  | NRW Holdings Ltd. | 97031 | &nbsp;&nbsp;350109 |
| \* | Nufarm Ltd. | 27679 | &nbsp;&nbsp;45199 |
|  | OM Holdings Ltd. | 28351 | &nbsp;&nbsp;5782 |
| \* | Omni Bridgeway Ltd. | 49632 | &nbsp;&nbsp;53310 |
|  | oOh!media Ltd. | 128698 | &nbsp;&nbsp;111567 |
|  | Orica Ltd. | 37820 | &nbsp;&nbsp;673733 |
|  | Orora Ltd. | 142662 | &nbsp;&nbsp;202581 |
| \* | Paragon Care Ltd. | 97452 | &nbsp;&nbsp;14219 |
|  | Peet Ltd. | 121341 | &nbsp;&nbsp;169535 |
|  | Perenti Ltd. | 256008 | &nbsp;&nbsp;492843 |
|  | Perpetual Ltd. | 18059 | &nbsp;&nbsp;226149 |
|  | Perseus Mining Ltd. | 369302 | &nbsp;&nbsp;1422364 |
| \* | PEXA Group Ltd. | 24814 | &nbsp;&nbsp;237247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Premier Investments <br>Ltd.<br>| 360 | &nbsp;&nbsp;3334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Propel Funeral <br>Partners Ltd.<br>| 11552 | &nbsp;&nbsp;39584 |
|  | Qube Holdings Ltd. | 131256 | &nbsp;&nbsp;434138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ramelius Resources <br>Ltd.<br>| 409452 | &nbsp;&nbsp;1261036 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ramsay Health Care <br>Ltd.<br>| 24230 | &nbsp;&nbsp;611221 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Regional Express <br>Holdings Ltd.<br>| 9110 | &nbsp;&nbsp;698 |
|  | Regis Resources Ltd. | 123246 | &nbsp;&nbsp;642389 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reliance Worldwide <br>Corp. Ltd.<br>| 169433 | &nbsp;&nbsp;$440282 |
| \* | Resolute Mining Ltd. | 673288 | &nbsp;&nbsp;603146 |
|  | Ridley Corp. Ltd. | 28024 | &nbsp;&nbsp;48647 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sandfire Resources <br>Ltd.<br>| 135121 | &nbsp;&nbsp;1833461 |
|  | SEEK Ltd. | 5123 | &nbsp;&nbsp;74409 |
| \* | Select Harvests Ltd. | 30514 | &nbsp;&nbsp;94085 |
|  | Service Stream Ltd. | 186607 | &nbsp;&nbsp;295755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shaver Shop Group <br>Ltd.<br>| 17609 | &nbsp;&nbsp;18392 |
|  | Sims Ltd. (SGM AU) | 29519 | &nbsp;&nbsp;413301 |
|  | Sonic Healthcare Ltd. | 43963 | &nbsp;&nbsp;703048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Cross <br>Electrical <br>Engineering Ltd.<br>| 38384 | &nbsp;&nbsp;68169 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;SpeedCast <br>International Ltd.<br>| 40831 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stanmore Resources <br>Ltd.<br>| 74827 | &nbsp;&nbsp;156637 |
|  | Steadfast Group Ltd. | 5592 | &nbsp;&nbsp;20251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Super Retail Group <br>Ltd.<br>| 23711 | &nbsp;&nbsp;241953 |
| \* | Superloop Ltd. | 97815 | &nbsp;&nbsp;155858 |
|  | Tabcorp Holdings Ltd. | 712684 | &nbsp;&nbsp;437502 |
|  | Ten Sixty Four Ltd. | 76973 | &nbsp;&nbsp;5896 |
|  | TPG Telecom Ltd. | 92537 | &nbsp;&nbsp;249625 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Treasury Wine <br>Estates Ltd.<br>| 64648 | &nbsp;&nbsp;240903 |
| #\* | Tyro Payments Ltd. | 113726 | &nbsp;&nbsp;75072 |
| \* | Vault Minerals Ltd. | 138441 | &nbsp;&nbsp;529782 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Viva Energy Group <br>Ltd.<br>| 151911 | &nbsp;&nbsp;190169 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Washington H Soul <br>Pattinson & Co. <br>Ltd.<br>| 17924 | &nbsp;&nbsp;479890 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;WEB Travel Group <br>Ltd.<br>| 4456 | &nbsp;&nbsp;14259 |
|  | Webjet Group Ltd. | 82773 | &nbsp;&nbsp;46203 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;West African <br>Resources Ltd.<br>| 311032 | &nbsp;&nbsp;753600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westgold Resources <br>Ltd.<br>| 148073 | &nbsp;&nbsp;706560 |
| # | Whitehaven Coal Ltd. | 210315 | &nbsp;&nbsp;1284950 |
|  | Worley Ltd. | 95634 | &nbsp;&nbsp;889541 |
| # | Yancoal Australia Ltd. | 89948 | &nbsp;&nbsp;360049 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | &nbsp;&nbsp;37965304 |
| AUSTRIA — (0.8%) | AUSTRIA — (0.8%) | AUSTRIA — (0.8%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Agrana Beteiligungs <br>AG<br>| 1895 | &nbsp;&nbsp;25638 |
| Ω | BAWAG Group AG | 6756 | &nbsp;&nbsp;1099038 |
|  | Erste Group Bank AG | 3600 | &nbsp;&nbsp;468032 |
|  | EVN AG | 1520 | &nbsp;&nbsp;51216 |
| #\* | Lenzing AG | 1150 | &nbsp;&nbsp;34719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mayr Melnhof Karton <br>AG<br>| 919 | &nbsp;&nbsp;104156 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRIA — (Continued) | AUSTRIA — (Continued) | AUSTRIA — (Continued) |  |
|  | OMV AG | 18402 | &nbsp;&nbsp;$1093221 |
|  | Palfinger AG | 1142 | &nbsp;&nbsp;49072 |
|  | Porr AG | 4003 | &nbsp;&nbsp;164635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raiffeisen Bank <br>International AG<br>| 30433 | &nbsp;&nbsp;1533989 |
| # | SBO AG | 662 | &nbsp;&nbsp;24871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Strabag SE (STR AV), <br>Class BR<br>| 1617 | &nbsp;&nbsp;167416 |
|  | Telekom Austria AG | 13178 | &nbsp;&nbsp;139947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UNIQA Insurance <br>Group AG<br>| 8489 | &nbsp;&nbsp;157360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vienna Insurance <br>Group AG Wiener <br>Versicherung <br>Gruppe<br>| 7088 | &nbsp;&nbsp;557145 |
|  | voestalpine AG | 22402 | &nbsp;&nbsp;1063770 |
|  | Wienerberger AG | 5576 | &nbsp;&nbsp;184312 |
| TOTAL AUSTRIA | TOTAL AUSTRIA |  | &nbsp;&nbsp;6918537 |
| BELGIUM — (0.9%) | BELGIUM — (0.9%) | BELGIUM — (0.9%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ackermans & van <br>Haaren NV<br>| 6826 | &nbsp;&nbsp;2019596 |
|  | Ageas SA | 43696 | &nbsp;&nbsp;3103743 |
|  | Azelis Group NV | 10171 | &nbsp;&nbsp;100719 |
|  | Bekaert SA | 10897 | &nbsp;&nbsp;534573 |
| \* | bpost SA | 13612 | &nbsp;&nbsp;35125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cie <br>d'Entreprises CFE<br>| 2176 | &nbsp;&nbsp;23611 |
|  | CMB Tech NV | 14666 | &nbsp;&nbsp;193315 |
| # | Colruyt Group NV | 9850 | &nbsp;&nbsp;377449 |
|  | Deceuninck NV | 17296 | &nbsp;&nbsp;47277 |
|  | Deme Group NV | 1450 | &nbsp;&nbsp;289043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Econocom Group SA <br>NV<br>| 19313 | &nbsp;&nbsp;40093 |
|  | Jensen-Group NV | 248 | &nbsp;&nbsp;18519 |
| #\* | Ontex Group NV | 29953 | &nbsp;&nbsp;174207 |
|  | Proximus SADP | 25992 | &nbsp;&nbsp;237148 |
|  | Sipef NV | 1661 | &nbsp;&nbsp;165516 |
|  | Solvay SA | 4759 | &nbsp;&nbsp;140106 |
| # | Syensqo SA | 10174 | &nbsp;&nbsp;856282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tessenderlo Group <br>SA<br>| 3696 | &nbsp;&nbsp;119879 |
|  | VGP NV | 248 | &nbsp;&nbsp;30413 |
|  | Viohalco SA | 1948 | &nbsp;&nbsp;29869 |
| TOTAL BELGIUM | TOTAL BELGIUM |  | &nbsp;&nbsp;8536483 |
| BRAZIL — (0.8%) | BRAZIL — (0.8%) | BRAZIL — (0.8%) |  |
|  | Anima Holding SA | 78300 | &nbsp;&nbsp;77813 |
|  | Azzas 2154 SA | 3800 | &nbsp;&nbsp;19308 |
|  | Banco ABC Brasil SA | 1605 | &nbsp;&nbsp;8179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco BTG Pactual <br>SA<br>| 2235 | &nbsp;&nbsp;25460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bemobi Mobile Tech <br>SA<br>| 9900 | &nbsp;&nbsp;46634 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Blau Farmaceutica <br>SA<br>| 5200 | &nbsp;&nbsp;10049 |
| \* | Brava Energia | 14723 | &nbsp;&nbsp;52874 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brisanet Servicos de <br>Telecomunicacoes <br>SA<br>| 14200 | &nbsp;&nbsp;$8985 |
|  | C&A Modas SA | 27200 | &nbsp;&nbsp;61659 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cia Brasileira de <br>Aluminio<br>| 46700 | &nbsp;&nbsp;90334 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cia Siderurgica <br>Nacional SA <br>(CSNA3 BZ)<br>| 75831 | &nbsp;&nbsp;145099 |
|  | Cogna Educacao SA | 361350 | &nbsp;&nbsp;312411 |
| \* | Cosan SA | 23670 | &nbsp;&nbsp;26536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cruzeiro do Sul <br>Educacional SA<br>| 40965 | &nbsp;&nbsp;56044 |
|  | CSU Digital SA | 11000 | &nbsp;&nbsp;40277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cyrela Brazil Realty <br>SA <br>Empreendimentos e <br>Participacoes<br>| 41318 | &nbsp;&nbsp;234746 |
| Ω | Desktop SA | 21000 | &nbsp;&nbsp;59456 |
|  | Dexco SA | 73650 | &nbsp;&nbsp;80189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dimed SA <br>Distribuidora da <br>Medicamentos<br>| 20367 | &nbsp;&nbsp;51201 |
|  | Embraer SA | 24126 | &nbsp;&nbsp;444447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Empreendimentos <br>Pague Menos SA <br>PGMN3 BZ<br>| 42953 | &nbsp;&nbsp;53541 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Empreendimentos <br>Pague Menos SA <br>PGMN9 BZ<br>| 1707 | &nbsp;&nbsp;2128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ez Tec <br>Empreendimentos e <br>Participacoes SA<br>| 13522 | &nbsp;&nbsp;38900 |
|  | Fleury SA | 28500 | &nbsp;&nbsp;90004 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gerdau SA, <br>Sponsored ADR<br>| 120683 | &nbsp;&nbsp;515316 |
|  | Grendene SA | 36629 | &nbsp;&nbsp;34522 |
|  | Grupo Mateus SA | 46200 | &nbsp;&nbsp;42225 |
|  | Grupo SBF SA | 30100 | &nbsp;&nbsp;82360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guararapes <br>Confeccoes SA<br>| 17200 | &nbsp;&nbsp;32094 |
|  | Hypera SA | 55100 | &nbsp;&nbsp;263944 |
|  | Iochpe Maxion SA | 15800 | &nbsp;&nbsp;33085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Irani Papel e <br>Embalagem SA<br>| 9300 | &nbsp;&nbsp;16063 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IRB-Brasil Resseguros <br>SA<br>| 16589 | &nbsp;&nbsp;182350 |
| \* | Jalles Machado SA | 14200 | &nbsp;&nbsp;7933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JHSF Participacoes <br>SA<br>| 58376 | &nbsp;&nbsp;105931 |
|  | JSL SA | 17000 | &nbsp;&nbsp;24065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lavvi <br>Empreendimentos <br>Imobiliarios SA<br>| 19500 | &nbsp;&nbsp;66288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Localiza Rent a Car <br>SA<br>| 59410 | &nbsp;&nbsp;546264 |
|  | Lojas Renner SA | 122186 | &nbsp;&nbsp;346632 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |  |
|  | M Dias Branco SA | 8800 | &nbsp;&nbsp;$41519 |
|  | Magazine Luiza SA | 38640 | &nbsp;&nbsp;71880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Melnick Even <br>Desenvolvimento <br>Imobiliario SA<br>| 13300 | &nbsp;&nbsp;10084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mills Locacao <br>Servicos e Logistica <br>SA<br>| 12800 | &nbsp;&nbsp;37699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Moura Dubeux <br>Engenharia SA<br>| 14496 | &nbsp;&nbsp;78722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Movida Participacoes <br>SA<br>| 19276 | &nbsp;&nbsp;45601 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Natura Cosmeticos <br>SA<br>| 101278 | &nbsp;&nbsp;168773 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oceanpact Servicos <br>Maritimos SA<br>| 15100 | &nbsp;&nbsp;27028 |
|  | Petroreconcavo SA | 4900 | &nbsp;&nbsp;10521 |
| \* | PRIO SA | 65354 | &nbsp;&nbsp;633205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qualicorp Consultoria <br>e Corretora de <br>Seguros SA<br>| 41500 | &nbsp;&nbsp;17900 |
|  | Romi SA | 9887 | &nbsp;&nbsp;15818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sendas Distribuidora <br>SA (ASAI3 BZ)<br>| 33500 | &nbsp;&nbsp;54552 |
| Ω | Ser Educacional SA | 32700 | &nbsp;&nbsp;77669 |
|  | Simpar SA | 42900 | &nbsp;&nbsp;54534 |
|  | SLC Agricola SA | 15075 | &nbsp;&nbsp;45975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tres Tentos <br>Agroindustrial SA<br>| 5000 | &nbsp;&nbsp;15809 |
|  | Trisul SA | 20801 | &nbsp;&nbsp;28023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ultrapar Participacoes <br>SA (UGPA3 BZ)<br>| 77238 | &nbsp;&nbsp;372486 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Uniao Pet <br>Participacoes SA<br>| 36500 | &nbsp;&nbsp;24413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unifique <br>Telecomunicacoes <br>SA<br>| 15983 | &nbsp;&nbsp;16187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valid Solucoes e <br>Servicos de <br>Seguranca em <br>Meios de <br>Pagamento e <br>Identificacao SA<br>| 9600 | &nbsp;&nbsp;40551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vamos Locacao de <br>Caminhoes <br>Maquinas e <br>Equipamentos SA<br>| 75437 | &nbsp;&nbsp;57193 |
|  | Vibra Energia SA | 135419 | &nbsp;&nbsp;740041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YDUQS Participacoes <br>SA<br>| 36471 | &nbsp;&nbsp;101664 |
| TOTAL BRAZIL | TOTAL BRAZIL |  | &nbsp;&nbsp;7123193 |
| CANADA — (8.9%) | CANADA — (8.9%) | CANADA — (8.9%) |  |
|  | ADENTRA, Inc. | 5060 | &nbsp;&nbsp;134522 |
|  | ADF Group, Inc. | 1385 | &nbsp;&nbsp;8992 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Advantage Energy <br>Ltd.<br>| 75400 | &nbsp;&nbsp;$609668 |
|  | Aecon Group, Inc. | 14709 | &nbsp;&nbsp;381322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AG Growth <br>International, Inc.<br>| 1094 | &nbsp;&nbsp;23348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AGF Management <br>Ltd., Class B<br>| 15500 | &nbsp;&nbsp;206606 |
| \* | Air Canada | 10000 | &nbsp;&nbsp;138435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alamos Gold, Inc. <br>(AGI CN), Class A<br>| 62 | &nbsp;&nbsp;2298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alaris Equity Partners <br>Income<br>| 7900 | &nbsp;&nbsp;125261 |
|  | Algoma Central Corp. | 3700 | &nbsp;&nbsp;52688 |
|  | AltaGas Ltd. | 73261 | &nbsp;&nbsp;2209700 |
|  | Altius Minerals Corp. | 4849 | &nbsp;&nbsp;153484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amerigo Resources <br>Ltd.<br>| 35600 | &nbsp;&nbsp;145365 |
|  | ARC Resources Ltd. | 155102 | &nbsp;&nbsp;2878438 |
| \* | Athabasca Oil Corp. | 108571 | &nbsp;&nbsp;637082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AtkinsRealis Group, <br>Inc.<br>| 8253 | &nbsp;&nbsp;579192 |
| \* | ATS Corp. (ATS US) | 3664 | &nbsp;&nbsp;104277 |
| \* | AutoCanada, Inc. | 3000 | &nbsp;&nbsp;61381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;B2Gold Corp. (BTG <br>US)<br>| 253374 | &nbsp;&nbsp;1241533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;B2Gold Corp. (BTO <br>CN)<br>| 24417 | &nbsp;&nbsp;118889 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bausch Health Cos., <br>Inc. (BHC US)<br>| 30200 | &nbsp;&nbsp;173348 |
|  | Baytex Energy Corp. | 92659 | &nbsp;&nbsp;319831 |
|  | Birchcliff Energy Ltd. | 44387 | &nbsp;&nbsp;238617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bird Construction, <br>Inc.<br>| 159 | &nbsp;&nbsp;3522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Black Diamond Group <br>Ltd.<br>| 11000 | &nbsp;&nbsp;133294 |
|  | Boralex, Inc., Class A | 12214 | &nbsp;&nbsp;226493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brookfield Wealth <br>Solutions Ltd.<br>| 2300 | &nbsp;&nbsp;104945 |
| \* | CAE, Inc. (CAE US) | 17908 | &nbsp;&nbsp;573772 |
|  | Calian Group Ltd. | 1707 | &nbsp;&nbsp;84507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canaccord Genuity <br>Group, Inc.<br>| 16800 | &nbsp;&nbsp;146328 |
| \* | Canacol Energy Ltd. | 6190 | &nbsp;&nbsp;6955 |
|  | Canada Packers, Inc. | 2698 | &nbsp;&nbsp;31643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Tire Corp. <br>Ltd., Class A<br>| 9731 | &nbsp;&nbsp;1197178 |
| \* | Canfor Corp. | 22924 | &nbsp;&nbsp;241420 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Capstone Copper <br>Corp.<br>| 63218 | &nbsp;&nbsp;700591 |
|  | Cardinal Energy Ltd. | 36370 | &nbsp;&nbsp;236920 |
|  | Cascades, Inc. | 36006 | &nbsp;&nbsp;338205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CCL Industries, Inc., <br>Class B<br>| 13293 | &nbsp;&nbsp;801104 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Celestica, Inc. (CLS <br>CN)<br>| 64 | &nbsp;&nbsp;17984 |
|  | Centerra Gold, Inc. | 11300 | &nbsp;&nbsp;189295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CES Energy Solutions <br>Corp.<br>| 67935 | &nbsp;&nbsp;708462 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cipher <br>Pharmaceuticals, <br>Inc.<br>| 2347 | &nbsp;&nbsp;$25217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cogeco <br>Communications, <br>Inc.<br>| 3001 | &nbsp;&nbsp;144645 |
|  | Cogeco, Inc. | 13477 | &nbsp;&nbsp;660958 |
| \* | Conifex Timber, Inc. | 8294 | &nbsp;&nbsp;731 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cronos Group, Inc. <br>(CRON CN)<br>| 6600 | &nbsp;&nbsp;16480 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Cronos Group, Inc. <br>(CRON US)<br>| 23244 | &nbsp;&nbsp;58342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Definity Financial <br>Corp.<br>| 18390 | &nbsp;&nbsp;900018 |
|  | Dexterra Group, Inc. | 4400 | &nbsp;&nbsp;41782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Doman Building <br>Materials Group <br>Ltd.<br>| 18957 | &nbsp;&nbsp;133791 |
|  | DPM Metals, Inc. | 59238 | &nbsp;&nbsp;2066902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DREAM Unlimited <br>Corp., Class A<br>| 5700 | &nbsp;&nbsp;82089 |
|  | Dynacor Group, Inc. | 10400 | &nbsp;&nbsp;46591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;E-L Financial Corp. <br>Ltd.<br>| 41400 | &nbsp;&nbsp;527514 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Eldorado Gold Corp. <br>(EGO US)<br>| 19507 | &nbsp;&nbsp;837240 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Eldorado Gold Corp. <br>(ELD CN)<br>| 40242 | &nbsp;&nbsp;1726553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Empire Co. Ltd., <br>Class A<br>| 29278 | &nbsp;&nbsp;956402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Endeavour Mining <br>PLC<br>| 22096 | &nbsp;&nbsp;1206359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enerflex Ltd. (EFX <br>CN)<br>| 40826 | &nbsp;&nbsp;749269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enghouse Systems <br>Ltd.<br>| 3931 | &nbsp;&nbsp;54015 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ensign Energy <br>Services, Inc.<br>| 60488 | &nbsp;&nbsp;139931 |
|  | EQB, Inc. | 6065 | &nbsp;&nbsp;472987 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Equinox Gold Corp. <br>(EQX CN)<br>| 19913 | &nbsp;&nbsp;284886 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Equinox Gold Corp. <br>(EQX US)<br>| 47407 | &nbsp;&nbsp;677920 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ERO Copper Corp. <br>(ERO US)<br>| 20077 | &nbsp;&nbsp;672780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Exchange Income <br>Corp.<br>| 3833 | &nbsp;&nbsp;267422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Exco Technologies <br>Ltd.<br>| 7000 | &nbsp;&nbsp;35934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Finning International, <br>Inc.<br>| 23789 | &nbsp;&nbsp;1491824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Majestic Silver <br>Corp. (AG US)<br>| 41840 | &nbsp;&nbsp;871946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Majestic Silver <br>Corp. (FR CN)<br>| 14361 | &nbsp;&nbsp;299001 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;First Quantum <br>Minerals Ltd.<br>| 77608 | &nbsp;&nbsp;2193759 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Fortuna Mining Corp. <br>(FSM US)<br>| 85224 | &nbsp;&nbsp;$833491 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fortuna Mining Corp. <br>(FVI CN)<br>| 80 | &nbsp;&nbsp;783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Frontera Energy <br>Corp.<br>| 7501 | &nbsp;&nbsp;51782 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Galiano Gold, Inc. <br>GAU CN<br>| 46170 | &nbsp;&nbsp;121388 |
|  | Gamehost, Inc. | 1600 | &nbsp;&nbsp;13889 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GDI Integrated Facility <br>Services, Inc.<br>| 2229 | &nbsp;&nbsp;59537 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;GFL Environmental, <br>Inc.<br>| 1370 | &nbsp;&nbsp;58842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Headwater <br>Exploration, Inc.<br>| 29100 | &nbsp;&nbsp;235082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;High Liner Foods, <br>Inc.<br>| 5600 | &nbsp;&nbsp;63746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hudbay Minerals, Inc. <br>(HBM CN)<br>| 80845 | &nbsp;&nbsp;1914767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hudbay Minerals, Inc. <br>(HBM US)<br>| 2760 | &nbsp;&nbsp;65357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;iA Financial Corp., <br>Inc.<br>| 24244 | &nbsp;&nbsp;2978933 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IAMGOLD Corp. (IAG <br>US)<br>| 63068 | &nbsp;&nbsp;1146576 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IAMGOLD Corp. (IMG <br>CN)<br>| 62872 | &nbsp;&nbsp;1140945 |
|  | K-Bro Linen, Inc. | 1900 | &nbsp;&nbsp;47610 |
| \* | Kelt Exploration Ltd. | 39690 | &nbsp;&nbsp;227358 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinross Gold Corp. (K <br>CN)<br>| 100 | &nbsp;&nbsp;3149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinross Gold Corp. <br>(KGC US)<br>| 114164 | &nbsp;&nbsp;3603016 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kolibri Global Energy, <br>Inc.<br>| 2926 | &nbsp;&nbsp;11711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lassonde Industries, <br>Inc., Class A<br>| 1100 | &nbsp;&nbsp;178533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Laurentian Bank of <br>Canada<br>| 9096 | &nbsp;&nbsp;267205 |
|  | Leon's Furniture Ltd. | 8521 | &nbsp;&nbsp;172216 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lightspeed <br>Commerce, Inc. <br>(LSPD US)<br>| 15584 | &nbsp;&nbsp;168307 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Lightstream <br>Resources Ltd.<br>| 32000 | &nbsp;&nbsp;0 |
|  | Linamar Corp. | 11084 | &nbsp;&nbsp;702656 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Lucara Diamond <br>Corp.<br>| 96116 | &nbsp;&nbsp;17471 |
|  | Lundin Mining Corp. | 177526 | &nbsp;&nbsp;4478403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magellan Aerospace <br>Corp.<br>| 3497 | &nbsp;&nbsp;53470 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Magna International, <br>Inc. (MGA US)<br>| 41266 | &nbsp;&nbsp;2110343 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Major Drilling Group <br>International, Inc.<br>| 14091 | &nbsp;&nbsp;154606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maple Leaf Foods, <br>Inc.<br>| 13493 | &nbsp;&nbsp;250012 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Martinrea <br>International, Inc.<br>| 19684 | &nbsp;&nbsp;$140368 |
| \* | Mattr Corp. | 14076 | &nbsp;&nbsp;84974 |
|  | McCoy Global, Inc. | 4100 | &nbsp;&nbsp;9425 |
| \* | MDA Space Ltd. | 22285 | &nbsp;&nbsp;628952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Medical Facilities <br>Corp.<br>| 3800 | &nbsp;&nbsp;42335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Melcor Developments <br>Ltd.<br>| 4500 | &nbsp;&nbsp;53604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Methanex Corp. <br>(MEOH US)<br>| 7013 | &nbsp;&nbsp;334660 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Methanex Corp. (MX <br>CN)<br>| 6800 | &nbsp;&nbsp;324456 |
|  | Metro, Inc. | 6948 | &nbsp;&nbsp;461227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MTY Food Group, <br>Inc.<br>| 2444 | &nbsp;&nbsp;76121 |
|  | Mullen Group Ltd. | 11901 | &nbsp;&nbsp;140541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Neo Performance <br>Materials, Inc.<br>| 5581 | &nbsp;&nbsp;78531 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;New Gold, Inc. (NGD <br>CN)<br>| 22 | &nbsp;&nbsp;221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;North American <br>Construction Group <br>Ltd. (NOA CN)<br>| 3100 | &nbsp;&nbsp;46330 |
|  | North West Co., Inc. | 5700 | &nbsp;&nbsp;203486 |
|  | Northland Power, Inc. | 37868 | &nbsp;&nbsp;522001 |
| \* | NuVista Energy Ltd. | 51100 | &nbsp;&nbsp;699522 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Obsidian Energy Ltd. <br>(OBE US)<br>| 3875 | &nbsp;&nbsp;27939 |
|  | OceanaGold Corp. | 93677 | &nbsp;&nbsp;3035299 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Open Text Corp. <br>(OTEX CN)<br>| 800 | &nbsp;&nbsp;20434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Open Text Corp. <br>(OTEX US)<br>| 32589 | &nbsp;&nbsp;831997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OR Royalties, Inc. <br>(OR CN)<br>| 566 | &nbsp;&nbsp;22317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pan American Silver <br>Corp. (PAAS CN)<br>| 52992 | &nbsp;&nbsp;2887289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paramount Resources <br>Ltd., Class A<br>| 18572 | &nbsp;&nbsp;350252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Parex Resources, <br>Inc.<br>| 29536 | &nbsp;&nbsp;438165 |
|  | Pason Systems, Inc. | 11700 | &nbsp;&nbsp;103712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Petrus Resources <br>Ltd.<br>| 7000 | &nbsp;&nbsp;9870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Peyto Exploration & <br>Development Corp.<br>| 52912 | &nbsp;&nbsp;953593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PHX Energy Services <br>Corp.<br>| 11400 | &nbsp;&nbsp;70075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pizza Pizza Royalty <br>Corp.<br>| 5000 | &nbsp;&nbsp;57614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Polaris Renewable <br>Energy, Inc.<br>| 3900 | &nbsp;&nbsp;34914 |
|  | Pollard Banknote Ltd. | 1700 | &nbsp;&nbsp;23584 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Precision Drilling <br>Corp. (PDS US)<br>| 1935 | &nbsp;&nbsp;154297 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Premium Brands <br>Holdings Corp.<br>| 7720 | &nbsp;&nbsp;$530674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Richelieu Hardware <br>Ltd.<br>| 9200 | &nbsp;&nbsp;275125 |
|  | Rogers Sugar, Inc. | 23630 | &nbsp;&nbsp;107074 |
|  | Russel Metals, Inc. | 16034 | &nbsp;&nbsp;568164 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sangoma <br>Technologies Corp.<br>| 2812 | &nbsp;&nbsp;13052 |
|  | Saputo, Inc. | 45538 | &nbsp;&nbsp;1373849 |
|  | Savaria Corp. | 7394 | &nbsp;&nbsp;128695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Secure Waste <br>Infrastructure Corp.<br>| 39544 | &nbsp;&nbsp;510255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sienna Senior Living, <br>Inc.<br>| 4831 | &nbsp;&nbsp;75251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;South Bow Corp. <br>SOBO CN<br>| 900 | &nbsp;&nbsp;25566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;South Bow Corp. <br>SOBO US<br>| 19609 | &nbsp;&nbsp;556896 |
| \* | Spartan Delta Corp. | 9800 | &nbsp;&nbsp;65926 |
| Ω | Spin Master Corp. | 898 | &nbsp;&nbsp;12273 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SSR Mining, Inc. <br>(SSRM CN)<br>| 43130 | &nbsp;&nbsp;983176 |
|  | Stella-Jones, Inc. | 4300 | &nbsp;&nbsp;288319 |
|  | Superior Plus Corp. | 39100 | &nbsp;&nbsp;209621 |
|  | Supremex, Inc. | 4400 | &nbsp;&nbsp;11924 |
|  | Surge Energy, Inc. | 9700 | &nbsp;&nbsp;52573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiga Building <br>Products Ltd.<br>| 11800 | &nbsp;&nbsp;30331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tamarack Valley <br>Energy Ltd.<br>| 134499 | &nbsp;&nbsp;909731 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Taseko Mines Ltd. <br>(TKO CN)<br>| 112 | &nbsp;&nbsp;851 |
|  | TELUS Corp. | 416 | &nbsp;&nbsp;5805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Torex Gold <br>Resources, Inc.<br>| 25846 | &nbsp;&nbsp;1244040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Total Energy Services, <br>Inc.<br>| 6901 | &nbsp;&nbsp;83573 |
|  | Tourmaline Oil Corp. | 8155 | &nbsp;&nbsp;385935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transcontinental, Inc., <br>Class A<br>| 22793 | &nbsp;&nbsp;386677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trican Well Service <br>Ltd.<br>| 53175 | &nbsp;&nbsp;272975 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Triple Flag Precious <br>Metals Corp. (TFPM <br>CN)<br>| 3500 | &nbsp;&nbsp;118008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Triple Flag Precious <br>Metals Corp. (TFPM <br>US)<br>| 854 | &nbsp;&nbsp;28797 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Trisura Group Ltd. <br>(TSU CN)<br>| 8006 | &nbsp;&nbsp;244181 |
| \* | Valeura Energy, Inc. | 2110 | &nbsp;&nbsp;15651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vermilion Energy, Inc. <br>(VET US)<br>| 27700 | &nbsp;&nbsp;268136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VersaBank (VBNK <br>CN)<br>| 3835 | &nbsp;&nbsp;59539 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Victoria Gold <br>Corp./Vancouver<br>| 259 | &nbsp;&nbsp;17 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | Wajax Corp. | 4107 | &nbsp;&nbsp;$85268 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Well Health <br>Technologies Corp.<br>| 3531 | &nbsp;&nbsp;10269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;West Fraser Timber <br>Co. Ltd. (WFG CN)<br>| 5150 | &nbsp;&nbsp;351705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westshore Terminals <br>Investment Corp.<br>| 6600 | &nbsp;&nbsp;140710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Whitecap Resources, <br>Inc. WCP CN<br>| 228263 | &nbsp;&nbsp;2082052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Whitecap Resources, <br>Inc. WCPRF US<br>| 79992 | &nbsp;&nbsp;729528 |
|  | Winpak Ltd. | 7099 | &nbsp;&nbsp;224234 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Xebec Adsorption, <br>Inc.<br>| 18924 | &nbsp;&nbsp;0 |
| TOTAL CANADA | TOTAL CANADA |  | &nbsp;&nbsp;81395898 |
| CHILE — (0.1%) | CHILE — (0.1%) | CHILE — (0.1%) |  |
|  | Banco Itau Chile SA | 3897 | &nbsp;&nbsp;106074 |
| \* | CAP SA | 10189 | &nbsp;&nbsp;96201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Empresa Nacional de <br>Telecomunicaciones <br>SA<br>| 47111 | &nbsp;&nbsp;252919 |
|  | Empresas CMPC SA | 83976 | &nbsp;&nbsp;125896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inversiones Aguas <br>Metropolitanas SA<br>| 22220 | &nbsp;&nbsp;28199 |
|  | Ripley Corp. SA | 323786 | &nbsp;&nbsp;162781 |
|  | Salfacorp SA | 78597 | &nbsp;&nbsp;129429 |
|  | SONDA SA | 106548 | &nbsp;&nbsp;40848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vina Concha y Toro <br>SA<br>| 9661 | &nbsp;&nbsp;11012 |
| TOTAL CHILE | TOTAL CHILE |  | &nbsp;&nbsp;953359 |
| CHINA — (8.7%) | CHINA — (8.7%) | CHINA — (8.7%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;361 Degrees <br>International Ltd.<br>| 87000 | &nbsp;&nbsp;64031 |
| Ω | 3SBio, Inc. | 166500 | &nbsp;&nbsp;496471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;5I5J Holding Group <br>Co. Ltd., Class A<br>| 60500 | &nbsp;&nbsp;29070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AAC Technologies <br>Holdings, Inc.<br>| 144000 | &nbsp;&nbsp;683573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Accelink Technologies <br>Co. Ltd., Class A<br>| 4000 | &nbsp;&nbsp;41541 |
| \* | Adicon Holdings Ltd. | 30500 | &nbsp;&nbsp;20455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Technology <br>& Materials Co. <br>Ltd., Class A<br>| 12700 | &nbsp;&nbsp;43400 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aerospace Hi-Tech <br>Holdings Group <br>Ltd., Class A<br>| 15800 | &nbsp;&nbsp;64108 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;AK Medical Holdings <br>Ltd.<br>| 32000 | &nbsp;&nbsp;23900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Allmed Medical <br>Products Co. Ltd., <br>Class A<br>| 8900 | &nbsp;&nbsp;14786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aluminum Corp. of <br>China Ltd., Class H<br>| 412000 | &nbsp;&nbsp;719381 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Angang Steel Co. <br>Ltd., Class H<br>| 184000 | &nbsp;&nbsp;$47688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Construction <br>Engineering Group <br>Co. Ltd., Class A<br>| 36100 | &nbsp;&nbsp;24828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Heli Co. Ltd., <br>Class A<br>| 14100 | &nbsp;&nbsp;44227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Hengyuan Coal <br>Industry & <br>Electricity Power <br>Co. Ltd., Class A<br>| 19500 | &nbsp;&nbsp;19419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Honglu Steel <br>Construction Group <br>Co. Ltd., Class A<br>| 11700 | &nbsp;&nbsp;38112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Huilong <br>Agricultural Means <br>of Production Co. <br>Ltd., Class A<br>| 13100 | &nbsp;&nbsp;12408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Jiangnan <br>Chemical Industry <br>Co. Ltd., Class A<br>| 30600 | &nbsp;&nbsp;27288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Jinhe Industrial <br>Co. Ltd., Class A<br>| 7200 | &nbsp;&nbsp;24603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Kouzi Distillery <br>Co. Ltd., Class A<br>| 9900 | &nbsp;&nbsp;41881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Transport <br>Consulting & <br>Design Institute Co. <br>Ltd., Class A<br>| 15800 | &nbsp;&nbsp;18973 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Truchum <br>Advanced Materials <br>& Technology Co. <br>Ltd., Class A<br>| 26100 | &nbsp;&nbsp;49542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Zhongding <br>Sealing Parts Co. <br>Ltd., Class A<br>| 17400 | &nbsp;&nbsp;52302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anjoy Foods Group <br>Co. Ltd., Class A<br>| 2500 | &nbsp;&nbsp;32106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anton Oilfield Services <br>Group<br>| 504000 | &nbsp;&nbsp;76798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aoshikang Technology <br>Co. Ltd., Class A<br>| 4500 | &nbsp;&nbsp;25516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aotecar New Energy <br>Technology Group <br>Co. Ltd., Class A<br>| 56400 | &nbsp;&nbsp;26036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arctech Solar Holding <br>Co. Ltd., Class A<br>| 3120 | &nbsp;&nbsp;20158 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;AsiaInfo Technologies <br>Ltd.<br>| 74000 | &nbsp;&nbsp;81128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asian Star Anchor <br>Chain Co. Ltd. <br>Jiangsu, Class A<br>| 19400 | &nbsp;&nbsp;28928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Autobio Diagnostics <br>Co. Ltd., Class A<br>| 4100 | &nbsp;&nbsp;21635 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AviChina Industry & <br>Technology Co. <br>Ltd., Class H<br>| 233000 | &nbsp;&nbsp;$123592 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BAIC Foton Motor Co. <br>Ltd., Class A<br>| 104398 | &nbsp;&nbsp;44308 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;BAIC Motor Corp. <br>Ltd., Class H<br>| 364000 | &nbsp;&nbsp;86149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Changsha <br>Co. Ltd., Class A<br>| 21500 | &nbsp;&nbsp;30191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Chongqing <br>Co. Ltd., Class H<br>| 132500 | &nbsp;&nbsp;133308 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Qingdao Co. <br>Ltd., Class H<br>| 84000 | &nbsp;&nbsp;45278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Tianjin Co. <br>Ltd., Class H<br>| 33000 | &nbsp;&nbsp;10147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Xi'an Co. Ltd., <br>Class A<br>| 48800 | &nbsp;&nbsp;26339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baoji Titanium <br>Industry Co. Ltd., <br>Class A<br>| 2500 | &nbsp;&nbsp;13710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baoxiniao Holding Co. <br>Ltd., Class A<br>| 38600 | &nbsp;&nbsp;22380 |
| # | BBMG Corp., Class H | 274000 | &nbsp;&nbsp;28759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BBMG Jidong Cement <br>Group Co. Ltd., <br>Class A<br>| 38400 | &nbsp;&nbsp;27564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beibuwan Port Co. <br>Ltd., Class A<br>| 34600 | &nbsp;&nbsp;48668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Capital <br>Eco-Environment <br>Protection Group <br>Co. Ltd., Class A<br>| 93900 | &nbsp;&nbsp;41626 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Capital <br>International Airport <br>Co. Ltd., Class H<br>| 332000 | &nbsp;&nbsp;112891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Dabeinong <br>Technology Group <br>Co. Ltd., Class A<br>| 36300 | &nbsp;&nbsp;23941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Easpring <br>Material Technology <br>Co. Ltd., Class A<br>| 5300 | &nbsp;&nbsp;43690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Enterprises <br>Holdings Ltd.<br>| 97500 | &nbsp;&nbsp;441672 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Enterprises <br>Urban Resources <br>Group Ltd.<br>| 36000 | &nbsp;&nbsp;1824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Enterprises <br>Water Group Ltd.<br>| 860000 | &nbsp;&nbsp;296065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Fengjing <br>Automotive Parts <br>Co. Ltd.<br>| 40600 | &nbsp;&nbsp;24492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing GeoEnviron <br>Engineering & <br>Technology, Inc., <br>Class A<br>| 32100 | &nbsp;&nbsp;46853 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Haixin Energy <br>Technology Co. <br>Ltd., Class A<br>| 46600 | &nbsp;&nbsp;$31862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Haohua <br>Energy Resource <br>Co. Ltd., Class A<br>| 19000 | &nbsp;&nbsp;21905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Jetsen <br>Technology Co. <br>Ltd., Class A<br>| 40700 | &nbsp;&nbsp;35467 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Jingyuntong <br>Technology Co. <br>Ltd., Class A<br>| 39200 | &nbsp;&nbsp;21653 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Leike Defense <br>Technology Co. <br>Ltd., Class A<br>| 37100 | &nbsp;&nbsp;71036 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing North Star Co. <br>Ltd., Class H<br>| 98000 | &nbsp;&nbsp;9897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Originwater <br>Technology Co. <br>Ltd., Class A<br>| 43954 | &nbsp;&nbsp;25491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Sanyuan <br>Foods Co. Ltd., <br>Class A<br>| 38300 | &nbsp;&nbsp;30058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Shunxin <br>Agriculture Co. Ltd., <br>Class A<br>| 10000 | &nbsp;&nbsp;21373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Sinnet <br>Technology Co. <br>Ltd., Class A<br>| 17200 | &nbsp;&nbsp;37889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing SL <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 20800 | &nbsp;&nbsp;22962 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing SPC <br>Environment <br>Protection Tech Co. <br>Ltd., Class A<br>| 14500 | &nbsp;&nbsp;7990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Strong <br>Biotechnologies, <br>Inc., Class A<br>| 11400 | &nbsp;&nbsp;21693 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Thunisoft <br>Corp. Ltd., Class A<br>| 21500 | &nbsp;&nbsp;24017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Tong Ren Tang <br>Chinese Medicine <br>Co. Ltd.<br>| 15000 | &nbsp;&nbsp;16545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing United <br>Information <br>Technology Co. <br>Ltd., Class A<br>| 7000 | &nbsp;&nbsp;27239 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Urban <br>Construction Design <br>& Development <br>Group Co. Ltd., <br>Class H<br>| 49000 | &nbsp;&nbsp;8518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Wandong <br>Medical Technology <br>Co. Ltd., Class A<br>| 3200 | &nbsp;&nbsp;7339 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Watertek <br>Information <br>Technology Co. <br>Ltd., Class A<br>| 38400 | &nbsp;&nbsp;$34012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Yuanliu <br>Hongyuan <br>Electronic <br>Technology Co. <br>Ltd., Class A<br>| 5200 | &nbsp;&nbsp;40713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Zhong Ke San <br>Huan High-Tech Co. <br>Ltd., Class A<br>| 12200 | &nbsp;&nbsp;25152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Best Pacific <br>International <br>Holdings Ltd.<br>| 34000 | &nbsp;&nbsp;14031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Biem.L.Fdlkk Garment <br>Co. Ltd., Class A<br>| 8600 | &nbsp;&nbsp;18665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Binhai Investment Co. <br>Ltd.<br>| 55136 | &nbsp;&nbsp;7993 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Blue Moon Group <br>Holdings Ltd.<br>| 118000 | &nbsp;&nbsp;42431 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Blue Sail Medical Co. <br>Ltd., Class A<br>| 29200 | &nbsp;&nbsp;24874 |
| Ω | BOC Aviation Ltd. | 44800 | &nbsp;&nbsp;464112 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BOE HC SemiTek <br>Corp.<br>| 33600 | &nbsp;&nbsp;40284 |
| # | BOE Varitronix Ltd. | 61000 | &nbsp;&nbsp;37907 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bohai Leasing Co. <br>Ltd., Class A<br>| 97100 | &nbsp;&nbsp;62141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bright Dairy & Food <br>Co. Ltd., Class A<br>| 18300 | &nbsp;&nbsp;21003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bros Eastern Co. Ltd., <br>Class A<br>| 31500 | &nbsp;&nbsp;32154 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;B-Soft Co. Ltd., <br>Class A<br>| 46800 | &nbsp;&nbsp;36506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BTG Hotels Group <br>Co. Ltd., Class A<br>| 22100 | &nbsp;&nbsp;54706 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Business-intelligence <br>of Oriental Nations <br>Corp. Ltd., Class A<br>| 26500 | &nbsp;&nbsp;41228 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;BYD Electronic <br>International Co. <br>Ltd.<br>| 110500 | &nbsp;&nbsp;471813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;By-health Co. Ltd., <br>Class A<br>| 13500 | &nbsp;&nbsp;23670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;C&D International <br>Investment Group <br>Ltd.<br>| 115972 | &nbsp;&nbsp;238892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;C&S Paper Co. Ltd., <br>Class A<br>| 24800 | &nbsp;&nbsp;29097 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;CALB Group Co. Ltd., <br>Class H<br>| 20500 | &nbsp;&nbsp;64649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cangzhou Mingzhu <br>Plastic Co. Ltd., <br>Class A<br>| 51600 | &nbsp;&nbsp;36278 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canmax Technologies <br>Co. Ltd., Class A<br>| 9400 | &nbsp;&nbsp;$62238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canny Elevator Co. <br>Ltd., Class A<br>| 12200 | &nbsp;&nbsp;14174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CCCC Design & <br>Consulting Group <br>Co. Ltd., Class A<br>| 39600 | &nbsp;&nbsp;42246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CECEP Solar Energy <br>Co. Ltd., Class A<br>| 76900 | &nbsp;&nbsp;59428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CECEP Wind-Power <br>Corp., Class A<br>| 68250 | &nbsp;&nbsp;30349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central China New <br>Life Ltd.<br>| 13000 | &nbsp;&nbsp;883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central China <br>Securities Co. Ltd., <br>Class H<br>| 158000 | &nbsp;&nbsp;44734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CGN New Energy <br>Holdings Co. Ltd.<br>| 340000 | &nbsp;&nbsp;114504 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CGN Nuclear <br>Technology <br>Development Co. <br>Ltd., Class A<br>| 25400 | &nbsp;&nbsp;30637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Changchun Faway <br>Automobile <br>Components Co. <br>Ltd., Class A<br>| 19700 | &nbsp;&nbsp;27637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Changjiang & <br>Jinggong Steel <br>Building Group Co. <br>Ltd., Class A<br>| 48200 | &nbsp;&nbsp;32972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu Fusen <br>Noble-House <br>Industrial Co. Ltd., <br>Class A<br>| 10900 | &nbsp;&nbsp;18390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu Hongqi <br>Chain Co. Ltd., <br>Class A<br>| 27900 | &nbsp;&nbsp;23730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu Kanghong <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 8400 | &nbsp;&nbsp;35470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu Kanghua <br>Biological Products <br>Co. Ltd., Class A<br>| 2900 | &nbsp;&nbsp;30226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu Wintrue <br>Holding Co. Ltd., <br>Class A<br>| 22900 | &nbsp;&nbsp;48121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengtun Mining <br>Group Co. Ltd., <br>Class A<br>| 38000 | &nbsp;&nbsp;86421 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chengxin Lithium <br>Group Co. Ltd., <br>Class A<br>| 14200 | &nbsp;&nbsp;72414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengzhi Co. Ltd., <br>Class A<br>| 20900 | &nbsp;&nbsp;27529 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chervon Holdings <br>Ltd.<br>| 21200 | &nbsp;&nbsp;$65552 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Aerospace <br>International <br>Holdings Ltd.<br>| 540000 | &nbsp;&nbsp;42749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Aircraft Leasing <br>Group Holdings <br>Ltd.<br>| 26717 | &nbsp;&nbsp;16577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Animal <br>Husbandry Industry <br>Co. Ltd., Class A<br>| 24000 | &nbsp;&nbsp;28230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Automotive <br>Engineering <br>Research Institute <br>Co. Ltd., Class A<br>| 7600 | &nbsp;&nbsp;20726 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Bohai Bank Co. <br>Ltd., Class H<br>| 466500 | &nbsp;&nbsp;54352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China CAMC <br>Engineering Co. <br>Ltd., Class A<br>| 29200 | &nbsp;&nbsp;36897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Chunlai <br>Education Group <br>Co. Ltd.<br>| 40000 | &nbsp;&nbsp;19609 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Cinda Asset <br>Management Co. <br>Ltd., Class H<br>| 1471000 | &nbsp;&nbsp;250306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Coal Energy <br>Co. Ltd., Class H<br>| 303000 | &nbsp;&nbsp;443462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Coal Xinji <br>Energy Co. Ltd., <br>Class A<br>| 42500 | &nbsp;&nbsp;44801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China <br>Communications <br>Services Corp. Ltd., <br>Class H<br>| 476000 | &nbsp;&nbsp;289082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Conch Venture <br>Holdings Ltd.<br>| 288500 | &nbsp;&nbsp;394196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China CYTS Tours <br>Holding Co. Ltd., <br>Class A<br>| 12000 | &nbsp;&nbsp;17059 |
| #†† | China Dili Group | 516800 | &nbsp;&nbsp;8190 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;China East Education <br>Holdings Ltd.<br>| 107000 | &nbsp;&nbsp;78175 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;China Eastern Airlines <br>Corp. Ltd., Class H<br>| 166000 | &nbsp;&nbsp;115052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Education <br>Group Holdings <br>Ltd.<br>| 173169 | &nbsp;&nbsp;67453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Energy <br>Engineering Corp. <br>Ltd. (3996 HK), <br>Class H<br>| 942000 | &nbsp;&nbsp;138560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Energy <br>Engineering Corp. <br>Ltd. (601868 C1), <br>Class A<br>| 142303 | &nbsp;&nbsp;49758 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Everbright Bank <br>Co. Ltd., Class H<br>| 307000 | &nbsp;&nbsp;$127962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Everbright <br>Water Ltd.<br>| 62444 | &nbsp;&nbsp;12572 |
| Ω | China Feihe Ltd. | 610000 | &nbsp;&nbsp;303007 |
|  | China Foods Ltd. | 162000 | &nbsp;&nbsp;89738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Galaxy <br>Securities Co. Ltd., <br>Class H<br>| 569500 | &nbsp;&nbsp;765805 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Gas Holdings <br>Ltd.<br>| 434966 | &nbsp;&nbsp;430857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Gold <br>International <br>Resources Corp. <br>Ltd. (2099 HK)<br>| 48900 | &nbsp;&nbsp;1238195 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Gold <br>International <br>Resources Corp. <br>Ltd. (CGG CN)<br>| 61049 | &nbsp;&nbsp;1464297 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China High Speed <br>Transmission <br>Equipment Group <br>Co. Ltd.<br>| 73000 | &nbsp;&nbsp;17022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Hongqiao <br>Group Ltd.<br>| 432000 | &nbsp;&nbsp;1975826 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;China Huiyuan Juice <br>Group Ltd.<br>| 110500 | &nbsp;&nbsp;4959 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;China International <br>Capital Corp. Ltd., <br>Class H<br>| 64000 | &nbsp;&nbsp;173451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China International <br>Marine Containers <br>Group Co. Ltd., <br>Class H<br>| 156020 | &nbsp;&nbsp;177397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Isotope & <br>Radiation Corp., <br>Class H<br>| 7600 | &nbsp;&nbsp;21321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Jinmao <br>Holdings Group <br>Ltd.<br>| 975901 | &nbsp;&nbsp;216146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Kepei <br>Education Group <br>Ltd.<br>| 70000 | &nbsp;&nbsp;11901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Lesso Group <br>Holdings Ltd.<br>| 236000 | &nbsp;&nbsp;181301 |
|  | China Lilang Ltd. | 89000 | &nbsp;&nbsp;38176 |
| \*Ω | China Literature Ltd. | 23600 | &nbsp;&nbsp;108020 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Medical System <br>Holdings Ltd.<br>| 204000 | &nbsp;&nbsp;365928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Meheco Group <br>Co. Ltd., Class A<br>| 15100 | &nbsp;&nbsp;23628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Meidong Auto <br>Holdings Ltd.<br>| 28000 | &nbsp;&nbsp;5234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Mengniu Dairy <br>Co. Ltd.<br>| 428000 | &nbsp;&nbsp;893826 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Merchants Port <br>Holdings Co. Ltd.<br>| 88664 | &nbsp;&nbsp;$178445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Merchants <br>Property Operation <br>& Service Co. Ltd., <br>Class A<br>| 12900 | &nbsp;&nbsp;21864 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Minsheng <br>Banking Corp. Ltd., <br>Class H<br>| 813000 | &nbsp;&nbsp;404527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Modern Dairy <br>Holdings Ltd.<br>| 540000 | &nbsp;&nbsp;107287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China National Accord <br>Medicines Corp. <br>Ltd., Class A<br>| 5600 | &nbsp;&nbsp;20998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China National <br>Building Material <br>Co. Ltd., Class H<br>| 331749 | &nbsp;&nbsp;238626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China National Gold <br>Group Gold <br>Jewellery Co. Ltd., <br>Class A<br>| 18100 | &nbsp;&nbsp;38147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China National <br>Medicines Corp. <br>Ltd., Class A<br>| 6000 | &nbsp;&nbsp;25098 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;China New Higher <br>Education Group <br>Ltd.<br>| 176144 | &nbsp;&nbsp;20320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Nonferrous <br>Metal Industry's <br>Foreign Engineering <br>& Construction Co. <br>Ltd., Class A<br>| 25200 | &nbsp;&nbsp;28338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Nonferrous <br>Mining Corp. Ltd.<br>| 195000 | &nbsp;&nbsp;386502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Oilfield Services <br>Ltd., Class H<br>| 302000 | &nbsp;&nbsp;331909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Overseas <br>Grand Oceans <br>Group Ltd.<br>| 256646 | &nbsp;&nbsp;86840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Overseas Land <br>& Investment Ltd.<br>| 514500 | &nbsp;&nbsp;922094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Petroleum <br>Engineering Corp., <br>Class A<br>| 89200 | &nbsp;&nbsp;53656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Publishing & <br>Media Co. Ltd., <br>Class A<br>| 24600 | &nbsp;&nbsp;25756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Railway Group <br>Ltd., Class H<br>| 546000 | &nbsp;&nbsp;315082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Railway Hi-tech <br>Industry Co. Ltd., <br>Class A<br>| 30100 | &nbsp;&nbsp;36218 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Railway Signal <br>& Communication <br>Corp. Ltd., Class H<br>| 250000 | &nbsp;&nbsp;117166 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Railway Tielong <br>Container Logistics <br>Co. Ltd., Class A<br>| 29200 | &nbsp;&nbsp;$27641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Reinsurance <br>Group Corp., <br>Class H<br>| 1202000 | &nbsp;&nbsp;270892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Resources Beer <br>Holdings Co. Ltd.<br>| 216500 | &nbsp;&nbsp;724283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Resources <br>Boya <br>Bio-pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 5700 | &nbsp;&nbsp;18821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Resources <br>Building Materials <br>Technology <br>Holdings Ltd.<br>| 218000 | &nbsp;&nbsp;47645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Resources <br>Double Crane <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 16200 | &nbsp;&nbsp;43737 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Resources Gas <br>Group Ltd.<br>| 147800 | &nbsp;&nbsp;406618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Resources <br>Land Ltd.<br>| 462500 | &nbsp;&nbsp;1811236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Resources <br>Medical Holdings <br>Co. Ltd.<br>| 94000 | &nbsp;&nbsp;38986 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Resources <br>Pharmaceutical <br>Group Ltd.<br>| 349000 | &nbsp;&nbsp;203181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Risun Group <br>Ltd.<br>| 178000 | &nbsp;&nbsp;62639 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;China Ruyi Holdings <br>Ltd.<br>| 232000 | &nbsp;&nbsp;64164 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Sanjiang Fine <br>Chemicals Co. Ltd.<br>| 118000 | &nbsp;&nbsp;70392 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Shanshui <br>Cement Group Ltd.<br>| 270000 | &nbsp;&nbsp;20494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China State <br>Construction <br>Development <br>Holdings Ltd.<br>| 38000 | &nbsp;&nbsp;5830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China State <br>Construction <br>International <br>Holdings Ltd.<br>| 368000 | &nbsp;&nbsp;442045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Sunshine Paper <br>Holdings Co. Ltd.<br>| 134000 | &nbsp;&nbsp;22404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Taiping <br>Insurance Holdings <br>Co. Ltd.<br>| 293000 | &nbsp;&nbsp;960112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Tianying, Inc., <br>Class A<br>| 27400 | &nbsp;&nbsp;24082 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Tower Corp. <br>Ltd., Class H<br>| 781000 | &nbsp;&nbsp;1123685 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Traditional <br>Chinese Medicine <br>Holdings Co. Ltd.<br>| 426000 | &nbsp;&nbsp;$112337 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Travel <br>International <br>Investment Hong <br>Kong Ltd.<br>| 356000 | &nbsp;&nbsp;62423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Tungsten & <br>Hightech Materials <br>Co. Ltd., Class A<br>| 7670 | &nbsp;&nbsp;53195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China West <br>Construction Group <br>Co. Ltd., Class A<br>| 30500 | &nbsp;&nbsp;26567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China XLX Fertiliser <br>Ltd.<br>| 112000 | &nbsp;&nbsp;160689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Yongda <br>Automobiles <br>Services Holdings <br>Ltd.<br>| 217500 | &nbsp;&nbsp;43499 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Youran Dairy <br>Group Ltd.<br>| 466000 | &nbsp;&nbsp;266080 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Yuhua <br>Education Corp. <br>Ltd.<br>| 152000 | &nbsp;&nbsp;10899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Zheshang Bank <br>Co. Ltd., Class H<br>| 444599 | &nbsp;&nbsp;142413 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chinasoft International <br>Ltd.<br>| 394000 | &nbsp;&nbsp;253579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing <br>Department Store <br>Co. Ltd., Class A<br>| 6200 | &nbsp;&nbsp;21959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Fuling <br>Zhacai Group Co. <br>Ltd., Class A<br>| 11300 | &nbsp;&nbsp;21585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Gas Group <br>Corp. Ltd., Class A<br>| 24249 | &nbsp;&nbsp;20139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Machinery <br>& Electric Co. Ltd., <br>Class H<br>| 106000 | &nbsp;&nbsp;33282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Road & <br>Bridge Co. Ltd., <br>Class A<br>| 23300 | &nbsp;&nbsp;21317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Rural <br>Commercial Bank <br>Co. Ltd., Class H<br>| 468000 | &nbsp;&nbsp;349386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Sanfeng <br>Environment Group <br>Corp. Ltd., Class A<br>| 18200 | &nbsp;&nbsp;23628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chow Tai Seng <br>Jewellery Co. Ltd., <br>Class A<br>| 15400 | &nbsp;&nbsp;28207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CIMC Enric Holdings <br>Ltd.<br>| 108000 | &nbsp;&nbsp;153183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cisen Pharmaceutical <br>Co. Ltd., Class A<br>| 10900 | &nbsp;&nbsp;27454 |
|  | CITIC Ltd. | 305000 | &nbsp;&nbsp;487445 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;City Development <br>Environment Co. <br>Ltd., Class A<br>| 13200 | &nbsp;&nbsp;$26774 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;CMGE Technology <br>Group Ltd.<br>| 282000 | &nbsp;&nbsp;13701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CMST Development <br>Co. Ltd., Class A<br>| 24300 | &nbsp;&nbsp;20738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CNSIG Inner Mongolia <br>Chemical Industry <br>Co. Ltd., Class A<br>| 17800 | &nbsp;&nbsp;23641 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;COFCO <br>Biotechnology Co. <br>Ltd., Class A<br>| 25600 | &nbsp;&nbsp;24876 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;COFCO Joycome <br>Foods Ltd.<br>| 409000 | &nbsp;&nbsp;87811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COFCO Sugar <br>Holding Co. Ltd., <br>Class A<br>| 21800 | &nbsp;&nbsp;55617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comba Telecom <br>Systems Holdings <br>Ltd.<br>| 182000 | &nbsp;&nbsp;52989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Concord New Energy <br>Group Ltd.<br>| 1150000 | &nbsp;&nbsp;47025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Continental Aerospace <br>Technologies <br>Holding Ltd.<br>| 570000 | &nbsp;&nbsp;12386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COSCO SHIPPING <br>Energy <br>Transportation Co. <br>Ltd., Class H<br>| 164000 | &nbsp;&nbsp;295427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COSCO SHIPPING <br>Specialized Carriers <br>Co. Ltd., Class A<br>| 28300 | &nbsp;&nbsp;31814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CQ Pharmaceutical <br>Holding Co. Ltd., <br>Class A<br>| 29600 | &nbsp;&nbsp;25762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CRRC Corp. Ltd., <br>Class H<br>| 317000 | &nbsp;&nbsp;235489 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;CSC Financial Co. <br>Ltd., Class H<br>| 41500 | &nbsp;&nbsp;66891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CSG Holding Co. Ltd., <br>Class A<br>| 33700 | &nbsp;&nbsp;22554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CSPC Pharmaceutical <br>Group Ltd.<br>| 678000 | &nbsp;&nbsp;831727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CTS International <br>Logistics Corp. Ltd., <br>Class A<br>| 29200 | &nbsp;&nbsp;25075 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Daan Gene Co. Ltd., <br>Class A<br>| 32400 | &nbsp;&nbsp;30792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dalian Huarui Heavy <br>Industry Group Co. <br>Ltd., Class A<br>| 30200 | &nbsp;&nbsp;31157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dashang Co. Ltd., <br>Class A<br>| 15266 | &nbsp;&nbsp;39986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deppon Logistics Co. <br>Ltd., Class A<br>| 15800 | &nbsp;&nbsp;42862 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dian Diagnostics <br>Group Co. Ltd., <br>Class A<br>| 13600 | &nbsp;&nbsp;$46764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Digital China Group <br>Co. Ltd., Class A<br>| 6400 | &nbsp;&nbsp;34946 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Digital China <br>Information Service <br>Group Co. Ltd., <br>Class A<br>| 17900 | &nbsp;&nbsp;41499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongfang Electric <br>Corp. Ltd., Class H<br>| 42800 | &nbsp;&nbsp;139495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongguan Aohai <br>Technology Co. <br>Ltd., Class A<br>| 2400 | &nbsp;&nbsp;16907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongguan <br>Development <br>Holdings Co. Ltd., <br>Class A<br>| 12900 | &nbsp;&nbsp;20410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongxing Securities <br>Co. Ltd., Class A<br>| 23800 | &nbsp;&nbsp;47588 |
|  | Dongyue Group Ltd. | 306000 | &nbsp;&nbsp;479701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dynagreen <br>Environmental <br>Protection Group <br>Co. Ltd., Class H<br>| 62000 | &nbsp;&nbsp;42170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eaglerise Electric & <br>Electronic China <br>Co. Ltd., Class A<br>| 9500 | &nbsp;&nbsp;53120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;E-Commodities <br>Holdings Ltd.<br>| 368000 | &nbsp;&nbsp;41924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Edvantage Group <br>Holdings Ltd.<br>| 80000 | &nbsp;&nbsp;15469 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;EEKA Fashion <br>Holdings Ltd.<br>| 46000 | &nbsp;&nbsp;41645 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Elion Energy Co. Ltd., <br>Class A<br>| 29100 | &nbsp;&nbsp;293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eternal Asia Supply <br>Chain Management <br>Ltd., Class A<br>| 53500 | &nbsp;&nbsp;46628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ever Sunshine <br>Services Group <br>Ltd.<br>| 126000 | &nbsp;&nbsp;29558 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Everbright Securities <br>Co. Ltd., Class H<br>| 38400 | &nbsp;&nbsp;43665 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Everest Medicines <br>Ltd.<br>| 6000 | &nbsp;&nbsp;29900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Explosive Co. Ltd., <br>Class A<br>| 10800 | &nbsp;&nbsp;21938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fangda Carbon New <br>Material Co. Ltd., <br>Class A<br>| 30961 | &nbsp;&nbsp;25533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fangda Special Steel <br>Technology Co. <br>Ltd., Class A<br>| 37300 | &nbsp;&nbsp;34711 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Far East Smarter <br>Energy Co. Ltd., <br>Class A<br>| 35300 | &nbsp;&nbsp;$61305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FAWER Automotive <br>Parts Co. Ltd., <br>Class A<br>| 15600 | &nbsp;&nbsp;12296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FESCO Group Co. <br>Ltd., Class A<br>| 4400 | &nbsp;&nbsp;11764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fiberhome <br>Telecommunication <br>Technologies Co. <br>Ltd., Class A<br>| 10320 | &nbsp;&nbsp;58542 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Financial Street <br>Holdings Co. Ltd., <br>Class A<br>| 71300 | &nbsp;&nbsp;29037 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Flat Glass Group Co. <br>Ltd., Class H<br>| 54000 | &nbsp;&nbsp;75464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Foryou Corp., <br>Class A<br>| 4600 | &nbsp;&nbsp;21071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fosun International <br>Ltd.<br>| 23500 | &nbsp;&nbsp;12503 |
|  | Fufeng Group Ltd. | 298000 | &nbsp;&nbsp;322466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fujian Star-net <br>Communication Co. <br>Ltd., Class A<br>| 13300 | &nbsp;&nbsp;54775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fujian Sunner <br>Development Co. <br>Ltd., Class A<br>| 21500 | &nbsp;&nbsp;53316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gansu Energy <br>Chemical Co. Ltd., <br>Class A<br>| 83500 | &nbsp;&nbsp;29771 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gansu Jiu Steel <br>Group Hongxing <br>Iron & Steel Co. <br>Ltd., Class A<br>| 67400 | &nbsp;&nbsp;18683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gansu Shangfeng <br>Cement Co. Ltd., <br>Class A<br>| 19300 | &nbsp;&nbsp;40062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gansu Yasheng <br>Industrial Group Co. <br>Ltd., Class A<br>| 51300 | &nbsp;&nbsp;27628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GCL Energy <br>Technology Co. <br>Ltd., Class A<br>| 18300 | &nbsp;&nbsp;27632 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GDS Holdings Ltd. <br>(9698 HK), Class A<br>| 49400 | &nbsp;&nbsp;275064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Geely Automobile <br>Holdings Ltd.<br>| 757000 | &nbsp;&nbsp;1558279 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Genimous Technology <br>Co. Ltd., Class A<br>| 28400 | &nbsp;&nbsp;38396 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Genscript Biotech <br>Corp.<br>| 126000 | &nbsp;&nbsp;206829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GF Securities Co. <br>Ltd., Class H<br>| 140600 | &nbsp;&nbsp;328098 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Goldwind Science & <br>Technology Co. <br>Ltd., Class H<br>| 94000 | &nbsp;&nbsp;$175520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goodbaby <br>International <br>Holdings Ltd.<br>| 168000 | &nbsp;&nbsp;23233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grand Pharmaceutical <br>Group Ltd.<br>| 167000 | &nbsp;&nbsp;167108 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grandjoy Holdings <br>Group Co. Ltd., <br>Class A<br>| 48600 | &nbsp;&nbsp;27369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great Wall Motor Co. <br>Ltd., Class H<br>| 225500 | &nbsp;&nbsp;384185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Green Development <br>Electricity Group of <br>Tianjin Co. Ltd., <br>Class A<br>| 34100 | &nbsp;&nbsp;41437 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Greentown China <br>Holdings Ltd.<br>| 213500 | &nbsp;&nbsp;305579 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Greentown <br>Management <br>Holdings Co. Ltd.<br>| 102000 | &nbsp;&nbsp;42933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greentown Service <br>Group Co. Ltd.<br>| 254000 | &nbsp;&nbsp;147684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong <br>Advertising Group <br>Co. Ltd., Class A<br>| 27400 | &nbsp;&nbsp;47701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong <br>Construction <br>Engineering Group <br>Co. Ltd., Class A<br>| 45100 | &nbsp;&nbsp;24712 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Create <br>Century Intelligent <br>Equipment Group <br>Corp. Ltd., Class A<br>| 19900 | &nbsp;&nbsp;25568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Dongfang <br>Precision Science & <br>Technology Co. <br>Ltd., Class A<br>| 11900 | &nbsp;&nbsp;30677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Dongpeng <br>Holdings Co. Ltd., <br>Class A<br>| 10200 | &nbsp;&nbsp;10786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Dowstone <br>Technology Co. <br>Ltd., Class A<br>| 15500 | &nbsp;&nbsp;65437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Fenghua <br>Advanced <br>Technology Holding <br>Co. Ltd., Class A<br>| 7000 | &nbsp;&nbsp;20556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Guanhao <br>High-Tech Co. Ltd., <br>Class A<br>| 30200 | &nbsp;&nbsp;15319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Kinlong <br>Hardware Products <br>Co. Ltd., Class A<br>| 6900 | &nbsp;&nbsp;24396 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Provincial <br>Expressway <br>Development Co. <br>Ltd., Class A<br>| 15200 | &nbsp;&nbsp;$26669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong South <br>New Media Co. <br>Ltd., Class A<br>| 3600 | &nbsp;&nbsp;23736 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Vanward <br>New Electric Co. <br>Ltd., Class A<br>| 16800 | &nbsp;&nbsp;24249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Xinbao <br>Electrical <br>Appliances Holdings <br>Co. Ltd., Class A<br>| 16100 | &nbsp;&nbsp;33452 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Zhongnan <br>Iron & Steel Co. <br>Ltd., Class A<br>| 61700 | &nbsp;&nbsp;23359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong <br>Zhongsheng <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 14400 | &nbsp;&nbsp;39672 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guanghui Logistics <br>Co. Ltd., Class A<br>| 22800 | &nbsp;&nbsp;21449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangshen Railway <br>Co. Ltd., Class H<br>| 230000 | &nbsp;&nbsp;64877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangxi Liugong <br>Machinery Co. Ltd., <br>Class A<br>| 27400 | &nbsp;&nbsp;44833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangxi LiuYao <br>Group Co. Ltd., <br>Class A<br>| 7200 | &nbsp;&nbsp;18828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou <br>Baiyunshan <br>Pharmaceutical <br>Holdings Co. Ltd., <br>Class H<br>| 28000 | &nbsp;&nbsp;67963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou KDT <br>Machinery Group <br>Co. Ltd., Class A<br>| 9500 | &nbsp;&nbsp;25299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Wondfo <br>Biotech Co. Ltd., <br>Class A<br>| 6400 | &nbsp;&nbsp;19739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Zhujiang <br>Brewery Co. Ltd., <br>Class A<br>| 15500 | &nbsp;&nbsp;21117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guilin Layn Natural <br>Ingredients Corp., <br>Class A<br>| 17200 | &nbsp;&nbsp;22813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guizhou Chanhen <br>Chemical Corp., <br>Class A<br>| 6900 | &nbsp;&nbsp;41696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guizhou Gas Group <br>Corp. Ltd., Class A<br>| 22400 | &nbsp;&nbsp;22503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guizhou Panjiang <br>Refined Coal Co. <br>Ltd., Class A<br>| 34800 | &nbsp;&nbsp;27324 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guizhou Tyre Co. Ltd., <br>Class A<br>| 34100 | &nbsp;&nbsp;$25264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guizhou Xinbang <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 48100 | &nbsp;&nbsp;23250 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guizhou Zhenhua <br>E-chem, Inc., <br>Class A<br>| 13700 | &nbsp;&nbsp;27741 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guoguang Electric Co. <br>Ltd., Class A<br>| 13500 | &nbsp;&nbsp;26804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guomai Technologies, <br>Inc., Class A<br>| 10500 | &nbsp;&nbsp;16765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guoquan Food <br>Shanghai Co. Ltd., <br>Class H<br>| 46000 | &nbsp;&nbsp;25108 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Guotai Haitong <br>Securities Co. Ltd., <br>Class H<br>| 47120 | &nbsp;&nbsp;100293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haier Smart Home <br>Co. Ltd. (6690 HK), <br>Class H<br>| 330000 | &nbsp;&nbsp;1087917 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hainan Haide Capital <br>Management Co. <br>Ltd., Class A<br>| 20500 | &nbsp;&nbsp;17141 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hainan Meilan <br>International Airport <br>Co. Ltd., Class H<br>| 31000 | &nbsp;&nbsp;41108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haitian International <br>Holdings Ltd.<br>| 77000 | &nbsp;&nbsp;238198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hand Enterprise <br>Solutions Co. Ltd., <br>Class A<br>| 17400 | &nbsp;&nbsp;66242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou GreatStar <br>Industrial Co. Ltd.<br>| 6900 | &nbsp;&nbsp;34183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Haoyue <br>Personal Care Co. <br>Ltd., Class A<br>| 6160 | &nbsp;&nbsp;27467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Huawang <br>New Material <br>Technology Co. <br>Ltd., Class A<br>| 14520 | &nbsp;&nbsp;18469 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Iron & <br>Steel Co., Class A<br>| 18500 | &nbsp;&nbsp;24026 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Lion <br>Microelectronics Co. <br>Ltd., Class A<br>| 7200 | &nbsp;&nbsp;43993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Onechance <br>Tech Corp., <br>Class A<br>| 7200 | &nbsp;&nbsp;44206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Oxygen <br>Plant Group Co. <br>Ltd., Class A<br>| 14900 | &nbsp;&nbsp;66819 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Robam <br>Appliances Co. Ltd., <br>Class A<br>| 14000 | &nbsp;&nbsp;42274 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Tigermed <br>Consulting Co. Ltd. <br>(3347 HK), Class H<br>| 3100 | &nbsp;&nbsp;$21904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanwei Electronics <br>Group Corp., <br>Class A<br>| 9600 | &nbsp;&nbsp;76522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harbin Electric Co. <br>Ltd., Class H<br>| 158000 | &nbsp;&nbsp;401346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harbin Electric Corp. <br>Jiamusi Electric <br>Machine Co. Ltd., <br>Class A<br>| 16900 | &nbsp;&nbsp;34201 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Harbin Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 25900 | &nbsp;&nbsp;13119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HBIS Resources Co. <br>Ltd., Class A<br>| 10900 | &nbsp;&nbsp;37369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Health & Happiness <br>H&H International <br>Holdings Ltd.<br>| 54500 | &nbsp;&nbsp;106695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hefei Urban <br>Construction <br>Development Co. <br>Ltd., Class A<br>| 3000 | &nbsp;&nbsp;6020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henan Liliang <br>Diamond Co. Ltd., <br>Class A<br>| 6400 | &nbsp;&nbsp;36659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henan Mingtai Al <br>Industrial Co. Ltd., <br>Class A<br>| 20200 | &nbsp;&nbsp;48467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henan Pinggao <br>Electric Co. Ltd., <br>Class A<br>| 8600 | &nbsp;&nbsp;26138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henan Thinker <br>Automatic <br>Equipment Co. Ltd., <br>Class A<br>| 7840 | &nbsp;&nbsp;29698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henan Yuguang Gold <br>& Lead Co. Ltd., <br>Class A<br>| 23900 | &nbsp;&nbsp;74348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henan Zhongyuan <br>Expressway Co. <br>Ltd., Class A<br>| 43100 | &nbsp;&nbsp;25374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hengan International <br>Group Co. Ltd.<br>| 75500 | &nbsp;&nbsp;272919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hengtong Logistics <br>Co. Ltd., Class A<br>| 8100 | &nbsp;&nbsp;11852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hengyi Petrochemical <br>Co. Ltd., Class A<br>| 35500 | &nbsp;&nbsp;61697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hexing Electrical Co. <br>Ltd., Class A<br>| 4200 | &nbsp;&nbsp;23685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hitevision Co. Ltd., <br>Class A<br>| 7600 | &nbsp;&nbsp;29775 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hongyuan Green <br>Energy Co. Ltd., <br>Class A<br>| 12600 | &nbsp;&nbsp;50349 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hopson Development <br>Holdings Ltd.<br>| 19593 | &nbsp;&nbsp;$8727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Horizon Construction <br>Development Ltd.<br>| 101000 | &nbsp;&nbsp;12922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huadian Heavy <br>Industries Co. Ltd., <br>Class A<br>| 10800 | &nbsp;&nbsp;17400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huafon Microfibre <br>Shanghai <br>Technology Co. <br>Ltd., Class A<br>| 23300 | &nbsp;&nbsp;22069 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Huafu Fashion Co. <br>Ltd., Class A<br>| 36000 | &nbsp;&nbsp;21627 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Huaihe Energy Group <br>Co. Ltd., Class A<br>| 68100 | &nbsp;&nbsp;33523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huangshan Tourism <br>Development Co. <br>Ltd., Class A<br>| 6600 | &nbsp;&nbsp;12114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huapont Life Sciences <br>Co. Ltd., Class A<br>| 24200 | &nbsp;&nbsp;19494 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Huatai Securities Co. <br>Ltd., Class H<br>| 167600 | &nbsp;&nbsp;399602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huaxin Cement Co. <br>Ltd. (6655 HK), <br>Class H<br>| 47800 | &nbsp;&nbsp;113881 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hubei Broadcasting & <br>Television <br>Information Network <br>Co. Ltd., Class A<br>| 35500 | &nbsp;&nbsp;27624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hubei Chutian Smart <br>Communication Co. <br>Ltd., Class A<br>| 20700 | &nbsp;&nbsp;11855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hubei Jumpcan <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 6000 | &nbsp;&nbsp;22506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hubei Yihua Chemical <br>Industry Co. Ltd., <br>Class A<br>| 11300 | &nbsp;&nbsp;26983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hubei Zhenhua <br>Chemical Co. Ltd., <br>Class A<br>| 16100 | &nbsp;&nbsp;79116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huishang Bank Corp. <br>Ltd., Class H<br>| 135800 | &nbsp;&nbsp;60008 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hunan Er-Kang <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 53300 | &nbsp;&nbsp;29311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hunan Gold Corp. <br>Ltd., Class A<br>| 10060 | &nbsp;&nbsp;51848 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hunan New Wellful <br>Co. Ltd., Class A<br>| 24600 | &nbsp;&nbsp;20887 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Hygeia Healthcare <br>Holdings Co. Ltd.<br>| 49000 | &nbsp;&nbsp;80474 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HyUnion Holding Co. <br>Ltd., Class A<br>| 23200 | &nbsp;&nbsp;29195 |
|  | IKD Co. Ltd., Class A | 17400 | &nbsp;&nbsp;47952 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Infore Environment <br>Technology Group <br>Co. Ltd., Class A<br>| 39700 | &nbsp;&nbsp;$40097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inmyshow Digital <br>Technology Group <br>Co. Ltd., Class A<br>| 30000 | &nbsp;&nbsp;32797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inner Mongolia Berun <br>Chemical Co. Ltd., <br>Class A<br>| 32500 | &nbsp;&nbsp;39521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inner Mongolia Dian <br>Tou Energy Corp. <br>Ltd., Class A<br>| 7900 | &nbsp;&nbsp;32626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inspur Digital <br>Enterprise <br>Technology Ltd.<br>| 38000 | &nbsp;&nbsp;24349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intron Technology <br>Holdings Ltd.<br>| 46000 | &nbsp;&nbsp;11071 |
| #\* | iQIYI, Inc., ADR | 55400 | &nbsp;&nbsp;115232 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IRICO Display <br>Devices Co. Ltd., <br>Class A<br>| 34800 | &nbsp;&nbsp;33681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jade Bird Fire Co. <br>Ltd., Class A<br>| 19920 | &nbsp;&nbsp;32337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jangho Group Co. <br>Ltd., Class A<br>| 27400 | &nbsp;&nbsp;37876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jason Furniture <br>Hangzhou Co. Ltd., <br>Class A<br>| 6300 | &nbsp;&nbsp;32095 |
| \*Ω | JD Logistics, Inc. | 295700 | &nbsp;&nbsp;422598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiang Su Suyan <br>Jingshen Co. Ltd., <br>Class A<br>| 17200 | &nbsp;&nbsp;28472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangling Motors Corp. <br>Ltd., Class A<br>| 9400 | &nbsp;&nbsp;24438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Asia-Pacific <br>Light Alloy <br>Technology Co. <br>Ltd., Class A<br>| 31400 | &nbsp;&nbsp;34777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Azure Corp., <br>Class A<br>| 17900 | &nbsp;&nbsp;43721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Broadcasting <br>Cable Information <br>Network Corp. Ltd., <br>Class A<br>| 56000 | &nbsp;&nbsp;35120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Changshu <br>Automotive Trim <br>Group Co. Ltd., <br>Class A<br>| 8600 | &nbsp;&nbsp;19078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Dingsheng <br>New Energy <br>Materials Co. Ltd., <br>Class A<br>| 28900 | &nbsp;&nbsp;70571 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu General <br>Science Technology <br>Co. Ltd., Class A<br>| 27500 | &nbsp;&nbsp;18546 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Guomao <br>Reducer Co. Ltd., <br>Class A<br>| 17300 | &nbsp;&nbsp;$42773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Huachang <br>Chemical Co. Ltd., <br>Class A<br>| 23300 | &nbsp;&nbsp;21762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Jiangyin Rural <br>Commercial Bank <br>Co. Ltd., Class A<br>| 33300 | &nbsp;&nbsp;21899 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Kanion <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 8500 | &nbsp;&nbsp;17730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Lihua Foods <br>Group Co. Ltd.<br>| 7900 | &nbsp;&nbsp;22867 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Linyang <br>Energy Co. Ltd., <br>Class A<br>| 25900 | &nbsp;&nbsp;21465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Pacific Quartz <br>Co. Ltd., Class A<br>| 6800 | &nbsp;&nbsp;38868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Provincial <br>Agricultural <br>Reclamation & <br>Development Corp., <br>Class A<br>| 11400 | &nbsp;&nbsp;16563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Shentong <br>Valve Co. Ltd., <br>Class A<br>| 12800 | &nbsp;&nbsp;31719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Shuangxing <br>Color Plastic New <br>Materials Co. Ltd., <br>Class A<br>| 34900 | &nbsp;&nbsp;35236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Soho High <br>Hope Group Corp., <br>Class A<br>| 56400 | &nbsp;&nbsp;27746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Suzhou Rural <br>Commercial Bank <br>Co. Ltd., Class A<br>| 35860 | &nbsp;&nbsp;25914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Zhangjiagang <br>Rural Commercial <br>Bank Co. Ltd., <br>Class A<br>| 34600 | &nbsp;&nbsp;22758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Zijin Rural <br>Commercial Bank <br>Co. Ltd., Class A<br>| 90600 | &nbsp;&nbsp;36650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangxi Ganyue <br>Expressway Co. <br>Ltd., Class A<br>| 32800 | &nbsp;&nbsp;23370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangxi Guotai Group <br>Co. Ltd., Class A<br>| 13300 | &nbsp;&nbsp;27988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiaozuo Wanfang <br>Aluminum <br>Manufacturing Co. <br>Ltd., Class A<br>| 13200 | &nbsp;&nbsp;25361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiayin Group, Inc., <br>ADR<br>| 2355 | &nbsp;&nbsp;15543 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jihua Group Corp. <br>Ltd., Class A<br>| 67000 | &nbsp;&nbsp;$31987 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jilin Chemical Fibre, <br>Class A<br>| 39400 | &nbsp;&nbsp;27322 |
| #\*†† | &nbsp;&nbsp;&nbsp;&nbsp;Jinchuan Group <br>International <br>Resources Co. Ltd.<br>| 425000 | &nbsp;&nbsp;13057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jingjin Equipment, <br>Inc., Class A<br>| 7900 | &nbsp;&nbsp;22801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JinkoSolar Holding <br>Co. Ltd., ADR<br>| 8667 | &nbsp;&nbsp;222135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jinlei Technology Co. <br>Ltd., Class A<br>| 10000 | &nbsp;&nbsp;39522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jinmao Property <br>Services Co. Ltd.<br>| 15891 | &nbsp;&nbsp;5383 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Jinxin Fertility Group <br>Ltd.<br>| 140500 | &nbsp;&nbsp;43882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jinyu Bio-Technology <br>Co. Ltd., Class A<br>| 23800 | &nbsp;&nbsp;61810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiuzhitang Co. Ltd., <br>Class A<br>| 16100 | &nbsp;&nbsp;20434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jizhong Energy <br>Resources Co. Ltd., <br>Class A<br>| 31400 | &nbsp;&nbsp;25257 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jolywood Suzhou <br>Sunwatt Co. Ltd., <br>Class A<br>| 28100 | &nbsp;&nbsp;33085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jonjee Hi-Tech <br>Industrial & <br>Commercial Holding <br>Co. Ltd., Class A<br>| 8900 | &nbsp;&nbsp;22866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JS Corrugating <br>Machinery Co. Ltd., <br>Class A<br>| 15100 | &nbsp;&nbsp;28080 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;JS Global Lifestyle <br>Co. Ltd.<br>| 189500 | &nbsp;&nbsp;43467 |
|  | JSTI Group, Class A | 22800 | &nbsp;&nbsp;25019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Juewei Food Co. Ltd., <br>Class A<br>| 8600 | &nbsp;&nbsp;15797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jutal Offshore Oil <br>Services Ltd.<br>| 94000 | &nbsp;&nbsp;6244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kailuan Energy <br>Chemical Co. Ltd., <br>Class A<br>| 9400 | &nbsp;&nbsp;8562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kaishan Group Co. <br>Ltd., Class A<br>| 16700 | &nbsp;&nbsp;40995 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;KBC Corp. Ltd., <br>Class A<br>| 4419 | &nbsp;&nbsp;18053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keda Industrial Group <br>Co. Ltd., Class A<br>| 10800 | &nbsp;&nbsp;27514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keshun Waterproof <br>Technologies Co. <br>Ltd., Class A<br>| 33700 | &nbsp;&nbsp;34531 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kinetic Development <br>Group Ltd.<br>| 442000 | &nbsp;&nbsp;98839 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kingboard Holdings <br>Ltd.<br>| 115000 | &nbsp;&nbsp;$466022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kingboard Laminates <br>Holdings Ltd.<br>| 110500 | &nbsp;&nbsp;207470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kingfa Sci & Tech Co. <br>Ltd., Class A<br>| 8700 | &nbsp;&nbsp;23884 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kingsoft Cloud <br>Holdings Ltd.<br>| 64000 | &nbsp;&nbsp;56857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KPC Pharmaceuticals, <br>Inc., Class A<br>| 10700 | &nbsp;&nbsp;19229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuangda Technology <br>Group Co. Ltd., <br>Class A<br>| 42400 | &nbsp;&nbsp;41761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kunlun Energy Co. <br>Ltd.<br>| 756000 | &nbsp;&nbsp;774584 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lanzhou LS Heavy <br>Equipment Co. Ltd., <br>Class A<br>| 26900 | &nbsp;&nbsp;40383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lao Feng Xiang Co. <br>Ltd., Class A<br>| 5000 | &nbsp;&nbsp;33022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Laobaixing Pharmacy <br>Chain JSC, <br>Class A<br>| 9100 | &nbsp;&nbsp;20123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Launch Tech Co. Ltd., <br>Class H<br>| 33500 | &nbsp;&nbsp;37891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lee & Man Chemical <br>Co. Ltd.<br>| 38000 | &nbsp;&nbsp;29388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lee & Man Paper <br>Manufacturing Ltd.<br>| 299000 | &nbsp;&nbsp;136677 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Legend Holdings <br>Corp., Class H<br>| 84000 | &nbsp;&nbsp;92699 |
| # | Lenovo Group Ltd. | 708000 | &nbsp;&nbsp;797713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Leo Group Co. Ltd., <br>Class A<br>| 28300 | &nbsp;&nbsp;37822 |
|  | Leoch Energy, Inc. | 2320 | &nbsp;&nbsp;19790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Leoch International <br>Technology Ltd.<br>| 116000 | &nbsp;&nbsp;9959 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Li Auto, Inc. (2015 <br>HK), Class A<br>| 115600 | &nbsp;&nbsp;966065 |
|  | Li Ning Co. Ltd. | 352500 | &nbsp;&nbsp;921780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lianhe Chemical <br>Technology Co. <br>Ltd., Class A<br>| 24900 | &nbsp;&nbsp;62827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Liaoning Port Co. Ltd., <br>Class H<br>| 284000 | &nbsp;&nbsp;32671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lier Chemical Co. <br>Ltd., Class A<br>| 13600 | &nbsp;&nbsp;34802 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lifetech Scientific <br>Corp.<br>| 286000 | &nbsp;&nbsp;66986 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Lingbao Gold Group <br>Co. Ltd., Class H<br>| 26000 | &nbsp;&nbsp;73577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Livzon Pharmaceutical <br>Group, Inc., <br>Class H<br>| 6400 | &nbsp;&nbsp;24084 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lizhong Sitong Light <br>Alloys Group Co. <br>Ltd., Class A<br>| 8100 | &nbsp;&nbsp;$27859 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;LK Technology <br>Holdings Ltd.<br>| 22500 | &nbsp;&nbsp;9610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Loncin Motor Co. Ltd., <br>Class A<br>| 26700 | &nbsp;&nbsp;58907 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Longfor Group <br>Holdings Ltd.<br>| 49589 | &nbsp;&nbsp;65213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Longshine Technology <br>Group Co. Ltd., <br>Class A<br>| 8900 | &nbsp;&nbsp;22144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lucky Harvest Co. <br>Ltd., Class A<br>| 8580 | &nbsp;&nbsp;43132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luoniushan Co. Ltd., <br>Class A<br>| 25900 | &nbsp;&nbsp;31531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luoyang Xinqianglian <br>Slewing Bearing <br>Co. Ltd., Class A<br>| 8700 | &nbsp;&nbsp;56106 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Luye Pharma Group <br>Ltd.<br>| 154500 | &nbsp;&nbsp;54882 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Maanshan Iron & <br>Steel Co. Ltd., <br>Class H<br>| 68000 | &nbsp;&nbsp;23514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maccura <br>Biotechnology Co. <br>Ltd., Class A<br>| 14000 | &nbsp;&nbsp;24463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meinian Onehealth <br>Healthcare Holdings <br>Co. Ltd., Class A<br>| 66600 | &nbsp;&nbsp;66941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mesnac Co. Ltd., <br>Class A<br>| 22100 | &nbsp;&nbsp;26324 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Metallurgical Corp. of <br>China Ltd., Class H<br>| 528000 | &nbsp;&nbsp;124910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;M-Grass Ecology & <br>Environment Group <br>Co. Ltd., Class A<br>| 29600 | &nbsp;&nbsp;17308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Milkyway Intelligent <br>Supply Chain <br>Service Group Co. <br>Ltd., Class A<br>| 1600 | &nbsp;&nbsp;14549 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Minmetals <br>Development Co. <br>Ltd., Class A<br>| 21300 | &nbsp;&nbsp;41844 |
| \* | Minmetals Land Ltd. | 340000 | &nbsp;&nbsp;42651 |
|  | Minth Group Ltd. | 142000 | &nbsp;&nbsp;668529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MLS Co. Ltd., <br>Class A<br>| 24900 | &nbsp;&nbsp;35362 |
| #\* | MMG Ltd. | 487199 | &nbsp;&nbsp;630777 |
| \*Ω | Mobvista, Inc. | 49000 | &nbsp;&nbsp;93458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Moon Environment <br>Technology Co. <br>Ltd., Class A<br>| 19760 | &nbsp;&nbsp;45694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morimatsu <br>International <br>Holdings Co. Ltd.<br>| 56000 | &nbsp;&nbsp;76842 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nanhua Futures Co. <br>Ltd., Class A<br>| 12200 | &nbsp;&nbsp;$32306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NanJi E-Commerce <br>Co. Ltd., Class A<br>| 28700 | &nbsp;&nbsp;13285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nanjing Hanrui Cobalt <br>Co. Ltd., Class A<br>| 6400 | &nbsp;&nbsp;44362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nanjing Iron & Steel <br>Co. Ltd., Class A<br>| 75000 | &nbsp;&nbsp;62804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nanjing King-Friend <br>Biochemical <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 23800 | &nbsp;&nbsp;32405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nanjing <br>Pharmaceutical <br>Group Co. Ltd.<br>| 31500 | &nbsp;&nbsp;25086 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nanjing Tanker Corp., <br>Class A<br>| 66500 | &nbsp;&nbsp;35289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nantong Jiangshan <br>Agrochemical & <br>Chemical LLC, <br>Class A<br>| 9900 | &nbsp;&nbsp;39072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NetDragon Websoft <br>Holdings Ltd.<br>| 54000 | &nbsp;&nbsp;69454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Neusoft Corp., <br>Class A<br>| 20400 | &nbsp;&nbsp;30738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New China Life <br>Insurance Co. Ltd., <br>Class H<br>| 153600 | &nbsp;&nbsp;1248987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Newland Digital <br>Technology Co. <br>Ltd., Class A<br>| 4000 | &nbsp;&nbsp;15694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nexteer Automotive <br>Group Ltd.<br>| 193000 | &nbsp;&nbsp;164648 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nine Dragons Paper <br>Holdings Ltd.<br>| 280000 | &nbsp;&nbsp;294985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Boway Alloy <br>Material Co. Ltd., <br>Class A<br>| 8400 | &nbsp;&nbsp;23699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Huaxiang <br>Electronic Co. Ltd., <br>Class A<br>| 10600 | &nbsp;&nbsp;50374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Jintian Copper <br>Group Co. Ltd., <br>Class A<br>| 30400 | &nbsp;&nbsp;52032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Peacebird <br>Fashion Co. Ltd., <br>Class A<br>| 11800 | &nbsp;&nbsp;27219 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Shanshan Co. <br>Ltd., Class A<br>| 38300 | &nbsp;&nbsp;70895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Xusheng <br>Group Co. Ltd., <br>Class A<br>| 12600 | &nbsp;&nbsp;32451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Yunsheng Co. <br>Ltd., Class A<br>| 10700 | &nbsp;&nbsp;21671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NKY Medical Holdings <br>Ltd., Class A<br>| 13700 | &nbsp;&nbsp;37049 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Norinco International <br>Cooperation Ltd., <br>Class A<br>| 22300 | &nbsp;&nbsp;$40415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;North Chemical <br>Industries Co. Ltd., <br>Class A<br>| 15200 | &nbsp;&nbsp;46973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;North China <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 34500 | &nbsp;&nbsp;28121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;North Huajin Chemical <br>Industries Co. Ltd., <br>Class A<br>| 38800 | &nbsp;&nbsp;33804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northeast <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 35500 | &nbsp;&nbsp;27061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northeast Securities <br>Co. Ltd., Class A<br>| 28400 | &nbsp;&nbsp;37094 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nuode New Materials <br>Co. Ltd., Class A<br>| 10200 | &nbsp;&nbsp;10076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Offshore Oil <br>Engineering Co. <br>Ltd., Class A<br>| 29400 | &nbsp;&nbsp;28243 |
|  | Onewo, Inc., Class H | 31900 | &nbsp;&nbsp;79950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Opple Lighting Co. <br>Ltd., Class A<br>| 7800 | &nbsp;&nbsp;22730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ORG Technology Co. <br>Ltd., Class A<br>| 58200 | &nbsp;&nbsp;49065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orient International <br>Enterprise Ltd., <br>Class A<br>| 9500 | &nbsp;&nbsp;11951 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Orient Securities Co. <br>Ltd., Class H<br>| 164400 | &nbsp;&nbsp;143165 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oriental Energy Co. <br>Ltd., Class A<br>| 17600 | &nbsp;&nbsp;21876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Shuanglin <br>Bio-pharmacy Co. <br>Ltd., Class A<br>| 9700 | &nbsp;&nbsp;19105 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PCI Technology Group <br>Co. Ltd., Class A<br>| 40700 | &nbsp;&nbsp;40205 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Pengdu Agriculture & <br>Animal Husbandry <br>Co. Ltd., Class A<br>| 164500 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Perennial Energy <br>Holdings Ltd.<br>| 80000 | &nbsp;&nbsp;11944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PharmaBlock <br>Sciences Nanjing, <br>Inc., Class A<br>| 5300 | &nbsp;&nbsp;31450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PhiChem Corp., <br>Class A<br>| 13700 | &nbsp;&nbsp;54739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pingdingshan Tianan <br>Coal Mining Co. <br>Ltd., Class A<br>| 40400 | &nbsp;&nbsp;49915 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Polaris Bay Group Co. <br>Ltd., Class A<br>| 19700 | &nbsp;&nbsp;19240 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Poly Property Group <br>Co. Ltd.<br>| 201637 | &nbsp;&nbsp;$60715 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Porton Pharma <br>Solutions Ltd., <br>Class A<br>| 6900 | &nbsp;&nbsp;24258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prinx Chengshan <br>Holdings Ltd.<br>| 20000 | &nbsp;&nbsp;20984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pylon Technologies <br>Co. Ltd., Class A<br>| 3881 | &nbsp;&nbsp;33862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Q Technology Group <br>Co. Ltd.<br>| 123000 | &nbsp;&nbsp;146718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qinchuan Machine <br>Tool & Tool Group <br>Share Co. Ltd., <br>Class A<br>| 21100 | &nbsp;&nbsp;37202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao East Steel <br>Tower Stock Co. <br>Ltd., Class A<br>| 38100 | &nbsp;&nbsp;151231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Eastsoft <br>Communication <br>Technology Co. <br>Ltd., Class A<br>| 7100 | &nbsp;&nbsp;16458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Gon <br>Technology Co. <br>Ltd., Class A<br>| 3600 | &nbsp;&nbsp;30407 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Port <br>International Co. <br>Ltd., Class H<br>| 87000 | &nbsp;&nbsp;83618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Rural <br>Commercial Bank <br>Corp., Class A<br>| 127700 | &nbsp;&nbsp;57708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Sentury Tire <br>Co. Ltd., Class A<br>| 16400 | &nbsp;&nbsp;48311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qinghai Huzhu <br>TianYouDe <br>Highland Barley <br>Spirit Co. Ltd., <br>Class A<br>| 13100 | &nbsp;&nbsp;17343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qinhuangdao Port Co. <br>Ltd., Class H<br>| 74500 | &nbsp;&nbsp;25714 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Quzhou DFP New <br>Material Group Co. <br>Ltd.<br>| 47100 | &nbsp;&nbsp;28241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rainbow Digital <br>Commercial Co. <br>Ltd., Class A<br>| 38250 | &nbsp;&nbsp;31530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Renhe Pharmacy Co. <br>Ltd., Class A<br>| 26500 | &nbsp;&nbsp;22848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rianlon Corp., <br>Class A<br>| 6700 | &nbsp;&nbsp;45134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Riyue Heavy Industry <br>Co. Ltd., Class A<br>| 12300 | &nbsp;&nbsp;24571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rizhao Port Co. Ltd., <br>Class A<br>| 56400 | &nbsp;&nbsp;25727 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;RongFa Nuclear <br>Equipment Co. Ltd., <br>Class A<br>| 49300 | &nbsp;&nbsp;$52952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Runjian Co. Ltd., <br>Class A<br>| 3100 | &nbsp;&nbsp;20656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanjiang Shopping <br>Club Co. Ltd., <br>Class A<br>| 12600 | &nbsp;&nbsp;30068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanquan Food Co. <br>Ltd., Class A<br>| 7110 | &nbsp;&nbsp;12187 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sansteel Minguang <br>Co. Ltd. Fujian, <br>Class A<br>| 54900 | &nbsp;&nbsp;35094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sansure Biotech, Inc., <br>Class A<br>| 9291 | &nbsp;&nbsp;27168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sany Heavy <br>Equipment <br>International <br>Holdings Co. Ltd.<br>| 209000 | &nbsp;&nbsp;321084 |
| \* | Seazen Group Ltd. | 496000 | &nbsp;&nbsp;165578 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Seazen Holdings Co. <br>Ltd., Class A<br>| 16700 | &nbsp;&nbsp;42499 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;S-Enjoy Service <br>Group Co. Ltd.<br>| 63000 | &nbsp;&nbsp;4234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shaanxi Beiyuan <br>Chemical Industry <br>Group Co. Ltd., <br>Class A<br>| 39800 | &nbsp;&nbsp;24859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shaanxi Construction <br>Engineering Group <br>Corp. Ltd., Class A<br>| 44500 | &nbsp;&nbsp;23198 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shaanxi Heimao <br>Coking Co. Ltd., <br>Class A<br>| 58400 | &nbsp;&nbsp;38358 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Bohui <br>Paper Industrial Co. <br>Ltd., Class A<br>| 30100 | &nbsp;&nbsp;32265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Dongyue <br>Silicone Material <br>Co. Ltd., Class A<br>| 23500 | &nbsp;&nbsp;41343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Hi-Speed <br>Road & Bridge <br>Group Co. Ltd., <br>Class A<br>| 14900 | &nbsp;&nbsp;13570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Huatai <br>Paper Industry <br>Shareholding Co. <br>Ltd., Class A<br>| 46100 | &nbsp;&nbsp;27854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Humon <br>Smelting Co. Ltd., <br>Class A<br>| 11000 | &nbsp;&nbsp;31495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Jincheng <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 10900 | &nbsp;&nbsp;24108 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Jinjing <br>Science & <br>Technology Co. <br>Ltd., Class A<br>| 31900 | &nbsp;&nbsp;$26124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Linglong <br>Tyre Co. Ltd., <br>Class A<br>| 9700 | &nbsp;&nbsp;21030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Lukang <br>Pharma, Class A<br>| 17900 | &nbsp;&nbsp;23892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong <br>Pharmaceutical <br>Glass Co. Ltd., <br>Class A<br>| 6300 | &nbsp;&nbsp;18538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Publishing <br>& Media Co. Ltd., <br>Class A<br>| 16300 | &nbsp;&nbsp;21563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Weifang <br>Rainbow Chemical <br>Co. Ltd., Class A<br>| 2000 | &nbsp;&nbsp;23906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Weigao <br>Group Medical <br>Polymer Co. Ltd., <br>Class H<br>| 284000 | &nbsp;&nbsp;181837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong WIT Dyne <br>Health Co. Ltd., <br>Class A<br>| 6000 | &nbsp;&nbsp;27932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Xiantan <br>Group Co. Ltd.<br>| 11300 | &nbsp;&nbsp;10536 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Xinhua <br>Pharmaceutical Co. <br>Ltd., Class H<br>| 32000 | &nbsp;&nbsp;28766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Yisheng <br>Livestock & Poultry <br>Breeding Co. Ltd., <br>Class A<br>| 10300 | &nbsp;&nbsp;14278 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Aerospace <br>Automobile <br>Electromechanical <br>Co. Ltd., Class A<br>| 15500 | &nbsp;&nbsp;33631 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Aiko Solar <br>Energy Co. Ltd., <br>Class A<br>| 10800 | &nbsp;&nbsp;21125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Bright Meat <br>Group Co. Ltd., <br>Class A<br>| 27000 | &nbsp;&nbsp;25752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Construction <br>Group Co. Ltd., <br>Class A<br>| 62100 | &nbsp;&nbsp;26620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Datun <br>Energy Resources <br>Co. Ltd., Class A<br>| 13300 | &nbsp;&nbsp;24704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Environment <br>Group Co. Ltd., <br>Class A<br>| 21400 | &nbsp;&nbsp;26416 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Fosun <br>Pharmaceutical <br>Group Co. Ltd., <br>Class H<br>| 11500 | &nbsp;&nbsp;$30049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Gench <br>Education Group <br>Ltd.<br>| 16500 | &nbsp;&nbsp;5492 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Haohai <br>Biological <br>Technology Co. <br>Ltd., Class H<br>| 6400 | &nbsp;&nbsp;21222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Huayi <br>Group Co. Ltd., <br>Class A<br>| 22900 | &nbsp;&nbsp;33141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Industrial <br>Holdings Ltd.<br>| 81000 | &nbsp;&nbsp;155265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Jinjiang <br>International Hotels <br>Co. Ltd., Class A<br>| 8700 | &nbsp;&nbsp;34095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Kaibao <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 24600 | &nbsp;&nbsp;22121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Mechanical <br>& Electrical Industry <br>Co. Ltd., Class A<br>| 17300 | &nbsp;&nbsp;67449 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Milkground <br>Food Tech Co. Ltd., <br>Class A<br>| 8700 | &nbsp;&nbsp;28575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai <br>Pharmaceuticals <br>Holding Co. Ltd., <br>Class H<br>| 122400 | &nbsp;&nbsp;186530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Pret <br>Composites Co. <br>Ltd., Class A<br>| 17300 | &nbsp;&nbsp;44892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai QiFan <br>Cable Co. Ltd., <br>Class A<br>| 9600 | &nbsp;&nbsp;28861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Runda <br>Medical Technology <br>Co. Ltd., Class A<br>| 10500 | &nbsp;&nbsp;24125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Shyndec <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 19400 | &nbsp;&nbsp;29685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Tongji <br>Science & <br>Technology <br>Industrial Co. Ltd., <br>Class A<br>| 17400 | &nbsp;&nbsp;32677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Tunnel <br>Engineering Co. <br>Ltd., Class A<br>| 53000 | &nbsp;&nbsp;51753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Waigaoqiao <br>Free Trade Zone <br>Group Co. Ltd., <br>Class A<br>| 11000 | &nbsp;&nbsp;16764 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Zhenhua <br>Heavy Industries <br>Co. Ltd., Class A<br>| 45100 | &nbsp;&nbsp;$33188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Zhonggu <br>Logistics Co. Ltd., <br>Class A<br>| 26300 | &nbsp;&nbsp;38694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Zijiang <br>Enterprise Group <br>Co. Ltd., Class A<br>| 15300 | &nbsp;&nbsp;16945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shantui Construction <br>Machinery Co. Ltd., <br>Class A<br>| 17600 | &nbsp;&nbsp;31363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanxi Blue Flame <br>Holding Co. Ltd., <br>Class A<br>| 27000 | &nbsp;&nbsp;31768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanxi Coal <br>International Energy <br>Group Co. Ltd., <br>Class A<br>| 14800 | &nbsp;&nbsp;23993 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanxi Guoxin Energy <br>Corp. Ltd., Class A<br>| 51440 | &nbsp;&nbsp;24577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanxi Hi-speed <br>Group Co. Ltd., <br>Class A<br>| 32600 | &nbsp;&nbsp;24993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanxi Lanhua <br>Sci-Tech Venture <br>Co. Ltd., Class A<br>| 25480 | &nbsp;&nbsp;23006 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanxi Lu'an <br>Chemical <br>Technology Co. <br>Ltd., Class A<br>| 30500 | &nbsp;&nbsp;14069 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanxi Meijin Energy <br>Co. Ltd., Class A<br>| 37100 | &nbsp;&nbsp;26973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanxi Securities Co. <br>Ltd., Class A<br>| 33600 | &nbsp;&nbsp;29256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenma Industry Co. <br>Ltd., Class A<br>| 26406 | &nbsp;&nbsp;34528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Agricultural <br>Power Group Co. <br>Ltd., Class A<br>| 12300 | &nbsp;&nbsp;17161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Airport Co. <br>Ltd., Class A<br>| 36800 | &nbsp;&nbsp;38342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Aisidi Co. <br>Ltd., Class A<br>| 14000 | &nbsp;&nbsp;25771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Center <br>Power Tech Co. <br>Ltd., Class A<br>| 10500 | &nbsp;&nbsp;30311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Cereals <br>Holdings Co. Ltd., <br>Class A<br>| 20900 | &nbsp;&nbsp;22234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Colibri <br>Technologies Co. <br>Ltd., Class A<br>| 11800 | &nbsp;&nbsp;38562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Das <br>Intellitech Co. Ltd., <br>Class A<br>| 65900 | &nbsp;&nbsp;27006 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Desay <br>Battery Technology <br>Co., Class A<br>| 5980 | &nbsp;&nbsp;$22406 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Dynanonic <br>Co. Ltd., Class A<br>| 5800 | &nbsp;&nbsp;34547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Everwin <br>Precision <br>Technology Co. <br>Ltd., Class A<br>| 8300 | &nbsp;&nbsp;46120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Fuanna <br>Bedding & <br>Furnishing Co. Ltd., <br>Class A<br>| 18500 | &nbsp;&nbsp;18474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Gas Corp. <br>Ltd., Class A<br>| 31800 | &nbsp;&nbsp;31533 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Gongjin <br>Electronics Co. Ltd., <br>Class A<br>| 18500 | &nbsp;&nbsp;31663 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Hepalink <br>Pharmaceutical <br>Group Co. Ltd., <br>Class H<br>| 23500 | &nbsp;&nbsp;16611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Hopewind <br>Electric Co. Ltd., <br>Class A<br>| 11200 | &nbsp;&nbsp;47890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen <br>International <br>Holdings Ltd.<br>| 285521 | &nbsp;&nbsp;328962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Invt Electric <br>Co. Ltd., Class A<br>| 20200 | &nbsp;&nbsp;26039 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Jinjia <br>Group Co. Ltd., <br>Class A<br>| 40200 | &nbsp;&nbsp;23143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Jufei <br>Optoelectronics Co. <br>Ltd., Class A<br>| 22000 | &nbsp;&nbsp;22420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Kedali <br>Industry Co. Ltd., <br>Class A<br>| 1200 | &nbsp;&nbsp;26676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Kingkey <br>Smart Agriculture <br>Times Co. Ltd., <br>Class A<br>| 9100 | &nbsp;&nbsp;23874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Kinwong <br>Electronic Co. Ltd., <br>Class A<br>| 3000 | &nbsp;&nbsp;27668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Laibao <br>Hi-tech Co. Ltd., <br>Class A<br>| 13600 | &nbsp;&nbsp;23175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Leaguer <br>Co. Ltd., Class A<br>| 19200 | &nbsp;&nbsp;30026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Microgate <br>Technology Co. <br>Ltd., Class A<br>| 16900 | &nbsp;&nbsp;29819 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen MTC Co. <br>Ltd., Class A<br>| 47100 | &nbsp;&nbsp;65670 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen New <br>Nanshan Holding <br>Group Co. Ltd., <br>Class A<br>| 67000 | &nbsp;&nbsp;$29202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Noposin <br>Crop Science Co. <br>Ltd., Class A<br>| 11900 | &nbsp;&nbsp;19824 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Pagoda <br>Industrial Group <br>Corp. Ltd., Class H<br>| 104000 | &nbsp;&nbsp;21968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen SC New <br>Energy Technology <br>Corp., Class A<br>| 4900 | &nbsp;&nbsp;97138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Senior <br>Technology Material <br>Co. Ltd., Class A<br>| 20700 | &nbsp;&nbsp;41216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Tagen <br>Group Co. Ltd., <br>Class A<br>| 43000 | &nbsp;&nbsp;23948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Topband <br>Co. Ltd., Class A<br>| 16700 | &nbsp;&nbsp;30826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Woer <br>Heat-Shrinkable <br>Material Co. Ltd., <br>Class A<br>| 11800 | &nbsp;&nbsp;45813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Yinghe <br>Technology Co. <br>Ltd., Class A<br>| 7600 | &nbsp;&nbsp;29950 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Zhenye <br>Group Co. Ltd., <br>Class A<br>| 14700 | &nbsp;&nbsp;18936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Zhongjin <br>Lingnan Nonfemet <br>Co. Ltd., Class A<br>| 59400 | &nbsp;&nbsp;64867 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhou <br>International Group <br>Holdings Ltd.<br>| 84000 | &nbsp;&nbsp;668082 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shijiazhuang <br>Changshan BeiMing <br>Technology Co. <br>Ltd., Class A<br>| 9600 | &nbsp;&nbsp;27595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinva Medical <br>Instrument Co. Ltd., <br>Class A<br>| 13920 | &nbsp;&nbsp;31337 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Shouhang High-Tech <br>Energy Co. Ltd., <br>Class A<br>| 26100 | &nbsp;&nbsp;263 |
| # | Shui On Land Ltd. | 685000 | &nbsp;&nbsp;60511 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Chengfei <br>Integration <br>Technology Corp., <br>Class A<br>| 7000 | &nbsp;&nbsp;36401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Development <br>Lomon Co. Ltd., <br>Class A<br>| 13000 | &nbsp;&nbsp;23030 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan EM <br>Technology Co. <br>Ltd., Class A<br>| 18700 | &nbsp;&nbsp;$76475 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Haite <br>High-tech Co. Ltd., <br>Class A<br>| 9300 | &nbsp;&nbsp;16365 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Hebang <br>Biotechnology Co. <br>Ltd., Class A<br>| 93900 | &nbsp;&nbsp;34200 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Lutianhua <br>Co. Ltd., Class A<br>| 21500 | &nbsp;&nbsp;14818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan New Energy <br>Power Co. Ltd., <br>Class A<br>| 14800 | &nbsp;&nbsp;26453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Yahua <br>Industrial Group Co. <br>Ltd., Class A<br>| 16200 | &nbsp;&nbsp;57556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sihuan <br>Pharmaceutical <br>Holdings Group <br>Ltd.<br>| 389000 | &nbsp;&nbsp;78609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SIIC Environment <br>Holdings Ltd. (807 <br>HK)<br>| 64000 | &nbsp;&nbsp;8852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SIIC Environment <br>Holdings Ltd. (SIIC <br>SP)<br>| 349300 | &nbsp;&nbsp;49310 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Simcere <br>Pharmaceutical <br>Group Ltd.<br>| 43000 | &nbsp;&nbsp;64379 |
|  | Sinofert Holdings Ltd. | 518000 | &nbsp;&nbsp;112707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinoma Science & <br>Technology Co. <br>Ltd., Class A<br>| 6200 | &nbsp;&nbsp;38291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinomach Automobile <br>Co. Ltd., Class A<br>| 21100 | &nbsp;&nbsp;20053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinomach Precision <br>Industry Group Co. <br>Ltd., Class A<br>| 7100 | &nbsp;&nbsp;45833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinopec Engineering <br>Group Co. Ltd., <br>Class H<br>| 269000 | &nbsp;&nbsp;255647 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sinopec Oilfield <br>Equipment Corp., <br>Class A<br>| 28700 | &nbsp;&nbsp;33477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinopec Shanghai <br>Petrochemical Co. <br>Ltd., Class H<br>| 358000 | &nbsp;&nbsp;72923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinopharm Group Co. <br>Ltd., Class H<br>| 186000 | &nbsp;&nbsp;496293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sino-Platinum Metals <br>Co. Ltd., Class A<br>| 10790 | &nbsp;&nbsp;35611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinosteel Engineering <br>& Technology Co. <br>Ltd., Class A<br>| 25100 | &nbsp;&nbsp;24974 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinosteel New <br>Materials Co. Ltd., <br>Class A<br>| 20200 | &nbsp;&nbsp;$31518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinotrans Ltd., <br>Class H<br>| 409000 | &nbsp;&nbsp;271368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinotruk Jinan Truck <br>Co. Ltd., Class A<br>| 19900 | &nbsp;&nbsp;54108 |
| \* | Skyworth Group Ltd. | 36000 | &nbsp;&nbsp;32781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sleemon Healthy <br>Sleep Technology <br>Co. Ltd., Class A<br>| 7900 | &nbsp;&nbsp;24478 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Smoore International <br>Holdings Ltd.<br>| 29000 | &nbsp;&nbsp;41878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Snowsky Salt Industry <br>Group Co. Ltd., <br>Class A<br>| 29900 | &nbsp;&nbsp;26651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sobute New Materials <br>Co. Ltd., Class A<br>| 6400 | &nbsp;&nbsp;12149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Songcheng <br>Performance <br>Development Co. <br>Ltd., Class A<br>| 19300 | &nbsp;&nbsp;23693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Publishing & <br>Media Co. Ltd., <br>Class A<br>| 10600 | &nbsp;&nbsp;23024 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SPIC Hydropower Co. <br>Ltd., Class A<br>| 13000 | &nbsp;&nbsp;24977 |
| # | SSY Group Ltd. | 218000 | &nbsp;&nbsp;82567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stanley Agricultural <br>Group Co. Ltd., <br>Class A<br>| 24600 | &nbsp;&nbsp;40434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Star Lake Bioscience <br>Co., Inc. Zhaoqing <br>Guangdong, <br>Class A<br>| 29900 | &nbsp;&nbsp;31949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;STO Express Co. Ltd., <br>Class A<br>| 17500 | &nbsp;&nbsp;32349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumec Corp. Ltd., <br>Class A<br>| 11800 | &nbsp;&nbsp;19814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun Art Retail Group <br>Ltd.<br>| 279500 | &nbsp;&nbsp;55102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun King Technology <br>Group Ltd.<br>| 130000 | &nbsp;&nbsp;31698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunflower <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 10100 | &nbsp;&nbsp;20472 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Sunshine Lake <br>Pharma Co. Ltd., <br>Class H<br>| 23620 | &nbsp;&nbsp;129135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunstone <br>Development Co. <br>Ltd., Class A<br>| 10700 | &nbsp;&nbsp;42756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suntak Technology <br>Co. Ltd., Class A<br>| 16600 | &nbsp;&nbsp;35476 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunward Intelligent <br>Equipment Co. Ltd., <br>Class A<br>| 17400 | &nbsp;&nbsp;$28660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunwoda Electronic <br>Co. Ltd., Class A<br>| 11500 | &nbsp;&nbsp;38788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suofeiya Home <br>Collection Co. Ltd., <br>Class A<br>| 10900 | &nbsp;&nbsp;23305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suzhou Anjie <br>Technology Co. <br>Ltd., Class A<br>| 11300 | &nbsp;&nbsp;22621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suzhou Dongshan <br>Precision <br>Manufacturing Co. <br>Ltd., Class A<br>| 4000 | &nbsp;&nbsp;44616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suzhou Gold Mantis <br>Construction <br>Decoration Co. Ltd., <br>Class A<br>| 47100 | &nbsp;&nbsp;25294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suzhou New District <br>Hi-Tech Industrial <br>Co. Ltd., Class A<br>| 28600 | &nbsp;&nbsp;28589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Symphony Holdings <br>Ltd.<br>| 280000 | &nbsp;&nbsp;51243 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tangrenshen Group <br>Co. Ltd., Class A<br>| 26800 | &nbsp;&nbsp;17217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TangShan Port Group <br>Co. Ltd., Class A<br>| 58200 | &nbsp;&nbsp;35853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tangshan Sanyou <br>Chemical Industries <br>Co. Ltd., Class A<br>| 25500 | &nbsp;&nbsp;30087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tasly Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 10000 | &nbsp;&nbsp;21730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tayho Advanced <br>Materials Group Co. <br>Ltd., Class A<br>| 24900 | &nbsp;&nbsp;46721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TCL Electronics <br>Holdings Ltd.<br>| 176000 | &nbsp;&nbsp;270568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TDG Holdings Co. <br>Ltd., Class A<br>| 25500 | &nbsp;&nbsp;49711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tencent Music <br>Entertainment <br>Group, Class A<br>| 35900 | &nbsp;&nbsp;301322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Three's Co. Media <br>Group Co. Ltd., <br>Class A<br>| 6200 | &nbsp;&nbsp;36637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tian An China <br>Investment Co. Ltd.<br>| 81000 | &nbsp;&nbsp;47525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tian Di Science & <br>Technology Co. <br>Ltd., Class A<br>| 50500 | &nbsp;&nbsp;43838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tiande Chemical <br>Holdings Ltd.<br>| 56000 | &nbsp;&nbsp;11998 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tiangong International <br>Co. Ltd.<br>| 254000 | &nbsp;&nbsp;110961 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianjin Capital <br>Environmental <br>Protection Group <br>Co. Ltd., Class H<br>| 66000 | &nbsp;&nbsp;$36946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianjin Chase Sun <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 75500 | &nbsp;&nbsp;39441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianjin Port Co. Ltd., <br>Class A<br>| 34400 | &nbsp;&nbsp;23907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianjin Ringpu <br>Bio-Technology Co. <br>Ltd., Class A<br>| 8400 | &nbsp;&nbsp;24086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianjin TEDA <br>Resources <br>Recycling Group <br>Co. Ltd., Class A<br>| 33800 | &nbsp;&nbsp;21977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianjin You Fa Steel <br>Pipe Group Stock <br>Co. Ltd., Class A<br>| 32500 | &nbsp;&nbsp;29599 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tianma <br>Microelectronics Co. <br>Ltd., Class A<br>| 33800 | &nbsp;&nbsp;47185 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Tianqi Lithium Corp., <br>Class H<br>| 22000 | &nbsp;&nbsp;137384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianrun Industry <br>Technology Co. <br>Ltd., Class A<br>| 30100 | &nbsp;&nbsp;32035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianshan Aluminum <br>Group Co. Ltd., <br>Class A<br>| 25900 | &nbsp;&nbsp;69456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tinergy Chemical Co. <br>Ltd., Class A<br>| 61200 | &nbsp;&nbsp;46051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Titan Wind Energy <br>Suzhou Co. Ltd., <br>Class A<br>| 20900 | &nbsp;&nbsp;23672 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tofflon Science & <br>Technology Group <br>Co. Ltd., Class A<br>| 15300 | &nbsp;&nbsp;36231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toly Bread Co. Ltd., <br>Class A<br>| 25900 | &nbsp;&nbsp;20472 |
|  | Tomson Group Ltd. | 34000 | &nbsp;&nbsp;11638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tong Ren Tang <br>Technologies Co. <br>Ltd., Class H<br>| 47000 | &nbsp;&nbsp;25872 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tongcheng Travel <br>Holdings Ltd.<br>| 59200 | &nbsp;&nbsp;176090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tongguan Gold Group <br>Ltd.<br>| 82000 | &nbsp;&nbsp;34608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tonghua Dongbao <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 17800 | &nbsp;&nbsp;23184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tongyu Heavy <br>Industry Co. Ltd., <br>Class A<br>| 63900 | &nbsp;&nbsp;27477 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Topsec Technologies <br>Group, Inc., <br>Class A<br>| 35600 | &nbsp;&nbsp;$44795 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Topsports International <br>Holdings Ltd.<br>| 326000 | &nbsp;&nbsp;118196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TravelSky Technology <br>Ltd., Class H<br>| 131000 | &nbsp;&nbsp;178166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trip.com Group Ltd. <br>(9961 HK)<br>| 4450 | &nbsp;&nbsp;273121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tsingtao Brewery Co. <br>Ltd., Class H<br>| 68000 | &nbsp;&nbsp;430338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TSP Wind Power <br>Group Co. Ltd.<br>| 12900 | &nbsp;&nbsp;25441 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Tunghsu <br>Optoelectronic <br>Technology Co. <br>Ltd., Class A<br>| 82400 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unilumin Group Co. <br>Ltd., Class A<br>| 32500 | &nbsp;&nbsp;36611 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Uni-President China <br>Holdings Ltd.<br>| 160000 | &nbsp;&nbsp;162229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;V V Food & Beverage <br>Co. Ltd., Class A<br>| 41900 | &nbsp;&nbsp;22813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valiant Co. Ltd., <br>Class A<br>| 18300 | &nbsp;&nbsp;45005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vatti Corp. Ltd., <br>Class A<br>| 9200 | &nbsp;&nbsp;8339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vipshop Holdings Ltd., <br>ADR<br>| 49285 | &nbsp;&nbsp;843266 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Visionox Technology, <br>Inc., Class A<br>| 27100 | &nbsp;&nbsp;33880 |
| \*Ω | Viva Biotech Holdings | 265500 | &nbsp;&nbsp;86991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wangneng <br>Environment Co. <br>Ltd., Class A<br>| 8300 | &nbsp;&nbsp;20147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wanxiang Qianchao <br>Co. Ltd., Class A<br>| 31340 | &nbsp;&nbsp;77508 |
|  | Wasion Holdings Ltd. | 98000 | &nbsp;&nbsp;299293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wasu Media Holding <br>Co. Ltd., Class A<br>| 36300 | &nbsp;&nbsp;45457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Weichai Power Co. <br>Ltd., Class H<br>| 259000 | &nbsp;&nbsp;877914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Weifu <br>High-Technology <br>Group Co. Ltd., <br>Class A<br>| 9600 | &nbsp;&nbsp;29525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Weihai Guangtai <br>Airport Equipment <br>Co. Ltd., Class A<br>| 13600 | &nbsp;&nbsp;20544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wellhope Foods Co. <br>Ltd., Class A<br>| 18100 | &nbsp;&nbsp;19520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wencan Group Co. <br>Ltd., Class A<br>| 6200 | &nbsp;&nbsp;18401 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;West China Cement <br>Ltd.<br>| 528000 | &nbsp;&nbsp;253680 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Windey Energy <br>Technology Group <br>Co. Ltd., Class A<br>| 11000 | &nbsp;&nbsp;$30804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Winner Medical Co. <br>Ltd., Class A<br>| 4200 | &nbsp;&nbsp;21409 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Wuhan P&S <br>Information <br>Technology Co. <br>Ltd., Class A<br>| 17000 | &nbsp;&nbsp;27070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuhu Token Science <br>Co. Ltd., Class A<br>| 27900 | &nbsp;&nbsp;25475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wushang Group Co. <br>Ltd., Class A<br>| 20400 | &nbsp;&nbsp;31082 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi Biologics <br>Cayman, Inc.<br>| 14000 | &nbsp;&nbsp;66253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi Boton <br>Technology Co. <br>Ltd., Class A<br>| 10500 | &nbsp;&nbsp;34901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi Huaguang <br>Environment & <br>Energy Group Co. <br>Ltd., Class A<br>| 17800 | &nbsp;&nbsp;53771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi Paike New <br>Materials <br>Technology Co. <br>Ltd., Class A<br>| 3200 | &nbsp;&nbsp;50221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi Rural <br>Commercial Bank <br>Co. Ltd., Class A<br>| 30400 | &nbsp;&nbsp;25813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi Taiji Industry Ltd. <br>Co., Class A<br>| 21300 | &nbsp;&nbsp;34371 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Xiabuxiabu Catering <br>Management China <br>Holdings Co. Ltd.<br>| 91500 | &nbsp;&nbsp;8995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen Bank Co. Ltd., <br>Class A<br>| 57200 | &nbsp;&nbsp;57636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen Changelight <br>Co. Ltd., Class A<br>| 14500 | &nbsp;&nbsp;78849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen Kingdomway <br>Group Co., Class A<br>| 8500 | &nbsp;&nbsp;23270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen Xiangyu Co. <br>Ltd., Class A<br>| 31700 | &nbsp;&nbsp;38783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiandai Investment <br>Co. Ltd., Class A<br>| 19900 | &nbsp;&nbsp;12256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xianhe Co. Ltd., <br>Class A<br>| 7900 | &nbsp;&nbsp;27884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinfengming Group <br>Co. Ltd., Class A<br>| 25400 | &nbsp;&nbsp;76258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xingfa Aluminium <br>Holdings Ltd.<br>| 46000 | &nbsp;&nbsp;44771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinjiang <br>Communications <br>Construction Group <br>Co. Ltd., Class A<br>| 13200 | &nbsp;&nbsp;30992 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinjiang Joinworld Co. <br>Ltd., Class A<br>| 10900 | &nbsp;&nbsp;14192 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinjiang Qingsong <br>Building Materials & <br>Chemicals Group <br>Co. Ltd., Class A<br>| 41700 | &nbsp;&nbsp;$27536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinjiang Xuefeng <br>Sci-Tech Group Co. <br>Ltd., Class A<br>| 23700 | &nbsp;&nbsp;30105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinxiang Chemical <br>Fiber Co. Ltd., <br>Class A<br>| 42300 | &nbsp;&nbsp;44211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinxing Ductile Iron <br>Pipes Co. Ltd., <br>Class A<br>| 78600 | &nbsp;&nbsp;57149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinyi Energy Holdings <br>Ltd.<br>| 762936 | &nbsp;&nbsp;118125 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Xinyi Solar Holdings <br>Ltd.<br>| 710037 | &nbsp;&nbsp;306907 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Xinzhi Group Co. Ltd., <br>Class A<br>| 7200 | &nbsp;&nbsp;26682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xizi Clean Energy <br>Equipment <br>Manufacturing Co. <br>Ltd., Class A<br>| 14900 | &nbsp;&nbsp;36511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xtep International <br>Holdings Ltd.<br>| 275817 | &nbsp;&nbsp;181281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yangling Metron New <br>Material, Inc., <br>Class A<br>| 8680 | &nbsp;&nbsp;21169 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Yangtze Optical Fibre <br>& Cable Joint Stock <br>Co. Ltd., Class H<br>| 19500 | &nbsp;&nbsp;207130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yankuang Energy <br>Group Co. Ltd., <br>Class H<br>| 486400 | &nbsp;&nbsp;708651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yantai Changyu <br>Pioneer Wine Co. <br>Ltd., Class A<br>| 6300 | &nbsp;&nbsp;18988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yantai Zhenghai <br>Magnetic Material <br>Co. Ltd., Class A<br>| 9300 | &nbsp;&nbsp;23413 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yechiu Metal <br>Recycling China <br>Ltd., Class A<br>| 67200 | &nbsp;&nbsp;44304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yifan Pharmaceutical <br>Co. Ltd., Class A<br>| 13300 | &nbsp;&nbsp;23276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yihai International <br>Holding Ltd.<br>| 36000 | &nbsp;&nbsp;67834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yixintang <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 12000 | &nbsp;&nbsp;24275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yonfer Agricultural <br>Technology Co. <br>Ltd., Class A<br>| 13200 | &nbsp;&nbsp;33245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yongjin Technology <br>Group Co. Ltd.<br>| 9000 | &nbsp;&nbsp;24903 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YongXing Special <br>Materials <br>Technology Co. <br>Ltd., Class A<br>| 5500 | &nbsp;&nbsp;$39445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yotrio Group Co. Ltd., <br>Class A<br>| 60200 | &nbsp;&nbsp;32798 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Youcare <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 9628 | &nbsp;&nbsp;33588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Youngy Co. Ltd., <br>Class A<br>| 6000 | &nbsp;&nbsp;46883 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Youzu Interactive Co. <br>Ltd., Class A<br>| 19500 | &nbsp;&nbsp;33913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuan Longping <br>High-tech <br>Agriculture Co. Ltd., <br>Class A<br>| 15900 | &nbsp;&nbsp;24026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yueyang Forest & <br>Paper Co. Ltd., <br>Class A<br>| 45200 | &nbsp;&nbsp;37292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yum China Holdings, <br>Inc. (YUMC US)<br>| 6405 | &nbsp;&nbsp;316535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YUNDA Holding <br>Group Co. Ltd., <br>Class A<br>| 31300 | &nbsp;&nbsp;30896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yunnan Energy <br>Investment Co. Ltd., <br>Class A<br>| 7600 | &nbsp;&nbsp;12846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yunnan Tin Co. Ltd., <br>Class A<br>| 12900 | &nbsp;&nbsp;72415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yusys Technologies <br>Co. Ltd., Class A<br>| 14600 | &nbsp;&nbsp;47285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZBOM Home <br>Collection Co. Ltd., <br>Class A<br>| 11500 | &nbsp;&nbsp;16216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZCZL Industrial <br>Technology Group <br>Co. Ltd., Class H<br>| 53400 | &nbsp;&nbsp;150472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Asia-Pacific <br>Mechanical & <br>Electronic Co. Ltd., <br>Class A<br>| 16600 | &nbsp;&nbsp;40450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang <br>Communications <br>Technology Co. <br>Ltd., Class A<br>| 36540 | &nbsp;&nbsp;21827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Conba <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 29300 | &nbsp;&nbsp;19019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang <br>Crystal-Optech Co. <br>Ltd., Class A<br>| 7400 | &nbsp;&nbsp;25373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Daily Digital <br>Culture Group Co. <br>Ltd., Class A<br>| 19300 | &nbsp;&nbsp;42855 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Dun'An <br>Artificial <br>Environment Co. <br>Ltd., Class A<br>| 14100 | &nbsp;&nbsp;$25583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Garden <br>Biopharmaceutical <br>Co. Ltd., Class A<br>| 7600 | &nbsp;&nbsp;19512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang <br>Guyuelongshan <br>Shaoxing Wine Co. <br>Ltd., Class A<br>| 15800 | &nbsp;&nbsp;23206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Haikong <br>Nanke Huatie <br>Digital Intelligence <br>& Technology Co. <br>Ltd.<br>| 16200 | &nbsp;&nbsp;16650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Hailiang Co. <br>Ltd., Class A<br>| 25700 | &nbsp;&nbsp;53853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang HangKe <br>Technology, Inc. <br>Co., Class A<br>| 5930 | &nbsp;&nbsp;25755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Hangmin Co. <br>Ltd., Class A<br>| 13800 | &nbsp;&nbsp;15142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Hisun <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 11500 | &nbsp;&nbsp;17369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Huace Film <br>& Television Co. <br>Ltd., Class A<br>| 22700 | &nbsp;&nbsp;30253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Huangma <br>Technology Co. <br>Ltd., Class A<br>| 13600 | &nbsp;&nbsp;32693 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Huatong <br>Meat Products Co. <br>Ltd., Class A<br>| 15800 | &nbsp;&nbsp;22783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Jiahua <br>Energy Chemical <br>Industry Co. Ltd., <br>Class A<br>| 27100 | &nbsp;&nbsp;46126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Jiecang <br>Linear Motion <br>Technology Co. <br>Ltd., Class A<br>| 9600 | &nbsp;&nbsp;51387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Jingu Co. <br>Ltd., Class A<br>| 17100 | &nbsp;&nbsp;29497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Jingxin <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 15400 | &nbsp;&nbsp;37589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Jiuzhou <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 10500 | &nbsp;&nbsp;27551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Medicine Co. <br>Ltd., Class A<br>| 10500 | &nbsp;&nbsp;22561 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Narada <br>Power Source Co. <br>Ltd., Class A<br>| 11200 | &nbsp;&nbsp;24101 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Qianjiang <br>Motorcycle Co. Ltd., <br>Class A<br>| 8700 | &nbsp;&nbsp;$19601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Runtu Co. <br>Ltd., Class A<br>| 22300 | &nbsp;&nbsp;40351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Semir <br>Garment Co. Ltd., <br>Class A<br>| 32200 | &nbsp;&nbsp;25685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Shaoxing <br>RuiFeng Rural <br>Commercial Bank <br>Co. Ltd., Class A<br>| 27080 | &nbsp;&nbsp;21241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Southeast <br>Space Frame Co. <br>Ltd., Class A<br>| 16800 | &nbsp;&nbsp;14509 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Sunriver <br>Culture Tourism Co. <br>Ltd., Class A<br>| 28400 | &nbsp;&nbsp;27084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Taihua New <br>Material Group Co. <br>Ltd., Class A<br>| 9200 | &nbsp;&nbsp;12276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Tianyu <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 5500 | &nbsp;&nbsp;20601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Wanliyang <br>Co. Ltd., Class A<br>| 23600 | &nbsp;&nbsp;33656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Wanma Co. <br>Ltd., Class A<br>| 20500 | &nbsp;&nbsp;49108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Wansheng <br>Co. Ltd., Class A<br>| 7900 | &nbsp;&nbsp;13797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Weixing <br>Industrial <br>Development Co. <br>Ltd., Class A<br>| 15200 | &nbsp;&nbsp;22858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Xianju <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 11600 | &nbsp;&nbsp;15322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Xinan <br>Chemical Industrial <br>Group Co. Ltd., <br>Class A<br>| 13160 | &nbsp;&nbsp;24428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Yasha <br>Decoration Co. Ltd., <br>Class A<br>| 30000 | &nbsp;&nbsp;18157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhende Medical Co. <br>Ltd., Class A<br>| 2900 | &nbsp;&nbsp;28706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhenjiang Dongfang <br>Electric Heating <br>Technology Co. <br>Ltd., Class A<br>| 43800 | &nbsp;&nbsp;33573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhewen Interactive <br>Group Co. Ltd., <br>Class A<br>| 17700 | &nbsp;&nbsp;33245 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;ZhongAn Online P&C <br>Insurance Co. Ltd., <br>Class H<br>| 139000 | &nbsp;&nbsp;296284 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZhongMan Petroleum <br>& Natural Gas <br>Group Corp. Ltd., <br>Class A<br>| 8700 | &nbsp;&nbsp;$43498 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhongshan Broad <br>Ocean Motor Co. <br>Ltd., Class A<br>| 28500 | &nbsp;&nbsp;43446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhongsheng Group <br>Holdings Ltd.<br>| 159500 | &nbsp;&nbsp;237622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhongtong Bus <br>Holding Co. Ltd., <br>Class A<br>| 14200 | &nbsp;&nbsp;23621 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Zhou Hei Ya <br>International <br>Holdings Co. Ltd.<br>| 213500 | &nbsp;&nbsp;44826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhuzhou CRRC Times <br>Electric Co. Ltd., <br>Class H<br>| 45800 | &nbsp;&nbsp;250423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhuzhou Kibing Group <br>Co. Ltd., Class A<br>| 51400 | &nbsp;&nbsp;51857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zibo Qixiang Tengda <br>Chemical Co. Ltd., <br>Class A<br>| 26900 | &nbsp;&nbsp;22826 |
| #Ω | ZJLD Group, Inc. | 57400 | &nbsp;&nbsp;66400 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Zoomlion Heavy <br>Industry Science & <br>Technology Co. <br>Ltd., Class H<br>| 269800 | &nbsp;&nbsp;302678 |
| # | ZTE Corp., Class H | 48000 | &nbsp;&nbsp;173652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZTO Express <br>Cayman, Inc. (2057 <br>HK)<br>| 51950 | &nbsp;&nbsp;1147063 |
| TOTAL CHINA | TOTAL CHINA |  | &nbsp;&nbsp;79252535 |
| COLOMBIA — (0.0%) | COLOMBIA — (0.0%) | COLOMBIA — (0.0%) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Corp. Financiera <br>Colombiana SA<br>| 40546 | &nbsp;&nbsp;221545 |
|  | Mineros SA | 8318 | &nbsp;&nbsp;43155 |
| TOTAL COLOMBIA | TOTAL COLOMBIA |  | &nbsp;&nbsp;264700 |
| DENMARK — (1.8%) | DENMARK — (1.8%) | DENMARK — (1.8%) |  |
|  | AL Sydbank | 19997 | &nbsp;&nbsp;1810977 |
|  | Alm Brand AS | 271061 | &nbsp;&nbsp;749771 |
| \* | Bavarian Nordic AS | 15364 | &nbsp;&nbsp;468130 |
|  | D/S Norden AS | 8097 | &nbsp;&nbsp;365744 |
| \* | Dfds AS | 4067 | &nbsp;&nbsp;63750 |
|  | FLSmidth & Co. AS | 12486 | &nbsp;&nbsp;1070284 |
|  | Foroya Banki P | 1321 | &nbsp;&nbsp;63659 |
| #\* | GN Store Nord AS | 14741 | &nbsp;&nbsp;258761 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;GronlandsBANKEN <br>AS<br>| 210 | &nbsp;&nbsp;38929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;H Lundbeck AS <br>(HLUNA DC), <br>Class A<br>| 9961 | &nbsp;&nbsp;58185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;H Lundbeck AS <br>(HLUNB DC)<br>| 75924 | &nbsp;&nbsp;509021 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) |  |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;H&H International AS, <br>Class B<br>| 3666 | &nbsp;&nbsp;$54389 |
|  | ISS AS | 44132 | &nbsp;&nbsp;1673692 |
|  | Jyske Bank AS | 10324 | &nbsp;&nbsp;1502416 |
| # | Matas AS | 11962 | &nbsp;&nbsp;183306 |
| \* | Nilfisk Holding AS | 3486 | &nbsp;&nbsp;77121 |
| \* | NKT AS | 12922 | &nbsp;&nbsp;1690021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Per Aarsleff Holding <br>AS<br>| 6619 | &nbsp;&nbsp;943888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ringkjoebing <br>Landbobank AS<br>| 6980 | &nbsp;&nbsp;1759699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rockwool AS ROCKA <br>DC, Class A<br>| 14160 | &nbsp;&nbsp;480040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rockwool AS ROCKB <br>DC, Class B<br>| 26200 | &nbsp;&nbsp;884773 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Scandinavian Tobacco <br>Group AS<br>| 13839 | &nbsp;&nbsp;215227 |
|  | Schouw & Co. AS | 4385 | &nbsp;&nbsp;462743 |
| # | Solar AS, Class B | 1028 | &nbsp;&nbsp;36337 |
|  | SP Group AS | 2842 | &nbsp;&nbsp;164970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sparekassen <br>Sjaelland-Fyn AS<br>| 4899 | &nbsp;&nbsp;290234 |
|  | TORM PLC, Class A | 9843 | &nbsp;&nbsp;241971 |
|  | Tryg AS | 21310 | &nbsp;&nbsp;517897 |
|  | UIE PLC | 971 | &nbsp;&nbsp;57938 |
| TOTAL DENMARK | TOTAL DENMARK |  | &nbsp;&nbsp;16693873 |
| FINLAND — (1.5%) | FINLAND — (1.5%) | FINLAND — (1.5%) |  |
|  | Aktia Bank OYJ | 11821 | &nbsp;&nbsp;172340 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Alandsbanken Abp, <br>Class B<br>| 2284 | &nbsp;&nbsp;128025 |
|  | Anora Group OYJ | 7486 | &nbsp;&nbsp;38263 |
|  | Apetit OYJ | 1113 | &nbsp;&nbsp;18470 |
|  | Atria OYJ | 3506 | &nbsp;&nbsp;65913 |
|  | Bittium OYJ | 5009 | &nbsp;&nbsp;223333 |
|  | Digia OYJ | 4078 | &nbsp;&nbsp;30756 |
| Ω | Enento Group OYJ | 916 | &nbsp;&nbsp;16816 |
| # | Fiskars OYJ Abp | 8676 | &nbsp;&nbsp;125343 |
| # | Fortum OYJ | 89128 | &nbsp;&nbsp;2105411 |
| \* | Glaston OYJ Abp | 4426 | &nbsp;&nbsp;6215 |
|  | Hiab OYJ | 9901 | &nbsp;&nbsp;588331 |
|  | Huhtamaki OYJ | 23839 | &nbsp;&nbsp;836624 |
|  | Kalmar OYJ, Class B | 10303 | &nbsp;&nbsp;526770 |
|  | Kemira OYJ | 28847 | &nbsp;&nbsp;678506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kesko OYJ (KESKOA <br>FH), Class A<br>| 2480 | &nbsp;&nbsp;62017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kesko OYJ (KESKOB <br>FH), Class B<br>| 10199 | &nbsp;&nbsp;257967 |
|  | Konecranes OYJ | 13010 | &nbsp;&nbsp;1532085 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lassila & Tikanoja <br>OYJ<br>| 2081 | &nbsp;&nbsp;18500 |
| \* | Lindex Group OYJ | 15071 | &nbsp;&nbsp;44049 |
|  | Luotea PLC | 2081 | &nbsp;&nbsp;7126 |
|  | Mandatum OYJ | 91786 | &nbsp;&nbsp;748545 |
|  | Neste OYJ | 18778 | &nbsp;&nbsp;479683 |
| # | NoHo Partners OYJ | 1625 | &nbsp;&nbsp;15411 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Oma Saastopankki <br>OYJ<br>| 1150 | &nbsp;&nbsp;17462 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oriola OYJ (OKDBV <br>FH), Class B<br>| 11313 | &nbsp;&nbsp;$15641 |
|  | Outokumpu OYJ | 54563 | &nbsp;&nbsp;306347 |
|  | Pihlajalinna OYJ | 6174 | &nbsp;&nbsp;105472 |
|  | Ponsse OYJ | 730 | &nbsp;&nbsp;22126 |
|  | Raisio OYJ, Class V | 23694 | &nbsp;&nbsp;77119 |
|  | Sanoma OYJ | 19907 | &nbsp;&nbsp;227725 |
|  | Scanfil OYJ | 3530 | &nbsp;&nbsp;47400 |
| \* | SRV Group OYJ | 786 | &nbsp;&nbsp;5035 |
|  | Taaleri PLC | 2423 | &nbsp;&nbsp;22002 |
|  | Teleste OYJ | 3463 | &nbsp;&nbsp;16054 |
| Ω | Terveystalo OYJ | 22008 | &nbsp;&nbsp;264467 |
|  | TietoEVRY OYJ | 11880 | &nbsp;&nbsp;257888 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tokmanni Group <br>Corp.<br>| 2713 | &nbsp;&nbsp;24764 |
| # | UPM-Kymmene OYJ | 79119 | &nbsp;&nbsp;2182745 |
| # | Valmet OYJ | 34864 | &nbsp;&nbsp;1194669 |
|  | Wartsila OYJ Abp | 11335 | &nbsp;&nbsp;459537 |
| \* | YIT OYJ | 27688 | &nbsp;&nbsp;101306 |
| TOTAL FINLAND | TOTAL FINLAND |  | &nbsp;&nbsp;14074258 |
| FRANCE — (3.3%) | FRANCE — (3.3%) | FRANCE — (3.3%) |  |
| \* | 74Software SA | 1762 | &nbsp;&nbsp;76269 |
|  | Accor SA | 2473 | &nbsp;&nbsp;134484 |
| \* | Alstom SA | 81487 | &nbsp;&nbsp;2601748 |
|  | Alten SA | 2303 | &nbsp;&nbsp;225765 |
| Ω | Amundi SA | 10773 | &nbsp;&nbsp;957818 |
|  | Arkema SA | 8679 | &nbsp;&nbsp;522667 |
|  | Aubay | 368 | &nbsp;&nbsp;26114 |
| Ω | Ayvens SA | 36588 | &nbsp;&nbsp;530446 |
|  | Boiron SA | 407 | &nbsp;&nbsp;14404 |
|  | Bonduelle SCA | 2599 | &nbsp;&nbsp;32593 |
|  | Bouygues SA | 43820 | &nbsp;&nbsp;2368637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Caisse Regionale de <br>Credit Agricole <br>Mutuel du <br>Languedoc SCCV<br>| 448 | &nbsp;&nbsp;42638 |
|  | Carrefour SA | 101372 | &nbsp;&nbsp;1660389 |
|  | Cie des Alpes | 6017 | &nbsp;&nbsp;185256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cie Generale des <br>Etablissements <br>Michelin SCA<br>| 24173 | &nbsp;&nbsp;897679 |
| \* | Clariane SE | 15677 | &nbsp;&nbsp;70801 |
|  | Coface SA | 31317 | &nbsp;&nbsp;572761 |
|  | Derichebourg SA | 27304 | &nbsp;&nbsp;257337 |
|  | Eiffage SA | 17229 | &nbsp;&nbsp;2555186 |
| \*Ω | Elior Group SA | 26887 | &nbsp;&nbsp;90729 |
|  | Elis SA | 49928 | &nbsp;&nbsp;1449632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Etablissements Maurel <br>et Prom SA<br>| 19827 | &nbsp;&nbsp;154926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Exel Industries SA, <br>Class A<br>| 396 | &nbsp;&nbsp;18155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fnac Darty SA (FNAC <br>FP)<br>| 2442 | &nbsp;&nbsp;102812 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Forvia SE (FRVIA <br>FP)<br>| 26641 | &nbsp;&nbsp;434979 |
|  | GL Events SACA | 2198 | &nbsp;&nbsp;83799 |
|  | Groupe Crit SA | 1048 | &nbsp;&nbsp;79032 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |  |
|  | Groupe SFPI | 8334 | &nbsp;&nbsp;$16780 |
| #\* | Guerbet | 1473 | &nbsp;&nbsp;23960 |
|  | IPSOS SA | 10696 | &nbsp;&nbsp;453764 |
|  | Jacquet Metals SACA | 2639 | &nbsp;&nbsp;72662 |
|  | JCDecaux SE | 7476 | &nbsp;&nbsp;147455 |
|  | Laurent-Perrier | 642 | &nbsp;&nbsp;68828 |
|  | LNA Sante SA | 1202 | &nbsp;&nbsp;33191 |
|  | Manitou BF SA | 2169 | &nbsp;&nbsp;57186 |
|  | Mersen SA | 4415 | &nbsp;&nbsp;134993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Metropole Television <br>SA<br>| 6128 | &nbsp;&nbsp;87780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;North Atlantic <br>Energies<br>| 189 | &nbsp;&nbsp;10545 |
|  | NRJ Group | 5008 | &nbsp;&nbsp;43102 |
|  | Opmobility | 8759 | &nbsp;&nbsp;167820 |
|  | Pernod Ricard SA | 12765 | &nbsp;&nbsp;1141403 |
|  | Quadient SA | 4315 | &nbsp;&nbsp;81657 |
|  | Renault SA | 51473 | &nbsp;&nbsp;1942558 |
|  | Rexel SA | 53173 | &nbsp;&nbsp;2228245 |
|  | Samse SACA | 262 | &nbsp;&nbsp;37583 |
|  | Savencia SA | 1752 | &nbsp;&nbsp;124171 |
|  | SCOR SE | 26497 | &nbsp;&nbsp;863462 |
|  | SEB SA | 2041 | &nbsp;&nbsp;115130 |
|  | SES SA | 68341 | &nbsp;&nbsp;559749 |
| \*Ω | SMCP SA | 4654 | &nbsp;&nbsp;33833 |
|  | Societe BIC SA | 4616 | &nbsp;&nbsp;297358 |
|  | Societe LDC SADIR | 1650 | &nbsp;&nbsp;185000 |
|  | Sopra Steria Group | 2889 | &nbsp;&nbsp;527719 |
| # | Stef SA | 1010 | &nbsp;&nbsp;149899 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;STMicroelectronics <br>NV (STM FP)<br>| 25649 | &nbsp;&nbsp;724277 |
|  | Synergie SE | 2390 | &nbsp;&nbsp;86897 |
|  | Technip Energies NV | 11723 | &nbsp;&nbsp;459417 |
|  | Teleperformance SE | 5753 | &nbsp;&nbsp;371617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Television Francaise 1 <br>SA<br>| 11443 | &nbsp;&nbsp;110600 |
|  | Thermador Groupe | 289 | &nbsp;&nbsp;26971 |
|  | Trigano SA | 2049 | &nbsp;&nbsp;407692 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ubisoft Entertainment <br>SA<br>| 2364 | &nbsp;&nbsp;12196 |
|  | Valeo SE | 39649 | &nbsp;&nbsp;553753 |
|  | Vallourec SACA | 42188 | &nbsp;&nbsp;895342 |
|  | Vetoquinol SA | 520 | &nbsp;&nbsp;53571 |
|  | Vicat SACA | 5082 | &nbsp;&nbsp;470900 |
|  | VIEL & Cie SA | 3477 | &nbsp;&nbsp;74398 |
| \* | Viridien | 1415 | &nbsp;&nbsp;214047 |
| #\* | Voltalia SA | 4110 | &nbsp;&nbsp;34577 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;X-Fab Silicon <br>Foundries SE<br>| 4159 | &nbsp;&nbsp;25254 |
| TOTAL FRANCE | TOTAL FRANCE |  | &nbsp;&nbsp;30274398 |
| GERMANY — (3.0%) | GERMANY — (3.0%) | GERMANY — (3.0%) |  |
|  | 1&1 AG | 10207 | &nbsp;&nbsp;325057 |
|  | Adtran Networks SE | 551 | &nbsp;&nbsp;14502 |
|  | AIXTRON SE | 772 | &nbsp;&nbsp;17711 |
|  | All for One Group SE | 212 | &nbsp;&nbsp;10088 |
| Ω | Aumann AG | 1586 | &nbsp;&nbsp;26416 |
| \* | Aumovio SE | 10520 | &nbsp;&nbsp;504794 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |  |
|  | Aurubis AG | 9174 | &nbsp;&nbsp;$1732363 |
|  | Bechtle AG | 12277 | &nbsp;&nbsp;636344 |
| Ω | Befesa SA | 4810 | &nbsp;&nbsp;176169 |
|  | Bijou Brigitte AG | 952 | &nbsp;&nbsp;48899 |
|  | Bilfinger SE | 9612 | &nbsp;&nbsp;1346725 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Borussia Dortmund <br>GmbH & Co. KGaA<br>| 16120 | &nbsp;&nbsp;62277 |
| # | Brenntag SE | 14213 | &nbsp;&nbsp;864714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CANCOM SE (COK <br>GR)<br>| 3090 | &nbsp;&nbsp;103967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Carl Zeiss Meditec <br>AG<br>| 1879 | &nbsp;&nbsp;62363 |
| \* | Ceconomy AG | 19048 | &nbsp;&nbsp;100657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cewe Stiftung & Co. <br>KGaA<br>| 895 | &nbsp;&nbsp;107200 |
|  | Commerzbank AG | 30295 | &nbsp;&nbsp;1245266 |
|  | Continental AG | 21040 | &nbsp;&nbsp;1655622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dermapharm Holding <br>SE<br>| 1109 | &nbsp;&nbsp;45814 |
|  | Deutz AG | 25865 | &nbsp;&nbsp;331220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Draegerwerk AG & <br>Co. KGaA<br>| 638 | &nbsp;&nbsp;53716 |
|  | Duerr AG | 4267 | &nbsp;&nbsp;113730 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;DWS Group GmbH & <br>Co. KGaA<br>| 6550 | &nbsp;&nbsp;479552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elmos Semiconductor <br>SE<br>| 1514 | &nbsp;&nbsp;206033 |
|  | ElringKlinger AG | 5891 | &nbsp;&nbsp;29688 |
|  | Evonik Industries AG | 55718 | &nbsp;&nbsp;863067 |
|  | flatexDEGIRO SE | 19433 | &nbsp;&nbsp;947936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FORTEC Elektronik <br>AG<br>| 585 | &nbsp;&nbsp;10165 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fraport AG Frankfurt <br>Airport Services <br>Worldwide<br>| 8850 | &nbsp;&nbsp;818849 |
|  | Freenet AG | 29909 | &nbsp;&nbsp;1079989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fresenius Medical <br>Care AG (FME GR)<br>| 47923 | &nbsp;&nbsp;2157444 |
|  | FUCHS SE | 3608 | &nbsp;&nbsp;126977 |
|  | Gesco SE | 2252 | &nbsp;&nbsp;40166 |
| # | GFT Technologies SE | 2002 | &nbsp;&nbsp;49300 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Heidelberger <br>Druckmaschinen <br>AG<br>| 23114 | &nbsp;&nbsp;50254 |
| #\* | HelloFresh SE | 22167 | &nbsp;&nbsp;145602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hornbach Holding AG <br>& Co. KGaA<br>| 2266 | &nbsp;&nbsp;216526 |
|  | HUGO BOSS AG | 6904 | &nbsp;&nbsp;286265 |
|  | Indus Holding AG | 2509 | &nbsp;&nbsp;95465 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Instone Real Estate <br>Group SE<br>| 17183 | &nbsp;&nbsp;175444 |
|  | Jenoptik AG | 4861 | &nbsp;&nbsp;153410 |
| Ω | JOST Werke SE | 2494 | &nbsp;&nbsp;184983 |
|  | KION Group AG | 16902 | &nbsp;&nbsp;1193870 |
| # | Kloeckner & Co. SE | 7966 | &nbsp;&nbsp;103774 |
| # | Kontron AG | 8109 | &nbsp;&nbsp;224977 |
|  | Krones AG | 3273 | &nbsp;&nbsp;526690 |
|  | KSB SE & Co. KGaA | 62 | &nbsp;&nbsp;76198 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KWS Saat SE & Co. <br>KGaA<br>| 2335 | &nbsp;&nbsp;$207445 |
|  | Lanxess AG | 3650 | &nbsp;&nbsp;75392 |
| #\* | Medios AG | 226 | &nbsp;&nbsp;4284 |
| # | MLP SE | 21361 | &nbsp;&nbsp;186203 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mutares SE & Co. <br>KGaA<br>| 2865 | &nbsp;&nbsp;110719 |
|  | Norma Group SE | 4441 | &nbsp;&nbsp;77301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pfeiffer Vacuum <br>Technology AG<br>| 218 | &nbsp;&nbsp;42402 |
|  | ProCredit Holding AG | 2170 | &nbsp;&nbsp;21860 |
| # | Puma SE (PUM GR) | 7334 | &nbsp;&nbsp;187472 |
| \* | PVA TePla AG | 2714 | &nbsp;&nbsp;85219 |
| # | RTL Group SA | 5153 | &nbsp;&nbsp;224670 |
|  | SAF-Holland SE | 5757 | &nbsp;&nbsp;115734 |
|  | Salzgitter AG | 617 | &nbsp;&nbsp;33109 |
|  | Schaeffler AG | 27583 | &nbsp;&nbsp;325317 |
| \* | Siemens Energy AG | 6363 | &nbsp;&nbsp;1084128 |
|  | Sixt SE | 1931 | &nbsp;&nbsp;151316 |
|  | STRATEC SE | 832 | &nbsp;&nbsp;22044 |
|  | Suedzucker AG | 4707 | &nbsp;&nbsp;53890 |
|  | Surteco Group SE | 1940 | &nbsp;&nbsp;29764 |
| # | SUSS MicroTec SE | 1410 | &nbsp;&nbsp;82935 |
| # | Symrise AG | 11059 | &nbsp;&nbsp;931025 |
|  | Technotrans SE | 1385 | &nbsp;&nbsp;54499 |
|  | thyssenkrupp AG | 83319 | &nbsp;&nbsp;1110703 |
| \* | Tkms AG& Co. KGaA | 4165 | &nbsp;&nbsp;486754 |
| \* | TUI AG | 27782 | &nbsp;&nbsp;296212 |
|  | United Internet AG | 13184 | &nbsp;&nbsp;428914 |
| # | Vossloh AG | 2379 | &nbsp;&nbsp;227740 |
| # | Wacker Chemie AG | 2083 | &nbsp;&nbsp;169166 |
|  | Wacker Neuson SE | 6624 | &nbsp;&nbsp;151284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuestenrot & <br>Wuerttembergische <br>AG<br>| 4662 | &nbsp;&nbsp;82983 |
| \*Ω | Zalando SE | 22599 | &nbsp;&nbsp;649842 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp;27538564 |
| GREECE — (0.1%) | GREECE — (0.1%) | GREECE — (0.1%) |  |
|  | Alpha Bank SA | 31801 | &nbsp;&nbsp;152230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Autohellas Tourist & <br>Trading SA<br>| 1632 | &nbsp;&nbsp;25142 |
|  | ElvalHalcor SA | 7892 | &nbsp;&nbsp;43261 |
|  | Fourlis Holdings SA | 2763 | &nbsp;&nbsp;14423 |
|  | GEK Terna SA | 2732 | &nbsp;&nbsp;107536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Helleniq Energy <br>Holdings SA<br>| 9333 | &nbsp;&nbsp;100444 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LAMDA Development <br>SA<br>| 7221 | &nbsp;&nbsp;60628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Motor Oil Hellas <br>Corinth Refineries <br>SA<br>| 6837 | &nbsp;&nbsp;275278 |
|  | Piraeus Bank SA | 6260 | &nbsp;&nbsp;63147 |
|  | Sarantis SA | 2655 | &nbsp;&nbsp;42699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thrace Plastics <br>Holding & Co.<br>| 2463 | &nbsp;&nbsp;12356 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GREECE — (Continued) | GREECE — (Continued) | GREECE — (Continued) |  |
|  | Titan SA (TITC GA) | 5589 | &nbsp;&nbsp;$375030 |
| TOTAL GREECE | TOTAL GREECE |  | &nbsp;&nbsp;1272174 |
| HONG KONG — (0.9%) | HONG KONG — (0.9%) | HONG KONG — (0.9%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of East Asia <br>Ltd.<br>| 172424 | &nbsp;&nbsp;329348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Build King Holdings <br>Ltd.<br>| 120000 | &nbsp;&nbsp;21482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cafe de Coral <br>Holdings Ltd.<br>| 52000 | &nbsp;&nbsp;31297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cathay Pacific <br>Airways Ltd.<br>| 201000 | &nbsp;&nbsp;315151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chow Sang Sang <br>Holdings <br>International Ltd.<br>| 60000 | &nbsp;&nbsp;112336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CITIC Telecom <br>International <br>Holdings Ltd.<br>| 397000 | &nbsp;&nbsp;130670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;C-Mer Medical <br>Holdings Ltd.<br>| 54000 | &nbsp;&nbsp;10578 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Crystal International <br>Group Ltd.<br>| 78500 | &nbsp;&nbsp;74020 |
|  | CTF Services Ltd. | 141248 | &nbsp;&nbsp;165463 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;CW Group Holdings <br>Ltd.<br>| 183500 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dah Sing Banking <br>Group Ltd.<br>| 85600 | &nbsp;&nbsp;121933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dah Sing Financial <br>Holdings Ltd.<br>| 41200 | &nbsp;&nbsp;199232 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Deep Source Holdings <br>Ltd.<br>| 660000 | &nbsp;&nbsp;69603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dream International <br>Ltd.<br>| 32000 | &nbsp;&nbsp;36362 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;EcoGreen <br>International Group <br>Ltd.<br>| 84000 | &nbsp;&nbsp;3831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emperor Watch & <br>Jewellery Ltd.<br>| 790000 | &nbsp;&nbsp;29852 |
|  | First Pacific Co. Ltd. | 560000 | &nbsp;&nbsp;438169 |
| #\*Ω | FIT Hon Teng Ltd. | 386000 | &nbsp;&nbsp;241282 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Frontage Holdings <br>Corp.<br>| 64000 | &nbsp;&nbsp;8659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Giordano International <br>Ltd.<br>| 136000 | &nbsp;&nbsp;25590 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Guotai Junan <br>International <br>Holdings Ltd.<br>| 543000 | &nbsp;&nbsp;185710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hang Lung Group <br>Ltd.<br>| 137000 | &nbsp;&nbsp;295017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hang Lung Properties <br>Ltd.<br>| 308504 | &nbsp;&nbsp;372264 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hanison Construction <br>Holdings Ltd.<br>| 105877 | &nbsp;&nbsp;2979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harbour Centre <br>Development Ltd.<br>| 17000 | &nbsp;&nbsp;10404 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hong Kong <br>Technology Venture <br>Co. Ltd.<br>| 33774 | &nbsp;&nbsp;$6183 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hongkong & Shanghai <br>Hotels Ltd.<br>| 104716 | &nbsp;&nbsp;84046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hutchison <br>Telecommunications <br>Hong Kong <br>Holdings Ltd.<br>| 244000 | &nbsp;&nbsp;36233 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Impro Precision <br>Industries Ltd.<br>| 75000 | &nbsp;&nbsp;61473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jacobson Pharma <br>Corp. Ltd.<br>| 24000 | &nbsp;&nbsp;3802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Electric <br>Holdings Ltd.<br>| 77555 | &nbsp;&nbsp;267139 |
|  | Kerry Properties Ltd. | 93000 | &nbsp;&nbsp;282326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KLN Logistics Group <br>Ltd.<br>| 75500 | &nbsp;&nbsp;68159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luk Fook Holdings <br>International Ltd.<br>| 44000 | &nbsp;&nbsp;180758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Man Wah Holdings <br>Ltd.<br>| 234000 | &nbsp;&nbsp;145138 |
| \* | Midland Holdings Ltd. | 93517 | &nbsp;&nbsp;36408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Modern Dental Group <br>Ltd.<br>| 32000 | &nbsp;&nbsp;24118 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mongolian Mining <br>Corp.<br>| 162000 | &nbsp;&nbsp;280549 |
|  | NagaCorp Ltd. | 260000 | &nbsp;&nbsp;153169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oriental Watch <br>Holdings<br>| 26000 | &nbsp;&nbsp;11347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Basin Shipping <br>Ltd.<br>| 653000 | &nbsp;&nbsp;256455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Textiles <br>Holdings Ltd.<br>| 97000 | &nbsp;&nbsp;15293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PAX Global <br>Technology Ltd.<br>| 92000 | &nbsp;&nbsp;58059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pico Far East <br>Holdings Ltd.<br>| 278000 | &nbsp;&nbsp;99944 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Regina Miracle <br>International <br>Holdings Ltd.<br>| 29000 | &nbsp;&nbsp;8638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SAS Dragon Holdings <br>Ltd.<br>| 64000 | &nbsp;&nbsp;37560 |
|  | Shangri-La Asia Ltd. | 194000 | &nbsp;&nbsp;120969 |
| \* | SJM Holdings Ltd. | 77000 | &nbsp;&nbsp;23632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SmarTone <br>Telecommunications <br>Holdings Ltd.<br>| 97500 | &nbsp;&nbsp;60975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stella International <br>Holdings Ltd.<br>| 77500 | &nbsp;&nbsp;143277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Swire Pacific Ltd. (87 <br>HK), Class B<br>| 130000 | &nbsp;&nbsp;211061 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Television Broadcasts <br>Ltd.<br>| 78600 | &nbsp;&nbsp;30573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texhong International <br>Group Ltd.<br>| 20500 | &nbsp;&nbsp;14640 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transport International <br>Holdings Ltd.<br>| 31994 | &nbsp;&nbsp;$42517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Truly International <br>Holdings Ltd.<br>| 408000 | &nbsp;&nbsp;53593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Laboratories <br>International <br>Holdings Ltd.<br>| 152000 | &nbsp;&nbsp;231436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vedan International <br>Holdings Ltd.<br>| 80000 | &nbsp;&nbsp;7528 |
| \* | Viva Goods Co. Ltd. | 144000 | &nbsp;&nbsp;11797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VSTECS Holdings <br>Ltd.<br>| 192000 | &nbsp;&nbsp;189967 |
| Ω | WH Group Ltd. | 696160 | &nbsp;&nbsp;821535 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Xingye Alloy Materials <br>Group Ltd.<br>| 84000 | &nbsp;&nbsp;11039 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Xinyi Glass Holdings <br>Ltd.<br>| 265893 | &nbsp;&nbsp;347446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yue Yuen Industrial <br>Holdings Ltd.<br>| 152500 | &nbsp;&nbsp;340120 |
| TOTAL HONG KONG | TOTAL HONG KONG |  | &nbsp;&nbsp;8010134 |
| HUNGARY — (0.0%) | HUNGARY — (0.0%) | HUNGARY — (0.0%) |  |
|  | Richter Gedeon Nyrt | 10907 | &nbsp;&nbsp;364915 |
| INDIA — (4.8%) | INDIA — (4.8%) | INDIA — (4.8%) |  |
|  | 360 ONE WAM Ltd. | 9810 | &nbsp;&nbsp;120460 |
| \* | 5Paisa Capital Ltd. | 1165 | &nbsp;&nbsp;4384 |
|  | Aarti Drugs Ltd. | 8586 | &nbsp;&nbsp;35513 |
|  | Aarti Industries Ltd. | 6143 | &nbsp;&nbsp;24860 |
|  | Aarti Pharmalabs Ltd. | 6106 | &nbsp;&nbsp;50455 |
|  | ACC Ltd. | 6854 | &nbsp;&nbsp;122446 |
|  | ADF Foods Ltd. | 15440 | &nbsp;&nbsp;29666 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aditya Birla Fashion & <br>Retail Ltd.<br>| 2501 | &nbsp;&nbsp;1805 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aditya Birla Lifestyle <br>Brands Ltd.<br>| 2501 | &nbsp;&nbsp;2861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aditya Birla Real <br>Estate Ltd.<br>| 3663 | &nbsp;&nbsp;50850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Enzyme <br>Technologies Ltd.<br>| 6791 | &nbsp;&nbsp;21997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advent Hotels <br>International Pvt <br>Ltd.<br>| 1971 | &nbsp;&nbsp;4253 |
|  | Aegis Logistics Ltd. | 24003 | &nbsp;&nbsp;188103 |
| \* | Aether Industries Ltd. | 2879 | &nbsp;&nbsp;31502 |
|  | AGI Greenpac Ltd. | 5757 | &nbsp;&nbsp;39163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ahluwalia Contracts <br>India Ltd.<br>| 6104 | &nbsp;&nbsp;56814 |
|  | AIA Engineering Ltd. | 2956 | &nbsp;&nbsp;128698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ajmera Realty & Infra <br>India Ltd.<br>| 6445 | &nbsp;&nbsp;10594 |
|  | Alembic Ltd. | 15848 | &nbsp;&nbsp;15947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alembic <br>Pharmaceuticals <br>Ltd.<br>| 8884 | &nbsp;&nbsp;75887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alkem Laboratories <br>Ltd.<br>| 4856 | &nbsp;&nbsp;300581 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | Allcargo Global Ltd. | 56988 | &nbsp;&nbsp;$14416 |
| \* | Allcargo Logistics Ltd. | 56988 | &nbsp;&nbsp;6435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amara Raja Energy & <br>Mobility Ltd.<br>| 11947 | &nbsp;&nbsp;108996 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amber Enterprises <br>India Ltd.<br>| 896 | &nbsp;&nbsp;55925 |
|  | Anant Raj Ltd. | 19808 | &nbsp;&nbsp;109457 |
|  | Angel One Ltd. | 6353 | &nbsp;&nbsp;174143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anupam Rasayan <br>India Ltd.<br>| 1499 | &nbsp;&nbsp;20323 |
|  | Apar Industries Ltd. | 1306 | &nbsp;&nbsp;113926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apollo Micro Systems <br>Ltd.<br>| 14253 | &nbsp;&nbsp;40649 |
|  | Apollo Tyres Ltd. | 71196 | &nbsp;&nbsp;381194 |
|  | Arvind Fashions Ltd. | 7398 | &nbsp;&nbsp;37794 |
|  | Arvind Ltd. | 42016 | &nbsp;&nbsp;143623 |
|  | Asahi India Glass Ltd. | 4079 | &nbsp;&nbsp;44392 |
|  | Ashiana Housing Ltd. | 6346 | &nbsp;&nbsp;20301 |
|  | Ashok Leyland Ltd. | 358126 | &nbsp;&nbsp;770251 |
| \* | Ashoka Buildcon Ltd. | 23322 | &nbsp;&nbsp;38078 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Aster DM Healthcare <br>Ltd.<br>| 10861 | &nbsp;&nbsp;65251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Astra Microwave <br>Products Ltd.<br>| 5327 | &nbsp;&nbsp;57013 |
|  | Atul Ltd. | 1363 | &nbsp;&nbsp;92471 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;AU Small Finance <br>Bank Ltd.<br>| 43937 | &nbsp;&nbsp;468824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AurionPro Solutions <br>Ltd.<br>| 2844 | &nbsp;&nbsp;28154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aurobindo Pharma <br>Ltd.<br>| 62489 | &nbsp;&nbsp;815802 |
|  | Automotive Axles Ltd. | 1036 | &nbsp;&nbsp;21071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Avadh Sugar & <br>Energy Ltd.<br>| 1685 | &nbsp;&nbsp;6091 |
|  | Avanti Feeds Ltd. | 5833 | &nbsp;&nbsp;50740 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AWL Agri Business <br>Ltd.<br>| 23584 | &nbsp;&nbsp;54902 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bajaj Consumer Care <br>Ltd.<br>| 14536 | &nbsp;&nbsp;53712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Balkrishna Industries <br>Ltd.<br>| 7189 | &nbsp;&nbsp;180311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Balmer Lawrie & Co. <br>Ltd.<br>| 19246 | &nbsp;&nbsp;36040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Balrampur Chini Mills <br>Ltd.<br>| 29626 | &nbsp;&nbsp;134891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Products India <br>Ltd.<br>| 15542 | &nbsp;&nbsp;100560 |
| Ω | Bandhan Bank Ltd. | 86066 | &nbsp;&nbsp;144758 |
|  | Bank of India | 114507 | &nbsp;&nbsp;204452 |
|  | Bank of Maharashtra | 144375 | &nbsp;&nbsp;102928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bannari Amman <br>Sugars Ltd.<br>| 902 | &nbsp;&nbsp;35245 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bansal Wire Industries <br>Ltd.<br>| 1926 | &nbsp;&nbsp;5801 |
|  | BASF India Ltd. | 743 | &nbsp;&nbsp;29427 |
|  | BEML Ltd. | 6402 | &nbsp;&nbsp;125182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bhansali Engineering <br>Polymers Ltd.<br>| 18456 | &nbsp;&nbsp;16666 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bharat Heavy <br>Electricals Ltd.<br>| 11788 | &nbsp;&nbsp;$33788 |
|  | Bharat Rasayan Ltd. | 312 | &nbsp;&nbsp;6335 |
|  | Biocon Ltd. | 18453 | &nbsp;&nbsp;73721 |
|  | Birla Corp. Ltd. | 4316 | &nbsp;&nbsp;49348 |
|  | Birlasoft Ltd. | 29082 | &nbsp;&nbsp;132019 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bluspring Enterprises <br>Ltd.<br>| 5911 | &nbsp;&nbsp;3782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bombay Burmah <br>Trading Co.<br>| 4849 | &nbsp;&nbsp;90882 |
| \* | Borosil Ltd. | 2401 | &nbsp;&nbsp;6562 |
| \* | Borosil Scientific Ltd. | 1800 | &nbsp;&nbsp;2147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brigade Enterprises <br>Ltd.<br>| 10894 | &nbsp;&nbsp;89529 |
| \* | Brightcom Group Ltd. | 293831 | &nbsp;&nbsp;29536 |
|  | BSE Ltd. | 1788 | &nbsp;&nbsp;53971 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Camlin Fine Sciences <br>Ltd.<br>| 13599 | &nbsp;&nbsp;21557 |
|  | Canara Bank | 473855 | &nbsp;&nbsp;759659 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Capacit'e Infraprojects <br>Ltd.<br>| 6332 | &nbsp;&nbsp;15303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Caplin Point <br>Laboratories Ltd.<br>| 2431 | &nbsp;&nbsp;45834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Carborundum <br>Universal Ltd.<br>| 9040 | &nbsp;&nbsp;77467 |
|  | Care Ratings Ltd. | 4579 | &nbsp;&nbsp;80041 |
| \* | Cartrade Tech Ltd. | 3719 | &nbsp;&nbsp;106888 |
|  | Carysil Ltd. | 2666 | &nbsp;&nbsp;22907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CCL Products India <br>Ltd.<br>| 15057 | &nbsp;&nbsp;158820 |
|  | Ceat Ltd. | 6015 | &nbsp;&nbsp;245725 |
|  | Cello World Ltd. | 2449 | &nbsp;&nbsp;13301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cemindia Projects <br>Ltd.<br>| 8815 | &nbsp;&nbsp;61124 |
|  | Century Enka Ltd. | 3444 | &nbsp;&nbsp;16225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cera Sanitaryware <br>Ltd.<br>| 639 | &nbsp;&nbsp;34786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chambal Fertilisers & <br>Chemicals Ltd.<br>| 35567 | &nbsp;&nbsp;171647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CIE Automotive India <br>Ltd.<br>| 29639 | &nbsp;&nbsp;135403 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cigniti Technologies <br>Ltd.<br>| 987 | &nbsp;&nbsp;17343 |
|  | City Union Bank Ltd. | 65981 | &nbsp;&nbsp;215382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CMS Info Systems <br>Ltd.<br>| 7641 | &nbsp;&nbsp;26265 |
| Ω | Cochin Shipyard Ltd. | 2647 | &nbsp;&nbsp;47872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Container Corp. of <br>India Ltd.<br>| 27877 | &nbsp;&nbsp;152578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coromandel <br>International Ltd.<br>| 10751 | &nbsp;&nbsp;262763 |
|  | Cosmo First Ltd. | 3064 | &nbsp;&nbsp;19894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Craftsman Automation <br>Ltd.<br>| 803 | &nbsp;&nbsp;63968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crompton Greaves <br>Consumer <br>Electricals Ltd.<br>| 51177 | &nbsp;&nbsp;123533 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
| \* | CSB Bank Ltd. | 12622 | &nbsp;&nbsp;$59750 |
|  | Cyient Ltd. | 10755 | &nbsp;&nbsp;131664 |
|  | Dalmia Bharat Ltd. | 15218 | &nbsp;&nbsp;343364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Datamatics Global <br>Services Ltd.<br>| 1756 | &nbsp;&nbsp;13418 |
|  | DB Corp. Ltd. | 16814 | &nbsp;&nbsp;43746 |
|  | DCB Bank Ltd. | 58753 | &nbsp;&nbsp;127969 |
|  | DCM Shriram Ltd. | 7541 | &nbsp;&nbsp;96910 |
|  | DCW Ltd. | 37568 | &nbsp;&nbsp;18778 |
|  | Deep Industries Ltd. | 3225 | &nbsp;&nbsp;13031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deepak Fertilisers & <br>Petrochemicals <br>Corp. Ltd.<br>| 14127 | &nbsp;&nbsp;163488 |
|  | Deepak Nitrite Ltd. | 3580 | &nbsp;&nbsp;64144 |
| \* | Delhivery Ltd. | 63856 | &nbsp;&nbsp;296126 |
|  | Delta Corp. Ltd. | 20079 | &nbsp;&nbsp;14139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dhanuka Agritech <br>Ltd.<br>| 3371 | &nbsp;&nbsp;41042 |
| \* | Digitide Solutions Ltd. | 5911 | &nbsp;&nbsp;7380 |
| Ω | Dilip Buildcon Ltd. | 7058 | &nbsp;&nbsp;35042 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dishman Carbogen <br>Amcis Ltd.<br>| 7907 | &nbsp;&nbsp;18680 |
|  | D-Link India Ltd. | 3902 | &nbsp;&nbsp;17501 |
|  | Dodla Dairy Ltd. | 3763 | &nbsp;&nbsp;49038 |
|  | Dollar Industries Ltd. | 4294 | &nbsp;&nbsp;14739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dynacons Systems & <br>Solutions Ltd.<br>| 984 | &nbsp;&nbsp;9832 |
|  | eClerx Services Ltd. | 4687 | &nbsp;&nbsp;237725 |
| \* | EID Parry India Ltd. | 19753 | &nbsp;&nbsp;198073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EIH Associated <br>Hotels<br>| 3616 | &nbsp;&nbsp;13048 |
|  | EIH Ltd. | 35168 | &nbsp;&nbsp;121477 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Electronics Mart India <br>Ltd.<br>| 7948 | &nbsp;&nbsp;7905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Electrosteel Castings <br>Ltd.<br>| 83544 | &nbsp;&nbsp;64628 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Embassy <br>Developments Ltd.<br>| 50487 | &nbsp;&nbsp;36423 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Endurance <br>Technologies Ltd.<br>| 4145 | &nbsp;&nbsp;109353 |
|  | Engineers India Ltd. | 58317 | &nbsp;&nbsp;109897 |
|  | Epigral Ltd. | 1774 | &nbsp;&nbsp;19884 |
|  | EPL Ltd. | 15818 | &nbsp;&nbsp;33161 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Equitas Small Finance <br>Bank Ltd.<br>| 45351 | &nbsp;&nbsp;34644 |
| Ω | Eris Lifesciences Ltd. | 7443 | &nbsp;&nbsp;112140 |
|  | Escorts Kubota Ltd. | 7740 | &nbsp;&nbsp;283637 |
| \* | Eureka Forbes Ltd. | 9641 | &nbsp;&nbsp;57390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eveready Industries <br>India Ltd.<br>| 2890 | &nbsp;&nbsp;10507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Everest Kanto <br>Cylinder Ltd.<br>| 6320 | &nbsp;&nbsp;7524 |
|  | Exide Industries Ltd. | 88153 | &nbsp;&nbsp;309079 |
|  | Expleo Solutions Ltd. | 381 | &nbsp;&nbsp;3788 |
| \* | FDC Ltd. | 11996 | &nbsp;&nbsp;48309 |
|  | Federal Bank Ltd. | 390779 | &nbsp;&nbsp;1223372 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Federal-Mogul Goetze <br>India Ltd.<br>| 4153 | &nbsp;&nbsp;19668 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | FIEM Industries Ltd. | 1386 | &nbsp;&nbsp;$32646 |
|  | Filatex India Ltd. | 33341 | &nbsp;&nbsp;16623 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fineotex Chemical <br>Ltd.<br>| 33700 | &nbsp;&nbsp;8172 |
|  | Finolex Cables Ltd. | 14139 | &nbsp;&nbsp;111627 |
|  | Finolex Industries Ltd. | 29728 | &nbsp;&nbsp;57335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Firstsource Solutions <br>Ltd.<br>| 58361 | &nbsp;&nbsp;202851 |
|  | Force Motors Ltd. | 1050 | &nbsp;&nbsp;218037 |
|  | Fortis Healthcare Ltd. | 6650 | &nbsp;&nbsp;61606 |
|  | G R Infraprojects Ltd. | 2106 | &nbsp;&nbsp;22404 |
|  | Gabriel India Ltd. | 7677 | &nbsp;&nbsp;77964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GAIL India Ltd. (GAIL <br>IN)<br>| 14437 | &nbsp;&nbsp;26262 |
|  | Ganesh Housing Ltd. | 2638 | &nbsp;&nbsp;21178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Garware Hi-Tech <br>Films Ltd.<br>| 970 | &nbsp;&nbsp;31890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Garware Technical <br>Fibres Ltd.<br>| 2745 | &nbsp;&nbsp;19548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gateway Distriparks <br>Ltd.<br>| 56436 | &nbsp;&nbsp;35931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GE Vernova T&D <br>India Ltd.<br>| 1853 | &nbsp;&nbsp;65024 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Genesys International <br>Corp. Ltd.<br>| 1641 | &nbsp;&nbsp;5566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genus Power <br>Infrastructures Ltd.<br>| 3184 | &nbsp;&nbsp;9815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Geojit Financial <br>Services Ltd.<br>| 15370 | &nbsp;&nbsp;11370 |
|  | GHCL Ltd. | 16124 | &nbsp;&nbsp;93452 |
| Ω | Gland Pharma Ltd. | 5676 | &nbsp;&nbsp;113028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Glenmark <br>Pharmaceuticals <br>Ltd.<br>| 23735 | &nbsp;&nbsp;523290 |
|  | Globus Spirits Ltd. | 1633 | &nbsp;&nbsp;16549 |
|  | GMM Pfaudler Ltd. | 3384 | &nbsp;&nbsp;35999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Godawari Power & <br>Ispat Ltd.<br>| 61950 | &nbsp;&nbsp;167337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Godfrey Phillips India <br>Ltd.<br>| 1974 | &nbsp;&nbsp;43695 |
| Ω | Godrej Agrovet Ltd. | 6217 | &nbsp;&nbsp;36121 |
| \* | Godrej Industries Ltd. | 3413 | &nbsp;&nbsp;36030 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gokaldas Exports <br>Ltd.<br>| 3390 | &nbsp;&nbsp;20459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldiam International <br>Ltd.<br>| 4691 | &nbsp;&nbsp;15806 |
|  | Granules India Ltd. | 32878 | &nbsp;&nbsp;204796 |
|  | Graphite India Ltd. | 11951 | &nbsp;&nbsp;79363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grauer & Weil India <br>Ltd.<br>| 4095 | &nbsp;&nbsp;3183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great Eastern <br>Shipping Co. Ltd. <br>| 27406 | &nbsp;&nbsp;357520 |
|  | Greaves Cotton Ltd. | 14545 | &nbsp;&nbsp;25795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greenpanel Industries <br>Ltd.<br>| 9316 | &nbsp;&nbsp;22256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greenply Industries <br>Ltd.<br>| 10082 | &nbsp;&nbsp;24660 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gujarat Alkalies & <br>Chemicals Ltd.<br>| 6164 | &nbsp;&nbsp;$30649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gujarat Ambuja <br>Exports Ltd.<br>| 24560 | &nbsp;&nbsp;37185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gujarat <br>Fluorochemicals <br>Ltd.<br>| 598 | &nbsp;&nbsp;19871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gujarat Mineral <br>Development Corp. <br>Ltd.<br>| 10076 | &nbsp;&nbsp;62875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gujarat Narmada <br>Valley Fertilizers & <br>Chemicals Ltd.<br>| 13417 | &nbsp;&nbsp;67982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gujarat Pipavav Port <br>Ltd.<br>| 32651 | &nbsp;&nbsp;59292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gujarat State Petronet <br>Ltd.<br>| 46045 | &nbsp;&nbsp;151599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gulf Oil Lubricants <br>India Ltd.<br>| 1725 | &nbsp;&nbsp;20459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Happiest Minds <br>Technologies Ltd.<br>| 6209 | &nbsp;&nbsp;27998 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Harsha Engineers <br>Ltd.<br>| 1758 | &nbsp;&nbsp;7132 |
|  | HBL Engineering Ltd. | 5859 | &nbsp;&nbsp;49953 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HealthCare Global <br>Enterprises Ltd.<br>| 5716 | &nbsp;&nbsp;36775 |
|  | HEG Ltd. | 11285 | &nbsp;&nbsp;66401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HeidelbergCement <br>India Ltd.<br>| 10024 | &nbsp;&nbsp;18657 |
|  | Heritage Foods Ltd. | 8870 | &nbsp;&nbsp;34582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hero MotoCorp Ltd. <br>(HMCL IN)<br>| 16210 | &nbsp;&nbsp;975659 |
|  | HFCL Ltd. | 114509 | &nbsp;&nbsp;84493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HG Infra Engineering <br>Ltd.<br>| 2873 | &nbsp;&nbsp;20182 |
|  | Hikal Ltd. | 9005 | &nbsp;&nbsp;18913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Himadri Speciality <br>Chemical Ltd.<br>| 6884 | &nbsp;&nbsp;34474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Himatsingka Seide <br>Ltd.<br>| 11567 | &nbsp;&nbsp;12987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hindustan Copper <br>Ltd.<br>| 9107 | &nbsp;&nbsp;66612 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hindware Home <br>Innovation Ltd.<br>| 4100 | &nbsp;&nbsp;10054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Honda India Power <br>Products Ltd.<br>| 598 | &nbsp;&nbsp;13209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HPL Electric & Power <br>Ltd.<br>| 1673 | &nbsp;&nbsp;6046 |
|  | Huhtamaki India Ltd. | 2798 | &nbsp;&nbsp;5576 |
|  | ICRA Ltd. | 909 | &nbsp;&nbsp;62520 |
|  | IDFC First Bank Ltd. | 631881 | &nbsp;&nbsp;574362 |
| \* | IFB Industries Ltd. | 1844 | &nbsp;&nbsp;22306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IIFL Capital Services <br>Ltd.<br>| 26423 | &nbsp;&nbsp;95599 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Imagicaaworld <br>Entertainment Ltd.<br>| 18907 | &nbsp;&nbsp;10498 |
| \* | India Cements Ltd. | 20705 | &nbsp;&nbsp;103436 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | India Glycols Ltd. | 6864 | &nbsp;&nbsp;$65082 |
|  | Indian Bank | 62818 | &nbsp;&nbsp;623496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indian Metals & Ferro <br>Alloys Ltd.<br>| 4203 | &nbsp;&nbsp;53363 |
|  | Indigo Paints Ltd. | 3085 | &nbsp;&nbsp;35073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indo Count Industries <br>Ltd.<br>| 12207 | &nbsp;&nbsp;31217 |
| \* | Indus Towers Ltd. | 205985 | &nbsp;&nbsp;995377 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Infibeam Avenues <br>Ltd.<br>| 217178 | &nbsp;&nbsp;38399 |
|  | Innova Captab Ltd. | 1326 | &nbsp;&nbsp;9898 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Inox Green Energy <br>Services Ltd.<br>| 7814 | &nbsp;&nbsp;14531 |
| \* | Inox Wind Ltd. | 42272 | &nbsp;&nbsp;49753 |
| \* | Insecticides India Ltd. | 407 | &nbsp;&nbsp;2607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intellect Design Arena <br>Ltd.<br>| 12705 | &nbsp;&nbsp;126797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IOL Chemicals & <br>Pharmaceuticals <br>Ltd.<br>| 29995 | &nbsp;&nbsp;24168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ION Exchange India <br>Ltd.<br>| 2188 | &nbsp;&nbsp;8571 |
|  | Ipca Laboratories Ltd. | 18285 | &nbsp;&nbsp;293342 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;IRCON International <br>Ltd.<br>| 51030 | &nbsp;&nbsp;91290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ISGEC Heavy <br>Engineering Ltd.<br>| 3339 | &nbsp;&nbsp;27220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;J Kumar Infraprojects <br>Ltd.<br>| 9206 | &nbsp;&nbsp;57469 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jammu & Kashmir <br>Bank Ltd. <br>| 63698 | &nbsp;&nbsp;72794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jamna Auto Industries <br>Ltd.<br>| 20611 | &nbsp;&nbsp;27789 |
|  | Jindal Saw Ltd. | 87881 | &nbsp;&nbsp;167015 |
|  | Jindal Stainless Ltd. | 106897 | &nbsp;&nbsp;957933 |
|  | Jindal Steel Ltd. | 6259 | &nbsp;&nbsp;76234 |
|  | JK Cement Ltd. | 4253 | &nbsp;&nbsp;255770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JK Lakshmi Cement <br>Ltd.<br>| 14023 | &nbsp;&nbsp;118415 |
|  | JK Paper Ltd. | 21843 | &nbsp;&nbsp;78205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JK Tyre & Industries <br>Ltd.<br>| 17886 | &nbsp;&nbsp;100476 |
|  | JSW Energy Ltd. | 45760 | &nbsp;&nbsp;227856 |
|  | JTEKT India Ltd. | 12988 | &nbsp;&nbsp;19286 |
|  | Jubilant Ingrevia Ltd. | 13841 | &nbsp;&nbsp;96289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jubilant Pharmova <br>Ltd.<br>| 14481 | &nbsp;&nbsp;153900 |
|  | Jupiter Wagons Ltd. | 6564 | &nbsp;&nbsp;23106 |
|  | Jyothy Labs Ltd. | 14932 | &nbsp;&nbsp;40509 |
|  | Kajaria Ceramics Ltd. | 7874 | &nbsp;&nbsp;76723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kalpataru Projects <br>International Ltd.<br>| 17626 | &nbsp;&nbsp;219233 |
|  | Kalyani Steels Ltd. | 7765 | &nbsp;&nbsp;59959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kansai Nerolac Paints <br>Ltd.<br>| 16178 | &nbsp;&nbsp;40360 |
|  | Karnataka Bank Ltd.  | 57840 | &nbsp;&nbsp;114729 |
|  | Karur Vysya Bank Ltd. <br>| 120586 | &nbsp;&nbsp;391109 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | Kaveri Seed Co. Ltd. | 4405 | &nbsp;&nbsp;$45383 |
|  | KCP Ltd.  | 19493 | &nbsp;&nbsp;37498 |
|  | KDDL Ltd. | 906 | &nbsp;&nbsp;22671 |
|  | KEC International Ltd. | 21838 | &nbsp;&nbsp;159371 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kellton Tech Solutions <br>Ltd.<br>| 67465 | &nbsp;&nbsp;11413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kewal Kiran Clothing <br>Ltd.<br>| 1257 | &nbsp;&nbsp;6292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kirloskar Brothers <br>Ltd.<br>| 2320 | &nbsp;&nbsp;39444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kirloskar Ferrous <br>Industries Ltd.<br>| 9588 | &nbsp;&nbsp;46744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kirloskar Oil Engines <br>Ltd.<br>| 10569 | &nbsp;&nbsp;134861 |
|  | Kitex Garments Ltd. | 15081 | &nbsp;&nbsp;28145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KNR Constructions <br>Ltd.<br>| 21233 | &nbsp;&nbsp;34319 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kolte-Patil Developers <br>Ltd.<br>| 5519 | &nbsp;&nbsp;22439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kovai Medical Center <br>& Hospital Ltd.<br>| 843 | &nbsp;&nbsp;49161 |
|  | KPR Mill Ltd. | 3453 | &nbsp;&nbsp;32715 |
|  | KRBL Ltd. | 13877 | &nbsp;&nbsp;51809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Krsnaa Diagnostics <br>Ltd.<br>| 4079 | &nbsp;&nbsp;31686 |
|  | LA Opala RG Ltd. | 3700 | &nbsp;&nbsp;7714 |
|  | Landmark Cars Ltd. | 1677 | &nbsp;&nbsp;7092 |
| Ω | Laurus Labs Ltd. | 15766 | &nbsp;&nbsp;165830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Laxmi Organic <br>Industries Ltd.<br>| 10874 | &nbsp;&nbsp;16917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LG Balakrishnan & <br>Bros Ltd.<br>| 7187 | &nbsp;&nbsp;134666 |
|  | LMW Ltd. | 568 | &nbsp;&nbsp;92220 |
|  | LT Foods Ltd. | 48564 | &nbsp;&nbsp;195970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lumax Auto <br>Technologies Ltd.<br>| 4253 | &nbsp;&nbsp;62383 |
|  | Lupin Ltd. | 27408 | &nbsp;&nbsp;640550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maharashtra <br>Seamless Ltd.<br>| 13036 | &nbsp;&nbsp;74164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mahindra Lifespace <br>Developers Ltd.<br>| 20814 | &nbsp;&nbsp;84925 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Mahindra Logistics <br>Ltd.<br>| 3008 | &nbsp;&nbsp;11728 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Man Industries India <br>Ltd.<br>| 6404 | &nbsp;&nbsp;22725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Man Infraconstruction <br>Ltd.<br>| 15353 | &nbsp;&nbsp;18430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marksans Pharma <br>Ltd.<br>| 59055 | &nbsp;&nbsp;105093 |
|  | Mastek Ltd. | 2731 | &nbsp;&nbsp;61149 |
| \* | Max Estates Ltd. | 751 | &nbsp;&nbsp;3137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mayur Uniquoters <br>Ltd.<br>| 2063 | &nbsp;&nbsp;11513 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Medplus Health <br>Services Ltd.<br>| 9021 | &nbsp;&nbsp;78553 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Meghmani Organics <br>Ltd.<br>| 28094 | &nbsp;&nbsp;18523 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | Minda Corp. Ltd. | 16296 | &nbsp;&nbsp;$100224 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Mishra Dhatu Nigam <br>Ltd.<br>| 8726 | &nbsp;&nbsp;35469 |
|  | MOIL Ltd. | 7329 | &nbsp;&nbsp;29335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mold-Tek Packaging <br>Ltd.<br>| 1725 | &nbsp;&nbsp;10210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Monte Carlo Fashions <br>Ltd.<br>| 1211 | &nbsp;&nbsp;7478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morepen Laboratories <br>Ltd.<br>| 60453 | &nbsp;&nbsp;24028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Motilal Oswal <br>Financial Services <br>Ltd.<br>| 9133 | &nbsp;&nbsp;74696 |
|  | Mphasis Ltd. | 13460 | &nbsp;&nbsp;404219 |
|  | MRF Ltd. | 454 | &nbsp;&nbsp;656861 |
|  | MSTC Ltd. | 4067 | &nbsp;&nbsp;20459 |
|  | Natco Pharma Ltd. | 11527 | &nbsp;&nbsp;104703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Aluminium <br>Co. Ltd.<br>| 201774 | &nbsp;&nbsp;835419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Fertilizers <br>Ltd.<br>| 13589 | &nbsp;&nbsp;12285 |
|  | Nava Ltd. | 27486 | &nbsp;&nbsp;167562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Navneet Education <br>Ltd.<br>| 18140 | &nbsp;&nbsp;28377 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nazara Technologies <br>Ltd.<br>| 17244 | &nbsp;&nbsp;53285 |
|  | NCC Ltd. | 86554 | &nbsp;&nbsp;138298 |
|  | NCL Industries Ltd. | 5315 | &nbsp;&nbsp;10582 |
|  | NESCO Ltd. | 3968 | &nbsp;&nbsp;49240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Neuland Laboratories <br>Ltd.<br>| 281 | &nbsp;&nbsp;40420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Newgen Software <br>Technologies Ltd.<br>| 3569 | &nbsp;&nbsp;22735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NIIT Learning <br>Systems Ltd.<br>| 10780 | &nbsp;&nbsp;46946 |
|  | Nilkamal Ltd. | 1432 | &nbsp;&nbsp;21449 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Life India <br>Asset Management <br>Ltd.<br>| 4729 | &nbsp;&nbsp;45024 |
|  | Nitin Spinners Ltd. | 3133 | &nbsp;&nbsp;11323 |
|  | NMDC Ltd. | 497718 | &nbsp;&nbsp;437302 |
| \* | NMDC Steel Ltd. | 106512 | &nbsp;&nbsp;48867 |
|  | Novartis India Ltd. | 1209 | &nbsp;&nbsp;9994 |
|  | NRB Bearings Ltd. | 7863 | &nbsp;&nbsp;21901 |
|  | Oberoi Realty Ltd. | 18539 | &nbsp;&nbsp;300711 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Onesource Specialty <br>Pharma Ltd.<br>| 4606 | &nbsp;&nbsp;61254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oracle Financial <br>Services Software <br>Ltd.<br>| 263 | &nbsp;&nbsp;22148 |
| \* | Orchid Pharma Ltd. | 1048 | &nbsp;&nbsp;7965 |
|  | Orient Cement Ltd. | 17026 | &nbsp;&nbsp;29057 |
|  | Orient Electric Ltd. | 5084 | &nbsp;&nbsp;10068 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Orient Green Power <br>Co. Ltd.<br>| 169101 | &nbsp;&nbsp;19117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Panama Petrochem <br>Ltd.<br>| 2894 | &nbsp;&nbsp;9191 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Parag Milk Foods Ltd., <br>Class F<br>| 6480 | &nbsp;&nbsp;$17774 |
|  | Patanjali Foods Ltd. | 17506 | &nbsp;&nbsp;95393 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Patel Engineering <br>Ltd.<br>| 94922 | &nbsp;&nbsp;29629 |
| \* | PC Jeweller Ltd. | 626910 | &nbsp;&nbsp;72845 |
|  | PCBL Chemical Ltd. | 19241 | &nbsp;&nbsp;55226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pearl Global <br>Industries Ltd.<br>| 2201 | &nbsp;&nbsp;37401 |
| \* | Pennar Industries Ltd. | 9782 | &nbsp;&nbsp;18339 |
|  | Petronet LNG Ltd. | 172886 | &nbsp;&nbsp;544600 |
|  | Phoenix Mills Ltd.  | 13226 | &nbsp;&nbsp;239595 |
|  | Piramal Pharma Ltd. | 80418 | &nbsp;&nbsp;135477 |
|  | Pitti Engineering Ltd. | 1949 | &nbsp;&nbsp;16551 |
|  | PNC Infratech Ltd. | 13859 | &nbsp;&nbsp;32845 |
|  | Pokarna Ltd. | 824 | &nbsp;&nbsp;6588 |
|  | Polyplex Corp. Ltd. | 2597 | &nbsp;&nbsp;24057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Power Mech Projects <br>Ltd.<br>| 2568 | &nbsp;&nbsp;57646 |
|  | Praj Industries Ltd. | 10786 | &nbsp;&nbsp;34273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prakash Industries <br>Ltd.<br>| 25349 | &nbsp;&nbsp;33715 |
| Ω | Prataap Snacks Ltd. | 1310 | &nbsp;&nbsp;16164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Precision Wires India <br>Ltd.<br>| 3694 | &nbsp;&nbsp;9848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prestige Estates <br>Projects Ltd.<br>| 6423 | &nbsp;&nbsp;102066 |
|  | Pricol Ltd. | 10026 | &nbsp;&nbsp;60150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prince Pipes & <br>Fittings Ltd.<br>| 7246 | &nbsp;&nbsp;18861 |
| \* | Prism Johnson Ltd. | 29365 | &nbsp;&nbsp;40394 |
| \* | PSP Projects Ltd. | 1511 | &nbsp;&nbsp;12367 |
|  | Punjab National Bank | 35137 | &nbsp;&nbsp;47867 |
| \* | Puravankara Ltd. | 13056 | &nbsp;&nbsp;32885 |
| \* | PVR Inox Ltd. | 10837 | &nbsp;&nbsp;115209 |
| Ω | Quess Corp. Ltd. | 13894 | &nbsp;&nbsp;31424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;R Systems <br>International Ltd.<br>| 2964 | &nbsp;&nbsp;12355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Railtel Corp. of India <br>Ltd.<br>| 13873 | &nbsp;&nbsp;53490 |
|  | Rain Industries Ltd. | 29680 | &nbsp;&nbsp;49952 |
|  | Rallis India Ltd. | 11726 | &nbsp;&nbsp;35108 |
|  | Ramco Cements Ltd. | 16989 | &nbsp;&nbsp;205872 |
| \* | Ramco Systems Ltd. | 3976 | &nbsp;&nbsp;20367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ramkrishna Forgings <br>Ltd.<br>| 7311 | &nbsp;&nbsp;40450 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ramky Infrastructure <br>Ltd.<br>| 995 | &nbsp;&nbsp;5150 |
|  | Rane Holdings Ltd. | 375 | &nbsp;&nbsp;5336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rashtriya Chemicals <br>& Fertilizers Ltd.<br>| 39338 | &nbsp;&nbsp;58676 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rategain Travel <br>Technologies Ltd.<br>| 8402 | &nbsp;&nbsp;55761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ratnamani Metals & <br>Tubes Ltd.<br>| 2305 | &nbsp;&nbsp;53839 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Raymond Lifestyle <br>Ltd.<br>| 7948 | &nbsp;&nbsp;90039 |
| \* | Raymond Ltd. | 9936 | &nbsp;&nbsp;41668 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
| \* | Raymond Realty Ltd. | 9936 | &nbsp;&nbsp;$54408 |
| Ω | RBL Bank Ltd. | 66068 | &nbsp;&nbsp;213949 |
|  | Redington Ltd. | 131696 | &nbsp;&nbsp;389558 |
|  | Redtape Ltd. | 18116 | &nbsp;&nbsp;24409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Relaxo Footwears <br>Ltd.<br>| 4979 | &nbsp;&nbsp;21395 |
| \* | Reliance Power Ltd. | 583182 | &nbsp;&nbsp;179663 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Religare Enterprises <br>Ltd.<br>| 6600 | &nbsp;&nbsp;17185 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Restaurant Brands <br>Asia Ltd.<br>| 30974 | &nbsp;&nbsp;21434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rhi Magnesita India <br>Ltd.<br>| 4370 | &nbsp;&nbsp;20919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rico Auto Industries <br>Ltd.<br>| 16938 | &nbsp;&nbsp;21485 |
|  | RITES Ltd. | 22156 | &nbsp;&nbsp;55080 |
| \* | RPSG Ventures Ltd. | 1941 | &nbsp;&nbsp;15345 |
|  | Rupa & Co. Ltd. | 3253 | &nbsp;&nbsp;5306 |
| \* | Sagar Cements Ltd. | 4091 | &nbsp;&nbsp;8664 |
|  | Saksoft Ltd. | 4201 | &nbsp;&nbsp;7886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sandhar Technologies <br>Ltd.<br>| 2664 | &nbsp;&nbsp;14195 |
|  | Sanghvi Movers Ltd. | 5982 | &nbsp;&nbsp;19587 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Sansera Engineering <br>Ltd.<br>| 5079 | &nbsp;&nbsp;95016 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sapphire Foods India <br>Ltd.<br>| 15382 | &nbsp;&nbsp;31456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sarda Energy & <br>Minerals Ltd.<br>| 27610 | &nbsp;&nbsp;147780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sasken Technologies <br>Ltd.<br>| 712 | &nbsp;&nbsp;9415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Savita Oil <br>Technologies Ltd.<br>| 5680 | &nbsp;&nbsp;21573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SBI Cards & Payment <br>Services Ltd.<br>| 6538 | &nbsp;&nbsp;53690 |
| \* | SEAMEC Ltd. | 1481 | &nbsp;&nbsp;20400 |
|  | Senco Gold Ltd. | 5587 | &nbsp;&nbsp;18748 |
| Ω | SH Kelkar & Co. Ltd. | 11863 | &nbsp;&nbsp;18600 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shankara Buildpro <br>Ltd.<br>| 2556 | &nbsp;&nbsp;20868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sharda Cropchem <br>Ltd.<br>| 4998 | &nbsp;&nbsp;55451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sharda Motor <br>Industries Ltd.<br>| 3666 | &nbsp;&nbsp;34152 |
| \* | Sheela Foam Ltd. | 2758 | &nbsp;&nbsp;15565 |
|  | Shilpa Medicare Ltd. | 11440 | &nbsp;&nbsp;36328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shipping Corp. of <br>India Ltd.<br>| 32265 | &nbsp;&nbsp;79178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shriram Pistons & <br>Rings Ltd.<br>| 1777 | &nbsp;&nbsp;53553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shyam Metalics & <br>Energy Ltd.<br>| 3531 | &nbsp;&nbsp;32741 |
| \* | SIS Ltd. | 5084 | &nbsp;&nbsp;18596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Siyaram Silk Mills <br>Ltd.<br>| 2895 | &nbsp;&nbsp;16325 |
|  | SJS Enterprises Ltd. | 4186 | &nbsp;&nbsp;76009 |
|  | Skipper Ltd. | 4131 | &nbsp;&nbsp;16205 |
|  | Sobha Ltd. | 2224 | &nbsp;&nbsp;34929 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Solara Active Pharma <br>Sciences Ltd.<br>| 2901 | &nbsp;&nbsp;$15877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Somany Ceramics <br>Ltd.<br>| 2168 | &nbsp;&nbsp;9613 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Sona Blw Precision <br>Forgings Ltd.<br>| 12189 | &nbsp;&nbsp;65475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;South Indian Bank <br>Ltd.<br>| 466277 | &nbsp;&nbsp;191046 |
|  | SP Apparels Ltd. | 1244 | &nbsp;&nbsp;9193 |
|  | Star Cement Ltd. | 16744 | &nbsp;&nbsp;39720 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Star Health & Allied <br>Insurance Co. Ltd.<br>| 24427 | &nbsp;&nbsp;124859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Steel Authority of India <br>Ltd.<br>| 210166 | &nbsp;&nbsp;343798 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sterlite Technologies <br>Ltd.<br>| 34852 | &nbsp;&nbsp;40017 |
|  | Stove Kraft Ltd. | 2726 | &nbsp;&nbsp;14591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Strides Pharma <br>Science Ltd.<br>| 8765 | &nbsp;&nbsp;83670 |
| \* | Stylam Industries Ltd. | 626 | &nbsp;&nbsp;15123 |
|  | Subros Ltd. | 5228 | &nbsp;&nbsp;46389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sudarshan Chemical <br>Industries Ltd.<br>| 6005 | &nbsp;&nbsp;59256 |
|  | Sun TV Network Ltd. | 19125 | &nbsp;&nbsp;115662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sundram Fasteners <br>Ltd.<br>| 10417 | &nbsp;&nbsp;106071 |
|  | Sunteck Realty Ltd. | 7803 | &nbsp;&nbsp;34140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suprajit Engineering <br>Ltd.<br>| 16483 | &nbsp;&nbsp;80008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Supreme Petrochem <br>Ltd.<br>| 12254 | &nbsp;&nbsp;75558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Supriya Lifescience <br>Ltd.<br>| 2326 | &nbsp;&nbsp;17124 |
|  | Surya Roshni Ltd. | 19276 | &nbsp;&nbsp;51866 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Suryoday Small <br>Finance Bank Ltd.<br>| 12586 | &nbsp;&nbsp;18964 |
|  | Swan Corp. Ltd. | 2927 | &nbsp;&nbsp;13454 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Syngene International <br>Ltd.<br>| 16422 | &nbsp;&nbsp;84712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Talbros Automotive <br>Components Ltd.<br>| 2713 | &nbsp;&nbsp;7743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tamilnad Mercantile <br>Bank Ltd.<br>| 7104 | &nbsp;&nbsp;46787 |
|  | Tanla Platforms Ltd. | 5276 | &nbsp;&nbsp;29288 |
|  | Tata Chemicals Ltd. | 27771 | &nbsp;&nbsp;225100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tata Consumer <br>Products Ltd.<br>| 5181 | &nbsp;&nbsp;63856 |
|  | Tata Steel Ltd. | 15585 | &nbsp;&nbsp;32439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TD Power Systems <br>Ltd.<br>| 7526 | &nbsp;&nbsp;59080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Techno Electric & <br>Engineering Co. <br>Ltd.<br>| 12283 | &nbsp;&nbsp;130873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Technocraft Industries <br>India Ltd.<br>| 456 | &nbsp;&nbsp;10048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texmaco Rail & <br>Engineering Ltd.<br>| 63696 | &nbsp;&nbsp;88999 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thirumalai Chemicals <br>Ltd.<br>| 6268 | &nbsp;&nbsp;$13027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thomas Cook India <br>Ltd.<br>| 36783 | &nbsp;&nbsp;49225 |
|  | Time Technoplast Ltd. | 59778 | &nbsp;&nbsp;117821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Titagarh Rail System <br>Ltd.<br>| 9168 | &nbsp;&nbsp;82350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transport Corp. of <br>India Ltd.<br>| 6289 | &nbsp;&nbsp;72796 |
|  | Trident Ltd. | 163085 | &nbsp;&nbsp;46247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Triveni Engineering & <br>Industries Ltd.<br>| 13982 | &nbsp;&nbsp;56641 |
|  | TTK Prestige Ltd. | 5500 | &nbsp;&nbsp;35300 |
|  | TVS Holdings Ltd. | 158 | &nbsp;&nbsp;25346 |
|  | TVS Srichakra Ltd. | 1006 | &nbsp;&nbsp;44442 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TVS Supply Chain <br>Solutions Ltd.<br>| 30511 | &nbsp;&nbsp;32386 |
|  | Uflex Ltd. | 8126 | &nbsp;&nbsp;41068 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Ujjivan Small Finance <br>Bank Ltd.<br>| 137692 | &nbsp;&nbsp;97062 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Unichem Laboratories <br>Ltd.<br>| 7286 | &nbsp;&nbsp;29966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Bank of India <br>Ltd.<br>| 118509 | &nbsp;&nbsp;232301 |
|  | Uniparts India Ltd. | 2375 | &nbsp;&nbsp;11119 |
|  | UPL Ltd. | 102160 | &nbsp;&nbsp;780694 |
|  | Usha Martin Ltd. | 39122 | &nbsp;&nbsp;173623 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UTI Asset <br>Management Co. <br>Ltd.<br>| 7033 | &nbsp;&nbsp;73785 |
|  | VA Tech Wabag Ltd. | 10705 | &nbsp;&nbsp;125702 |
|  | Vadilal Industries Ltd. | 126 | &nbsp;&nbsp;5996 |
|  | Vaibhav Global Ltd. | 5305 | &nbsp;&nbsp;12910 |
| \* | Valor Estate Ltd. | 19709 | &nbsp;&nbsp;22806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vardhman Textiles <br>Ltd.<br>| 21782 | &nbsp;&nbsp;102504 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Varroc Engineering <br>Ltd.<br>| 8500 | &nbsp;&nbsp;52810 |
|  | Veedol Corp. Ltd. | 438 | &nbsp;&nbsp;6839 |
|  | Venky's India Ltd. | 591 | &nbsp;&nbsp;9886 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Venus Pipes & Tubes <br>Ltd.<br>| 820 | &nbsp;&nbsp;9179 |
|  | Vesuvius India Ltd. | 8210 | &nbsp;&nbsp;44609 |
|  | Vimta Labs Ltd. | 3740 | &nbsp;&nbsp;16753 |
|  | Vindhya Telelinks Ltd. | 1643 | &nbsp;&nbsp;21728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vintage Coffee & <br>Beverages Ltd.<br>| 8973 | &nbsp;&nbsp;14395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vishnu Chemicals <br>Ltd.<br>| 3034 | &nbsp;&nbsp;17329 |
| \* | Vodafone Idea Ltd. | 408926 | &nbsp;&nbsp;49620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Voltamp Transformers <br>Ltd.<br>| 739 | &nbsp;&nbsp;59044 |
|  | Voltas Ltd. | 1720 | &nbsp;&nbsp;24770 |
|  | VRL Logistics Ltd. | 6226 | &nbsp;&nbsp;18301 |
|  | VST Industries Ltd. | 10021 | &nbsp;&nbsp;25565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VST Tillers Tractors <br>Ltd.<br>| 936 | &nbsp;&nbsp;56257 |
|  | Welspun Corp. Ltd. | 29234 | &nbsp;&nbsp;230831 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Welspun Enterprises <br>Ltd.<br>| 16081 | &nbsp;&nbsp;$83003 |
|  | Welspun Living Ltd. | 48336 | &nbsp;&nbsp;65352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;West Coast Paper <br>Mills Ltd.<br>| 10379 | &nbsp;&nbsp;45129 |
|  | Windlas Biotech Ltd. | 1238 | &nbsp;&nbsp;11396 |
| \* | Wockhardt Ltd. | 10071 | &nbsp;&nbsp;152232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wonderla Holidays <br>Ltd.<br>| 2335 | &nbsp;&nbsp;12751 |
| \* | Yes Bank Ltd. | 1685230 | &nbsp;&nbsp;392552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zee Entertainment <br>Enterprises Ltd.<br>| 68971 | &nbsp;&nbsp;63265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zensar Technologies <br>Ltd.<br>| 21007 | &nbsp;&nbsp;148498 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zydus Lifesciences <br>Ltd.<br>| 22203 | &nbsp;&nbsp;213579 |
|  | Zydus Wellness Ltd. | 11500 | &nbsp;&nbsp;56261 |
| TOTAL INDIA | TOTAL INDIA |  | &nbsp;&nbsp;43562402 |
| INDONESIA — (0.4%) | INDONESIA — (0.4%) | INDONESIA — (0.4%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ABM Investama Tbk. <br>PT<br>| 132000 | &nbsp;&nbsp;22634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Adi Sarana Armada <br>Tbk. PT<br>| 319400 | &nbsp;&nbsp;22700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AKR Corporindo Tbk. <br>PT<br>| 500200 | &nbsp;&nbsp;37685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alamtri Minerals <br>Indonesia Tbk. PT<br>| 577100 | &nbsp;&nbsp;68638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aneka Tambang Tbk. <br>PT<br>| 495000 | &nbsp;&nbsp;121861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aspirasi Hidup <br>Indonesia Tbk. PT<br>| 864100 | &nbsp;&nbsp;20577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Astra Agro Lestari <br>Tbk. PT<br>| 50800 | &nbsp;&nbsp;22370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Astra Otoparts Tbk. <br>PT<br>| 172500 | &nbsp;&nbsp;26005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank BTPN Syariah <br>Tbk. PT<br>| 206200 | &nbsp;&nbsp;14796 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bank Capital <br>Indonesia Tbk. PT<br>| 991200 | &nbsp;&nbsp;10158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Maybank <br>Indonesia Tbk. PT<br>| 2873800 | &nbsp;&nbsp;36704 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bank Neo Commerce <br>Tbk. PT<br>| 742900 | &nbsp;&nbsp;17322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank OCBC Nisp Tbk. <br>PT<br>| 566200 | &nbsp;&nbsp;48619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Pan Indonesia <br>Tbk. PT<br>| 621600 | &nbsp;&nbsp;39798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Pembangunan <br>Daerah Jawa Barat <br>Dan Banten Tbk. <br>PT<br>| 454300 | &nbsp;&nbsp;21803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Pembangunan <br>Daerah Jawa Timur <br>Tbk. PT<br>| 853700 | &nbsp;&nbsp;28273 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Tabungan <br>Negara Persero <br>Tbk. PT<br>| 475600 | &nbsp;&nbsp;$34937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BISI International Tbk. <br>PT<br>| 236900 | &nbsp;&nbsp;12449 |
|  | Blue Bird Tbk. PT | 151800 | &nbsp;&nbsp;15144 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Buana Lintas Lautan <br>Tbk. PT<br>| 4051500 | &nbsp;&nbsp;119117 |
|  | Bukit Asam Tbk. PT | 610900 | &nbsp;&nbsp;90462 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bumi Resources <br>Minerals Tbk. PT<br>| 1682000 | &nbsp;&nbsp;106725 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bumi Resources Tbk. <br>PT<br>| 1597100 | &nbsp;&nbsp;24628 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bumi Serpong Damai <br>Tbk. PT<br>| 712300 | &nbsp;&nbsp;38163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ciputra Development <br>Tbk. PT<br>| 1588386 | &nbsp;&nbsp;78743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dharma Satya <br>Nusantara Tbk. PT<br>| 494300 | &nbsp;&nbsp;40579 |
|  | Elnusa Tbk. PT | 1110000 | &nbsp;&nbsp;45651 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Energi Mega Persada <br>Tbk. PT<br>| 1414300 | &nbsp;&nbsp;110434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Erajaya Swasembada <br>Tbk. PT<br>| 1768000 | &nbsp;&nbsp;41819 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ESSA Industries <br>Indonesia Tbk. PT<br>| 990700 | &nbsp;&nbsp;38729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gajah Tunggal Tbk. <br>PT<br>| 310300 | &nbsp;&nbsp;19892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gudang Garam Tbk. <br>PT<br>| 41100 | &nbsp;&nbsp;38338 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Harum Energy Tbk. <br>PT<br>| 433500 | &nbsp;&nbsp;27231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indah Kiat Pulp & <br>Paper Tbk. PT<br>| 327400 | &nbsp;&nbsp;178284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indika Energy Tbk. <br>PT<br>| 277800 | &nbsp;&nbsp;53053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indo Tambangraya <br>Megah Tbk. PT<br>| 35500 | &nbsp;&nbsp;46496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indocement Tunggal <br>Prakarsa Tbk. PT<br>| 42300 | &nbsp;&nbsp;16787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indofood CBP Sukses <br>Makmur Tbk. PT<br>| 162200 | &nbsp;&nbsp;76969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indofood Sukses <br>Makmur Tbk. PT<br>| 628200 | &nbsp;&nbsp;255106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indomobil Sukses <br>Internasional Tbk. <br>PT<br>| 319500 | &nbsp;&nbsp;20025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japfa Comfeed <br>Indonesia Tbk. PT<br>| 814200 | &nbsp;&nbsp;134535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kawasan Industri <br>Jababeka Tbk. PT<br>| 2730400 | &nbsp;&nbsp;37110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Map Aktif Adiperkasa <br>PT<br>| 380000 | &nbsp;&nbsp;15937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Medco Energi <br>Internasional Tbk. <br>PT<br>| 1528372 | &nbsp;&nbsp;139218 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Merdeka Battery <br>Materials Tbk. PT<br>| 514500 | &nbsp;&nbsp;$21477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitra Adiperkasa Tbk. <br>PT<br>| 704400 | &nbsp;&nbsp;49802 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MNC Tourism <br>Indonesia Tbk. PT<br>| 12976900 | &nbsp;&nbsp;144786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pabrik Kertas Tjiwi <br>Kimia Tbk. PT<br>| 90500 | &nbsp;&nbsp;39687 |
|  | Pakuwon Jati Tbk. PT | 2336700 | &nbsp;&nbsp;50124 |
| \* | Paninvest Tbk. PT | 264900 | &nbsp;&nbsp;12642 |
| \* | PP Persero Tbk. PT | 558300 | &nbsp;&nbsp;11806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Puradelta Lestari Tbk. <br>PT<br>| 1465600 | &nbsp;&nbsp;12226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Salim Ivomas Pratama <br>Tbk. PT<br>| 511500 | &nbsp;&nbsp;17387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sampoerna Agro Tbk. <br>PT<br>| 68700 | &nbsp;&nbsp;32019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sarana Menara <br>Nusantara Tbk. PT<br>| 637400 | &nbsp;&nbsp;19860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Semen Indonesia <br>Persero Tbk. PT<br>| 337447 | &nbsp;&nbsp;49476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Steel Pipe Industry of <br>Indonesia PT<br>| 497300 | &nbsp;&nbsp;13328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Summarecon Agung <br>Tbk. PT<br>| 1756804 | &nbsp;&nbsp;41472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Surya Citra Media <br>Tbk. PT<br>| 1942800 | &nbsp;&nbsp;28965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Surya Semesta <br>Internusa Tbk. PT<br>| 851700 | &nbsp;&nbsp;79635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tempo Scan Pacific <br>Tbk. PT<br>| 117300 | &nbsp;&nbsp;18875 |
|  | Timah Tbk. PT | 437900 | &nbsp;&nbsp;84622 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Trimegah Sekuritas <br>Indonesia Tbk. PT<br>| 1532700 | &nbsp;&nbsp;55530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Triputra Agro Persada <br>PT<br>| 743600 | &nbsp;&nbsp;66342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tunas Baru Lampung <br>Tbk. PT<br>| 438185 | &nbsp;&nbsp;17115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ultrajaya Milk Industry <br>& Trading Co. Tbk. <br>PT<br>| 123800 | &nbsp;&nbsp;11109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Tractors Tbk. <br>PT<br>| 196100 | &nbsp;&nbsp;305496 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Waskita Karya <br>Persero Tbk. PT<br>| 697000 | &nbsp;&nbsp;1573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;XLSMART Telecom <br>Sejahtera Tbk. PT<br>| 671193 | &nbsp;&nbsp;132229 |
| TOTAL INDONESIA | TOTAL INDONESIA |  | &nbsp;&nbsp;3734087 |
| IRELAND — (1.2%) | IRELAND — (1.2%) | IRELAND — (1.2%) |  |
|  | AIB Group PLC | 372778 | &nbsp;&nbsp;4166961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Ireland Group <br>PLC<br>| 316637 | &nbsp;&nbsp;6433250 |
|  | Cairn Homes PLC | 192687 | &nbsp;&nbsp;476159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FBD Holdings PLC <br>(FBD ID)<br>| 9012 | &nbsp;&nbsp;172381 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| IRELAND — (Continued) | IRELAND — (Continued) | IRELAND — (Continued) |  |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Glenveagh Properties <br>PLC<br>| 7270 | &nbsp;&nbsp;$16856 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Permanent TSB <br>Group Holdings <br>PLC<br>| 12453 | &nbsp;&nbsp;46059 |
| TOTAL IRELAND | TOTAL IRELAND |  | &nbsp;&nbsp;11311666 |
| ISRAEL — (1.2%) | ISRAEL — (1.2%) | ISRAEL — (1.2%) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Accel Solutions Group <br>Ltd.<br>| 21177 | &nbsp;&nbsp;12429 |
|  | Ackerstein Group Ltd. | 9863 | &nbsp;&nbsp;25086 |
|  | Afcon Holdings Ltd. | 760 | &nbsp;&nbsp;78990 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Africa Israel <br>Residences Ltd.<br>| 912 | &nbsp;&nbsp;85426 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Alrov Properties & <br>Lodgings Ltd.<br>| 1983 | &nbsp;&nbsp;164781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Altshuler Shaham <br>Finance Ltd.<br>| 10297 | &nbsp;&nbsp;20740 |
|  | Ashtrom Group Ltd. | 6102 | &nbsp;&nbsp;134897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AudioCodes Ltd. <br>(AUDC US)<br>| 8280 | &nbsp;&nbsp;69138 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Avgol Industries 1953 <br>Ltd.<br>| 17326 | &nbsp;&nbsp;7257 |
|  | Ayalon Holdings Ltd. | 568 | &nbsp;&nbsp;17188 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Azorim-Investment <br>Development & <br>Construction Co. <br>Ltd.<br>| 25215 | &nbsp;&nbsp;161384 |
| # | Carasso Motors Ltd. | 6480 | &nbsp;&nbsp;77699 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Carasso Real Estate <br>Ltd.<br>| 994 | &nbsp;&nbsp;10860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cellcom Israel Ltd. <br>(CEL IT)<br>| 25746 | &nbsp;&nbsp;305716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cellcom Israel Ltd. <br>(CELJF US)<br>| 11396 | &nbsp;&nbsp;137265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Clal Insurance <br>Enterprises <br>Holdings Ltd.<br>| 21193 | &nbsp;&nbsp;1541305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Delek Automotive <br>Systems Ltd.<br>| 8705 | &nbsp;&nbsp;65003 |
|  | Delta Galil Ltd. | 2465 | &nbsp;&nbsp;134054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Diplomat Holdings <br>Ltd.<br>| 576 | &nbsp;&nbsp;9686 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dor Alon Energy in <br>Israel 1988 Ltd.<br>| 1112 | &nbsp;&nbsp;59314 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Doral Group <br>Renewable Energy <br>Resources Ltd.<br>| 5291 | &nbsp;&nbsp;74017 |
| # | Duniec Brothers Ltd. | 260 | &nbsp;&nbsp;22720 |
|  | El Al Israel Airlines | 36162 | &nbsp;&nbsp;204504 |
| \* | Equital Ltd. | 6649 | &nbsp;&nbsp;311206 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fattal Holdings 1998 <br>Ltd.<br>| 975 | &nbsp;&nbsp;200574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formula Systems <br>1985 Ltd. (FORTY <br>IT)<br>| 621 | &nbsp;&nbsp;99108 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formula Systems <br>1985 Ltd. (FORTY <br>US), Sponsored <br>ADR<br>| 229 | &nbsp;&nbsp;$37087 |
|  | Fox Wizel Ltd. | 278 | &nbsp;&nbsp;28067 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gilat Satellite <br>Networks Ltd.<br>| 10051 | &nbsp;&nbsp;194810 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Hagag Group Real <br>Estate <br>Development<br>| 8333 | &nbsp;&nbsp;67095 |
|  | Hamat Group Ltd. | 5206 | &nbsp;&nbsp;28637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harel Insurance <br>Investments & <br>Financial Services <br>Ltd.<br>| 28874 | &nbsp;&nbsp;1324404 |
|  | IDI Insurance Co. Ltd. | 999 | &nbsp;&nbsp;78464 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Inrom Construction <br>Industries Ltd.<br>| 11808 | &nbsp;&nbsp;76874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Israel Canada TR <br>Ltd.<br>| 27022 | &nbsp;&nbsp;152478 |
| \* | Israir Group Ltd. | 37360 | &nbsp;&nbsp;19975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Isras Investment Co. <br>Ltd.<br>| 419 | &nbsp;&nbsp;132549 |
|  | Issta Ltd. | 2925 | &nbsp;&nbsp;104465 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kamada Ltd. (KMDA <br>US)<br>| 7363 | &nbsp;&nbsp;61260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kardan Real Estate <br>Enterprise & <br>Development Ltd.<br>| 19587 | &nbsp;&nbsp;38376 |
|  | Kenon Holdings Ltd. | 3347 | &nbsp;&nbsp;238688 |
| # | Klil Industries Ltd. | 356 | &nbsp;&nbsp;22512 |
|  | Kvutzat Acro Ltd. | 5300 | &nbsp;&nbsp;73978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Land Development <br>Nimrodi Group Ltd.<br>| 4140 | &nbsp;&nbsp;49605 |
|  | Lapidoth Capital Ltd. | 3541 | &nbsp;&nbsp;111367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;M Yochananof & Sons <br>Ltd.<br>| 641 | &nbsp;&nbsp;76364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mediterranean Towers <br>Ltd.<br>| 24745 | &nbsp;&nbsp;122982 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Meshek Energy <br>Renewable <br>Energies Ltd.<br>| 71740 | &nbsp;&nbsp;248330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meshulam Levinstein <br>Contracting & <br>Engineering Ltd.<br>| 258 | &nbsp;&nbsp;52028 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Migdal Insurance & <br>Financial Holdings <br>Ltd.<br>| 161691 | &nbsp;&nbsp;867573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Naphtha Israel <br>Petroleum Corp. <br>Ltd.<br>| 1591 | &nbsp;&nbsp;13794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Neto Malinda Trading <br>Ltd.<br>| 3324 | &nbsp;&nbsp;191482 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Neto ME Holdings <br>Ltd.<br>| 169 | &nbsp;&nbsp;14548 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nexxen International <br>Ltd.<br>| 7145 | &nbsp;&nbsp;78807 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |  |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Nexxen International <br>Ltd. NEXN US<br>| 2814 | &nbsp;&nbsp;$17390 |
|  | Oil Refineries Ltd. | 468867 | &nbsp;&nbsp;154181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Palram Industries <br>1990 Ltd.<br>| 1933 | &nbsp;&nbsp;35289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Partner <br>Communications <br>Co. Ltd.<br>| 8292 | &nbsp;&nbsp;100758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paz Retail & Energy <br>Ltd.<br>| 2383 | &nbsp;&nbsp;583165 |
| \* | Perion Network Ltd. | 2691 | &nbsp;&nbsp;23315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Plasson Industries <br>Ltd.<br>| 1011 | &nbsp;&nbsp;56010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Polyram Plastic <br>Industries Ltd.<br>| 4429 | &nbsp;&nbsp;14790 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Prashkovsky <br>Investments & <br>Construction Ltd.<br>| 2213 | &nbsp;&nbsp;111727 |
| \* | Priortech Ltd. | 617 | &nbsp;&nbsp;51541 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Rapac Communication <br>& Infrastructure <br>Ltd.<br>| 1204 | &nbsp;&nbsp;30321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Scope Metals Group <br>Ltd.<br>| 2448 | &nbsp;&nbsp;144671 |
| #\* | Shikun & Binui Ltd. | 54158 | &nbsp;&nbsp;315753 |
|  | Shufersal Ltd. | 10510 | &nbsp;&nbsp;135737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suny Cellular <br>Communication <br>Ltd.<br>| 38993 | &nbsp;&nbsp;20444 |
| Ω | Tamar Petroleum Ltd. | 11221 | &nbsp;&nbsp;123442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tiv Taam Holdings 1 <br>Ltd.<br>| 4452 | &nbsp;&nbsp;16014 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Veridis Environment <br>Ltd.<br>| 8348 | &nbsp;&nbsp;96398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Villar International <br>Ltd.<br>| 242 | &nbsp;&nbsp;14388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YH Dimri Construction <br>& Development <br>Ltd.<br>| 544 | &nbsp;&nbsp;69068 |
| TOTAL ISRAEL | TOTAL ISRAEL |  | &nbsp;&nbsp;10651348 |
| ITALY — (3.8%) | ITALY — (3.8%) | ITALY — (3.8%) |  |
|  | A2A SpA | 431852 | &nbsp;&nbsp;1302810 |
| \* | Abitare In SpA | 2221 | &nbsp;&nbsp;7576 |
|  | ACEA SpA | 11629 | &nbsp;&nbsp;324127 |
|  | Ariston Holding NV | 5498 | &nbsp;&nbsp;31007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arnoldo Mondadori <br>Editore SpA<br>| 25955 | &nbsp;&nbsp;65611 |
|  | Ascopiave SpA | 14577 | &nbsp;&nbsp;58145 |
|  | Avio SpA | 603 | &nbsp;&nbsp;24818 |
|  | Azimut Holding SpA | 23175 | &nbsp;&nbsp;979002 |
|  | Banca IFIS SpA | 5821 | &nbsp;&nbsp;189556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banca Mediolanum <br>SpA<br>| 22275 | &nbsp;&nbsp;522531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banca Monte dei <br>Paschi di Siena <br>SpA<br>| 164780 | &nbsp;&nbsp;1709394 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |  |
|  | Banco BPM SpA | 394306 | &nbsp;&nbsp;$5910382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco di Desio e della <br>Brianza SpA<br>| 12049 | &nbsp;&nbsp;133245 |
|  | BPER Banca SpA | 476868 | &nbsp;&nbsp;6715935 |
|  | Brembo NV | 12046 | &nbsp;&nbsp;144905 |
|  | Buzzi SpA | 28433 | &nbsp;&nbsp;1618434 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cairo Communication <br>SpA<br>| 17210 | &nbsp;&nbsp;57244 |
|  | Cementir Holding NV | 12612 | &nbsp;&nbsp;283580 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CIR SpA-Compagnie <br>Industriali<br>| 239509 | &nbsp;&nbsp;198520 |
|  | Credito Emiliano SpA | 26852 | &nbsp;&nbsp;493891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;d'Amico International <br>Shipping SA<br>| 11577 | &nbsp;&nbsp;81771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Danieli & C Officine <br>Meccaniche SpA <br>(DAN IM)<br>| 2529 | &nbsp;&nbsp;186711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Danieli & C Officine <br>Meccaniche SpA <br>(DANR IM)<br>| 9553 | &nbsp;&nbsp;492853 |
|  | Datalogic SpA | 3990 | &nbsp;&nbsp;19659 |
|  | De' Longhi SpA | 1123 | &nbsp;&nbsp;49645 |
| Ω | Enav SpA | 22442 | &nbsp;&nbsp;129525 |
|  | ERG SpA | 4267 | &nbsp;&nbsp;113562 |
|  | Esprinet SpA | 4513 | &nbsp;&nbsp;33214 |
| # | Ferretti SpA | 19393 | &nbsp;&nbsp;82703 |
|  | Fila SpA | 4879 | &nbsp;&nbsp;52991 |
| \* | Fincantieri SpA | 17542 | &nbsp;&nbsp;332975 |
|  | FNM SpA | 40686 | &nbsp;&nbsp;23922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Garofalo Health Care <br>SpA<br>| 4490 | &nbsp;&nbsp;29741 |
|  | Gefran SpA | 2084 | &nbsp;&nbsp;26853 |
| # | GPI SpA | 1862 | &nbsp;&nbsp;39787 |
|  | Hera SpA | 182333 | &nbsp;&nbsp;902312 |
|  | IMMSI SpA | 62616 | &nbsp;&nbsp;39576 |
|  | Indel B SpA | 373 | &nbsp;&nbsp;8798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Industrie De Nora <br>SpA<br>| 2083 | &nbsp;&nbsp;18796 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Infrastrutture Wireless <br>Italiane SpA<br>| 11585 | &nbsp;&nbsp;102419 |
|  | Interpump Group SpA | 4420 | &nbsp;&nbsp;256426 |
|  | Italmobiliare SpA | 1545 | &nbsp;&nbsp;51016 |
|  | Iveco Group NV | 53448 | &nbsp;&nbsp;1195553 |
|  | Leonardo SpA | 16188 | &nbsp;&nbsp;1081789 |
| # | MARR SpA | 1371 | &nbsp;&nbsp;14563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MFE-MediaForEurope <br>NV, Class A<br>| 33510 | &nbsp;&nbsp;123136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MFE-MediaForEurope <br>NV (MFEA IM), <br>Class A<br>| 53594 | &nbsp;&nbsp;199922 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;MFE-MediaForEurope <br>NV (MFEB IM), <br>Class B<br>| 17260 | &nbsp;&nbsp;82971 |
| \* | NewPrinces SpA | 4322 | &nbsp;&nbsp;100610 |
| #Ω | Nexi SpA | 2447 | &nbsp;&nbsp;10447 |
|  | Orsero SpA | 2608 | &nbsp;&nbsp;60327 |
| Ω | OVS SpA | 54182 | &nbsp;&nbsp;306255 |
| # | Piaggio & C SpA | 17349 | &nbsp;&nbsp;35879 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |  |
| Ω | Pirelli & C SpA | 91793 | &nbsp;&nbsp;$691221 |
| Ω | Poste Italiane SpA | 28348 | &nbsp;&nbsp;746634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rizzoli Corriere Della <br>Sera Mediagroup <br>SpA<br>| 42643 | &nbsp;&nbsp;49281 |
|  | Sabaf SpA | 2439 | &nbsp;&nbsp;39933 |
| \* | Safilo Group SpA | 23535 | &nbsp;&nbsp;59655 |
| # | Saipem SpA | 129592 | &nbsp;&nbsp;478616 |
|  | Snam SpA | 119199 | &nbsp;&nbsp;819217 |
|  | Sogefi SpA | 9662 | &nbsp;&nbsp;36803 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Telecom Italia SpA <br>(TIT IM)<br>| 1965955 | &nbsp;&nbsp;1333572 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Telecom Italia SpA <br>(TITR IM)<br>| 1059301 | &nbsp;&nbsp;841112 |
|  | Tenaris SA (TEN IM) | 1944 | &nbsp;&nbsp;43182 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tenaris SA (TS US), <br>ADR<br>| 23793 | &nbsp;&nbsp;1054030 |
| \* | Tesmec SpA | 111772 | &nbsp;&nbsp;21456 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TREVI - Finanziaria <br>Industriale SpA<br>| 37587 | &nbsp;&nbsp;31194 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unipol Assicurazioni <br>SpA<br>| 52669 | &nbsp;&nbsp;1173031 |
|  | Webuild SpA | 53359 | &nbsp;&nbsp;221008 |
| TOTAL ITALY | TOTAL ITALY |  | &nbsp;&nbsp;34697365 |
| JAPAN — (15.3%) | JAPAN — (15.3%) | JAPAN — (15.3%) |  |
|  | 77 Bank Ltd. | 15900 | &nbsp;&nbsp;873220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;A&D HOLON Holdings <br>Co. Ltd.<br>| 1100 | &nbsp;&nbsp;16249 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;AD Works Group Co. <br>Ltd.<br>| 20400 | &nbsp;&nbsp;58469 |
|  | ADEKA Corp. | 22700 | &nbsp;&nbsp;674742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AFC-HD AMS Life <br>Science Co. Ltd.<br>| 1800 | &nbsp;&nbsp;10288 |
|  | Ahresty Corp. | 7900 | &nbsp;&nbsp;42293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aichi Financial Group, <br>Inc.<br>| 1390 | &nbsp;&nbsp;49318 |
|  | Aichi Steel Corp. | 800 | &nbsp;&nbsp;15930 |
|  | Aida Engineering Ltd. | 7400 | &nbsp;&nbsp;57323 |
|  | Ain Holdings, Inc. | 1800 | &nbsp;&nbsp;75168 |
|  | Air Water, Inc. | 47100 | &nbsp;&nbsp;714941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Airport Facilities Co. <br>Ltd.<br>| 9300 | &nbsp;&nbsp;59060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aisan Industry Co. <br>Ltd.<br>| 11700 | &nbsp;&nbsp;166533 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Akebono Brake <br>Industry Co. Ltd.<br>| 33000 | &nbsp;&nbsp;24155 |
| # | Alconix Corp. | 7600 | &nbsp;&nbsp;133361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alfresa Holdings <br>Corp.<br>| 44000 | &nbsp;&nbsp;708614 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Alleanza Holdings Co. <br>Ltd.<br>| 3200 | &nbsp;&nbsp;22341 |
| # | Alpen Co. Ltd. | 5100 | &nbsp;&nbsp;71571 |
|  | Alps Alpine Co. Ltd. | 47181 | &nbsp;&nbsp;617972 |
|  | Amada Co. Ltd. | 12008 | &nbsp;&nbsp;153830 |
|  | Amiyaki Tei Co. Ltd. | 1500 | &nbsp;&nbsp;13467 |
|  | Amvis Holdings, Inc. | 7500 | &nbsp;&nbsp;23146 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Anabuki Kosan, Inc. | 1200 | &nbsp;&nbsp;$18071 |
|  | Anest Iwata Corp. | 8600 | &nbsp;&nbsp;91955 |
|  | AOKI Holdings, Inc. | 9900 | &nbsp;&nbsp;118223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aoyama Trading Co. <br>Ltd.<br>| 15700 | &nbsp;&nbsp;266484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arakawa Chemical <br>Industries Ltd.<br>| 3100 | &nbsp;&nbsp;26371 |
|  | Arata Corp. | 9400 | &nbsp;&nbsp;187537 |
|  | ARCLANDS Corp. | 8600 | &nbsp;&nbsp;106487 |
|  | Arcs Co. Ltd. | 9400 | &nbsp;&nbsp;211183 |
|  | Artience Co. Ltd. | 9600 | &nbsp;&nbsp;230153 |
|  | Asahi Co. Ltd. | 3000 | &nbsp;&nbsp;25016 |
|  | Asahi Yukizai Corp. | 3600 | &nbsp;&nbsp;125783 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Asia Pile Holdings <br>Corp.<br>| 10700 | &nbsp;&nbsp;97404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASKA Pharmaceutical <br>Holdings Co. Ltd.<br>| 2600 | &nbsp;&nbsp;42045 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Astena Holdings Co. <br>Ltd.<br>| 8100 | &nbsp;&nbsp;25065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Autobacs Seven Co. <br>Ltd.<br>| 8500 | &nbsp;&nbsp;90547 |
|  | Awa Bank Ltd. | 6300 | &nbsp;&nbsp;211851 |
|  | Axial Retailing, Inc. | 7500 | &nbsp;&nbsp;56320 |
|  | Axyz Co. Ltd. | 800 | &nbsp;&nbsp;21983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bando Chemical <br>Industries Ltd.<br>| 9100 | &nbsp;&nbsp;119212 |
|  | Bank of Iwate Ltd. | 1156 | &nbsp;&nbsp;45720 |
|  | Bank of Nagoya Ltd. | 10100 | &nbsp;&nbsp;320033 |
|  | Bank of Saga Ltd. | 3301 | &nbsp;&nbsp;98257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of the Ryukyus <br>Ltd.<br>| 10400 | &nbsp;&nbsp;148389 |
|  | Belc Co. Ltd. | 600 | &nbsp;&nbsp;29724 |
|  | Belluna Co. Ltd. | 9200 | &nbsp;&nbsp;57938 |
|  | Bourbon Corp. | 3000 | &nbsp;&nbsp;52765 |
| # | Br Holdings Corp. | 4400 | &nbsp;&nbsp;10044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brother Industries <br>Ltd.<br>| 25700 | &nbsp;&nbsp;523961 |
| # | Buffalo, Inc. | 2000 | &nbsp;&nbsp;58243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bunka Shutter Co. <br>Ltd.<br>| 17100 | &nbsp;&nbsp;223585 |
| # | Carlit Co. Ltd. | 5500 | &nbsp;&nbsp;80735 |
|  | Cawachi Ltd. | 4800 | &nbsp;&nbsp;96204 |
|  | CCI Group, Inc. | 60000 | &nbsp;&nbsp;359881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Glass Co. <br>Ltd.<br>| 7400 | &nbsp;&nbsp;174446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Security <br>Patrols Co. Ltd.<br>| 2300 | &nbsp;&nbsp;43377 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chiba Kogyo Bank <br>Ltd.<br>| 15900 | &nbsp;&nbsp;204543 |
|  | Chino Corp. | 5200 | &nbsp;&nbsp;47302 |
|  | Chori Co. Ltd. | 4500 | &nbsp;&nbsp;114927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chubu Shiryo Co. <br>Ltd.<br>| 7421 | &nbsp;&nbsp;86812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chuetsu Pulp & Paper <br>Co. Ltd.<br>| 3600 | &nbsp;&nbsp;46950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chugin Financial <br>Group, Inc.<br>| 40000 | &nbsp;&nbsp;724010 |
|  | Chuo Gyorui Co. Ltd. | 500 | &nbsp;&nbsp;11923 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citizen Watch Co. <br>Ltd.<br>| 66600 | &nbsp;&nbsp;$588624 |
|  | CKD Corp. | 7400 | &nbsp;&nbsp;197389 |
|  | CK-San-Etsu Co. Ltd. | 1300 | &nbsp;&nbsp;35958 |
| # | CMK Corp. | 13300 | &nbsp;&nbsp;47104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola Bottlers <br>Japan Holdings, <br>Inc.<br>| 37849 | &nbsp;&nbsp;844286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cosmo Energy <br>Holdings Co. Ltd.<br>| 37200 | &nbsp;&nbsp;1115521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cosmos Initia Co. <br>Ltd.<br>| 2400 | &nbsp;&nbsp;18225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CTI Engineering Co. <br>Ltd.<br>| 6600 | &nbsp;&nbsp;126162 |
| #\* | CUC, Inc. | 3100 | &nbsp;&nbsp;16977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dai Nippon Toryo Co. <br>Ltd.<br>| 2400 | &nbsp;&nbsp;21393 |
|  | Daicel Corp. | 58200 | &nbsp;&nbsp;549419 |
|  | Dai-Dan Co. Ltd. | 6300 | &nbsp;&nbsp;109278 |
| # | Daido Metal Co. Ltd. | 8900 | &nbsp;&nbsp;59209 |
|  | Daido Steel Co. Ltd. | 35200 | &nbsp;&nbsp;452173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daihatsu Infinearth <br>Mfg Co. Ltd.<br>| 5500 | &nbsp;&nbsp;87455 |
|  | Daiho Corp. | 13100 | &nbsp;&nbsp;66571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiichi Jitsugyo Co. <br>Ltd.<br>| 7800 | &nbsp;&nbsp;160548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiki Aluminium <br>Industry Co. Ltd.<br>| 7600 | &nbsp;&nbsp;64487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daikokutenbussan Co. <br>Ltd.<br>| 1000 | &nbsp;&nbsp;32834 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Daikyonishikawa <br>Corp.<br>| 13400 | &nbsp;&nbsp;71039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dainichiseika Color & <br>Chemicals <br>Manufacturing Co. <br>Ltd.<br>| 3700 | &nbsp;&nbsp;104222 |
|  | Daio Paper Corp. | 17100 | &nbsp;&nbsp;107309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daishi Hokuetsu <br>Financial Group, <br>Inc.<br>| 47100 | &nbsp;&nbsp;561530 |
|  | Daishinku Corp. | 3100 | &nbsp;&nbsp;11809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daisue Construction <br>Co. Ltd.<br>| 2500 | &nbsp;&nbsp;61946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daito Pharmaceutical <br>Co. Ltd.<br>| 10200 | &nbsp;&nbsp;88053 |
|  | Daitron Co. Ltd. | 5800 | &nbsp;&nbsp;95083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DCM Holdings Co. <br>Ltd.<br>| 32300 | &nbsp;&nbsp;340563 |
| # | Denka Co. Ltd. | 18000 | &nbsp;&nbsp;346461 |
|  | DIC Corp. | 19700 | &nbsp;&nbsp;482155 |
|  | DKK-Toa Corp. | 3400 | &nbsp;&nbsp;19431 |
| # | DKS Co. Ltd. | 2400 | &nbsp;&nbsp;159327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Doutor Nichires <br>Holdings Co. Ltd.<br>| 8800 | &nbsp;&nbsp;160455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dowa Holdings Co. <br>Ltd.<br>| 9700 | &nbsp;&nbsp;574512 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;DyDo Group Holdings, <br>Inc.<br>| 3700 | &nbsp;&nbsp;$59049 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Eagle Industry Co. <br>Ltd.<br>| 9400 | &nbsp;&nbsp;188278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ebara Foods Industry, <br>Inc.<br>| 1400 | &nbsp;&nbsp;23627 |
|  | Eco's Co. Ltd. | 3000 | &nbsp;&nbsp;59141 |
|  | EDION Corp. | 25600 | &nbsp;&nbsp;350423 |
|  | Ehime Bank Ltd. | 401 | &nbsp;&nbsp;4411 |
|  | Endo Lighting Corp. | 4100 | &nbsp;&nbsp;63098 |
|  | Enomoto Co. Ltd. | 2300 | &nbsp;&nbsp;36210 |
| # | Envipro Holdings, Inc. | 3600 | &nbsp;&nbsp;20002 |
| # | ES-Con Japan Ltd. | 11300 | &nbsp;&nbsp;87249 |
|  | Eslead Corp. | 2900 | &nbsp;&nbsp;126879 |
|  | ESPEC Corp. | 4800 | &nbsp;&nbsp;106752 |
|  | Exedy Corp. | 6600 | &nbsp;&nbsp;243213 |
|  | EXEO Group, Inc. | 19600 | &nbsp;&nbsp;327011 |
|  | Ezaki Glico Co. Ltd. | 8700 | &nbsp;&nbsp;312512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FALCO HOLDINGS <br>Co. Ltd.<br>| 2300 | &nbsp;&nbsp;39802 |
|  | Feed One Co. Ltd. | 4700 | &nbsp;&nbsp;33892 |
| # | Ferrotec Corp. | 10900 | &nbsp;&nbsp;416745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Bank of Toyama <br>Ltd.<br>| 14600 | &nbsp;&nbsp;210300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Foster Electric Co. <br>Ltd.<br>| 5860 | &nbsp;&nbsp;105204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;France Bed Holdings <br>Co. Ltd.<br>| 7200 | &nbsp;&nbsp;61985 |
|  | F-Tech, Inc. | 5800 | &nbsp;&nbsp;29611 |
|  | Fudo Tetra Corp. | 4400 | &nbsp;&nbsp;85468 |
|  | Fuji Co. Ltd. | 2700 | &nbsp;&nbsp;36796 |
|  | Fuji Corp. (6134 JP) | 4200 | &nbsp;&nbsp;103475 |
|  | Fuji Corp. Ltd. | 7200 | &nbsp;&nbsp;38442 |
| # | Fuji Die Co. Ltd. | 1700 | &nbsp;&nbsp;12228 |
|  | Fuji Oil Co. Ltd. | 4901 | &nbsp;&nbsp;128296 |
|  | Fuji Pharma Co. Ltd. | 2700 | &nbsp;&nbsp;33367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fuji Seal International, <br>Inc.<br>| 13100 | &nbsp;&nbsp;270917 |
| # | Fujibo Holdings, Inc. | 2800 | &nbsp;&nbsp;155963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fujikura Composites, <br>Inc.<br>| 6200 | &nbsp;&nbsp;91041 |
|  | Fujikura Ltd. | 2700 | &nbsp;&nbsp;339355 |
|  | Fujisash Co. Ltd. | 1650 | &nbsp;&nbsp;9932 |
| # | Fujiya Co. Ltd. | 3200 | &nbsp;&nbsp;53002 |
|  | FuKoKu Co. Ltd. | 3700 | &nbsp;&nbsp;48080 |
|  | Fukuda Corp. | 1600 | &nbsp;&nbsp;80718 |
|  | Fukui Bank Ltd. | 900 | &nbsp;&nbsp;17004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fukuoka Financial <br>Group, Inc.<br>| 32060 | &nbsp;&nbsp;1165824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fukuyama <br>Transporting Co. <br>Ltd.<br>| 2001 | &nbsp;&nbsp;59508 |
|  | Fumakilla Ltd. | 1200 | &nbsp;&nbsp;8989 |
|  | Furukawa Co. Ltd. | 11100 | &nbsp;&nbsp;332429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Furukawa Electric Co. <br>Ltd.<br>| 4400 | &nbsp;&nbsp;383279 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Furuno Electric Co. <br>Ltd.<br>| 6200 | &nbsp;&nbsp;286141 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | Furuya Metal Co. Ltd. | 3200 | &nbsp;&nbsp;$87364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fuso Pharmaceutical <br>Industries Ltd.<br>| 2500 | &nbsp;&nbsp;36774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Futaba Industrial Co. <br>Ltd.<br>| 19300 | &nbsp;&nbsp;129858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gakken Holdings Co. <br>Ltd.<br>| 9300 | &nbsp;&nbsp;63030 |
|  | Galilei Co. Ltd. | 6000 | &nbsp;&nbsp;149674 |
|  | Geo Holdings Corp. | 6900 | &nbsp;&nbsp;81282 |
| # | Giken Ltd. | 2299 | &nbsp;&nbsp;29747 |
|  | GLOBERIDE, Inc. | 5000 | &nbsp;&nbsp;71114 |
|  | Glory Ltd. | 12075 | &nbsp;&nbsp;314527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GLtechno Holdings, <br>Inc.<br>| 4490 | &nbsp;&nbsp;94535 |
|  | Godo Steel Ltd. | 3100 | &nbsp;&nbsp;80250 |
|  | Grandy House Corp. | 4100 | &nbsp;&nbsp;16667 |
|  | GS Yuasa Corp. | 12800 | &nbsp;&nbsp;297965 |
|  | GSI Creos Corp. | 3400 | &nbsp;&nbsp;55213 |
|  | G-Tekt Corp. | 5100 | &nbsp;&nbsp;64719 |
|  | Gunma Bank Ltd. | 95800 | &nbsp;&nbsp;1206094 |
|  | Gunze Ltd. | 9700 | &nbsp;&nbsp;281968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;H.U. Group Holdings, <br>Inc.<br>| 1700 | &nbsp;&nbsp;35311 |
|  | H2O Retailing Corp. | 27900 | &nbsp;&nbsp;382059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hachijuni Nagano <br>Bank Ltd.<br>| 100412 | &nbsp;&nbsp;1254484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hagiwara Electric <br>Holdings Co. Ltd.<br>| 3300 | &nbsp;&nbsp;78680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hagoromo Foods <br>Corp.<br>| 500 | &nbsp;&nbsp;10965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hakuhodo DY <br>Holdings, Inc.<br>| 26200 | &nbsp;&nbsp;195766 |
| # | Hakuto Co. Ltd. | 900 | &nbsp;&nbsp;24163 |
|  | Halows Co. Ltd. | 1000 | &nbsp;&nbsp;29409 |
|  | Hamakyorex Co. Ltd. | 18000 | &nbsp;&nbsp;213512 |
|  | Handsman Co. Ltd. | 1900 | &nbsp;&nbsp;10039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hankyu Hanshin <br>Holdings, Inc.<br>| 17500 | &nbsp;&nbsp;488653 |
|  | Hanwa Co. Ltd. | 11300 | &nbsp;&nbsp;574652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harima Chemicals <br>Group, Inc.<br>| 4400 | &nbsp;&nbsp;28007 |
|  | Haseko Corp. | 16700 | &nbsp;&nbsp;342289 |
|  | Heiwa Corp. | 1200 | &nbsp;&nbsp;15719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heiwa Real Estate <br>Co. Ltd.<br>| 2200 | &nbsp;&nbsp;32193 |
|  | Heiwado Co. Ltd. | 4687 | &nbsp;&nbsp;89314 |
| \* | Hino Motors Ltd. | 48300 | &nbsp;&nbsp;130010 |
|  | Hirata Corp. | 2401 | &nbsp;&nbsp;39897 |
|  | Hirogin Holdings, Inc. | 77919 | &nbsp;&nbsp;882503 |
|  | Hochiki Corp. | 3900 | &nbsp;&nbsp;124735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hodogaya Chemical <br>Co. Ltd.<br>| 4200 | &nbsp;&nbsp;62021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hogy Medical Co. <br>Ltd.<br>| 600 | &nbsp;&nbsp;25965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hokkaido Coca-Cola <br>Bottling Co. Ltd.<br>| 1800 | &nbsp;&nbsp;46295 |
|  | Hokkan Holdings Ltd. | 3400 | &nbsp;&nbsp;51358 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hokko Chemical <br>Industry Co. Ltd.<br>| 5700 | &nbsp;&nbsp;$64589 |
| # | Hokuetsu Corp. | 37800 | &nbsp;&nbsp;222185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hokuhoku Financial <br>Group, Inc.<br>| 44000 | &nbsp;&nbsp;1512229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hokuriku Electric <br>Industry Co. Ltd.<br>| 2500 | &nbsp;&nbsp;48910 |
|  | Hokuto Corp. | 2869 | &nbsp;&nbsp;36785 |
|  | H-One Co. Ltd. | 8500 | &nbsp;&nbsp;79622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Honeys Holdings Co. <br>Ltd.<br>| 4700 | &nbsp;&nbsp;44778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hoosiers Holdings Co. <br>Ltd.<br>| 9300 | &nbsp;&nbsp;79787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hosokawa Micron <br>Corp.<br>| 3700 | &nbsp;&nbsp;146764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;House Foods Group, <br>Inc.<br>| 9500 | &nbsp;&nbsp;184008 |
|  | Howa Machinery Ltd. | 4600 | &nbsp;&nbsp;41100 |
|  | Hyakugo Bank Ltd. | 54000 | &nbsp;&nbsp;491089 |
|  | Hyakujushi Bank Ltd. | 6600 | &nbsp;&nbsp;356882 |
|  | Ibiden Co. Ltd. | 11800 | &nbsp;&nbsp;622034 |
|  | Ichiken Co. Ltd. | 1200 | &nbsp;&nbsp;38734 |
|  | Ichikoh Industries Ltd. | 9600 | &nbsp;&nbsp;31943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ichinen Holdings Co. <br>Ltd.<br>| 6400 | &nbsp;&nbsp;87367 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ichiyoshi Securities <br>Co. Ltd.<br>| 4059 | &nbsp;&nbsp;31636 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;IDEA Consultants, <br>Inc.<br>| 1600 | &nbsp;&nbsp;42614 |
|  | Idec Corp. | 1100 | &nbsp;&nbsp;20502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Iida Group Holdings <br>Co. Ltd.<br>| 35900 | &nbsp;&nbsp;592913 |
|  | Iino Kaiun Kaisha Ltd. | 25600 | &nbsp;&nbsp;259763 |
|  | Imura & Co. Ltd. | 2800 | &nbsp;&nbsp;17524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inaba Denki Sangyo <br>Co. Ltd.<br>| 25200 | &nbsp;&nbsp;419738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inaba Seisakusho Co. <br>Ltd.<br>| 2600 | &nbsp;&nbsp;26875 |
|  | Inabata & Co. Ltd. | 14900 | &nbsp;&nbsp;377127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;INFRONEER <br>Holdings, Inc.<br>| 56352 | &nbsp;&nbsp;844017 |
|  | Innotech Corp. | 1200 | &nbsp;&nbsp;16458 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Inui Global Logistics <br>Co. Ltd.<br>| 1500 | &nbsp;&nbsp;12573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Iriso Electronics Co. <br>Ltd.<br>| 4963 | &nbsp;&nbsp;107184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ishihara Chemical Co. <br>Ltd.<br>| 1000 | &nbsp;&nbsp;14976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ishihara Sangyo <br>Kaisha Ltd.<br>| 12100 | &nbsp;&nbsp;229728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ishizuka Glass Co. <br>Ltd.<br>| 800 | &nbsp;&nbsp;19000 |
|  | Itochu Enex Co. Ltd. | 14100 | &nbsp;&nbsp;174686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Itochu-Shokuhin Co. <br>Ltd.<br>| 900 | &nbsp;&nbsp;64290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Itoham Yonekyu <br>Holdings, Inc.<br>| 5840 | &nbsp;&nbsp;227359 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | Itoki Corp. | 7700 | &nbsp;&nbsp;$129871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IwaiCosmo Holdings, <br>Inc.<br>| 6600 | &nbsp;&nbsp;148531 |
|  | Iwatani Corp. | 42000 | &nbsp;&nbsp;498162 |
|  | Iyogin Holdings, Inc. | 78300 | &nbsp;&nbsp;1457551 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;J Front Retailing Co. <br>Ltd.<br>| 33813 | &nbsp;&nbsp;493639 |
|  | JANOME Corp. | 6900 | &nbsp;&nbsp;53535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Aviation <br>Electronics Industry <br>Ltd.<br>| 3100 | &nbsp;&nbsp;48432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Electronic <br>Materials Corp.<br>| 4200 | &nbsp;&nbsp;129567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Medical <br>Dynamic Marketing, <br>Inc.<br>| 3799 | &nbsp;&nbsp;11956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Pulp & Paper <br>Co. Ltd.<br>| 32500 | &nbsp;&nbsp;202543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Securities <br>Finance Co. Ltd.<br>| 17100 | &nbsp;&nbsp;235212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Steel Works <br>Ltd.<br>| 500 | &nbsp;&nbsp;27676 |
|  | Japan Transcity Corp. | 10000 | &nbsp;&nbsp;78979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Wool Textile <br>Co. Ltd.<br>| 14100 | &nbsp;&nbsp;169922 |
|  | JINUSHI Co. Ltd. | 2900 | &nbsp;&nbsp;59450 |
|  | JK Holdings Co. Ltd. | 5500 | &nbsp;&nbsp;50989 |
|  | J-Oil Mills, Inc. | 4100 | &nbsp;&nbsp;53871 |
|  | Joshin Denki Co. Ltd. | 2590 | &nbsp;&nbsp;46003 |
|  | Joyful Honda Co. Ltd. | 14200 | &nbsp;&nbsp;195324 |
|  | JSP Corp. | 4300 | &nbsp;&nbsp;67824 |
|  | JTEKT Corp. | 42425 | &nbsp;&nbsp;500948 |
|  | Juki Corp. | 4100 | &nbsp;&nbsp;14251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Juroku Financial <br>Group, Inc.<br>| 8100 | &nbsp;&nbsp;430717 |
|  | JVCKenwood Corp. | 18600 | &nbsp;&nbsp;151179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kadoya Sesame Mills, <br>Inc.<br>| 1100 | &nbsp;&nbsp;28496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kaga Electronics Co. <br>Ltd.<br>| 9800 | &nbsp;&nbsp;246117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kameda Seika Co. <br>Ltd.<br>| 200 | &nbsp;&nbsp;5043 |
|  | Kamei Corp. | 7600 | &nbsp;&nbsp;151751 |
|  | Kamigumi Co. Ltd. | 13100 | &nbsp;&nbsp;458445 |
|  | Kanaden Corp. | 6000 | &nbsp;&nbsp;82746 |
|  | Kanadevia Corp. | 39600 | &nbsp;&nbsp;261467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kanagawa Chuo <br>Kotsu Co. Ltd.<br>| 1500 | &nbsp;&nbsp;35622 |
|  | Kanamoto Co. Ltd. | 7969 | &nbsp;&nbsp;192204 |
|  | Kandenko Co. Ltd. | 9200 | &nbsp;&nbsp;331222 |
|  | Kaneka Corp. | 11900 | &nbsp;&nbsp;360854 |
|  | Kanematsu Corp. | 45800 | &nbsp;&nbsp;601568 |
|  | Kanemi Co. Ltd. | 1200 | &nbsp;&nbsp;27336 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kanto Denka Kogyo <br>Co. Ltd.<br>| 12700 | &nbsp;&nbsp;106264 |
|  | Kato Sangyo Co. Ltd. | 6100 | &nbsp;&nbsp;256755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kawada Technologies, <br>Inc.<br>| 4400 | &nbsp;&nbsp;133249 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | KEIWA, Inc. | 3000 | &nbsp;&nbsp;$25756 |
|  | Keiyo Bank Ltd. | 30000 | &nbsp;&nbsp;360453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kenko Mayonnaise <br>Co. Ltd.<br>| 3934 | &nbsp;&nbsp;51003 |
|  | KH Neochem Co. Ltd. | 4800 | &nbsp;&nbsp;78953 |
| # | Kibun Foods, Inc. | 1800 | &nbsp;&nbsp;12814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kimura Chemical <br>Plants Co. Ltd.<br>| 5800 | &nbsp;&nbsp;47392 |
|  | Kimura Unity Co. Ltd. | 9800 | &nbsp;&nbsp;57965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ki-Star Real Estate <br>Co. Ltd.<br>| 2600 | &nbsp;&nbsp;106352 |
|  | Kitagawa Corp. | 2400 | &nbsp;&nbsp;27480 |
|  | Kita-Nippon Bank Ltd. | 2200 | &nbsp;&nbsp;66840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kitoku Shinryo Co. <br>Ltd.<br>| 600 | &nbsp;&nbsp;9936 |
|  | Kitz Corp. | 17700 | &nbsp;&nbsp;231013 |
|  | Kiyo Bank Ltd. | 18800 | &nbsp;&nbsp;459129 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;KNT-CT Holdings Co. <br>Ltd.<br>| 2200 | &nbsp;&nbsp;24848 |
|  | Koa Corp. | 3700 | &nbsp;&nbsp;37285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koa Shoji Holdings <br>Co. Ltd.<br>| 2900 | &nbsp;&nbsp;15747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koatsu Gas Kogyo <br>Co. Ltd.<br>| 9700 | &nbsp;&nbsp;70406 |
|  | Kobe Steel Ltd. | 66700 | &nbsp;&nbsp;960134 |
|  | Kohnan Shoji Co. Ltd. | 7000 | &nbsp;&nbsp;176168 |
| # | Kohsoku Corp. | 600 | &nbsp;&nbsp;11665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koito Manufacturing <br>Co. Ltd.<br>| 3300 | &nbsp;&nbsp;51662 |
| # | Kojima Co. Ltd. | 13300 | &nbsp;&nbsp;107463 |
|  | Kokuyo Co. Ltd. | 27800 | &nbsp;&nbsp;162879 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Komehyo Holdings <br>Co. Ltd.<br>| 1400 | &nbsp;&nbsp;30222 |
|  | Komeri Co. Ltd. | 7400 | &nbsp;&nbsp;157907 |
|  | Kondotec, Inc. | 5400 | &nbsp;&nbsp;52076 |
|  | Konica Minolta, Inc. | 103400 | &nbsp;&nbsp;452607 |
|  | Konishi Co. Ltd. | 16600 | &nbsp;&nbsp;140033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Konoike Transport Co. <br>Ltd.<br>| 9000 | &nbsp;&nbsp;193707 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kosaido Holdings Co. <br>Ltd.<br>| 8300 | &nbsp;&nbsp;26789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KPP Group Holdings <br>Co. Ltd.<br>| 12100 | &nbsp;&nbsp;69156 |
|  | Kraftia Corp. | 1200 | &nbsp;&nbsp;62582 |
|  | Krosaki Harima Corp. | 2300 | &nbsp;&nbsp;62406 |
|  | KRS Corp. | 3600 | &nbsp;&nbsp;69535 |
|  | K's Holdings Corp. | 28800 | &nbsp;&nbsp;299517 |
|  | KU Holdings Co. Ltd. | 3700 | &nbsp;&nbsp;30121 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kumagai Gumi Co. <br>Ltd.<br>| 34824 | &nbsp;&nbsp;390834 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kumiai Chemical <br>Industry Co. Ltd.<br>| 7400 | &nbsp;&nbsp;33665 |
|  | Kurabo Industries Ltd. | 4600 | &nbsp;&nbsp;270239 |
|  | Kuraray Co. Ltd. | 93700 | &nbsp;&nbsp;1011539 |
|  | Kureha Corp. | 13200 | &nbsp;&nbsp;374870 |
|  | Kurimoto Ltd. | 16000 | &nbsp;&nbsp;177687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuriyama Holdings <br>Corp.<br>| 5000 | &nbsp;&nbsp;54986 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | KYB Corp. | 12400 | &nbsp;&nbsp;$352292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyodo Printing Co. <br>Ltd.<br>| 7600 | &nbsp;&nbsp;80446 |
|  | Kyoei Steel Ltd. | 5045 | &nbsp;&nbsp;81313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyokuto Boeki Kaisha <br>Ltd.<br>| 4800 | &nbsp;&nbsp;59454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyokuto Kaihatsu <br>Kogyo Co. Ltd.<br>| 10400 | &nbsp;&nbsp;222152 |
|  | Kyokuyo Co. Ltd. | 2800 | &nbsp;&nbsp;93215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyorin Pharmaceutical <br>Co. Ltd.<br>| 8300 | &nbsp;&nbsp;87113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyosan Electric <br>Manufacturing Co. <br>Ltd.<br>| 12300 | &nbsp;&nbsp;53523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyushu Financial <br>Group, Inc.<br>| 79500 | &nbsp;&nbsp;595921 |
| # | Lacto Japan Co. Ltd. | 2600 | &nbsp;&nbsp;59209 |
| # | LEC, Inc. | 7500 | &nbsp;&nbsp;49940 |
|  | Life Corp. | 9400 | &nbsp;&nbsp;155142 |
|  | Lintec Corp. | 10100 | &nbsp;&nbsp;311612 |
|  | Lixil Corp. | 72900 | &nbsp;&nbsp;836289 |
| # | Look Holdings, Inc. | 1800 | &nbsp;&nbsp;28730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mabuchi Motor Co. <br>Ltd.<br>| 37800 | &nbsp;&nbsp;355089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Macnica Holdings, <br>Inc.<br>| 8200 | &nbsp;&nbsp;140594 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Maezawa Industries, <br>Inc.<br>| 3900 | &nbsp;&nbsp;52960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Makino Milling <br>Machine Co. Ltd.<br>| 6900 | &nbsp;&nbsp;508509 |
|  | Mandom Corp. | 10593 | &nbsp;&nbsp;217157 |
|  | Marubun Corp. | 5500 | &nbsp;&nbsp;48757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marudai Food Co. <br>Ltd.<br>| 5400 | &nbsp;&nbsp;80080 |
|  | Maruha Nichiro Corp. | 40200 | &nbsp;&nbsp;362061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maruyama <br>Manufacturing Co., <br>Inc.<br>| 1100 | &nbsp;&nbsp;16924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maruzen CHI Holdings <br>Co. Ltd.<br>| 3000 | &nbsp;&nbsp;6478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maruzen Showa Unyu <br>Co. Ltd.<br>| 3700 | &nbsp;&nbsp;201285 |
|  | Marvelous, Inc. | 3700 | &nbsp;&nbsp;11486 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Matsuda Sangyo Co. <br>Ltd.<br>| 4300 | &nbsp;&nbsp;170814 |
|  | Matsuoka Corp. | 1100 | &nbsp;&nbsp;18008 |
|  | Maxell Ltd. | 9900 | &nbsp;&nbsp;142421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maxvalu Tokai Co. <br>Ltd.<br>| 2200 | &nbsp;&nbsp;53299 |
| # | Mazda Motor Corp. | 50400 | &nbsp;&nbsp;387846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mebuki Financial <br>Group, Inc.<br>| 163600 | &nbsp;&nbsp;1234230 |
|  | Media Do Co. Ltd. | 2000 | &nbsp;&nbsp;21215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Medical System <br>Network Co. Ltd.<br>| 10600 | &nbsp;&nbsp;35675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Medipal Holdings <br>Corp.<br>| 43700 | &nbsp;&nbsp;792034 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Megmilk Snow Brand <br>Co. Ltd.<br>| 12000 | &nbsp;&nbsp;$261347 |
|  | Meidensha Corp. | 5700 | &nbsp;&nbsp;223385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meiji Electric <br>Industries Co. Ltd.<br>| 3800 | &nbsp;&nbsp;57924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MEIJI Holdings Co. <br>Ltd.<br>| 26100 | &nbsp;&nbsp;612359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meiji Shipping Group <br>Co. Ltd.<br>| 4300 | &nbsp;&nbsp;19930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meiko Electronics Co. <br>Ltd.<br>| 1900 | &nbsp;&nbsp;155820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meiwa Estate Co. <br>Ltd.<br>| 4900 | &nbsp;&nbsp;36189 |
| # | Menicon Co. Ltd. | 10685 | &nbsp;&nbsp;112051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mie Kotsu Group <br>Holdings, Inc.<br>| 16800 | &nbsp;&nbsp;60184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MIMAKI <br>ENGINEERING Co. <br>Ltd.<br>| 700 | &nbsp;&nbsp;8004 |
|  | Mirait One Corp. | 23310 | &nbsp;&nbsp;559343 |
|  | Mirarth Holdings, Inc. | 22700 | &nbsp;&nbsp;57949 |
| # | Mitsuba Corp. | 15300 | &nbsp;&nbsp;129297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Gas <br>Chemical Co., Inc.<br>| 40800 | &nbsp;&nbsp;809378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Logisnext <br>Co. Ltd.<br>| 3800 | &nbsp;&nbsp;38477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Logistics <br>Corp.<br>| 69500 | &nbsp;&nbsp;593666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Materials <br>Corp.<br>| 27842 | &nbsp;&nbsp;800850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Motors <br>Corp.<br>| 142100 | &nbsp;&nbsp;349328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Paper Mills <br>Ltd.<br>| 9464 | &nbsp;&nbsp;40860 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Pencil Co. <br>Ltd.<br>| 3100 | &nbsp;&nbsp;45986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Research <br>Institute, Inc.<br>| 2400 | &nbsp;&nbsp;75376 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Steel <br>Manufacturing Co. <br>Ltd.<br>| 2100 | &nbsp;&nbsp;25525 |
|  | Mitsui Chemicals, Inc. | 64200 | &nbsp;&nbsp;938031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsui DM Sugar Co. <br>Ltd.<br>| 5495 | &nbsp;&nbsp;119445 |
|  | Mitsui E&S Co. Ltd. | 14000 | &nbsp;&nbsp;622147 |
|  | Mitsui High-Tec, Inc. | 6400 | &nbsp;&nbsp;30947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsui Kinzoku Co. <br>Ltd.<br>| 4816 | &nbsp;&nbsp;628531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsui-Soko Holdings <br>Co. Ltd.<br>| 7200 | &nbsp;&nbsp;168416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsuuroko Group <br>Holdings Co. Ltd.<br>| 5200 | &nbsp;&nbsp;73145 |
| # | Miyazaki Bank Ltd. | 3100 | &nbsp;&nbsp;156256 |
|  | Mizuno Corp. | 8700 | &nbsp;&nbsp;180249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morinaga Milk Industry <br>Co. Ltd.<br>| 19900 | &nbsp;&nbsp;513896 |
|  | Moriroku Co. Ltd. | 2601 | &nbsp;&nbsp;40866 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Morita Holdings Corp. | 8400 | &nbsp;&nbsp;$152377 |
|  | Mory Industries, Inc. | 9000 | &nbsp;&nbsp;58376 |
|  | MrMax Holdings Ltd. | 8500 | &nbsp;&nbsp;43213 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mugen Estate Co. <br>Ltd.<br>| 2800 | &nbsp;&nbsp;37800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Musashi Seimitsu <br>Industry Co. Ltd.<br>| 7700 | &nbsp;&nbsp;136272 |
|  | Musashino Bank Ltd. | 7400 | &nbsp;&nbsp;264097 |
|  | Nabtesco Corp. | 1200 | &nbsp;&nbsp;32517 |
| # | NAC Co. Ltd. | 6000 | &nbsp;&nbsp;21058 |
|  | Nachi-Fujikoshi Corp. | 2587 | &nbsp;&nbsp;81898 |
|  | Nagano Keiki Co. Ltd. | 1500 | &nbsp;&nbsp;25842 |
|  | Nagase & Co. Ltd. | 28200 | &nbsp;&nbsp;732936 |
|  | Naigai Tec Corp. | 900 | &nbsp;&nbsp;14140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nakamoto Packs Co. <br>Ltd.<br>| 800 | &nbsp;&nbsp;10265 |
| # | Nakamuraya Co. Ltd. | 1100 | &nbsp;&nbsp;21720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nakayama Steel <br>Works Ltd.<br>| 6000 | &nbsp;&nbsp;24426 |
|  | Nanto Bank Ltd. | 7400 | &nbsp;&nbsp;319375 |
|  | Nanyo Corp. | 2600 | &nbsp;&nbsp;25198 |
| # | Natori Co. Ltd. | 2300 | &nbsp;&nbsp;28023 |
|  | NGK Insulators Ltd. | 59400 | &nbsp;&nbsp;1423104 |
|  | NH Foods Ltd. | 9300 | &nbsp;&nbsp;422234 |
|  | NHK Spring Co. Ltd. | 54544 | &nbsp;&nbsp;991266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nicca Chemical Co. <br>Ltd.<br>| 1800 | &nbsp;&nbsp;18783 |
|  | Nice Corp. | 2600 | &nbsp;&nbsp;32637 |
|  | Nichiban Co. Ltd. | 3400 | &nbsp;&nbsp;43171 |
|  | Nichicon Corp. | 13400 | &nbsp;&nbsp;146646 |
|  | Nichiden Corp. | 2600 | &nbsp;&nbsp;42464 |
|  | Nichimo Co. Ltd. | 1600 | &nbsp;&nbsp;26072 |
|  | Nichirin Co. Ltd. | 3750 | &nbsp;&nbsp;89126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon Denkei Co. <br>Ltd.<br>| 2100 | &nbsp;&nbsp;32043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon Nohyaku Co. <br>Ltd.<br>| 13700 | &nbsp;&nbsp;89941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon Yamamura <br>Glass Co. Ltd.<br>| 1100 | &nbsp;&nbsp;21970 |
|  | Nikkiso Co. Ltd. | 11500 | &nbsp;&nbsp;132657 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nikkon Holdings Co. <br>Ltd.<br>| 24600 | &nbsp;&nbsp;583156 |
|  | Nikon Corp. | 47400 | &nbsp;&nbsp;596608 |
|  | Nippi, Inc. | 900 | &nbsp;&nbsp;81727 |
|  | Nippn Corp. | 14900 | &nbsp;&nbsp;254350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Carbide <br>Industries Co., Inc.<br>| 2300 | &nbsp;&nbsp;40406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Chemical <br>Industrial Co. Ltd.<br>| 2900 | &nbsp;&nbsp;61351 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Chemi-Con <br>Corp.<br>| 2100 | &nbsp;&nbsp;20386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Denko Co. <br>Ltd.<br>| 34300 | &nbsp;&nbsp;85284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Dry-Chemical <br>Co. Ltd.<br>| 1400 | &nbsp;&nbsp;97287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Electric Glass <br>Co. Ltd.<br>| 14200 | &nbsp;&nbsp;617558 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Express <br>Holdings, Inc.<br>| 32700 | &nbsp;&nbsp;$742768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Kayaku Co. <br>Ltd.<br>| 27900 | &nbsp;&nbsp;324244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Light Metal <br>Holdings Co. Ltd.<br>| 6403 | &nbsp;&nbsp;112963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Paper <br>Industries Co. Ltd.<br>| 31400 | &nbsp;&nbsp;238435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Rietec Co. <br>Ltd.<br>| 3460 | &nbsp;&nbsp;49895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Seisen Co. <br>Ltd.<br>| 3500 | &nbsp;&nbsp;28410 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Sheet Glass <br>Co. Ltd.<br>| 24000 | &nbsp;&nbsp;106631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Shinyaku Co. <br>Ltd.<br>| 9400 | &nbsp;&nbsp;313771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Shokubai Co. <br>Ltd.<br>| 28200 | &nbsp;&nbsp;406158 |
|  | Nippon Soda Co. Ltd. | 13200 | &nbsp;&nbsp;315021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Thompson Co. <br>Ltd.<br>| 7700 | &nbsp;&nbsp;45792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Yakin Kogyo <br>Co. Ltd.<br>| 4300 | &nbsp;&nbsp;133096 |
|  | Nipro Corp. | 37500 | &nbsp;&nbsp;344612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nishi-Nippon Financial <br>Holdings, Inc.<br>| 29200 | &nbsp;&nbsp;707254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nishio Holdings Co. <br>Ltd.<br>| 5400 | &nbsp;&nbsp;167753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nissan Tokyo Sales <br>Holdings Co. Ltd.<br>| 14900 | &nbsp;&nbsp;50833 |
|  | Nissha Co. Ltd. | 5786 | &nbsp;&nbsp;46780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nisshin Oillio Group <br>Ltd.<br>| 7900 | &nbsp;&nbsp;288435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nisshin Seifun Group, <br>Inc.<br>| 14800 | &nbsp;&nbsp;187941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nisshinbo Holdings, <br>Inc.<br>| 33453 | &nbsp;&nbsp;310164 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nisso Holdings Co. <br>Ltd.<br>| 2700 | &nbsp;&nbsp;12090 |
|  | Nissui Corp. | 80200 | &nbsp;&nbsp;676090 |
|  | Nitta Gelatin, Inc. | 3800 | &nbsp;&nbsp;30920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nitto Fuji Flour Milling <br>Co. Ltd.<br>| 800 | &nbsp;&nbsp;36129 |
|  | Nitto Kogyo Corp. | 4500 | &nbsp;&nbsp;120387 |
|  | Nitto Seiko Co. Ltd. | 12100 | &nbsp;&nbsp;56447 |
|  | Nittoku Co. Ltd. | 2801 | &nbsp;&nbsp;42479 |
|  | Nojima Corp. | 37500 | &nbsp;&nbsp;261662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nomura Real Estate <br>Holdings, Inc.<br>| 68000 | &nbsp;&nbsp;451876 |
|  | Noritake Co. Ltd. | 5400 | &nbsp;&nbsp;214527 |
|  | Noritz Corp. | 5300 | &nbsp;&nbsp;70863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;North Pacific Bank <br>Ltd.<br>| 82400 | &nbsp;&nbsp;492266 |
| # | NS Tool Co. Ltd. | 2500 | &nbsp;&nbsp;13574 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;NS United Kaiun <br>Kaisha Ltd.<br>| 3800 | &nbsp;&nbsp;169527 |
|  | NSK Ltd. | 36811 | &nbsp;&nbsp;256004 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | NSW, Inc. | 2600 | &nbsp;&nbsp;$41565 |
|  | NTN Corp. | 86100 | &nbsp;&nbsp;206359 |
|  | Obara Group, Inc. | 2900 | &nbsp;&nbsp;70844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ochi Holdings Co. <br>Ltd.<br>| 900 | &nbsp;&nbsp;8610 |
|  | Oenon Holdings, Inc. | 3200 | &nbsp;&nbsp;9228 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ogaki Kyoritsu Bank <br>Ltd.<br>| 5700 | &nbsp;&nbsp;208181 |
|  | Oiles Corp. | 5700 | &nbsp;&nbsp;89664 |
|  | Oita Bank Ltd. | 3300 | &nbsp;&nbsp;175089 |
|  | Oji Holdings Corp. | 246400 | &nbsp;&nbsp;1459542 |
|  | Okabe Co. Ltd. | 13000 | &nbsp;&nbsp;80212 |
| # | Okada Aiyon Corp. | 300 | &nbsp;&nbsp;4543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Okamoto Industries, <br>Inc.<br>| 2600 | &nbsp;&nbsp;92582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Okamoto Machine <br>Tool Works Ltd.<br>| 1300 | &nbsp;&nbsp;40805 |
|  | Okamura Corp. | 13900 | &nbsp;&nbsp;213338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Okasan Securities <br>Group, Inc.<br>| 37900 | &nbsp;&nbsp;217035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oki Electric Industry <br>Co. Ltd.<br>| 14500 | &nbsp;&nbsp;191328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Okinawa Financial <br>Group, Inc.<br>| 4780 | &nbsp;&nbsp;162830 |
|  | OKUMA Corp. | 8700 | &nbsp;&nbsp;215924 |
|  | Okumura Corp. | 8700 | &nbsp;&nbsp;362323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Okura Industrial Co. <br>Ltd.<br>| 2800 | &nbsp;&nbsp;86333 |
|  | Okuwa Co. Ltd. | 10582 | &nbsp;&nbsp;59558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Olba Healthcare <br>Holdings, Inc.<br>| 1600 | &nbsp;&nbsp;21892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ono Pharmaceutical <br>Co. Ltd.<br>| 23100 | &nbsp;&nbsp;344152 |
|  | Onoken Co. Ltd. | 3700 | &nbsp;&nbsp;34087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Onward Holdings Co. <br>Ltd.<br>| 37900 | &nbsp;&nbsp;179739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Optimus Group Co. <br>Ltd.<br>| 4000 | &nbsp;&nbsp;9169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oriental Consultants <br>Holdings Co. Ltd.<br>| 1000 | &nbsp;&nbsp;21175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oriental Shiraishi <br>Corp.<br>| 32000 | &nbsp;&nbsp;84971 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Osaka Organic <br>Chemical Industry <br>Ltd.<br>| 1000 | &nbsp;&nbsp;26304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Osaki Electric Co. <br>Ltd.<br>| 8300 | &nbsp;&nbsp;66694 |
| # | OSG Corp. | 16700 | &nbsp;&nbsp;282007 |
|  | OUG Holdings, Inc. | 1100 | &nbsp;&nbsp;28312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Industrial Co. <br>Ltd.<br>| 10400 | &nbsp;&nbsp;202768 |
|  | Pack Corp. | 3300 | &nbsp;&nbsp;27674 |
|  | PALTAC Corp. | 6300 | &nbsp;&nbsp;197153 |
|  | Paraca, Inc. | 1600 | &nbsp;&nbsp;20962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Penta-Ocean <br>Construction Co. <br>Ltd.<br>| 37400 | &nbsp;&nbsp;392520 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | PHC Holdings Corp. | 6000 | &nbsp;&nbsp;$42111 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Pickles Holdings Co. <br>Ltd.<br>| 4900 | &nbsp;&nbsp;39664 |
|  | PILLAR Corp. | 2600 | &nbsp;&nbsp;108568 |
|  | Press Kogyo Co. Ltd. | 25900 | &nbsp;&nbsp;146383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prima Meat Packers <br>Ltd.<br>| 2100 | &nbsp;&nbsp;37513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PS Construction Co. <br>Ltd.<br>| 3450 | &nbsp;&nbsp;67789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;QB Net Holdings Co. <br>Ltd.<br>| 3000 | &nbsp;&nbsp;26954 |
|  | Qol Holdings Co. Ltd. | 6200 | &nbsp;&nbsp;85137 |
|  | Raiznext Corp. | 8600 | &nbsp;&nbsp;140251 |
| # | Rasa Corp. | 1900 | &nbsp;&nbsp;25177 |
| # | Rasa Industries Ltd. | 2000 | &nbsp;&nbsp;94640 |
|  | Rengo Co. Ltd. | 36900 | &nbsp;&nbsp;316113 |
| #\* | RENOVA, Inc. | 14500 | &nbsp;&nbsp;64843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Resonac Holdings <br>Corp.<br>| 21400 | &nbsp;&nbsp;1242804 |
|  | Restar Corp. | 4500 | &nbsp;&nbsp;85658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Retail Partners Co. <br>Ltd.<br>| 4500 | &nbsp;&nbsp;39306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rheon Automatic <br>Machinery Co. Ltd.<br>| 4400 | &nbsp;&nbsp;43795 |
|  | Ricoh Co. Ltd. | 97200 | &nbsp;&nbsp;860089 |
|  | Riken Technos Corp. | 11500 | &nbsp;&nbsp;123960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Riken Vitamin Co. <br>Ltd.<br>| 5400 | &nbsp;&nbsp;108570 |
|  | Rinnai Corp. | 1500 | &nbsp;&nbsp;39398 |
|  | Rion Co. Ltd. | 2100 | &nbsp;&nbsp;37276 |
|  | Rix Corp. | 600 | &nbsp;&nbsp;14362 |
|  | Rokko Butter Co. Ltd. | 1300 | &nbsp;&nbsp;9988 |
|  | Ryobi Ltd. | 7900 | &nbsp;&nbsp;139088 |
|  | RYODEN Corp. | 4700 | &nbsp;&nbsp;112039 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ryoyo Ryosan <br>Holdings, Inc.<br>| 3548 | &nbsp;&nbsp;71505 |
|  | S Foods, Inc. | 300 | &nbsp;&nbsp;5909 |
|  | S&B Foods, Inc. | 5000 | &nbsp;&nbsp;141233 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sac's Bar Holdings, <br>Inc.<br>| 7900 | &nbsp;&nbsp;41594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sakai Chemical <br>Industry Co. Ltd.<br>| 5400 | &nbsp;&nbsp;116213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sakai Heavy <br>Industries Ltd.<br>| 900 | &nbsp;&nbsp;12787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sakai Moving Service <br>Co. Ltd.<br>| 2000 | &nbsp;&nbsp;37752 |
|  | Sakata INX Corp. | 10570 | &nbsp;&nbsp;162092 |
|  | Sakata Seed Corp. | 4800 | &nbsp;&nbsp;126255 |
|  | Sala Corp. | 18200 | &nbsp;&nbsp;130523 |
|  | San Holdings, Inc. | 6600 | &nbsp;&nbsp;63380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;San ju San Financial <br>Group, Inc.<br>| 4300 | &nbsp;&nbsp;139503 |
|  | San-A Co. Ltd. | 8800 | &nbsp;&nbsp;167760 |
|  | San-Ai Obbli Co. Ltd. | 16400 | &nbsp;&nbsp;233065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;San-In Godo Bank <br>Ltd.<br>| 35400 | &nbsp;&nbsp;362119 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sanken Electric Co. <br>Ltd.<br>| 900 | &nbsp;&nbsp;42422 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sanki Engineering Co. <br>Ltd.<br>| 4000 | &nbsp;&nbsp;$172321 |
|  | Sanko Gosei Ltd. | 13300 | &nbsp;&nbsp;82870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanko Metal Industrial <br>Co. Ltd.<br>| 5000 | &nbsp;&nbsp;46589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sankyo Frontier Co. <br>Ltd.<br>| 2800 | &nbsp;&nbsp;38513 |
|  | Sankyu, Inc. | 4400 | &nbsp;&nbsp;262132 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sanoh Industrial Co. <br>Ltd.<br>| 3700 | &nbsp;&nbsp;20427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sansei Technologies, <br>Inc.<br>| 4600 | &nbsp;&nbsp;72284 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sanyo Chemical <br>Industries Ltd.<br>| 2800 | &nbsp;&nbsp;100032 |
|  | Sanyo Denki Co. Ltd. | 8100 | &nbsp;&nbsp;217790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanyo Trading Co. <br>Ltd.<br>| 6600 | &nbsp;&nbsp;67829 |
|  | Sato Corp. | 6500 | &nbsp;&nbsp;97527 |
|  | Sato Shoji Corp. | 5000 | &nbsp;&nbsp;76144 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Satori Electric Co. <br>Ltd.<br>| 4200 | &nbsp;&nbsp;51071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Satudora Holdings Co. <br>Ltd.<br>| 1800 | &nbsp;&nbsp;10044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sawai Group Holdings <br>Co. Ltd.<br>| 28200 | &nbsp;&nbsp;432553 |
|  | SBS Holdings, Inc. | 3100 | &nbsp;&nbsp;77280 |
|  | Scroll Corp. | 8200 | &nbsp;&nbsp;69131 |
|  | Seika Corp. | 7800 | &nbsp;&nbsp;117344 |
|  | Seiko Epson Corp. | 54300 | &nbsp;&nbsp;698716 |
|  | Seiko Group Corp. | 8200 | &nbsp;&nbsp;409630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seino Holdings Co. <br>Ltd.<br>| 23400 | &nbsp;&nbsp;364278 |
|  | Seiren Co. Ltd. | 1500 | &nbsp;&nbsp;30697 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sekisui Kasei Co. <br>Ltd.<br>| 11200 | &nbsp;&nbsp;30606 |
|  | SEMITEC Corp. | 1700 | &nbsp;&nbsp;26446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Senko Group Holdings <br>Co. Ltd.<br>| 23700 | &nbsp;&nbsp;295216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Senshu Ikeda <br>Holdings, Inc.<br>| 55800 | &nbsp;&nbsp;295387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shibaura Machine Co. <br>Ltd.<br>| 3500 | &nbsp;&nbsp;96357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shibusawa Logistics <br>Corp.<br>| 12400 | &nbsp;&nbsp;104220 |
|  | Shibuya Corp. | 2500 | &nbsp;&nbsp;56932 |
|  | Shiga Bank Ltd. | 8700 | &nbsp;&nbsp;444944 |
|  | Shikibo Ltd. | 1700 | &nbsp;&nbsp;11871 |
|  | Shikoku Bank Ltd. | 8100 | &nbsp;&nbsp;106768 |
|  | Shimadaya Corp. | 2000 | &nbsp;&nbsp;23142 |
|  | Shimizu Corp. | 900 | &nbsp;&nbsp;15983 |
|  | Shimojima Co. Ltd. | 5000 | &nbsp;&nbsp;44783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shin Nippon Air <br>Technologies Co. <br>Ltd.<br>| 3400 | &nbsp;&nbsp;72290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinagawa Refra Co. <br>Ltd.<br>| 8500 | &nbsp;&nbsp;117979 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shin-Etsu Polymer <br>Co. Ltd.<br>| 11300 | &nbsp;&nbsp;$147608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinmaywa Industries <br>Ltd.<br>| 14600 | &nbsp;&nbsp;206298 |
|  | Shinsho Corp. | 4500 | &nbsp;&nbsp;77376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinwa Co. Ltd. (7607 <br>JP)<br>| 3600 | &nbsp;&nbsp;72870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shizuoka Financial <br>Group, Inc.<br>| 5900 | &nbsp;&nbsp;96382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shizuoka Gas Co. <br>Ltd.<br>| 1700 | &nbsp;&nbsp;13456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Showa Sangyo Co. <br>Ltd.<br>| 600 | &nbsp;&nbsp;12223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Showa Shinku Co. <br>Ltd.<br>| 700 | &nbsp;&nbsp;7213 |
|  | Siix Corp. | 10100 | &nbsp;&nbsp;82556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinanen Holdings Co. <br>Ltd.<br>| 2300 | &nbsp;&nbsp;94828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinfonia Technology <br>Co. Ltd.<br>| 2300 | &nbsp;&nbsp;155655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SKY Perfect JSAT <br>Holdings, Inc.<br>| 50900 | &nbsp;&nbsp;735753 |
|  | Soda Nikka Co. Ltd. | 6400 | &nbsp;&nbsp;48438 |
|  | Sojitz Corp. | 28600 | &nbsp;&nbsp;1042908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Soken Chemical & <br>Engineering Co. <br>Ltd.<br>| 5600 | &nbsp;&nbsp;102151 |
|  | SPK Corp. | 3200 | &nbsp;&nbsp;48054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Star Mica Holdings <br>Co. Ltd.<br>| 7500 | &nbsp;&nbsp;70814 |
|  | Starts Corp., Inc. | 8200 | &nbsp;&nbsp;260145 |
|  | Starzen Co. Ltd. | 14700 | &nbsp;&nbsp;125572 |
| # | Stella Chemifa Corp. | 2500 | &nbsp;&nbsp;85902 |
|  | Step Co. Ltd. | 1700 | &nbsp;&nbsp;26919 |
|  | Sugimoto & Co. Ltd. | 2400 | &nbsp;&nbsp;22040 |
|  | SUMCO Corp. | 63272 | &nbsp;&nbsp;660560 |
|  | Sumida Corp. | 4001 | &nbsp;&nbsp;30635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Bakelite <br>Co. Ltd.<br>| 4400 | &nbsp;&nbsp;154968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Forestry <br>Co. Ltd.<br>| 9600 | &nbsp;&nbsp;104086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Heavy <br>Industries Ltd.<br>| 19249 | &nbsp;&nbsp;599310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Osaka <br>Cement Co. Ltd.<br>| 9475 | &nbsp;&nbsp;255378 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Pharma <br>Co. Ltd.<br>| 9300 | &nbsp;&nbsp;138393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Rubber <br>Industries Ltd.<br>| 48554 | &nbsp;&nbsp;782510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Seika <br>Chemicals Co. Ltd.<br>| 2400 | &nbsp;&nbsp;83209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun Frontier <br>Fudousan Co. Ltd.<br>| 9500 | &nbsp;&nbsp;150691 |
|  | Suncall Corp. | 1000 | &nbsp;&nbsp;6191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun-Wa Technos <br>Corp.<br>| 3300 | &nbsp;&nbsp;64101 |
|  | Suruga Bank Ltd. | 53500 | &nbsp;&nbsp;671958 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Suzuken Co. Ltd. | 17500 | &nbsp;&nbsp;$705419 |
|  | Suzuki Co. Ltd. | 4300 | &nbsp;&nbsp;69505 |
|  | SWCC Corp. | 200 | &nbsp;&nbsp;14906 |
|  | T Hasegawa Co. Ltd. | 8400 | &nbsp;&nbsp;154529 |
|  | T RAD Co. Ltd. | 2300 | &nbsp;&nbsp;127014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tachibana Eletech Co. <br>Ltd.<br>| 4500 | &nbsp;&nbsp;88617 |
|  | Tachi-S Co. Ltd. | 8200 | &nbsp;&nbsp;111777 |
|  | Tadano Ltd. | 18300 | &nbsp;&nbsp;135245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taihei Dengyo Kaisha <br>Ltd.<br>| 12000 | &nbsp;&nbsp;173352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiheiyo Cement <br>Corp.<br>| 29400 | &nbsp;&nbsp;807893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiheiyo Kouhatsu, <br>Inc.<br>| 1500 | &nbsp;&nbsp;8801 |
|  | Taiho Kogyo Co. Ltd. | 6400 | &nbsp;&nbsp;35071 |
|  | Taikisha Ltd. | 14000 | &nbsp;&nbsp;312747 |
|  | Taiko Bank Ltd. | 600 | &nbsp;&nbsp;9208 |
|  | Taiyo Yuden Co. Ltd. | 21369 | &nbsp;&nbsp;451858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takamatsu <br>Construction Group <br>Co. Ltd.<br>| 4700 | &nbsp;&nbsp;116267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takaoka Toko Co. <br>Ltd.<br>| 3700 | &nbsp;&nbsp;110607 |
|  | Takara & Co. Ltd. | 700 | &nbsp;&nbsp;19208 |
|  | Takara Holdings, Inc. | 26100 | &nbsp;&nbsp;269568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takara Standard Co. <br>Ltd.<br>| 7800 | &nbsp;&nbsp;148938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takasago International <br>Corp.<br>| 21500 | &nbsp;&nbsp;209944 |
|  | Takashima & Co. Ltd. | 12000 | &nbsp;&nbsp;70270 |
|  | Takashimaya Co. Ltd. | 62200 | &nbsp;&nbsp;777467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Take & Give Needs <br>Co. Ltd.<br>| 2200 | &nbsp;&nbsp;11330 |
|  | TAKEBISHI Corp. | 2800 | &nbsp;&nbsp;41399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taki Chemical Co. <br>Ltd.<br>| 1000 | &nbsp;&nbsp;25412 |
|  | Tamura Corp. | 15901 | &nbsp;&nbsp;65538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tanabe Engineering <br>Corp.<br>| 1300 | &nbsp;&nbsp;23478 |
|  | Tayca Corp. | 3125 | &nbsp;&nbsp;28163 |
|  | Tekken Corp. | 2300 | &nbsp;&nbsp;72433 |
|  | Tera Probe, Inc. | 1100 | &nbsp;&nbsp;52263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Terasaki Electric Co. <br>Ltd.<br>| 900 | &nbsp;&nbsp;25775 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tess Holdings Co. <br>Ltd.<br>| 10500 | &nbsp;&nbsp;25013 |
|  | Toa Corp. (1885 JP) | 17200 | &nbsp;&nbsp;349782 |
|  | TOA ROAD Corp. | 11400 | &nbsp;&nbsp;128507 |
|  | Toagosei Co. Ltd. | 14300 | &nbsp;&nbsp;162541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TOBISHIMA <br>HOLDINGS, Inc.<br>| 3740 | &nbsp;&nbsp;58770 |
|  | Tochigi Bank Ltd. | 24700 | &nbsp;&nbsp;133992 |
|  | Toda Corp. | 39400 | &nbsp;&nbsp;343912 |
|  | Toenec Corp. | 13000 | &nbsp;&nbsp;172218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Togami Electric <br>Manufacturing Co. <br>Ltd.<br>| 700 | &nbsp;&nbsp;21187 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toho Acetylene Co. <br>Ltd.<br>| 6000 | &nbsp;&nbsp;$14229 |
|  | Toho Bank Ltd. | 53600 | &nbsp;&nbsp;208739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toho Co. Ltd. (8142 <br>JP)<br>| 3000 | &nbsp;&nbsp;24826 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Toho Holdings Co. <br>Ltd.<br>| 4400 | &nbsp;&nbsp;131543 |
|  | Tohoku Bank Ltd. | 4728 | &nbsp;&nbsp;46695 |
|  | Tokai Carbon Co. Ltd. | 16800 | &nbsp;&nbsp;116245 |
|  | Tokai Corp. | 2268 | &nbsp;&nbsp;36152 |
|  | Tokai Rika Co. Ltd. | 13500 | &nbsp;&nbsp;273626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokai Tokyo Financial <br>Holdings, Inc.<br>| 29876 | &nbsp;&nbsp;143138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokushu Tokai Paper <br>Co. Ltd.<br>| 6900 | &nbsp;&nbsp;73695 |
| # | Tokuyama Corp. | 16000 | &nbsp;&nbsp;418308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Energy & <br>Systems, Inc.<br>| 3090 | &nbsp;&nbsp;36745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Kiraboshi <br>Financial Group, <br>Inc.<br>| 8300 | &nbsp;&nbsp;541903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Rope <br>Manufacturing Co. <br>Ltd.<br>| 4600 | &nbsp;&nbsp;49906 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Sangyo Co. <br>Ltd.<br>| 4000 | &nbsp;&nbsp;24717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Steel <br>Manufacturing Co. <br>Ltd.<br>| 9200 | &nbsp;&nbsp;89826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Tatemono Co. <br>Ltd.<br>| 43000 | &nbsp;&nbsp;1011886 |
| # | Tokyo Tekko Co. Ltd. | 700 | &nbsp;&nbsp;27893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyu Construction <br>Co. Ltd.<br>| 8800 | &nbsp;&nbsp;72716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyu Fudosan <br>Holdings Corp.<br>| 103300 | &nbsp;&nbsp;956508 |
|  | Toli Corp. | 12400 | &nbsp;&nbsp;61126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tomoe Engineering <br>Co. Ltd.<br>| 6900 | &nbsp;&nbsp;86161 |
|  | Tomoku Co. Ltd. | 3200 | &nbsp;&nbsp;71737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TOMONY Holdings, <br>Inc.<br>| 39500 | &nbsp;&nbsp;223550 |
|  | Topre Corp. | 9601 | &nbsp;&nbsp;156404 |
|  | Topy Industries Ltd. | 1800 | &nbsp;&nbsp;36481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Torex Semiconductor <br>Ltd.<br>| 5099 | &nbsp;&nbsp;48612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Torishima Pump <br>Manufacturing Co. <br>Ltd.<br>| 3700 | &nbsp;&nbsp;51744 |
|  | Tosei Corp. | 18400 | &nbsp;&nbsp;187450 |
|  | Tosho Co. Ltd. | 4000 | &nbsp;&nbsp;19349 |
|  | Tosoh Corp. | 61200 | &nbsp;&nbsp;998821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Totetsu Kogyo Co. <br>Ltd.<br>| 5700 | &nbsp;&nbsp;171625 |
|  | TOTO Ltd. | 13800 | &nbsp;&nbsp;433719 |
| # | Towa Bank Ltd. | 11200 | &nbsp;&nbsp;83580 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Towa Pharmaceutical <br>Co. Ltd.<br>| 8500 | &nbsp;&nbsp;$197970 |
|  | Toyo Corp. | 1200 | &nbsp;&nbsp;13892 |
|  | Toyo Kanetsu KK | 3332 | &nbsp;&nbsp;57368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toyo Seikan Group <br>Holdings Ltd.<br>| 38700 | &nbsp;&nbsp;970977 |
| # | Toyo Tanso Co. Ltd. | 2200 | &nbsp;&nbsp;76866 |
|  | Toyo Tire Corp. | 30000 | &nbsp;&nbsp;808492 |
|  | Toyobo Co. Ltd. | 30923 | &nbsp;&nbsp;265377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toyoda Gosei Co. <br>Ltd.<br>| 16500 | &nbsp;&nbsp;448270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Boshoku <br>Corp.<br>| 19600 | &nbsp;&nbsp;329122 |
|  | TRE Holdings Corp. | 12600 | &nbsp;&nbsp;139826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trusco Nakayama <br>Corp.<br>| 10600 | &nbsp;&nbsp;167528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tsubakimoto Chain <br>Co.<br>| 21500 | &nbsp;&nbsp;329807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tsubakimoto Kogyo <br>Co. Ltd.<br>| 3000 | &nbsp;&nbsp;55445 |
|  | Tsugami Corp. | 12900 | &nbsp;&nbsp;268311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tsukishima Holdings <br>Co. Ltd.<br>| 5300 | &nbsp;&nbsp;101830 |
| # | Tsukuba Bank Ltd. | 25000 | &nbsp;&nbsp;82670 |
|  | Tsumura & Co. | 6400 | &nbsp;&nbsp;169183 |
|  | UACJ Corp. | 43200 | &nbsp;&nbsp;683749 |
|  | UBE Corp. | 20400 | &nbsp;&nbsp;352783 |
|  | Uchida Yoko Co. Ltd. | 9000 | &nbsp;&nbsp;120983 |
|  | Ueki Corp. | 1000 | &nbsp;&nbsp;18523 |
|  | Ulvac, Inc. | 5000 | &nbsp;&nbsp;268461 |
|  | Union Tool Co. | 600 | &nbsp;&nbsp;39961 |
|  | Unipres Corp. | 9700 | &nbsp;&nbsp;85795 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;UNISOL Holdings <br>Corp.<br>| 2338 | &nbsp;&nbsp;34537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Super Markets <br>Holdings, Inc.<br>| 15557 | &nbsp;&nbsp;93767 |
|  | Ushio, Inc. | 20200 | &nbsp;&nbsp;363128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;V Technology Co. <br>Ltd.<br>| 3300 | &nbsp;&nbsp;66574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valor Holdings Co. <br>Ltd.<br>| 16000 | &nbsp;&nbsp;362249 |
|  | Valqua Ltd. | 2487 | &nbsp;&nbsp;70535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vital KSK Holdings, <br>Inc.<br>| 6600 | &nbsp;&nbsp;59927 |
|  | VT Holdings Co. Ltd. | 24900 | &nbsp;&nbsp;87528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wacoal Holdings <br>Corp.<br>| 4000 | &nbsp;&nbsp;112783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wakachiku <br>Construction Co. <br>Ltd.<br>| 3700 | &nbsp;&nbsp;110080 |
|  | Wakita & Co. Ltd. | 12600 | &nbsp;&nbsp;164190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Warabeya Nichiyo <br>Holdings Co. Ltd.<br>| 2300 | &nbsp;&nbsp;51201 |
|  | Watahan & Co. Ltd. | 2400 | &nbsp;&nbsp;21987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wellneo Sugar Co. <br>Ltd.<br>| 800 | &nbsp;&nbsp;14795 |
|  | World Co. Ltd. | 7600 | &nbsp;&nbsp;154227 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;World Holdings Co. <br>Ltd.<br>| 2400 | &nbsp;&nbsp;$39287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xebio Holdings Co. <br>Ltd.<br>| 5820 | &nbsp;&nbsp;40530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yahagi Construction <br>Co. Ltd.<br>| 7300 | &nbsp;&nbsp;109571 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yakult Honsha Co. <br>Ltd.<br>| 10400 | &nbsp;&nbsp;168061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YAKUODO Holdings <br>Co. Ltd.<br>| 2000 | &nbsp;&nbsp;25939 |
|  | YAMABIKO Corp. | 9400 | &nbsp;&nbsp;195689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamada Holdings Co. <br>Ltd.<br>| 87400 | &nbsp;&nbsp;306403 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yamae Group <br>Holdings Co. Ltd.<br>| 5000 | &nbsp;&nbsp;90455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamaguchi Financial <br>Group, Inc.<br>| 46028 | &nbsp;&nbsp;733177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamaichi Electronics <br>Co. Ltd.<br>| 5600 | &nbsp;&nbsp;212825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamanashi Chuo <br>Bank Ltd.<br>| 7900 | &nbsp;&nbsp;242445 |
|  | Yamatane Corp. | 4600 | &nbsp;&nbsp;67256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamato Holdings Co. <br>Ltd.<br>| 2400 | &nbsp;&nbsp;31379 |
|  | Yamaya Corp. | 1800 | &nbsp;&nbsp;25904 |
|  | Yamazen Corp. | 12360 | &nbsp;&nbsp;114000 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yashima Denki Co. <br>Ltd.<br>| 2600 | &nbsp;&nbsp;51663 |
|  | Yellow Hat Ltd. | 19200 | &nbsp;&nbsp;209620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yokogawa Bridge <br>Holdings Corp.<br>| 9000 | &nbsp;&nbsp;181143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yokohama Rubber <br>Co. Ltd. <br>| 39300 | &nbsp;&nbsp;1551182 |
| # | Yokorei Co. Ltd. | 8800 | &nbsp;&nbsp;72264 |
|  | Yokowo Co. Ltd. | 3099 | &nbsp;&nbsp;44141 |
|  | Yondenko Corp. | 9000 | &nbsp;&nbsp;97522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yondoshi Holdings, <br>Inc.<br>| 1600 | &nbsp;&nbsp;18849 |
| # | Yorozu Corp. | 5700 | &nbsp;&nbsp;37543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yotai Refractories Co. <br>Ltd.<br>| 400 | &nbsp;&nbsp;4708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuasa Trading Co. <br>Ltd.<br>| 4900 | &nbsp;&nbsp;179587 |
|  | Yurtec Corp. | 11800 | &nbsp;&nbsp;207469 |
|  | Zacros Corp. | 18800 | &nbsp;&nbsp;141552 |
|  | Zenrin Co. Ltd. | 7800 | &nbsp;&nbsp;52905 |
|  | Zeon Corp. | 28500 | &nbsp;&nbsp;348265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZERIA Pharmaceutical <br>Co. Ltd.<br>| 3300 | &nbsp;&nbsp;43825 |
|  | Zojirushi Corp. | 2000 | &nbsp;&nbsp;19993 |
| TOTAL JAPAN | TOTAL JAPAN |  | &nbsp;&nbsp;139797999 |
| KUWAIT — (0.1%) | KUWAIT — (0.1%) | KUWAIT — (0.1%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;A'ayan Leasing & <br>Investment Co. <br>KSCP<br>| 146389 | &nbsp;&nbsp;99661 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| KUWAIT — (Continued) | KUWAIT — (Continued) | KUWAIT — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al Ahli Bank of Kuwait <br>KSCP<br>| 65247 | &nbsp;&nbsp;$62793 |
| †† | Al-Eid Food KSC | 16383 | &nbsp;&nbsp;8642 |
|  | Burgan Bank SAK | 162253 | &nbsp;&nbsp;105288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Combined Group <br>Contracting Co. <br>SAK<br>| 8633 | &nbsp;&nbsp;27768 |
|  | Gulf Bank KSCP | 60347 | &nbsp;&nbsp;67750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gulf Cables & <br>Electrical Industries <br>Group Co. KSCP<br>| 11809 | &nbsp;&nbsp;77053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuwait International <br>Bank KSCP<br>| 248467 | &nbsp;&nbsp;220066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mezzan Holding Co. <br>KSCC<br>| 9575 | &nbsp;&nbsp;31953 |
| \* | Warba Bank KSCP | 571722 | &nbsp;&nbsp;527682 |
| TOTAL KUWAIT | TOTAL KUWAIT |  | &nbsp;&nbsp;1228656 |
| MALAYSIA — (0.4%) | MALAYSIA — (0.4%) | MALAYSIA — (0.4%) |  |
|  | Able Global Bhd. | 27200 | &nbsp;&nbsp;11537 |
| # | Aeon Co. M Bhd. | 42400 | &nbsp;&nbsp;13315 |
| #\* | AFFIN Bank Bhd. | 99265 | &nbsp;&nbsp;67397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ajinomoto Malaysia <br>Bhd.<br>| 3900 | &nbsp;&nbsp;13504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alliance Bank <br>Malaysia Bhd.<br>| 158146 | &nbsp;&nbsp;210062 |
|  | Allianz Malaysia Bhd. | 10200 | &nbsp;&nbsp;59520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AME Elite Consortium <br>Bhd.<br>| 23900 | &nbsp;&nbsp;9097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AMMB Holdings Bhd. <br>(AMM MK)<br>| 50500 | &nbsp;&nbsp;82593 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bank Islam Malaysia <br>Bhd.<br>| 109299 | &nbsp;&nbsp;68493 |
|  | Batu Kawan Bhd. | 15700 | &nbsp;&nbsp;77045 |
| \* | Berjaya Corp. Bhd. | 559724 | &nbsp;&nbsp;38240 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dayang Enterprise <br>Holdings Bhd.<br>| 131640 | &nbsp;&nbsp;60029 |
|  | Dialog Group Bhd. | 24700 | &nbsp;&nbsp;10301 |
| # | DRB-Hicom Bhd. | 90500 | &nbsp;&nbsp;24792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duopharma Biotech <br>Bhd.<br>| 74277 | &nbsp;&nbsp;25824 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Eastern & Oriental <br>Bhd.<br>| 157000 | &nbsp;&nbsp;29234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eco World <br>Development Group <br>Bhd.<br>| 128100 | &nbsp;&nbsp;72488 |
|  | Gamuda Bhd. | 40682 | &nbsp;&nbsp;45740 |
| # | Genting Bhd. | 276400 | &nbsp;&nbsp;200282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genting Malaysia <br>Bhd.<br>| 300400 | &nbsp;&nbsp;150902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genting Plantations <br>Bhd.<br>| 40500 | &nbsp;&nbsp;53034 |
| # | Guan Chong Bhd. | 94366 | &nbsp;&nbsp;16482 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;HAP Seng <br>Consolidated Bhd.<br>| 15300 | &nbsp;&nbsp;11599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hap Seng Plantations <br>Holdings Bhd.<br>| 23700 | &nbsp;&nbsp;13736 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |  |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Hartalega Holdings <br>Bhd.<br>| 74100 | &nbsp;&nbsp;$17350 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hibiscus Petroleum <br>Bhd.<br>| 92680 | &nbsp;&nbsp;36615 |
|  | IGB Bhd. | 77974 | &nbsp;&nbsp;70579 |
|  | IJM Corp. Bhd. | 323800 | &nbsp;&nbsp;220077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IOI Properties Group <br>Bhd.<br>| 206749 | &nbsp;&nbsp;167225 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Jaya Tiasa Holdings <br>Bhd.<br>| 64000 | &nbsp;&nbsp;17072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kenanga Investment <br>Bank Bhd.<br>| 109500 | &nbsp;&nbsp;23928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kerjaya Prospek <br>Group Bhd.<br>| 39895 | &nbsp;&nbsp;27461 |
|  | Kretam Holdings Bhd. | 95800 | &nbsp;&nbsp;16739 |
| # | KSL Holdings Bhd. | 32943 | &nbsp;&nbsp;25509 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Lagenda Properties <br>Bhd.<br>| 36600 | &nbsp;&nbsp;13918 |
|  | LBS Bina Group Bhd. | 94400 | &nbsp;&nbsp;9702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Leong Hup <br>International Bhd.<br>| 162900 | &nbsp;&nbsp;32696 |
|  | LPI Capital Bhd. | 4500 | &nbsp;&nbsp;17269 |
| # | Magnum Bhd. | 93230 | &nbsp;&nbsp;31239 |
|  | Mah Sing Group Bhd. | 269500 | &nbsp;&nbsp;78685 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Malayan Flour Mills <br>Bhd.<br>| 156450 | &nbsp;&nbsp;24988 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Malaysia Smelting <br>Corp. Bhd.<br>| 80000 | &nbsp;&nbsp;38741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Malaysian Pacific <br>Industries Bhd.<br>| 3900 | &nbsp;&nbsp;31695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Malaysian Resources <br>Corp. Bhd.<br>| 120077 | &nbsp;&nbsp;10682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Matrix Concepts <br>Holdings Bhd.<br>| 150187 | &nbsp;&nbsp;54649 |
|  | MBSB Bhd. | 394884 | &nbsp;&nbsp;73220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mega First Corp. <br>Bhd.<br>| 82000 | &nbsp;&nbsp;67731 |
|  | Mi Technovation Bhd. | 28300 | &nbsp;&nbsp;22585 |
| # | MKH Bhd. | 42400 | &nbsp;&nbsp;11009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MKH Oil Palm East <br>Kalimantan Bhd.<br>| 6057 | &nbsp;&nbsp;944 |
|  | MNRB Holdings Bhd. | 102843 | &nbsp;&nbsp;67554 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Muhibbah Engineering <br>M Bhd.<br>| 82700 | &nbsp;&nbsp;11472 |
| †† | Nylex Malaysia Bhd. | 1285 | &nbsp;&nbsp;15 |
|  | Padini Holdings Bhd. | 20700 | &nbsp;&nbsp;10211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pantech Group <br>Holdings Bhd.<br>| 54900 | &nbsp;&nbsp;9096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sarawak Oil Palms <br>Bhd.<br>| 68077 | &nbsp;&nbsp;66156 |
|  | Scientex Bhd. | 103400 | &nbsp;&nbsp;101291 |
|  | Sime Darby Bhd. | 258400 | &nbsp;&nbsp;141522 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sime Darby Property <br>Bhd.<br>| 422900 | &nbsp;&nbsp;161126 |
|  | SKP Resources Bhd. | 173700 | &nbsp;&nbsp;26688 |
|  | SP Setia Bhd. Group | 277400 | &nbsp;&nbsp;69215 |
| # | Sports Toto Bhd. | 35496 | &nbsp;&nbsp;11712 |
| # | Sunway Bhd. | 43800 | &nbsp;&nbsp;63878 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Syarikat Takaful <br>Malaysia Keluarga <br>Bhd.<br>| 43444 | &nbsp;&nbsp;$38239 |
| # | Ta Ann Holdings Bhd. | 39440 | &nbsp;&nbsp;46426 |
| # | Top Glove Corp. Bhd. | 205600 | &nbsp;&nbsp;31798 |
| \* | Tropicana Corp. Bhd. | 116928 | &nbsp;&nbsp;35222 |
|  | TSH Resources Bhd. | 130600 | &nbsp;&nbsp;40865 |
| # | UEM Sunrise Bhd. | 335500 | &nbsp;&nbsp;55762 |
|  | Unisem M Bhd. | 32200 | &nbsp;&nbsp;25804 |
|  | United Malacca Bhd. | 15200 | &nbsp;&nbsp;22563 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;UOA Development <br>Bhd.<br>| 200000 | &nbsp;&nbsp;94853 |
|  | Velesto Energy Bhd. | 447600 | &nbsp;&nbsp;34540 |
|  | VS Industry Bhd. | 141100 | &nbsp;&nbsp;15006 |
| \* | WCT Holdings Bhd. | 205400 | &nbsp;&nbsp;30737 |
|  | Yinson Holdings Bhd. | 103978 | &nbsp;&nbsp;62252 |
| # | YTL Corp. Bhd. | 82560 | &nbsp;&nbsp;43532 |
|  | Zetrix Ai Bhd. | 144900 | &nbsp;&nbsp;29601 |
| TOTAL MALAYSIA | TOTAL MALAYSIA |  | &nbsp;&nbsp;3854690 |
| MEXICO — (0.6%) | MEXICO — (0.6%) | MEXICO — (0.6%) |  |
| \* | Alpek SAB de CV | 74344 | &nbsp;&nbsp;38669 |
| Ω | Banco del Bajio SA | 95590 | &nbsp;&nbsp;279670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cemex SAB de CV <br>(CEMEXCPO MM)<br>| 33134 | &nbsp;&nbsp;41181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cemex SAB de CV <br>(CX US), <br>Sponsored ADR<br>| 161967 | &nbsp;&nbsp;2021348 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Controladora AXTEL <br>SAB de CV<br>| 346918 | &nbsp;&nbsp;17469 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;El Puerto de Liverpool <br>SAB de CV, <br>Class C1<br>| 11192 | &nbsp;&nbsp;67500 |
|  | GCC SAB de CV | 12102 | &nbsp;&nbsp;130272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genomma Lab <br>Internacional SAB <br>de CV, Class B<br>| 78280 | &nbsp;&nbsp;74491 |
|  | Gentera SAB de CV | 147906 | &nbsp;&nbsp;411066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gruma SAB de CV, <br>Class B<br>| 5174 | &nbsp;&nbsp;93245 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Bimbo SAB de <br>CV<br>| 62491 | &nbsp;&nbsp;217195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Comercial <br>Chedraui SA de CV<br>| 21982 | &nbsp;&nbsp;150438 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Industrial <br>Saltillo SAB de CV<br>| 27831 | &nbsp;&nbsp;20862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Televisa SAB <br>(TLEVICPO MM)<br>| 68123 | &nbsp;&nbsp;44906 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Traxion SAB de <br>CV<br>| 28600 | &nbsp;&nbsp;22650 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Industrias CH SAB de <br>CV<br>| 34322 | &nbsp;&nbsp;341727 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Industrias Penoles <br>SAB de CV<br>| 1904 | &nbsp;&nbsp;110366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;La Comer SAB de <br>CV<br>| 49695 | &nbsp;&nbsp;106493 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Megacable Holdings <br>SAB de CV<br>| 66598 | &nbsp;&nbsp;$233794 |
| \*Ω | Nemak SAB de CV | 197162 | &nbsp;&nbsp;38020 |
| \* | Ollamani SAB | 7281 | &nbsp;&nbsp;31326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Operadora De Sites <br>Mexicanos SAB de <br>CV, Class A-1<br>| 47307 | &nbsp;&nbsp;43988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orbia Advance Corp. <br>SAB de CV<br>| 31149 | &nbsp;&nbsp;33046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Organizacion Cultiba <br>SAB de CV<br>| 57432 | &nbsp;&nbsp;36478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Organizacion Soriana <br>SAB de CV, <br>Class B<br>| 3360 | &nbsp;&nbsp;6883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Promotora y <br>Operadora de <br>Infraestructura SAB <br>de CV (PINFRA <br>MM)<br>| 13411 | &nbsp;&nbsp;209883 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Qualitas Controladora <br>SAB de CV<br>| 1193 | &nbsp;&nbsp;11108 |
|  | Regional SAB de CV | 27814 | &nbsp;&nbsp;249444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sigma Foods SAB de <br>CV<br>| 400171 | &nbsp;&nbsp;395683 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vista Energy SAB de <br>CV (VIST US), <br>ADR<br>| 5814 | &nbsp;&nbsp;351689 |
| \* | Vitro SAB de CV | 19893 | &nbsp;&nbsp;6739 |
| TOTAL MEXICO | TOTAL MEXICO |  | &nbsp;&nbsp;5837629 |
| NETHERLANDS — (2.2%) | NETHERLANDS — (2.2%) | NETHERLANDS — (2.2%) |  |
|  | Aalberts NV | 15005 | &nbsp;&nbsp;576170 |
| Ω | ABN AMRO Bank NV | 115473 | &nbsp;&nbsp;4254400 |
|  | Acomo NV | 5335 | &nbsp;&nbsp;157349 |
|  | Aegon Ltd. (AGN NA) | 17511 | &nbsp;&nbsp;137540 |
|  | Allfunds Group PLC | 10100 | &nbsp;&nbsp;97880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AMG Critical Materials <br>NV<br>| 3391 | &nbsp;&nbsp;145066 |
|  | Aperam SA | 3593 | &nbsp;&nbsp;154601 |
|  | ASR Nederland NV | 37548 | &nbsp;&nbsp;2727135 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Brunel International <br>NV<br>| 3954 | &nbsp;&nbsp;35087 |
|  | Corbion NV | 7342 | &nbsp;&nbsp;176349 |
| \* | Flow Traders Ltd. | 5735 | &nbsp;&nbsp;186574 |
|  | ForFarmers NV | 14165 | &nbsp;&nbsp;93677 |
| # | Fugro NV | 26871 | &nbsp;&nbsp;371320 |
|  | HAL Trust | 6257 | &nbsp;&nbsp;1154906 |
|  | Havas NV | 17570 | &nbsp;&nbsp;363031 |
|  | JDE Peet's NV | 3118 | &nbsp;&nbsp;117384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koninklijke BAM <br>Groep NV<br>| 82068 | &nbsp;&nbsp;860705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koninklijke Heijmans <br>NV<br>| 8210 | &nbsp;&nbsp;668954 |
|  | Koninklijke Vopak NV | 15272 | &nbsp;&nbsp;762209 |
|  | NN Group NV | 53635 | &nbsp;&nbsp;4251496 |
|  | Randstad NV | 7827 | &nbsp;&nbsp;280101 |
|  | SBM Offshore NV | 30791 | &nbsp;&nbsp;1106020 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |  |
| Ω | Signify NV | 22356 | &nbsp;&nbsp;$474608 |
|  | TKH Group NV | 4294 | &nbsp;&nbsp;188440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Van Lanschot Kempen <br>NV<br>| 7450 | &nbsp;&nbsp;451761 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | &nbsp;&nbsp;19792763 |
| NEW ZEALAND — (0.2%) | NEW ZEALAND — (0.2%) | NEW ZEALAND — (0.2%) |  |
|  | Air New Zealand Ltd. | 465056 | &nbsp;&nbsp;162355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Channel Infrastructure <br>NZ Ltd.<br>| 11440 | &nbsp;&nbsp;20063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chorus Ltd. (CNU <br>NZ)<br>| 17563 | &nbsp;&nbsp;100428 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fletcher Building Ltd. <br>(FBU NZ)<br>| 125787 | &nbsp;&nbsp;282792 |
|  | Genesis Energy Ltd. | 119756 | &nbsp;&nbsp;175260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heartland Group <br>Holdings Ltd.<br>| 115407 | &nbsp;&nbsp;83712 |
|  | NZME Ltd. (NZM AU) | 28793 | &nbsp;&nbsp;19670 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oceania Healthcare <br>Ltd.<br>| 154673 | &nbsp;&nbsp;78777 |
|  | Sanford Ltd. | 17604 | &nbsp;&nbsp;77492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SKY Network <br>Television Ltd.<br>| 32394 | &nbsp;&nbsp;65064 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;SKYCITY <br>Entertainment <br>Group Ltd.<br>| 162163 | &nbsp;&nbsp;90391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Summerset Group <br>Holdings Ltd.<br>| 36929 | &nbsp;&nbsp;256824 |
|  | TOWER Ltd. | 19158 | &nbsp;&nbsp;22270 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  | &nbsp;&nbsp;1435098 |
| NORWAY — (0.5%) | NORWAY — (0.5%) | NORWAY — (0.5%) |  |
|  | 2020 Bulkers Ltd. | 2841 | &nbsp;&nbsp;42191 |
|  | Archer Ltd. | 10577 | &nbsp;&nbsp;27889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Austevoll Seafood <br>ASA<br>| 10636 | &nbsp;&nbsp;102244 |
|  | Bluenord ASA | 579 | &nbsp;&nbsp;27063 |
|  | Bonheur ASA | 3074 | &nbsp;&nbsp;80469 |
| \* | BW Energy Ltd. | 23307 | &nbsp;&nbsp;112355 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;BW LPG Ltd. BWLPG <br>NO<br>| 25951 | &nbsp;&nbsp;410821 |
|  | BW Offshore Ltd. | 27830 | &nbsp;&nbsp;135618 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cadeler AS (CADLR <br>NO)<br>| 10110 | &nbsp;&nbsp;60184 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cloudberry Clean <br>Energy ASA<br>| 1646 | &nbsp;&nbsp;2115 |
|  | DNO ASA | 122377 | &nbsp;&nbsp;207865 |
|  | DOF Group ASA | 1324 | &nbsp;&nbsp;15496 |
| #Ω | Elkem ASA | 50635 | &nbsp;&nbsp;150419 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;FLEX LNG Ltd. <br>(FLNG NO)<br>| 4605 | &nbsp;&nbsp;122954 |
| \* | Grieg Seafood ASA | 9174 | &nbsp;&nbsp;71034 |
|  | Hafnia Ltd. | 60809 | &nbsp;&nbsp;372750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hoegh Autoliners <br>ASA<br>| 19525 | &nbsp;&nbsp;217565 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |  |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Klaveness <br>Combination <br>Carriers ASA<br>| 5622 | &nbsp;&nbsp;$51637 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kongsberg Automotive <br>ASA<br>| 20666 | &nbsp;&nbsp;4634 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;LINK Mobility Group <br>Holding ASA<br>| 51268 | &nbsp;&nbsp;178778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MPC Container Ships <br>ASA<br>| 79100 | &nbsp;&nbsp;153298 |
| #\*Ω | Norske Skog ASA | 14678 | &nbsp;&nbsp;28446 |
|  | Odfjell Drilling Ltd. | 30393 | &nbsp;&nbsp;302516 |
|  | Odfjell SE, Class A | 6984 | &nbsp;&nbsp;98524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Odfjell Technology <br>Ltd.<br>| 4141 | &nbsp;&nbsp;25287 |
| \* | OKEA ASA | 12330 | &nbsp;&nbsp;30057 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Okeanis Eco Tankers <br>Corp.<br>| 1057 | &nbsp;&nbsp;42626 |
|  | Panoro Energy ASA | 18567 | &nbsp;&nbsp;42543 |
|  | Pareto Bank ASA | 11899 | &nbsp;&nbsp;100007 |
|  | Pexip Holding ASA | 9867 | &nbsp;&nbsp;79040 |
|  | Rogaland Sparebank | 3712 | &nbsp;&nbsp;53292 |
| \*Ω | Scatec ASA | 15949 | &nbsp;&nbsp;190534 |
| \* | Sea1 offshore, Inc. | 8429 | &nbsp;&nbsp;21856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Solstad Maritime <br>Holding AS<br>| 24572 | &nbsp;&nbsp;55731 |
|  | Solstad Offshore ASA | 2236 | &nbsp;&nbsp;11833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sparebank 1 <br>Oestlandet<br>| 5339 | &nbsp;&nbsp;108527 |
|  | Sparebanken More | 9555 | &nbsp;&nbsp;108702 |
|  | Stolt-Nielsen Ltd. | 5274 | &nbsp;&nbsp;165441 |
|  | TGS ASA | 38219 | &nbsp;&nbsp;402836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wilh Wilhelmsen <br>Holding ASA, <br>Class A<br>| 2395 | &nbsp;&nbsp;170517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wilh Wilhelmsen <br>Holding ASA, <br>Class B<br>| 1108 | &nbsp;&nbsp;70195 |
| TOTAL NORWAY | TOTAL NORWAY |  | &nbsp;&nbsp;4655889 |
| PHILIPPINES — (0.1%) | PHILIPPINES — (0.1%) | PHILIPPINES — (0.1%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alliance Global Group, <br>Inc.<br>| 143900 | &nbsp;&nbsp;18146 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Atlas Consolidated <br>Mining & <br>Development Corp.<br>| 95100 | &nbsp;&nbsp;16610 |
|  | China Banking Corp. | 111750 | &nbsp;&nbsp;121511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Converge Information <br>& Communications <br>Technology <br>Solutions, Inc.<br>| 98600 | &nbsp;&nbsp;25970 |
|  | DMCI Holdings, Inc. | 178300 | &nbsp;&nbsp;32802 |
| \* | DoubleDragon Corp. | 56800 | &nbsp;&nbsp;9684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Philippine <br>Holdings Corp.<br>| 35390 | &nbsp;&nbsp;46166 |
|  | Globe Telecom, Inc. | 990 | &nbsp;&nbsp;26532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GT Capital Holdings, <br>Inc.<br>| 5885 | &nbsp;&nbsp;67029 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JG Summit Holdings, <br>Inc.<br>| 79600 | &nbsp;&nbsp;$37655 |
|  | LT Group, Inc. | 216500 | &nbsp;&nbsp;58729 |
|  | Megaworld Corp. | 1007000 | &nbsp;&nbsp;37563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Bank & <br>Trust Co.<br>| 25710 | &nbsp;&nbsp;31886 |
|  | Petron Corp. | 425100 | &nbsp;&nbsp;19491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philcomsat Holdings <br>Corp.<br>| 10942 | &nbsp;&nbsp;19878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philippine National <br>Bank<br>| 15800 | &nbsp;&nbsp;17192 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Phoenix Petroleum <br>Philippines, Inc.<br>| 68700 | &nbsp;&nbsp;910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Puregold Price Club, <br>Inc.<br>| 114200 | &nbsp;&nbsp;69222 |
|  | RFM Corp. | 131000 | &nbsp;&nbsp;11621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rizal Commercial <br>Banking Corp.<br>| 4320 | &nbsp;&nbsp;1842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Robinsons Land <br>Corp.<br>| 155731 | &nbsp;&nbsp;48001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Robinsons Retail <br>Holdings, Inc.<br>| 16900 | &nbsp;&nbsp;10627 |
|  | San Miguel Corp. | 22540 | &nbsp;&nbsp;30641 |
|  | Security Bank Corp. | 19090 | &nbsp;&nbsp;21081 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Top Frontier <br>Investment <br>Holdings, Inc.<br>| 3550 | &nbsp;&nbsp;3660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Robina <br>Corp.<br>| 11780 | &nbsp;&nbsp;14182 |
|  | Wilcon Depot, Inc. | 91500 | &nbsp;&nbsp;10396 |
| TOTAL PHILIPPINES | TOTAL PHILIPPINES |  | &nbsp;&nbsp;809027 |
| POLAND — (0.3%) | POLAND — (0.3%) | POLAND — (0.3%) |  |
|  | AB SA | 2231 | &nbsp;&nbsp;74759 |
|  | Alior Bank SA | 16093 | &nbsp;&nbsp;525270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASBISc Enterprises <br>PLC<br>| 6848 | &nbsp;&nbsp;74076 |
|  | Asseco Poland SA | 767 | &nbsp;&nbsp;46707 |
|  | Auto Partner SA | 5862 | &nbsp;&nbsp;31084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Handlowy w <br>Warszawie SA<br>| 4848 | &nbsp;&nbsp;157438 |
| \* | Bank Millennium SA | 30021 | &nbsp;&nbsp;145227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BNPP Bank Polska <br>SA<br>| 380 | &nbsp;&nbsp;15640 |
| \* | Cognor Holding SA | 27036 | &nbsp;&nbsp;38483 |
|  | Develia SA | 100947 | &nbsp;&nbsp;264933 |
|  | Echo Investment SA | 21847 | &nbsp;&nbsp;31922 |
| \* | Enea SA | 47976 | &nbsp;&nbsp;296263 |
| \* | Eurocash SA | 4494 | &nbsp;&nbsp;8598 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fabryki Mebli Forte <br>SA<br>| 822 | &nbsp;&nbsp;5750 |
|  | Inter Cars SA | 983 | &nbsp;&nbsp;175460 |
|  | Mirbud SA | 6182 | &nbsp;&nbsp;22814 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PGE Polska Grupa <br>Energetyczna SA<br>| 124705 | &nbsp;&nbsp;351713 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tauron Polska Energia <br>SA<br>| 191826 | &nbsp;&nbsp;593261 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| POLAND — (Continued) | POLAND — (Continued) | POLAND — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TEN Square Games <br>SA<br>| 450 | &nbsp;&nbsp;$14527 |
|  | Torpol SA | 2282 | &nbsp;&nbsp;37517 |
| \* | VRG SA | 30608 | &nbsp;&nbsp;42812 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Wirtualna Polska <br>Holding SA<br>| 1337 | &nbsp;&nbsp;23199 |
| TOTAL POLAND | TOTAL POLAND |  | &nbsp;&nbsp;2977453 |
| PORTUGAL — (0.5%) | PORTUGAL — (0.5%) | PORTUGAL — (0.5%) |  |
| # | Altri SGPS SA | 21181 | &nbsp;&nbsp;108679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Comercial <br>Portugues SA, <br>Class R<br>| 2391538 | &nbsp;&nbsp;2588606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corticeira Amorim <br>SGPS SA<br>| 5676 | &nbsp;&nbsp;45024 |
|  | EDP Renovaveis SA | 33174 | &nbsp;&nbsp;503959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Galp Energia SGPS <br>SA<br>| 16728 | &nbsp;&nbsp;332847 |
|  | Ibersol SGPS SA | 4207 | &nbsp;&nbsp;53086 |
| # | Navigator Co. SA | 54753 | &nbsp;&nbsp;207253 |
|  | NOS SGPS SA | 45734 | &nbsp;&nbsp;237747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Semapa-Sociedade <br>de Investimento e <br>Gestao<br>| 3214 | &nbsp;&nbsp;85252 |
|  | Sonae SGPS SA | 254402 | &nbsp;&nbsp;533872 |
| TOTAL PORTUGAL | TOTAL PORTUGAL |  | &nbsp;&nbsp;4696325 |
| QATAR — (0.1%) | QATAR — (0.1%) | QATAR — (0.1%) |  |
|  | Aamal Co. | 303573 | &nbsp;&nbsp;71666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barwa Real Estate <br>Co.<br>| 324785 | &nbsp;&nbsp;244308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commercial Bank <br>PSQC <br>| 89426 | &nbsp;&nbsp;116887 |
|  | Doha Bank QPSC | 508944 | &nbsp;&nbsp;386042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Doha Insurance Co. <br>QSC<br>| 77894 | &nbsp;&nbsp;58709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gulf International <br>Services QSC<br>| 37959 | &nbsp;&nbsp;29098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gulf Warehousing <br>Co.<br>| 54987 | &nbsp;&nbsp;37829 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mazaya Real Estate <br>Development <br>QPSC<br>| 132516 | &nbsp;&nbsp;21159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qatar Industrial <br>Manufacturing Co. <br>QSC<br>| 45582 | &nbsp;&nbsp;28995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qatar Insurance Co. <br>SAQ<br>| 256388 | &nbsp;&nbsp;154414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qatar National <br>Cement Co. QSC<br>| 18457 | &nbsp;&nbsp;14503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Salam International <br>Investment Ltd. <br>QSC<br>| 308205 | &nbsp;&nbsp;64913 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| QATAR — (Continued) | QATAR — (Continued) | QATAR — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Development <br>Co. QSC<br>| 414858 | &nbsp;&nbsp;$110016 |
| TOTAL QATAR | TOTAL QATAR |  | &nbsp;&nbsp;1338539 |
| RUSSIA — (0.0%) | RUSSIA — (0.0%) | RUSSIA — (0.0%) |  |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Lenta International <br>Co. PJSC, GDR<br>| 3874 | &nbsp;&nbsp;0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Magnitogorsk Iron & <br>Steel Works PJSC <br>(MMK LI), <br>Sponsored GDR<br>| 22423 | &nbsp;&nbsp;0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;RusHydro PJSC <br>(RSHYY US), ADR<br>| 154685 | &nbsp;&nbsp;0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;VTB Bank PJSC <br>(VTBR LI), GDR<br>| 176858 | &nbsp;&nbsp;0 |
| SAUDI ARABIA — (0.6%) | SAUDI ARABIA — (0.6%) | SAUDI ARABIA — (0.6%) |  |
|  | Ades Holding Co. | 21292 | &nbsp;&nbsp;109096 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Advanced <br>Petrochemical Co.<br>| 7553 | &nbsp;&nbsp;52250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al Babtain Power & <br>Telecommunication <br>Co.<br>| 9321 | &nbsp;&nbsp;173972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al Hassan Ghazi <br>Ibrahim Shaker Co.<br>| 7466 | &nbsp;&nbsp;36130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al Jouf Agricultural <br>Development Co.<br>| 1477 | &nbsp;&nbsp;19674 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Al Khaleej Training & <br>Education Co.<br>| 2217 | &nbsp;&nbsp;12285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al Taiseer Group <br>TALCO Industrial <br>Co.<br>| 1062 | &nbsp;&nbsp;9956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al Yamamah Steel <br>Industries Co.<br>| 4893 | &nbsp;&nbsp;49344 |
|  | Alaseel Co. | 25015 | &nbsp;&nbsp;24698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al-Dawaa Medical <br>Services Co.<br>| 1474 | &nbsp;&nbsp;20134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AlJazira Takaful <br>Ta'awuni Co.<br>| 10659 | &nbsp;&nbsp;34632 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Allianz Saudi Fransi <br>Cooperative <br>Insurance Co.<br>| 5158 | &nbsp;&nbsp;14962 |
|  | Arab National Bank | 71464 | &nbsp;&nbsp;433733 |
|  | Arabian Cement Co. | 8754 | &nbsp;&nbsp;50906 |
|  | Arabian Drilling Co. | 4196 | &nbsp;&nbsp;117455 |
|  | Arabian Pipes Co. | 8095 | &nbsp;&nbsp;11225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arriyadh Development <br>Co.<br>| 13704 | &nbsp;&nbsp;79256 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ARTEX Industrial <br>Investment Co.<br>| 4783 | &nbsp;&nbsp;13781 |
|  | Bank AlBilad | 25953 | &nbsp;&nbsp;183763 |
| \* | Bank Al-Jazira | 116971 | &nbsp;&nbsp;390697 |
|  | Banque Saudi Fransi | 114701 | &nbsp;&nbsp;552126 |
| \* | Bawan Co. | 2144 | &nbsp;&nbsp;27853 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chubb Arabia <br>Cooperative <br>Insurance Co.<br>| 2201 | &nbsp;&nbsp;13532 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |  |
|  | City Cement Co. | 9788 | &nbsp;&nbsp;$35322 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dar Al Arkan Real <br>Estate Development <br>Co.<br>| 140280 | &nbsp;&nbsp;699255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eastern Province <br>Cement Co.<br>| 6417 | &nbsp;&nbsp;41946 |
|  | Etihad Etisalat Co. | 2405 | &nbsp;&nbsp;45258 |
|  | First Milling Co. | 1909 | &nbsp;&nbsp;25724 |
|  | Gulf Insurance Group | 4790 | &nbsp;&nbsp;30872 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;L'Azurde Co. for <br>Jewelry<br>| 8557 | &nbsp;&nbsp;27140 |
| \* | Liva Insurance Co. | 3105 | &nbsp;&nbsp;9665 |
| \* | Lumi Rental Co. | 1962 | &nbsp;&nbsp;25065 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Malath Cooperative <br>Insurance Co.<br>| 2553 | &nbsp;&nbsp;6742 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mediterranean & Gulf <br>Cooperative <br>Insurance & <br>Reinsurance Co.<br>| 10737 | &nbsp;&nbsp;38723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Middle East <br>Healthcare Co.<br>| 2107 | &nbsp;&nbsp;19948 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Middle East Paper <br>Co.<br>| 3085 | &nbsp;&nbsp;17007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Middle East <br>Specialized Cables <br>Co.<br>| 6218 | &nbsp;&nbsp;37826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mobile <br>Telecommunications <br>Co. Saudi Arabia<br>| 68365 | &nbsp;&nbsp;201706 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National Agriculture <br>Development Co. <br>| 3050 | &nbsp;&nbsp;16074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Co. for Glass <br>Industries <br>| 3337 | &nbsp;&nbsp;32690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northern Region <br>Cement Co.<br>| 5802 | &nbsp;&nbsp;10941 |
|  | Qassim Cement Co. | 3972 | &nbsp;&nbsp;45277 |
|  | Riyadh Cement Co. | 5287 | &nbsp;&nbsp;34948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sahara International <br>Petrochemical Co.<br>| 14629 | &nbsp;&nbsp;59772 |
|  | Saudi Cement Co. | 2807 | &nbsp;&nbsp;26963 |
|  | Saudi Ceramic Co. | 7838 | &nbsp;&nbsp;58074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Chemical Co. <br>Holding<br>| 136990 | &nbsp;&nbsp;279120 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Co. For <br>Hardware CJSC<br>| 2867 | &nbsp;&nbsp;19789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Ground <br>Services Co.<br>| 1490 | &nbsp;&nbsp;14726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Investment <br>Bank <br>| 59760 | &nbsp;&nbsp;223037 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Pharmaceutical <br>Industries & Medical <br>Appliances Corp.<br>| 8469 | &nbsp;&nbsp;62318 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Reinsurance <br>Co.<br>| 20340 | &nbsp;&nbsp;151353 |
|  | Saudi Steel Pipe Co. | 2289 | &nbsp;&nbsp;24705 |
| \* | Savola Group  | 18201 | &nbsp;&nbsp;115953 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Scientific & Medical <br>Equipment House <br>Co.<br>| 1696 | &nbsp;&nbsp;$14729 |
| \* | Seera Group Holding | 40211 | &nbsp;&nbsp;287159 |
| \* | Sinad Holding Co. | 11569 | &nbsp;&nbsp;27655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumou Real Estate <br>Co.<br>| 2118 | &nbsp;&nbsp;18642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sustained <br>Infrastructure <br>Holding Co.<br>| 10203 | &nbsp;&nbsp;77943 |
|  | Tabuk Cement Co. | 7771 | &nbsp;&nbsp;18633 |
|  | Tanmiah Food Co. | 989 | &nbsp;&nbsp;15844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Theeb Rent A Car <br>Co.<br>| 3428 | &nbsp;&nbsp;32350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United International <br>Transportation Co.<br>| 7431 | &nbsp;&nbsp;119977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Wire Factories <br>Co.<br>| 1607 | &nbsp;&nbsp;8569 |
|  | Yamama Cement Co. | 19897 | &nbsp;&nbsp;142657 |
|  | Yanbu Cement Co. | 5394 | &nbsp;&nbsp;22427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yanbu National <br>Petrochemical Co.<br>| 14037 | &nbsp;&nbsp;101105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zahrat Al Waha For <br>Trading Co.<br>| 15760 | &nbsp;&nbsp;10827 |
| TOTAL SAUDI ARABIA | TOTAL SAUDI ARABIA |  | &nbsp;&nbsp;5767916 |
| SINGAPORE — (0.7%) | SINGAPORE — (0.7%) | SINGAPORE — (0.7%) |  |
| \* | AEM Holdings Ltd. | 49600 | &nbsp;&nbsp;75362 |
|  | BRC Asia Ltd. | 17700 | &nbsp;&nbsp;58252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Aviation Oil <br>Singapore Corp. <br>Ltd.<br>| 94800 | &nbsp;&nbsp;130324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;City Developments <br>Ltd.<br>| 76500 | &nbsp;&nbsp;557423 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;COSCO Shipping <br>International <br>Singapore Co. Ltd.<br>| 195200 | &nbsp;&nbsp;17944 |
|  | CSE Global Ltd. | 154087 | &nbsp;&nbsp;136039 |
|  | Delfi Ltd. | 26800 | &nbsp;&nbsp;18793 |
| \*†† | Ezion Holdings Ltd. | 1083800 | &nbsp;&nbsp;0 |
| #\*†† | Ezra Holdings Ltd. | 468200 | &nbsp;&nbsp;0 |
|  | Far East Orchard Ltd. | 64355 | &nbsp;&nbsp;65802 |
|  | First Resources Ltd. | 123200 | &nbsp;&nbsp;207225 |
|  | Frasers Property Ltd. | 71200 | &nbsp;&nbsp;63096 |
|  | Frencken Group Ltd. | 48000 | &nbsp;&nbsp;63121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genting Singapore <br>Ltd.<br>| 686000 | &nbsp;&nbsp;396060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Geo Energy <br>Resources Ltd.<br>| 102100 | &nbsp;&nbsp;34192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Golden <br>Agri-Resources <br>Ltd.<br>| 1767100 | &nbsp;&nbsp;401128 |
|  | GuocoLand Ltd. | 68600 | &nbsp;&nbsp;145442 |
|  | Ho Bee Land Ltd. | 50700 | &nbsp;&nbsp;97200 |
|  | Hong Fok Corp. Ltd. | 88990 | &nbsp;&nbsp;59670 |
|  | Hong Leong Asia Ltd. | 61800 | &nbsp;&nbsp;166799 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hongkong Land <br>Holdings Ltd.<br>| 34000 | &nbsp;&nbsp;$288486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hotel Grand Central <br>Ltd.<br>| 35281 | &nbsp;&nbsp;20239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hutchison Port <br>Holdings Trust<br>| 1140600 | &nbsp;&nbsp;262349 |
| \*†† | Hyflux Ltd. | 124600 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indofood Agri <br>Resources Ltd.<br>| 57000 | &nbsp;&nbsp;17731 |
|  | ISDN Holdings Ltd. | 73385 | &nbsp;&nbsp;23158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marco Polo Marine <br>Ltd.<br>| 1031800 | &nbsp;&nbsp;121886 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mermaid Maritime <br>PCL<br>| 51800 | &nbsp;&nbsp;5114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mewah International, <br>Inc.<br>| 86100 | &nbsp;&nbsp;22603 |
| \*†† | Midas Holdings Ltd. | 343400 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nanofilm Technologies <br>International Ltd.<br>| 51300 | &nbsp;&nbsp;23047 |
|  | Netlink NBN Trust | 312900 | &nbsp;&nbsp;240715 |
| # | Olam Group Ltd. | 153720 | &nbsp;&nbsp;107977 |
|  | OUE Ltd. | 54100 | &nbsp;&nbsp;50173 |
|  | QAF Ltd. | 53800 | &nbsp;&nbsp;40356 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rex International <br>Holding Ltd.<br>| 130100 | &nbsp;&nbsp;16031 |
|  | Seatrium Ltd. | 309400 | &nbsp;&nbsp;513107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SIA Engineering Co. <br>Ltd.<br>| 7300 | &nbsp;&nbsp;18945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Singapore Land <br>Group Ltd.<br>| 50200 | &nbsp;&nbsp;137884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Straits Trading Co. <br>Ltd.<br>| 22746 | &nbsp;&nbsp;32044 |
| \*†† | Swiber Holdings Ltd. | 92600 | &nbsp;&nbsp;0 |
|  | Tai Sin Electric Ltd. | 34116 | &nbsp;&nbsp;13375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tiong Woon Corp. <br>Holding Ltd.<br>| 30600 | &nbsp;&nbsp;23695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tuan Sing Holdings <br>Ltd.<br>| 190995 | &nbsp;&nbsp;51943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UOB-Kay Hian <br>Holdings Ltd.<br>| 112608 | &nbsp;&nbsp;279157 |
|  | UOL Group Ltd. | 99200 | &nbsp;&nbsp;847225 |
|  | Venture Corp. Ltd. | 31300 | &nbsp;&nbsp;401927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wee Hur Holdings <br>Ltd.<br>| 122400 | &nbsp;&nbsp;85635 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | &nbsp;&nbsp;6338674 |
| SOUTH AFRICA — (1.3%) | SOUTH AFRICA — (1.3%) | SOUTH AFRICA — (1.3%) |  |
|  | AECI Ltd. | 7257 | &nbsp;&nbsp;42575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;African Rainbow <br>Minerals Ltd.<br>| 7795 | &nbsp;&nbsp;114071 |
|  | Afrimat Ltd. | 7772 | &nbsp;&nbsp;20456 |
|  | Altron Ltd., Class A | 34495 | &nbsp;&nbsp;41312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anglogold Ashanti <br>PLC (AU US)<br>| 40851 | &nbsp;&nbsp;3793832 |
|  | Astral Foods Ltd. | 2971 | &nbsp;&nbsp;50489 |
|  | Bidvest Group Ltd. | 4953 | &nbsp;&nbsp;71668 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Capitec Bank <br>Holdings Ltd.<br>| 109 | &nbsp;&nbsp;$29266 |
|  | DataTec Ltd. | 75070 | &nbsp;&nbsp;355568 |
|  | Foschini Group Ltd. | 47220 | &nbsp;&nbsp;247554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hudaco Industries <br>Ltd.<br>| 3075 | &nbsp;&nbsp;38648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Impala Platinum <br>Holdings Ltd.<br>| 83121 | &nbsp;&nbsp;1549311 |
|  | Invicta Holdings Ltd. | 8097 | &nbsp;&nbsp;18037 |
|  | Kumba Iron Ore Ltd. | 4237 | &nbsp;&nbsp;93987 |
|  | Lewis Group Ltd. | 12017 | &nbsp;&nbsp;71398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Momentum Group <br>Ltd.<br>| 183979 | &nbsp;&nbsp;428423 |
|  | Motus Holdings Ltd. | 21794 | &nbsp;&nbsp;170999 |
|  | Mpact Ltd. | 23171 | &nbsp;&nbsp;31824 |
|  | Nedbank Group Ltd. | 34341 | &nbsp;&nbsp;562374 |
|  | Netcare Ltd. | 133954 | &nbsp;&nbsp;128505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northam Platinum <br>Holdings Ltd.<br>| 18803 | &nbsp;&nbsp;447990 |
|  | Oceana Group Ltd. | 11312 | &nbsp;&nbsp;37784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Old Mutual Ltd. (OMU <br>SJ)<br>| 751257 | &nbsp;&nbsp;721005 |
|  | Omnia Holdings Ltd. | 26739 | &nbsp;&nbsp;139549 |
| Ω | Pepkor Holdings Ltd. | 117998 | &nbsp;&nbsp;192806 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pick n Pay Stores <br>Ltd.<br>| 56051 | &nbsp;&nbsp;82882 |
|  | PPC Ltd. | 380330 | &nbsp;&nbsp;144738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PSG Financial <br>Services Ltd.<br>| 2945 | &nbsp;&nbsp;4965 |
|  | Raubex Group Ltd. | 15486 | &nbsp;&nbsp;49664 |
|  | RCL Foods Ltd. | 33526 | &nbsp;&nbsp;20155 |
|  | Reunert Ltd. | 18590 | &nbsp;&nbsp;71012 |
|  | RFG Holdings Ltd. | 8026 | &nbsp;&nbsp;12806 |
| \* | Sasol Ltd. (SOL SJ) | 59367 | &nbsp;&nbsp;419326 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sibanye Stillwater Ltd. <br>(SBSW US), ADR<br>| 33192 | &nbsp;&nbsp;560281 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sibanye Stillwater Ltd. <br>(SSW SJ)<br>| 19643 | &nbsp;&nbsp;85494 |
|  | Southern Sun Ltd. | 161714 | &nbsp;&nbsp;100943 |
|  | Super Group Ltd. | 9748 | &nbsp;&nbsp;10460 |
|  | Telkom SA SOC Ltd. | 62873 | &nbsp;&nbsp;228815 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Thungela Resources <br>Ltd. (TGA SJ)<br>| 11762 | &nbsp;&nbsp;72147 |
|  | Tsogo Sun Ltd. | 70589 | &nbsp;&nbsp;34803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;We Buy Cars <br>Holdings Ltd.<br>| 34389 | &nbsp;&nbsp;97259 |
| TOTAL SOUTH AFRICA | TOTAL SOUTH AFRICA |  | &nbsp;&nbsp;11395181 |
| SOUTH KOREA — (3.4%) | SOUTH KOREA — (3.4%) | SOUTH KOREA — (3.4%) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ABOV Semiconductor <br>Co. Ltd.<br>| 1770 | &nbsp;&nbsp;16078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aekyung Chemical <br>Co. Ltd.<br>| 2784 | &nbsp;&nbsp;17986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aekyung Industrial Co. <br>Ltd.<br>| 869 | &nbsp;&nbsp;7581 |
|  | Ahnlab, Inc. | 520 | &nbsp;&nbsp;23998 |
| \* | Air Busan Co. Ltd. | 8432 | &nbsp;&nbsp;10561 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | AJ Networks Co. Ltd. | 5387 | &nbsp;&nbsp;$19739 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ajin Industrial Co. <br>Ltd.<br>| 10506 | &nbsp;&nbsp;25292 |
| \* | ALUKO Co. Ltd. | 7369 | &nbsp;&nbsp;11698 |
|  | Amorepacific Corp. | 1554 | &nbsp;&nbsp;149582 |
| \* | Ananti, Inc. | 4923 | &nbsp;&nbsp;28653 |
|  | ANIPLUS, Inc. | 4212 | &nbsp;&nbsp;8798 |
|  | Asia Cement Co. Ltd. | 3780 | &nbsp;&nbsp;32858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASIA Holdings Co. <br>Ltd.<br>| 243 | &nbsp;&nbsp;48692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asia Paper <br>Manufacturing Co. <br>Ltd.<br>| 5170 | &nbsp;&nbsp;27940 |
|  | Avaco Co. Ltd. | 2188 | &nbsp;&nbsp;23151 |
|  | Avatec Co. Ltd. | 1523 | &nbsp;&nbsp;9942 |
|  | Baiksan Co. Ltd. | 1801 | &nbsp;&nbsp;15858 |
|  | BGF retail Co. Ltd. | 1089 | &nbsp;&nbsp;91711 |
| \* | BH Co. Ltd. | 3588 | &nbsp;&nbsp;45391 |
| \* | Binex Co. Ltd. | 2177 | &nbsp;&nbsp;24551 |
|  | Binggrae Co. Ltd. | 782 | &nbsp;&nbsp;40532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BIT Computer Co. <br>Ltd.<br>| 4816 | &nbsp;&nbsp;16845 |
| \* | BNC Korea Co. Ltd. | 11690 | &nbsp;&nbsp;39774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BNK Financial Group, <br>Inc.<br>| 48165 | &nbsp;&nbsp;555011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bookook Securities <br>Co. Ltd.<br>| 475 | &nbsp;&nbsp;23701 |
|  | Boryung | 6086 | &nbsp;&nbsp;39043 |
| \* | BYC Co. Ltd. | 480 | &nbsp;&nbsp;13889 |
|  | Byucksan Corp. | 5851 | &nbsp;&nbsp;6867 |
|  | C&G Hi Tech Co. Ltd. | 996 | &nbsp;&nbsp;12378 |
| \* | Cafe24 Corp. | 1506 | &nbsp;&nbsp;39532 |
|  | Cheil Worldwide, Inc. | 8716 | &nbsp;&nbsp;132747 |
| \* | Chemtronics Co. Ltd. | 1536 | &nbsp;&nbsp;37185 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chong Kun Dang <br>Pharmaceutical <br>Corp.<br>| 1081 | &nbsp;&nbsp;64082 |
| \* | CJ CGV Co. Ltd. | 13770 | &nbsp;&nbsp;57759 |
|  | CJ CheilJedang Corp. | 1019 | &nbsp;&nbsp;150696 |
|  | CJ Corp. | 2180 | &nbsp;&nbsp;329243 |
| \* | CJ ENM Co. Ltd. | 2415 | &nbsp;&nbsp;125110 |
|  | CJ Freshway Corp. | 865 | &nbsp;&nbsp;16786 |
|  | CJ Logistics Corp. | 1398 | &nbsp;&nbsp;100573 |
| \* | CJ Seafood Corp. | 2153 | &nbsp;&nbsp;4248 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CLIO Cosmetics Co. <br>Ltd.<br>| 1640 | &nbsp;&nbsp;15090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cosmecca Korea Co. <br>Ltd.<br>| 429 | &nbsp;&nbsp;28684 |
|  | Coway Co. Ltd. | 8915 | &nbsp;&nbsp;515823 |
|  | Cowintech Co. Ltd. | 1141 | &nbsp;&nbsp;14712 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Creative & Innovative <br>System<br>| 2502 | &nbsp;&nbsp;22966 |
|  | CS Wind Corp. | 3648 | &nbsp;&nbsp;102827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cuckoo Homesys Co. <br>Ltd.<br>| 1161 | &nbsp;&nbsp;18989 |
|  | D.I Corp. | 2380 | &nbsp;&nbsp;56263 |
| \* | Daea TI Co. Ltd. | 5763 | &nbsp;&nbsp;16843 |
| \* | Daechang Co. Ltd. | 18702 | &nbsp;&nbsp;18361 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | Daedong Corp. | 2582 | &nbsp;&nbsp;$17662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daeduck Electronics <br>Co. Ltd.<br>| 5657 | &nbsp;&nbsp;245820 |
| #\* | Dae-Il Corp. | 6373 | &nbsp;&nbsp;49404 |
|  | Daesang Corp. | 3347 | &nbsp;&nbsp;50382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daesang Holdings Co. <br>Ltd.<br>| 3109 | &nbsp;&nbsp;20883 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Daewoo Engineering <br>& Construction Co. <br>Ltd.<br>| 28171 | &nbsp;&nbsp;96755 |
|  | Daewoong Co. Ltd. | 2067 | &nbsp;&nbsp;34349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daewoong <br>Pharmaceutical Co. <br>Ltd.<br>| 285 | &nbsp;&nbsp;33376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daishin Securities Co. <br>Ltd.<br>| 4628 | &nbsp;&nbsp;100415 |
|  | DB HiTek Co. Ltd. | 4535 | &nbsp;&nbsp;330877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DB Insurance Co. <br>Ltd.<br>| 8867 | &nbsp;&nbsp;875434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DB Securities Co. <br>Ltd.<br>| 6876 | &nbsp;&nbsp;64437 |
|  | Dentium Co. Ltd. | 1251 | &nbsp;&nbsp;41720 |
|  | DI Dong Il Corp. | 2789 | &nbsp;&nbsp;38835 |
| \* | DIO Corp. | 1572 | &nbsp;&nbsp;17305 |
|  | DIT Corp. | 1825 | &nbsp;&nbsp;27603 |
| \* | DK Tech Co. Ltd. | 3048 | &nbsp;&nbsp;20902 |
|  | DL Holdings Co. Ltd. | 2393 | &nbsp;&nbsp;68588 |
| †† | DMS Co. Ltd. | 2630 | &nbsp;&nbsp;4338 |
|  | DN Automotive Corp. | 3206 | &nbsp;&nbsp;55942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dong-A Socio <br>Holdings Co. Ltd.<br>| 538 | &nbsp;&nbsp;40547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongbang Transport <br>Logistics Co. Ltd.<br>| 12138 | &nbsp;&nbsp;22281 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dongjin Semichem <br>Co. Ltd.<br>| 5245 | &nbsp;&nbsp;201876 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dongkoo Bio & <br>Pharma Co. Ltd.<br>| 3053 | &nbsp;&nbsp;11240 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;DongKook <br>Pharmaceutical Co. <br>Ltd.<br>| 5523 | &nbsp;&nbsp;71827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongkuk Steel Mill <br>Co. Ltd.<br>| 3721 | &nbsp;&nbsp;22769 |
|  | Dongsuh Cos., Inc. | 1607 | &nbsp;&nbsp;28994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongsung Chemical <br>Co. Ltd.<br>| 6487 | &nbsp;&nbsp;19734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongwha Pharm Co. <br>Ltd.<br>| 2421 | &nbsp;&nbsp;10195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongwon Industries <br>Co. Ltd.<br>| 1269 | &nbsp;&nbsp;36532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongwon Systems <br>Corp.<br>| 342 | &nbsp;&nbsp;6602 |
|  | Doosan Bobcat, Inc. | 8043 | &nbsp;&nbsp;327446 |
|  | Doosan Co. Ltd. | 179 | &nbsp;&nbsp;104904 |
|  | Doosan Tesna, Inc. | 1849 | &nbsp;&nbsp;86050 |
| \* | Dreamtech Co. Ltd. | 2160 | &nbsp;&nbsp;11825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Easy Holdings Co. <br>Ltd.<br>| 12035 | &nbsp;&nbsp;43532 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | Ecoplastic Corp. | 7240 | &nbsp;&nbsp;$16031 |
|  | E-MART, Inc. | 3621 | &nbsp;&nbsp;228554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ENF Technology Co. <br>Ltd.<br>| 1609 | &nbsp;&nbsp;65186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eugene Investment & <br>Securities Co. Ltd.<br>| 6140 | &nbsp;&nbsp;18195 |
| \* | Exem Co. Ltd. | 7324 | &nbsp;&nbsp;11390 |
|  | F&F Co. Ltd. | 1925 | &nbsp;&nbsp;97304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;F&F Holdings Co. <br>Ltd.<br>| 817 | &nbsp;&nbsp;11790 |
| \* | Fine M-Tec Co. Ltd. | 2436 | &nbsp;&nbsp;16007 |
| \* | Fine Semitech Corp. | 579 | &nbsp;&nbsp;18687 |
| \* | Foosung Co. Ltd. | 7356 | &nbsp;&nbsp;43020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Galaxia Moneytree <br>Co. Ltd.<br>| 2769 | &nbsp;&nbsp;21214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Standard <br>Technology Co. <br>Ltd.<br>| 1282 | &nbsp;&nbsp;25693 |
|  | GnBS eco Co. Ltd. | 4039 | &nbsp;&nbsp;9220 |
|  | GnCenergy Co. Ltd. | 2757 | &nbsp;&nbsp;69462 |
|  | GOLFZON Co. Ltd. | 254 | &nbsp;&nbsp;10694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Green Chemical Co. <br>Ltd.<br>| 1815 | &nbsp;&nbsp;7718 |
|  | Green Cross Corp. | 662 | &nbsp;&nbsp;75609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GS Engineering & <br>Construction Corp.<br>| 13682 | &nbsp;&nbsp;177620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GS Holdings Corp. <br>(078930 KS)<br>| 5217 | &nbsp;&nbsp;248490 |
| \* | GS P&L Co. Ltd. | 1151 | &nbsp;&nbsp;40955 |
|  | GS Retail Co. Ltd. | 3174 | &nbsp;&nbsp;48779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HAESUNG DS Co. <br>Ltd.<br>| 1626 | &nbsp;&nbsp;72145 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Han Kuk Carbon Co. <br>Ltd.<br>| 4338 | &nbsp;&nbsp;101540 |
| \* | Hancom, Inc. | 2875 | &nbsp;&nbsp;51298 |
|  | Handsome Co. Ltd. | 912 | &nbsp;&nbsp;11747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanil Cement Co. <br>Ltd.<br>| 4231 | &nbsp;&nbsp;50187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanil Holdings Co. <br>Ltd.<br>| 1102 | &nbsp;&nbsp;11949 |
|  | Hanjin Logistics Corp. | 1377 | &nbsp;&nbsp;18970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hankook Tire & <br>Technology Co. <br>Ltd.<br>| 12196 | &nbsp;&nbsp;539414 |
|  | HanmiGlobal Co. Ltd. | 1348 | &nbsp;&nbsp;17514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hannong Chemicals, <br>Inc.<br>| 950 | &nbsp;&nbsp;17030 |
| \* | Hanon Systems | 29797 | &nbsp;&nbsp;67723 |
|  | Hansae Co. Ltd. | 1624 | &nbsp;&nbsp;15752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hansol Chemical Co. <br>Ltd.<br>| 1224 | &nbsp;&nbsp;238316 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hansol IONES Co. <br>Ltd.<br>| 1526 | &nbsp;&nbsp;14858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hansol Paper Co. <br>Ltd.<br>| 2076 | &nbsp;&nbsp;12118 |
| # | Hanwha Corp. | 6434 | &nbsp;&nbsp;510827 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hanwha Galleria <br>Corp.<br>| 17598 | &nbsp;&nbsp;$22306 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hanwha General <br>Insurance Co. Ltd.<br>| 12669 | &nbsp;&nbsp;53271 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hanwha Investment & <br>Securities Co. Ltd.<br>| 30496 | &nbsp;&nbsp;135070 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hanwha Life <br>Insurance Co. Ltd.<br>| 35312 | &nbsp;&nbsp;85376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanwha Solutions <br>Corp.<br>| 805 | &nbsp;&nbsp;15370 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hanyang Digitech Co. <br>Ltd.<br>| 960 | &nbsp;&nbsp;17760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanyang Securities <br>Co. Ltd.<br>| 2469 | &nbsp;&nbsp;34949 |
| \* | Harim Co. Ltd. | 8073 | &nbsp;&nbsp;17102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harim Holdings Co. <br>Ltd.<br>| 7644 | &nbsp;&nbsp;76126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HD Construction <br>Equipment Co. Ltd.<br>| 6207 | &nbsp;&nbsp;467254 |
|  | HD Hyundai Co. Ltd. | 6975 | &nbsp;&nbsp;1131957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HDC Holdings Co. <br>Ltd.<br>| 3891 | &nbsp;&nbsp;51189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HDC Hyundai <br>Development <br>Co-Engineering & <br>Construction<br>| 7070 | &nbsp;&nbsp;100880 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HD-Hyundai Marine <br>Engine<br>| 693 | &nbsp;&nbsp;42448 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;High Tech Pharm Co. <br>Ltd.<br>| 1055 | &nbsp;&nbsp;8632 |
|  | Hite Jinro Co. Ltd. | 3790 | &nbsp;&nbsp;46255 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HJ Shipbuilding & <br>Construction Co. <br>Ltd.<br>| 1265 | &nbsp;&nbsp;22003 |
|  | HK inno N Corp. | 1970 | &nbsp;&nbsp;76810 |
|  | HL Holdings Corp. | 1220 | &nbsp;&nbsp;38638 |
|  | HL Mando Co. Ltd. | 1677 | &nbsp;&nbsp;74306 |
| \* | Hotel Shilla Co. Ltd. | 2244 | &nbsp;&nbsp;71862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HS Hyosung <br>Advanced Materials <br>Corp.<br>| 394 | &nbsp;&nbsp;64492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HS Industries Co. <br>Ltd.<br>| 7829 | &nbsp;&nbsp;18084 |
|  | Huons Co. Ltd. | 603 | &nbsp;&nbsp;11503 |
|  | Huvitz Co. Ltd. | 1199 | &nbsp;&nbsp;7370 |
|  | Hwa Shin Co. Ltd. | 3952 | &nbsp;&nbsp;25538 |
|  | Hyosung Corp. | 1079 | &nbsp;&nbsp;113925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyosung Heavy <br>Industries Corp.<br>| 105 | &nbsp;&nbsp;188324 |
|  | Hyosung TNC Corp. | 452 | &nbsp;&nbsp;117795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Bioland Co. <br>Ltd.<br>| 2562 | &nbsp;&nbsp;7706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai BNG Steel <br>Co. Ltd.<br>| 2003 | &nbsp;&nbsp;18690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Department <br>Store Co. Ltd.<br>| 2152 | &nbsp;&nbsp;139851 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Elevator Co. <br>Ltd.<br>| 1020 | &nbsp;&nbsp;$66655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HYUNDAI EVERDIGM <br>Corp.<br>| 3603 | &nbsp;&nbsp;20494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Glovis Co. <br>Ltd.<br>| 5334 | &nbsp;&nbsp;899308 |
|  | Hyundai Green Food | 3218 | &nbsp;&nbsp;34122 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Marine & Fire <br>Insurance Co. Ltd.<br>| 1920 | &nbsp;&nbsp;37433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Motor <br>Securities Co. Ltd.<br>| 3548 | &nbsp;&nbsp;23397 |
|  | Hyundai Steel Co. | 13805 | &nbsp;&nbsp;299613 |
|  | Hyundai Wia Corp. | 2807 | &nbsp;&nbsp;167600 |
|  | HyVision System, Inc. | 2537 | &nbsp;&nbsp;30742 |
| \* | Iljin Electric Co. Ltd. | 2479 | &nbsp;&nbsp;114374 |
| \* | Iljin Holdings Co. Ltd. | 6410 | &nbsp;&nbsp;34679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;iM Financial Group <br>Co. Ltd.<br>| 19752 | &nbsp;&nbsp;212385 |
|  | InBody Co. Ltd. | 1459 | &nbsp;&nbsp;33053 |
|  | Incross Co. Ltd. | 1224 | &nbsp;&nbsp;5924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Innocean Worldwide, <br>Inc.<br>| 3148 | &nbsp;&nbsp;41518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Innox Advanced <br>Materials Co. Ltd.<br>| 1715 | &nbsp;&nbsp;38670 |
| \* | Interflex Co. Ltd. | 3002 | &nbsp;&nbsp;25818 |
| \* | Inzi Controls Co. Ltd. | 1401 | &nbsp;&nbsp;6933 |
|  | IS Dongseo Co. Ltd. | 1866 | &nbsp;&nbsp;30464 |
|  | i-SENS, Inc. | 2742 | &nbsp;&nbsp;31195 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ITM Semiconductor <br>Co. Ltd.<br>| 1233 | &nbsp;&nbsp;9516 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jahwa Electronics Co. <br>Ltd.<br>| 1599 | &nbsp;&nbsp;33210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JB Financial Group <br>Co. Ltd.<br>| 21369 | &nbsp;&nbsp;372841 |
|  | Jinsung T.E.C. | 2323 | &nbsp;&nbsp;23053 |
|  | JLS Co. Ltd. | 1761 | &nbsp;&nbsp;7109 |
|  | JS Corp. | 1651 | &nbsp;&nbsp;13758 |
|  | JVM Co. Ltd. | 697 | &nbsp;&nbsp;12251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JW Life Science <br>Corp.<br>| 891 | &nbsp;&nbsp;7981 |
|  | K Ensol Co. Ltd. | 1551 | &nbsp;&nbsp;13542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kangnam Jevisco Co. <br>Ltd.<br>| 2086 | &nbsp;&nbsp;24628 |
|  | KC Tech Co. Ltd. | 1618 | &nbsp;&nbsp;52426 |
|  | KCC Glass Corp. | 1171 | &nbsp;&nbsp;21857 |
|  | KCTC | 3235 | &nbsp;&nbsp;15135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KEPCO Plant Service <br>& Engineering Co. <br>Ltd.<br>| 2257 | &nbsp;&nbsp;87492 |
|  | KG Dongbusteel | 4741 | &nbsp;&nbsp;18485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KG Eco Solution Co. <br>Ltd.<br>| 2758 | &nbsp;&nbsp;12617 |
| \* | KG Mobility Co. | 10255 | &nbsp;&nbsp;27624 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;KIWOOM Securities <br>Co. Ltd.<br>| 2898 | &nbsp;&nbsp;890785 |
| \* | KNJ Co. Ltd. | 1623 | &nbsp;&nbsp;31389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kolmar Korea Co. <br>Ltd.<br>| 384 | &nbsp;&nbsp;18594 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | Kolon Corp. | 1033 | &nbsp;&nbsp;$43109 |
|  | Kolon Industries, Inc. | 2354 | &nbsp;&nbsp;89443 |
| \* | Korea Circuit Co. Ltd. | 2209 | &nbsp;&nbsp;106957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Electric <br>Terminal Co. Ltd.<br>| 504 | &nbsp;&nbsp;26138 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Korea Information & <br>Communications <br>Co. Ltd.<br>| 4185 | &nbsp;&nbsp;23494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Information <br>Certificate Authority, <br>Inc.<br>| 4422 | &nbsp;&nbsp;20485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Investment <br>Holdings Co. Ltd.<br>| 6779 | &nbsp;&nbsp;1014102 |
| \* | Korea Line Corp. | 23329 | &nbsp;&nbsp;31571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Movenex Co. <br>Ltd.<br>| 7905 | &nbsp;&nbsp;31840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Parts & <br>Fasteners Co. Ltd.<br>| 2367 | &nbsp;&nbsp;9847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Petrochemical <br>Ind Co. Ltd.<br>| 588 | &nbsp;&nbsp;63793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Petroleum <br>Industries Co.<br>| 1527 | &nbsp;&nbsp;16912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korean Air Lines Co. <br>Ltd.<br>| 29458 | &nbsp;&nbsp;474955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korean Reinsurance <br>Co.<br>| 24325 | &nbsp;&nbsp;198726 |
| \* | Krafton, Inc. | 2907 | &nbsp;&nbsp;510341 |
|  | KSS LINE Ltd. | 1531 | &nbsp;&nbsp;10304 |
|  | KT Skylife Co. Ltd. | 3139 | &nbsp;&nbsp;10632 |
|  | KTCS Corp. | 8880 | &nbsp;&nbsp;16850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kukdong Oil & <br>Chemicals Co. Ltd.<br>| 7243 | &nbsp;&nbsp;17314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kumho Petrochemical <br>Co. Ltd.<br>| 2834 | &nbsp;&nbsp;283061 |
| \* | Kumho Tire Co., Inc. | 21150 | &nbsp;&nbsp;88296 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kyung Dong Navien <br>Co. Ltd.<br>| 642 | &nbsp;&nbsp;25648 |
| \* | LB Semicon, Inc. | 7710 | &nbsp;&nbsp;25017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lee Ku Industrial Co. <br>Ltd.<br>| 5991 | &nbsp;&nbsp;24638 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LG Display Co. Ltd. <br>(034220 KS)<br>| 48814 | &nbsp;&nbsp;393593 |
|  | LG Electronics, Inc. | 5819 | &nbsp;&nbsp;398972 |
| # | LG H&H Co. Ltd. | 928 | &nbsp;&nbsp;168628 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LG HelloVision Co. <br>Ltd.<br>| 5198 | &nbsp;&nbsp;8358 |
|  | LG Innotek Co. Ltd. | 2180 | &nbsp;&nbsp;370167 |
|  | LG Uplus Corp. | 36370 | &nbsp;&nbsp;404058 |
| \* | LOT Vacuum Co. Ltd. | 1800 | &nbsp;&nbsp;17171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lotte Chilsung <br>Beverage Co. Ltd.<br>| 287 | &nbsp;&nbsp;26562 |
|  | Lotte Corp. | 4691 | &nbsp;&nbsp;101932 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lotte Data <br>Communication Co.<br>| 525 | &nbsp;&nbsp;7733 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lotte Non-Life <br>Insurance Co. Ltd.<br>| 17130 | &nbsp;&nbsp;19748 |
|  | Lotte Rental Co. Ltd. | 1787 | &nbsp;&nbsp;38231 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lotte Shopping Co. <br>Ltd.<br>| 1727 | &nbsp;&nbsp;$100776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lotte Wellfood Co. <br>Ltd.<br>| 414 | &nbsp;&nbsp;33363 |
|  | LS Corp. | 3658 | &nbsp;&nbsp;576847 |
|  | LS Electric Co. Ltd. | 281 | &nbsp;&nbsp;109506 |
|  | LTC Co. Ltd. | 1156 | &nbsp;&nbsp;22047 |
| \* | LVMC Holdings | 16746 | &nbsp;&nbsp;17250 |
|  | LX Hausys Ltd. | 1029 | &nbsp;&nbsp;20679 |
|  | LX International Corp. | 6246 | &nbsp;&nbsp;165797 |
|  | LX Semicon Co. Ltd. | 1778 | &nbsp;&nbsp;67435 |
|  | Maeil Dairies Co. Ltd. | 326 | &nbsp;&nbsp;7983 |
|  | Mcnex Co. Ltd. | 1098 | &nbsp;&nbsp;23165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MegaStudyEdu Co. <br>Ltd.<br>| 783 | &nbsp;&nbsp;25292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;META BIOMED Co. <br>Ltd.<br>| 6382 | &nbsp;&nbsp;21580 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mirae Asset Life <br>Insurance Co. Ltd.<br>| 13834 | &nbsp;&nbsp;90250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mirae Asset Securities <br>Co. Ltd.<br>| 14906 | &nbsp;&nbsp;441896 |
|  | Misto Holdings Corp. | 4425 | &nbsp;&nbsp;144092 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Miwon Holdings Co. <br>Ltd.<br>| 98 | &nbsp;&nbsp;4721 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mobase Electronics <br>Co. Ltd.<br>| 5612 | &nbsp;&nbsp;16830 |
| \* | MONAYONGPYONG | 3397 | &nbsp;&nbsp;7452 |
| \* | Motrex Co. Ltd. | 1892 | &nbsp;&nbsp;12696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Myoung Shin <br>Industrial Co. Ltd.<br>| 6031 | &nbsp;&nbsp;38400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Namhae Chemical <br>Corp.<br>| 2446 | &nbsp;&nbsp;11633 |
|  | Namuga Co. Ltd. | 1187 | &nbsp;&nbsp;20587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Namyang Dairy <br>Products Co. Ltd.<br>| 660 | &nbsp;&nbsp;21923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nature Holdings Co. <br>Ltd.<br>| 1365 | &nbsp;&nbsp;7602 |
| \* | Nepes Ark Corp. | 1076 | &nbsp;&nbsp;13767 |
| Ω | Netmarble Corp. | 5008 | &nbsp;&nbsp;183194 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New Power Plasma <br>Co. Ltd.<br>| 7873 | &nbsp;&nbsp;33446 |
|  | Nexen Tire Corp. | 4155 | &nbsp;&nbsp;23202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NH Investment & <br>Securities Co. Ltd.<br>| 19257 | &nbsp;&nbsp;361037 |
|  | NHN KCP Corp. | 2820 | &nbsp;&nbsp;44246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NICE Holdings Co. <br>Ltd.<br>| 2545 | &nbsp;&nbsp;24615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nong Shim Holdings <br>Co. Ltd.<br>| 222 | &nbsp;&nbsp;13602 |
|  | NongShim Co. Ltd. | 551 | &nbsp;&nbsp;155317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NOROO Paint & <br>Coatings Co. Ltd.<br>| 1641 | &nbsp;&nbsp;9438 |
|  | NOVAREX Co. Ltd. | 2404 | &nbsp;&nbsp;23385 |
| \* | OCI Co. Ltd. | 498 | &nbsp;&nbsp;24314 |
| #\* | OCI Holdings Co. Ltd. | 2440 | &nbsp;&nbsp;194622 |
| \* | Openbase, Inc. | 3762 | &nbsp;&nbsp;6200 |
|  | Orion Corp. | 3391 | &nbsp;&nbsp;276030 |
|  | Otoki Corp. | 230 | &nbsp;&nbsp;61538 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | Pan Ocean Co. Ltd. | 36466 | &nbsp;&nbsp;$118793 |
|  | Paradise Co. Ltd. | 6294 | &nbsp;&nbsp;77320 |
| \* | Partron Co. Ltd. | 7264 | &nbsp;&nbsp;36172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;People & Technology, <br>Inc.<br>| 2605 | &nbsp;&nbsp;95311 |
| \* | Philoptics Co. Ltd. | 1672 | &nbsp;&nbsp;63594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PI Advanced Materials <br>Co. Ltd.<br>| 1653 | &nbsp;&nbsp;18586 |
| \* | PKC Co. Ltd. | 5088 | &nbsp;&nbsp;21456 |
|  | Pond Group Co. Ltd. | 2789 | &nbsp;&nbsp;11215 |
|  | Poongsan Corp. | 3189 | &nbsp;&nbsp;290776 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Power Logics Co. <br>Ltd.<br>| 2279 | &nbsp;&nbsp;8999 |
|  | Protec Co. Ltd. | 1088 | &nbsp;&nbsp;38248 |
|  | PSK, Inc. | 2678 | &nbsp;&nbsp;113140 |
|  | Rorze Systems Corp. | 2569 | &nbsp;&nbsp;17393 |
| # | S-1 Corp. | 2716 | &nbsp;&nbsp;150389 |
| \* | Sajodaerim Corp. | 742 | &nbsp;&nbsp;18721 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sajodongaone Co. <br>Ltd.<br>| 25293 | &nbsp;&nbsp;18919 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sambo Motors Co. <br>Ltd.<br>| 2461 | &nbsp;&nbsp;14145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SAMHWA Paints <br>Industrial Co. Ltd.<br>| 1739 | &nbsp;&nbsp;8398 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Samji Electronics Co. <br>Ltd.<br>| 2577 | &nbsp;&nbsp;40681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sammok S-Form Co. <br>Ltd.<br>| 803 | &nbsp;&nbsp;11020 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SAMPYO Cement Co. <br>Ltd.<br>| 5200 | &nbsp;&nbsp;30298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Engineering <br>Co. Ltd.<br>| 14287 | &nbsp;&nbsp;304117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung SDS Co. <br>Ltd.<br>| 928 | &nbsp;&nbsp;111279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Securities <br>Co. Ltd.<br>| 11474 | &nbsp;&nbsp;720202 |
| \* | SAMT Co. Ltd. | 8621 | &nbsp;&nbsp;27502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samwha Capacitor <br>Co. Ltd.<br>| 696 | &nbsp;&nbsp;15219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samyang Packaging <br>Corp.<br>| 765 | &nbsp;&nbsp;6555 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sang-A Frontec Co. <br>Ltd.<br>| 964 | &nbsp;&nbsp;11713 |
|  | Saramin Co. Ltd. | 864 | &nbsp;&nbsp;7799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SeAH Besteel <br>Holdings Corp.<br>| 2372 | &nbsp;&nbsp;120618 |
|  | SeAH Steel Corp. | 204 | &nbsp;&nbsp;17115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SeAH Steel Holdings <br>Corp.<br>| 440 | &nbsp;&nbsp;41499 |
|  | Seegene, Inc. | 5115 | &nbsp;&nbsp;101187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sejong Industrial Co. <br>Ltd.<br>| 2272 | &nbsp;&nbsp;16782 |
|  | Seobu T&D | 6740 | &nbsp;&nbsp;82238 |
|  | Seohan Co. Ltd. | 5527 | &nbsp;&nbsp;3418 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Seojin System Co. <br>Ltd.<br>| 1870 | &nbsp;&nbsp;49260 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Seoul Semiconductor <br>Co. Ltd.<br>| 6278 | &nbsp;&nbsp;$33778 |
|  | Seoyon Co. Ltd. | 4111 | &nbsp;&nbsp;30431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seoyon E-Hwa Co. <br>Ltd.<br>| 2282 | &nbsp;&nbsp;23977 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SFA Semicon Co. <br>Ltd.<br>| 7791 | &nbsp;&nbsp;41957 |
|  | SGC Energy Co. Ltd. | 1511 | &nbsp;&nbsp;22815 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shin Heung Energy & <br>Electronics Co. Ltd.<br>| 3055 | &nbsp;&nbsp;13790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinsegae <br>International, Inc.<br>| 3582 | &nbsp;&nbsp;30265 |
|  | Shinsegae, Inc. | 1278 | &nbsp;&nbsp;283137 |
|  | Showbox Corp. | 6629 | &nbsp;&nbsp;11860 |
| \* | SIMMTECH Co. Ltd. | 4409 | &nbsp;&nbsp;182465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SK Discovery Co. <br>Ltd.<br>| 1664 | &nbsp;&nbsp;66805 |
| \* | SK Eternix Co. Ltd. | 2737 | &nbsp;&nbsp;38489 |
|  | SK Gas Ltd. | 499 | &nbsp;&nbsp;80542 |
|  | SK Networks Co. Ltd. | 5652 | &nbsp;&nbsp;21937 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SK oceanplant Co. <br>Ltd.<br>| 4477 | &nbsp;&nbsp;58502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SK Securities Co. <br>Ltd.<br>| 39074 | &nbsp;&nbsp;25653 |
|  | SL Corp. | 3258 | &nbsp;&nbsp;125458 |
| \* | SMEC Co. Ltd. | 13544 | &nbsp;&nbsp;60465 |
| \* | S-Oil Corp. | 979 | &nbsp;&nbsp;71922 |
|  | Solid, Inc. | 12020 | &nbsp;&nbsp;70790 |
| \* | SOLUM Co. Ltd. | 1924 | &nbsp;&nbsp;21058 |
| \* | Soop Co. Ltd. | 791 | &nbsp;&nbsp;40448 |
|  | Soulbrain Co. Ltd. | 520 | &nbsp;&nbsp;174502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Soulbrain Holdings <br>Co. Ltd.<br>| 527 | &nbsp;&nbsp;21436 |
|  | Straffic Co. Ltd. | 4344 | &nbsp;&nbsp;10951 |
| \* | Studio Dragon Corp. | 1817 | &nbsp;&nbsp;62050 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sung Kwang Bend <br>Co. Ltd.<br>| 4963 | &nbsp;&nbsp;111879 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sungshin Cement Co. <br>Ltd.<br>| 3983 | &nbsp;&nbsp;27179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sungwoo Hitech Co. <br>Ltd.<br>| 6297 | &nbsp;&nbsp;34944 |
| \* | Sunjin Co. Ltd. | 1676 | &nbsp;&nbsp;13067 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Synergy Innovation <br>Co. Ltd.<br>| 10808 | &nbsp;&nbsp;17788 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Systems Technology, <br>Inc.<br>| 1416 | &nbsp;&nbsp;36892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tae Kyung Industrial <br>Co. Ltd.<br>| 2320 | &nbsp;&nbsp;7553 |
| \* | Taewoong Co. Ltd. | 1335 | &nbsp;&nbsp;28228 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Taihan Cable & <br>Solution Co. Ltd.<br>| 2639 | &nbsp;&nbsp;53562 |
| \* | TechWing, Inc. | 698 | &nbsp;&nbsp;23901 |
|  | Telechips, Inc. | 1342 | &nbsp;&nbsp;14490 |
|  | TES Co. Ltd. | 967 | &nbsp;&nbsp;47667 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Theragen Etex Co. <br>Ltd.<br>| 4269 | &nbsp;&nbsp;8835 |
|  | TK Corp. | 2713 | &nbsp;&nbsp;53333 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TKG Huchems Co. <br>Ltd.<br>| 1569 | &nbsp;&nbsp;$21754 |
|  | TLB Co. Ltd. | 1452 | &nbsp;&nbsp;59258 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tongyang Life <br>Insurance Co. Ltd.<br>| 9522 | &nbsp;&nbsp;45451 |
|  | Tovis Co. Ltd. | 3257 | &nbsp;&nbsp;35217 |
|  | Tplex Co. Ltd. | 3294 | &nbsp;&nbsp;7032 |
|  | TS Corp. | 13340 | &nbsp;&nbsp;25746 |
|  | TSE Co. Ltd. | 725 | &nbsp;&nbsp;38946 |
|  | TYM Corp. | 5010 | &nbsp;&nbsp;24619 |
|  | Unid Co. Ltd. | 823 | &nbsp;&nbsp;45541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Semiconductor <br>Equipment & <br>Materials Co. Ltd.<br>| 3748 | &nbsp;&nbsp;29642 |
|  | Uniquest Corp. | 2472 | &nbsp;&nbsp;11052 |
| \* | Unitrontech Co. Ltd. | 2852 | &nbsp;&nbsp;13449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Value Added <br>Technology Co. <br>Ltd.<br>| 727 | &nbsp;&nbsp;10407 |
| \*†† | Vidente Co. Ltd. | 7159 | &nbsp;&nbsp;3099 |
|  | Vieworks Co. Ltd. | 347 | &nbsp;&nbsp;6808 |
|  | Vitzro Tech Co. Ltd. | 3438 | &nbsp;&nbsp;25698 |
|  | WONIK IPS Co. Ltd. | 3338 | &nbsp;&nbsp;262598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wonik Materials Co. <br>Ltd.<br>| 1628 | &nbsp;&nbsp;44905 |
|  | Wonik QnC Corp. | 2576 | &nbsp;&nbsp;50541 |
|  | Woojin, Inc. | 3122 | &nbsp;&nbsp;56291 |
| \* | Wooree Bio Co. Ltd. | 1512 | &nbsp;&nbsp;2121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wooshin Systems Co. <br>Ltd.<br>| 1863 | &nbsp;&nbsp;8263 |
| \* | Woosu AMS Co. Ltd. | 4857 | &nbsp;&nbsp;10662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Worldex Industry & <br>Trading Co. Ltd.<br>| 1407 | &nbsp;&nbsp;25147 |
| \* | YC Corp. | 4316 | &nbsp;&nbsp;58264 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;YG Entertainment, <br>Inc.<br>| 940 | &nbsp;&nbsp;48651 |
| \* | YMT Co. Ltd. | 1177 | &nbsp;&nbsp;9144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Youngone Holdings <br>Co. Ltd.<br>| 1016 | &nbsp;&nbsp;145936 |
| \* | Zeus Co. Ltd. | 3837 | &nbsp;&nbsp;52060 |
|  | Zinus, Inc. | 2480 | &nbsp;&nbsp;21625 |
| TOTAL SOUTH KOREA | TOTAL SOUTH KOREA |  | &nbsp;&nbsp;31383704 |
| SPAIN — (2.1%) | SPAIN — (2.1%) | SPAIN — (2.1%) |  |
|  | Acciona SA | 3382 | &nbsp;&nbsp;726845 |
|  | Acerinox SA | 21598 | &nbsp;&nbsp;320831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ACS Actividades de <br>Construccion y <br>Servicios SA<br>| 3571 | &nbsp;&nbsp;400675 |
| Ω | Aedas Homes SA | 2127 | &nbsp;&nbsp;60393 |
|  | Almirall SA | 13056 | &nbsp;&nbsp;195440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atresmedia Corp. de <br>Medios de <br>Comunicacion SA<br>| 32384 | &nbsp;&nbsp;201519 |
|  | Azkoyen SA | 2368 | &nbsp;&nbsp;24508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco de Sabadell <br>SA<br>| 1583992 | &nbsp;&nbsp;6213657 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |  |
|  | Bankinter SA | 148799 | &nbsp;&nbsp;$2539995 |
| Ω | Cellnex Telecom SA | 21366 | &nbsp;&nbsp;660853 |
|  | CIE Automotive SA | 3062 | &nbsp;&nbsp;104308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Construcciones y <br>Auxiliar de <br>Ferrocarriles SA<br>| 2481 | &nbsp;&nbsp;165391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corp. ACCIONA <br>Energias <br>Renovables SA<br>| 7829 | &nbsp;&nbsp;198180 |
|  | Ebro Foods SA | 16869 | &nbsp;&nbsp;367662 |
|  | Elecnor SA | 1606 | &nbsp;&nbsp;51191 |
|  | Enagas SA | 12710 | &nbsp;&nbsp;209247 |
| \* | Ercros SA | 34553 | &nbsp;&nbsp;140013 |
|  | Faes Farma SA | 34991 | &nbsp;&nbsp;216945 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Gestamp Automocion <br>SA<br>| 25814 | &nbsp;&nbsp;92552 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Global Dominion <br>Access SA<br>| 12230 | &nbsp;&nbsp;50511 |
|  | Grifols SA | 52256 | &nbsp;&nbsp;668565 |
|  | Mapfre SA | 194247 | &nbsp;&nbsp;888823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Melia Hotels <br>International SA<br>| 6750 | &nbsp;&nbsp;60224 |
| Ω | Neinor Homes SA | 4591 | &nbsp;&nbsp;109393 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Obrascon Huarte Lain <br>SA<br>| 11425 | &nbsp;&nbsp;4854 |
|  | Repsol SA (REP SM) | 149030 | &nbsp;&nbsp;2936054 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Solaria Energia y <br>Medio Ambiente <br>SA<br>| 6432 | &nbsp;&nbsp;141859 |
| # | Tubacex SA | 19616 | &nbsp;&nbsp;80144 |
| Ω | Unicaja Banco SA | 308390 | &nbsp;&nbsp;1056816 |
| TOTAL SPAIN | TOTAL SPAIN |  | &nbsp;&nbsp;18887448 |
| SWEDEN — (1.7%) | SWEDEN — (1.7%) | SWEDEN — (1.7%) |  |
| Ω | AcadeMedia AB | 25979 | &nbsp;&nbsp;275274 |
|  | AddLife AB, Class B | 3310 | &nbsp;&nbsp;50705 |
|  | AFRY AB | 21068 | &nbsp;&nbsp;334307 |
| Ω | Alimak Group AB | 8408 | &nbsp;&nbsp;128739 |
|  | Alleima AB | 47686 | &nbsp;&nbsp;416763 |
|  | Alligo AB, Class B | 5015 | &nbsp;&nbsp;71329 |
| Ω | Ambea AB | 22319 | &nbsp;&nbsp;340354 |
|  | AQ Group AB | 16260 | &nbsp;&nbsp;357899 |
|  | Arjo AB, Class B | 47018 | &nbsp;&nbsp;140949 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Asmodee Group AB, <br>Class B<br>| 33734 | &nbsp;&nbsp;404777 |
| Ω | Attendo AB | 34072 | &nbsp;&nbsp;340124 |
|  | Beijer Alma AB | 4542 | &nbsp;&nbsp;134977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bergman & Beving <br>AB<br>| 3715 | &nbsp;&nbsp;115576 |
|  | Betsson AB, Class B | 31487 | &nbsp;&nbsp;369707 |
| #\* | Better Collective AS | 5026 | &nbsp;&nbsp;59937 |
| \* | BHG Group AB | 51774 | &nbsp;&nbsp;178343 |
|  | Bilia AB, Class A | 16951 | &nbsp;&nbsp;240185 |
|  | Billerud Aktiebolag | 44659 | &nbsp;&nbsp;361117 |
| #\*Ω | Boozt AB | 8782 | &nbsp;&nbsp;89185 |
| Ω | Bravida Holding AB | 37595 | &nbsp;&nbsp;370389 |
|  | Byggmax Group AB | 16014 | &nbsp;&nbsp;101657 |
|  | Catella AB | 9935 | &nbsp;&nbsp;30404 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |  |
|  | Cloetta AB, Class B | 83052 | &nbsp;&nbsp;$406236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coinshares <br>International Ltd.<br>| 1605 | &nbsp;&nbsp;17617 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Coor Service <br>Management <br>Holding AB<br>| 12142 | &nbsp;&nbsp;72027 |
|  | Eastnine AB | 12454 | &nbsp;&nbsp;69642 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Electrolux AB, <br>Class B<br>| 9701 | &nbsp;&nbsp;78361 |
|  | Elekta AB, Class B | 52511 | &nbsp;&nbsp;337551 |
| \* | Enea AB | 3692 | &nbsp;&nbsp;27751 |
|  | Fagerhult Group AB | 8823 | &nbsp;&nbsp;37196 |
|  | G5 Entertainment AB | 1578 | &nbsp;&nbsp;16660 |
|  | Getinge AB, Class B | 9972 | &nbsp;&nbsp;218510 |
|  | Granges AB | 50903 | &nbsp;&nbsp;854171 |
|  | Hanza AB | 7820 | &nbsp;&nbsp;122192 |
| #\* | Hexatronic Group AB | 24995 | &nbsp;&nbsp;65755 |
|  | Hexpol AB | 29099 | &nbsp;&nbsp;238166 |
|  | Humana AB | 10660 | &nbsp;&nbsp;56879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Husqvarna AB <br>(HUSQB SS), <br>Class B<br>| 26897 | &nbsp;&nbsp;137406 |
|  | Instalco AB | 31430 | &nbsp;&nbsp;89649 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;International <br>Petroleum Corp. <br>(IPCO CN)<br>| 952 | &nbsp;&nbsp;19856 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;International <br>Petroleum Corp. <br>(IPCO SS)<br>| 23523 | &nbsp;&nbsp;491662 |
|  | Inwido AB | 16464 | &nbsp;&nbsp;283383 |
|  | JM AB | 2798 | &nbsp;&nbsp;43057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kabe Group AB, <br>Class B<br>| 128 | &nbsp;&nbsp;2988 |
| \* | Karnov Group AB | 7649 | &nbsp;&nbsp;84044 |
|  | KNOW IT AB | 3314 | &nbsp;&nbsp;43396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lindab International <br>AB<br>| 24204 | &nbsp;&nbsp;508822 |
|  | Loomis AB | 18184 | &nbsp;&nbsp;754568 |
|  | MEKO AB | 5682 | &nbsp;&nbsp;45164 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Modern Times Group <br>MTG AB, Class B<br>| 19566 | &nbsp;&nbsp;228402 |
| \* | Morrow Bank AB | 17065 | &nbsp;&nbsp;25193 |
|  | NCC AB, Class B | 22628 | &nbsp;&nbsp;579429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nederman Holding <br>AB<br>| 1482 | &nbsp;&nbsp;23935 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Net Insight AB, <br>Class B<br>| 90172 | &nbsp;&nbsp;22029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New Wave Group AB, <br>Class B<br>| 30204 | &nbsp;&nbsp;362174 |
|  | Nolato AB, Class B | 45704 | &nbsp;&nbsp;298703 |
| \* | Norion Bank AB | 15589 | &nbsp;&nbsp;118748 |
| \* | Ovzon AB | 13228 | &nbsp;&nbsp;81460 |
|  | Peab AB, Class B | 48837 | &nbsp;&nbsp;488112 |
|  | Prevas AB, Class B | 2525 | &nbsp;&nbsp;26413 |
| \* | Pricer AB, Class B | 39613 | &nbsp;&nbsp;18056 |
|  | Proact IT Group AB | 6249 | &nbsp;&nbsp;71523 |
|  | Ratos AB, Class B | 51154 | &nbsp;&nbsp;218646 |
|  | Rejlers AB | 4772 | &nbsp;&nbsp;97689 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |  |
|  | Scandi Standard AB | 13354 | &nbsp;&nbsp;$161961 |
| \* | Sdiptech AB, Class B | 3947 | &nbsp;&nbsp;75602 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sensys Gatso Group <br>AB<br>| 2295 | &nbsp;&nbsp;9974 |
| \*Ω | Sinch AB | 139329 | &nbsp;&nbsp;417487 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sivers <br>Semiconductors AB<br>| 35338 | &nbsp;&nbsp;13302 |
|  | SkiStar AB | 8658 | &nbsp;&nbsp;162980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SSAB AB (SSABA <br>SS), Class A<br>| 33166 | &nbsp;&nbsp;274208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SSAB AB (SSABB <br>SS), Class B<br>| 116329 | &nbsp;&nbsp;956964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Storskogen Group AB, <br>Class B<br>| 339933 | &nbsp;&nbsp;412713 |
|  | Systemair AB | 4846 | &nbsp;&nbsp;47169 |
|  | TF Bank AB | 4086 | &nbsp;&nbsp;78825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VBG Group AB, <br>Class B<br>| 5465 | &nbsp;&nbsp;236161 |
| \* | Vestum AB | 17354 | &nbsp;&nbsp;15736 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Vitec Software Group <br>AB, Class B<br>| 2605 | &nbsp;&nbsp;73149 |
|  | Vitrolife AB | 2056 | &nbsp;&nbsp;26801 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Volvo Car AB, <br>Class B<br>| 325 | &nbsp;&nbsp;1085 |
| TOTAL SWEDEN | TOTAL SWEDEN |  | &nbsp;&nbsp;15660035 |
| SWITZERLAND — (5.3%) | SWITZERLAND — (5.3%) | SWITZERLAND — (5.3%) |  |
|  | Adecco Group AG | 20829 | &nbsp;&nbsp;612089 |
|  | Allreal Holding AG | 4110 | &nbsp;&nbsp;1202228 |
|  | ALSO Holding AG | 1088 | &nbsp;&nbsp;280380 |
| \* | Amrize Ltd. | 58404 | &nbsp;&nbsp;3080236 |
| \* | ams-OSRAM AG | 12491 | &nbsp;&nbsp;129966 |
|  | Arbonia AG | 3948 | &nbsp;&nbsp;25797 |
| \* | Aryzta AG | 441 | &nbsp;&nbsp;31233 |
|  | Ascom Holding AG | 3126 | &nbsp;&nbsp;21682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Autoneum Holding <br>AG<br>| 1237 | &nbsp;&nbsp;202321 |
|  | Avolta AG | 19397 | &nbsp;&nbsp;1187513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banque Cantonale de <br>Geneve<br>| 6250 | &nbsp;&nbsp;224796 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Banque Cantonale <br>Vaudoise<br>| 6965 | &nbsp;&nbsp;942574 |
|  | Barry Callebaut AG | 445 | &nbsp;&nbsp;784987 |
|  | Bell Food Group AG | 708 | &nbsp;&nbsp;203144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Berner Kantonalbank <br>AG<br>| 1473 | &nbsp;&nbsp;614700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bossard Holding AG, <br>Class A<br>| 477 | &nbsp;&nbsp;93742 |
|  | Bucher Industries AG | 1630 | &nbsp;&nbsp;756164 |
|  | Calida Holding AG | 95 | &nbsp;&nbsp;1493 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Carlo Gavazzi Holding <br>AG<br>| 128 | &nbsp;&nbsp;26371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cembra Money Bank <br>AG<br>| 7891 | &nbsp;&nbsp;1008722 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cicor Technologies <br>Ltd.<br>| 570 | &nbsp;&nbsp;90693 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cie Financiere <br>Tradition SA, <br>Class BR<br>| 719 | &nbsp;&nbsp;$273908 |
|  | Clariant AG | 34035 | &nbsp;&nbsp;314912 |
| # | Coltene Holding AG | 645 | &nbsp;&nbsp;46052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COSMO <br>Pharmaceuticals <br>NV<br>| 1366 | &nbsp;&nbsp;204825 |
|  | CPH Group AG | 125 | &nbsp;&nbsp;10910 |
|  | DKSH Holding AG | 8596 | &nbsp;&nbsp;630707 |
|  | EFG International AG | 30301 | &nbsp;&nbsp;774341 |
|  | Emmi AG | 207 | &nbsp;&nbsp;209711 |
|  | Flughafen Zurich AG | 4933 | &nbsp;&nbsp;1532097 |
|  | Forbo Holding AG | 220 | &nbsp;&nbsp;259817 |
| Ω | Galenica AG | 11811 | &nbsp;&nbsp;1476346 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Helvetia Baloise <br>Holding AG<br>| 23832 | &nbsp;&nbsp;6044288 |
|  | Huber & Suhner AG | 4114 | &nbsp;&nbsp;832075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hypothekarbank <br>Lenzburg AG<br>| 21 | &nbsp;&nbsp;110248 |
|  | Implenia AG | 3965 | &nbsp;&nbsp;379720 |
|  | Interroll Holding AG | 18 | &nbsp;&nbsp;43346 |
|  | Investis Holding SA | 877 | &nbsp;&nbsp;175648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IVF Hartmann Holding <br>AG<br>| 80 | &nbsp;&nbsp;15430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Julius Baer Group <br>Ltd.<br>| 47004 | &nbsp;&nbsp;3926257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jungfraubahn Holding <br>AG<br>| 1508 | &nbsp;&nbsp;594257 |
| \* | Komax Holding AG | 229 | &nbsp;&nbsp;19839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Landis & Gyr Group <br>AG<br>| 4591 | &nbsp;&nbsp;322513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Liechtensteinische <br>Landesbank AG<br>| 3370 | &nbsp;&nbsp;420222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luzerner <br>Kantonalbank AG<br>| 4501 | &nbsp;&nbsp;573411 |
| Ω | Medmix AG | 5303 | &nbsp;&nbsp;78401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meier Tobler Group <br>AG<br>| 1437 | &nbsp;&nbsp;67612 |
|  | Mikron Holding AG | 2269 | &nbsp;&nbsp;50693 |
|  | Mobimo Holding AG | 2000 | &nbsp;&nbsp;1007169 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Montana Aerospace <br>AG<br>| 6067 | &nbsp;&nbsp;261863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Naturenergie Holding <br>AG<br>| 4333 | &nbsp;&nbsp;183057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OC Oerlikon Corp. AG <br>Pfaeffikon<br>| 36629 | &nbsp;&nbsp;168005 |
|  | Orell Fuessli AG | 25 | &nbsp;&nbsp;3882 |
|  | Phoenix Mecano AG | 199 | &nbsp;&nbsp;114007 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;PolyPeptide Group <br>AG<br>| 2356 | &nbsp;&nbsp;83282 |
| # | Rieter Holding AG | 9776 | &nbsp;&nbsp;42076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sandoz Group AG <br>(SDZ SW)<br>| 51632 | &nbsp;&nbsp;4090588 |
| \*Ω | Sensirion Holding AG | 181 | &nbsp;&nbsp;13522 |
|  | SFS Group AG | 1096 | &nbsp;&nbsp;160908 |
|  | Siegfried Holding AG | 3586 | &nbsp;&nbsp;440941 |
|  | SIG Group AG | 47946 | &nbsp;&nbsp;741889 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |
|  | Sika AG | 2274 | &nbsp;&nbsp;$436359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;St. Galler <br>Kantonalbank AG<br>| 812 | &nbsp;&nbsp;624100 |
| # | Stadler Rail AG | 10489 | &nbsp;&nbsp;268727 |
|  | Sulzer AG | 2788 | &nbsp;&nbsp;600722 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Swatch Group AG <br>(UHR SW), <br>Class BR<br>| 215 | &nbsp;&nbsp;50727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Swatch Group AG <br>(UHRN SW)<br>| 1290 | &nbsp;&nbsp;61118 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Swiss Life Holding <br>AG<br>| 1721 | &nbsp;&nbsp;1887167 |
|  | Swiss Prime Site AG | 14564 | &nbsp;&nbsp;2479384 |
|  | Tecan Group AG | 866 | &nbsp;&nbsp;152576 |
|  | TX Group AG | 895 | &nbsp;&nbsp;192792 |
|  | Valiant Holding AG | 4143 | &nbsp;&nbsp;831681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vaudoise Assurances <br>Holding SA<br>| 279 | &nbsp;&nbsp;265738 |
|  | Vetropack Holding AG | 3134 | &nbsp;&nbsp;91453 |
|  | Vontobel Holding AG | 7402 | &nbsp;&nbsp;637948 |
|  | VP Bank AG, Class A | 966 | &nbsp;&nbsp;105399 |
| # | V-ZUG Holding AG | 335 | &nbsp;&nbsp;17266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walliser <br>Kantonalbank<br>| 1138 | &nbsp;&nbsp;203907 |
|  | Zehnder Group AG | 1362 | &nbsp;&nbsp;145030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zug Estates Holding <br>AG, Class B<br>| 79 | &nbsp;&nbsp;238053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zuger Kantonalbank, <br>Class BR<br>| 35 | &nbsp;&nbsp;425245 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  | &nbsp;&nbsp;47934998 |
| TAIWAN — (5.3%) | TAIWAN — (5.3%) | TAIWAN — (5.3%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aaeon Technology, <br>Inc.<br>| 4000 | &nbsp;&nbsp;16071 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ability Enterprise Co. <br>Ltd.<br>| 39192 | &nbsp;&nbsp;104846 |
|  | AcBel Polytech, Inc. | 69687 | &nbsp;&nbsp;108866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Acer Cyber Security, <br>Inc.<br>| 3000 | &nbsp;&nbsp;15510 |
| # | Acer, Inc. | 554000 | &nbsp;&nbsp;440221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ACES Electronic Co. <br>Ltd.<br>| 19323 | &nbsp;&nbsp;39316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Action Electronics Co. <br>Ltd.<br>| 34000 | &nbsp;&nbsp;11369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Actron Technology <br>Corp.<br>| 2000 | &nbsp;&nbsp;8211 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;ADATA Technology <br>Co. Ltd.<br>| 37384 | &nbsp;&nbsp;423117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Ceramic X <br>Corp.<br>| 3000 | &nbsp;&nbsp;14690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced <br>International <br>Multitech Co. Ltd.<br>| 24000 | &nbsp;&nbsp;53879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Power <br>Electronics Corp.<br>| 4000 | &nbsp;&nbsp;11630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advancetek Enterprise <br>Co. Ltd.<br>| 29000 | &nbsp;&nbsp;27382 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | Allied Supreme Corp. | 4000 | &nbsp;&nbsp;$30534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Allmind Holdings <br>Corp.<br>| 7000 | &nbsp;&nbsp;10924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alltek Technology <br>Corp.<br>| 32000 | &nbsp;&nbsp;33598 |
|  | Alpha Networks, Inc. | 15000 | &nbsp;&nbsp;15629 |
|  | Altek Corp. | 52824 | &nbsp;&nbsp;65365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amazing <br>Microelectronic <br>Corp.<br>| 13000 | &nbsp;&nbsp;34653 |
|  | AMPACS Corp. | 8000 | &nbsp;&nbsp;7026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ampak Technology, <br>Inc.<br>| 5000 | &nbsp;&nbsp;9955 |
|  | Ampire Co. Ltd. | 9000 | &nbsp;&nbsp;7601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AmTRAN Technology <br>Co. Ltd.<br>| 55294 | &nbsp;&nbsp;35539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anji Technology Co. <br>Ltd.<br>| 8000 | &nbsp;&nbsp;8654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apacer Technology, <br>Inc.<br>| 19000 | &nbsp;&nbsp;73380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;APAQ Technology Co. <br>Ltd.<br>| 6000 | &nbsp;&nbsp;31202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apex Biotechnology <br>Corp.<br>| 14000 | &nbsp;&nbsp;12942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apex Science & <br>Engineering<br>| 23929 | &nbsp;&nbsp;8684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ARBOR Technology <br>Corp.<br>| 9000 | &nbsp;&nbsp;11855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arcadyan Technology <br>Corp.<br>| 5000 | &nbsp;&nbsp;28395 |
|  | Ardentec Corp. | 68430 | &nbsp;&nbsp;344646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arizon RFID <br>Technology Cayman <br>Co. Ltd.<br>| 5000 | &nbsp;&nbsp;17103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asia Electronic <br>Material Co. Ltd.<br>| 19000 | &nbsp;&nbsp;22405 |
|  | Asia Optical Co., Inc. | 9000 | &nbsp;&nbsp;46188 |
|  | Asia Tech Image, Inc. | 13000 | &nbsp;&nbsp;31389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ATE Energy <br>International Co. <br>Ltd.<br>| 11000 | &nbsp;&nbsp;9512 |
| # | AUO Corp. (2409 TT) | 668200 | &nbsp;&nbsp;289418 |
|  | Axiomtek Co. Ltd. | 4000 | &nbsp;&nbsp;10499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Azurewave <br>Technologies, Inc.<br>| 18000 | &nbsp;&nbsp;33563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Kaohsiung <br>Co. Ltd.<br>| 213393 | &nbsp;&nbsp;81308 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BES Engineering <br>Corp.<br>| 307737 | &nbsp;&nbsp;133461 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bin Chuan Enterprise <br>Co. Ltd.<br>| 17000 | &nbsp;&nbsp;27844 |
|  | Bizlink Holding, Inc. | 2038 | &nbsp;&nbsp;82766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brightek <br>Optoelectronic Co. <br>Ltd.<br>| 14000 | &nbsp;&nbsp;16880 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brighton-Best <br>International <br>Taiwan, Inc.<br>| 54000 | &nbsp;&nbsp;$59020 |
|  | Capital Futures Corp. | 21902 | &nbsp;&nbsp;35692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Capital Securities <br>Corp.<br>| 211000 | &nbsp;&nbsp;198084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Castles Technology <br>Co. Ltd.<br>| 11000 | &nbsp;&nbsp;19812 |
|  | Caswell, Inc. | 4000 | &nbsp;&nbsp;10692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cathay Real Estate <br>Development Co. <br>Ltd.<br>| 93600 | &nbsp;&nbsp;65500 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CCP Contact Probes <br>Co. Ltd.<br>| 17455 | &nbsp;&nbsp;32832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Celxpert Energy <br>Corp.<br>| 22569 | &nbsp;&nbsp;26809 |
|  | Cenra, Inc. | 30500 | &nbsp;&nbsp;32868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Reinsurance <br>Co. Ltd.<br>| 90556 | &nbsp;&nbsp;76546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Champion Building <br>Materials Co. Ltd.<br>| 69300 | &nbsp;&nbsp;19688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chang Hwa <br>Commercial Bank <br>Ltd.<br>| 867145 | &nbsp;&nbsp;561306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Channel Well <br>Technology Co. <br>Ltd.<br>| 12000 | &nbsp;&nbsp;23802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chant Sincere Co. <br>Ltd.<br>| 6000 | &nbsp;&nbsp;9693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CHC Healthcare <br>Group<br>| 20000 | &nbsp;&nbsp;21519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chen Full International <br>Co. Ltd.<br>| 14000 | &nbsp;&nbsp;18152 |
|  | Cheng Loong Corp. | 159000 | &nbsp;&nbsp;89400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cheng Shin Rubber <br>Industry Co. Ltd.<br>| 143000 | &nbsp;&nbsp;138650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cheng Uei Precision <br>Industry Co. Ltd.<br>| 58000 | &nbsp;&nbsp;71307 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chicony Electronics <br>Co. Ltd.<br>| 38000 | &nbsp;&nbsp;140480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chien Shing Harbour <br>Service Co. Ltd.<br>| 8000 | &nbsp;&nbsp;10946 |
|  | China Airlines Ltd. | 410000 | &nbsp;&nbsp;288431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Bills Finance <br>Corp.<br>| 142000 | &nbsp;&nbsp;73343 |
|  | China Metal Products | 53000 | &nbsp;&nbsp;40974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Steel Chemical <br>Corp.<br>| 12000 | &nbsp;&nbsp;28222 |
|  | China Steel Corp. | 1013000 | &nbsp;&nbsp;666498 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Steel Structure <br>Co. Ltd.<br>| 7000 | &nbsp;&nbsp;9564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Wire & Cable <br>Co. Ltd.<br>| 26000 | &nbsp;&nbsp;33832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chinese Maritime <br>Transport Ltd.<br>| 16710 | &nbsp;&nbsp;32713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ching Feng Home <br>Fashions Co. Ltd.<br>| 29196 | &nbsp;&nbsp;18410 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chin-Poon Industrial <br>Co. Ltd.<br>| 54000 | &nbsp;&nbsp;$65194 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chipbond Technology <br>Corp.<br>| 114000 | &nbsp;&nbsp;197813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ChipMOS <br>Technologies, Inc. <br>(8150 TT)<br>| 92344 | &nbsp;&nbsp;173784 |
|  | Chlitina Holding Ltd. | 11000 | &nbsp;&nbsp;36023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chong Hong <br>Construction Co. <br>Ltd.<br>| 40000 | &nbsp;&nbsp;98194 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chun Yuan Steel <br>Industry Co. Ltd.<br>| 95000 | &nbsp;&nbsp;65051 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chung Hwa Pulp <br>Corp.<br>| 70015 | &nbsp;&nbsp;27468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chunghwa Precision <br>Test Tech Co. Ltd.<br>| 1000 | &nbsp;&nbsp;104277 |
|  | Collins Co. Ltd. | 19000 | &nbsp;&nbsp;7547 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Compal Electronics, <br>Inc.<br>| 871000 | &nbsp;&nbsp;898931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Compeq <br>Manufacturing Co. <br>Ltd.<br>| 170000 | &nbsp;&nbsp;906402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Complex Micro <br>Interconnection Co. <br>Ltd.<br>| 8000 | &nbsp;&nbsp;9462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Concord Securities <br>Co. Ltd.<br>| 122593 | &nbsp;&nbsp;64891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Continental Holdings <br>Corp.<br>| 90000 | &nbsp;&nbsp;64713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Contrel Technology <br>Co. Ltd.<br>| 15000 | &nbsp;&nbsp;25175 |
|  | Coretronic Corp. | 34000 | &nbsp;&nbsp;94173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Co-Tech Development <br>Corp.<br>| 14000 | &nbsp;&nbsp;116262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coxon Precise <br>Industrial Co. Ltd.<br>| 16000 | &nbsp;&nbsp;7215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crowell Development <br>Corp.<br>| 38000 | &nbsp;&nbsp;33049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cryomax Cooling <br>System Corp.<br>| 14154 | &nbsp;&nbsp;20515 |
|  | CTCI Corp. | 31712 | &nbsp;&nbsp;31061 |
|  | CviLux Corp. | 14450 | &nbsp;&nbsp;39247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CX Technology Co. <br>Ltd.<br>| 11000 | &nbsp;&nbsp;9338 |
|  | Cyberlink Corp. | 5000 | &nbsp;&nbsp;13194 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CyberPower Systems, <br>Inc.<br>| 5000 | &nbsp;&nbsp;28715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cystech Electronics <br>Corp.<br>| 4000 | &nbsp;&nbsp;10828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DA CIN Construction <br>Co. Ltd.<br>| 44000 | &nbsp;&nbsp;96107 |
|  | Dafeng TV Ltd. | 12000 | &nbsp;&nbsp;18370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Da-Li Development <br>Co. Ltd.<br>| 68180 | &nbsp;&nbsp;101494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Darfon Electronics <br>Corp.<br>| 37000 | &nbsp;&nbsp;36417 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Darwin Precisions <br>Corp.<br>| 68400 | &nbsp;&nbsp;$27713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;De Licacy Industrial <br>Co. Ltd.<br>| 46980 | &nbsp;&nbsp;16759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Delpha Construction <br>Co. Ltd.<br>| 31000 | &nbsp;&nbsp;25822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Depo Auto Parts Ind <br>Co. Ltd.<br>| 20000 | &nbsp;&nbsp;95582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dimerco Express <br>Corp.<br>| 17850 | &nbsp;&nbsp;44672 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Donpon Precision, <br>Inc.<br>| 9800 | &nbsp;&nbsp;15267 |
|  | Draytek Corp. | 12000 | &nbsp;&nbsp;10631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dynapack <br>International <br>Technology Corp.<br>| 8000 | &nbsp;&nbsp;84901 |
| # | Eastech Holding Ltd. | 6000 | &nbsp;&nbsp;18569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eastern Media <br>International Corp.<br>| 24000 | &nbsp;&nbsp;15602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Edimax Technology <br>Co. Ltd.<br>| 32000 | &nbsp;&nbsp;18215 |
|  | Edison Opto Corp. | 28000 | &nbsp;&nbsp;17074 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Edom Technology Co. <br>Ltd.<br>| 38000 | &nbsp;&nbsp;46989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;E-Lead Electronic Co. <br>Ltd.<br>| 9000 | &nbsp;&nbsp;14367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elite Semiconductor <br>Microelectronics <br>Technology, Inc.<br>| 12000 | &nbsp;&nbsp;72907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elitegroup Computer <br>Systems Co. Ltd.<br>| 67000 | &nbsp;&nbsp;56879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emerging Display <br>Technologies Corp.<br>| 13000 | &nbsp;&nbsp;9654 |
|  | Ennoconn Corp. | 11000 | &nbsp;&nbsp;98355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EnTie Commercial <br>Bank Co. Ltd.<br>| 74000 | &nbsp;&nbsp;31426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EOI Investment <br>Holdings Co. Ltd.<br>| 16000 | &nbsp;&nbsp;8901 |
|  | Episil-Precision, Inc. | 13000 | &nbsp;&nbsp;26101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eson Precision Ind <br>Co. Ltd.<br>| 16000 | &nbsp;&nbsp;42628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eternal Materials Co. <br>Ltd.<br>| 67950 | &nbsp;&nbsp;132007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eurocharm Holdings <br>Co. Ltd.<br>| 7000 | &nbsp;&nbsp;31065 |
|  | Eva Airways Corp. | 337648 | &nbsp;&nbsp;399653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Evergreen <br>International <br>Storage & Transport <br>Corp.<br>| 46500 | &nbsp;&nbsp;83152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EVERGREEN Steel <br>Corp.<br>| 28000 | &nbsp;&nbsp;91000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Everlight Chemical <br>Industrial Corp.<br>| 81450 | &nbsp;&nbsp;53612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Everlight Electronics <br>Co. Ltd.<br>| 86000 | &nbsp;&nbsp;151471 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Excelsior Medical Co. <br>Ltd.<br>| 30885 | &nbsp;&nbsp;$77185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Far Eastern <br>Department Stores <br>Ltd.<br>| 193000 | &nbsp;&nbsp;134665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Far Eastern <br>International Bank<br>| 538372 | &nbsp;&nbsp;213395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Far Eastern New <br>Century Corp.<br>| 553000 | &nbsp;&nbsp;486908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Farglory F T Z <br>Investment Holding <br>Co. Ltd.<br>| 9630 | &nbsp;&nbsp;14114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Farglory Land <br>Development Co. <br>Ltd.<br>| 52000 | &nbsp;&nbsp;109596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Feedback Technology <br>Corp.<br>| 9072 | &nbsp;&nbsp;39228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Feng Hsin Steel Co. <br>Ltd.<br>| 57000 | &nbsp;&nbsp;117082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Firich Enterprises Co. <br>Ltd.<br>| 22000 | &nbsp;&nbsp;16509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Copper <br>Technology Co. <br>Ltd.<br>| 27000 | &nbsp;&nbsp;42559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Insurance Co. <br>Ltd. <br>| 37000 | &nbsp;&nbsp;31784 |
| \* | Fittech Co. Ltd. | 5254 | &nbsp;&nbsp;19342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosa Advanced <br>Technologies Co. <br>Ltd.<br>| 12000 | &nbsp;&nbsp;29725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosa Laboratories, <br>Inc.<br>| 21322 | &nbsp;&nbsp;38912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosa Optical <br>Technology Co. <br>Ltd.<br>| 7000 | &nbsp;&nbsp;21770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosa Sumco <br>Technology Corp.<br>| 12000 | &nbsp;&nbsp;53148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosan Union <br>Chemical Corp.<br>| 58179 | &nbsp;&nbsp;31368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Founding Construction <br>& Development Co. <br>Ltd.<br>| 24000 | &nbsp;&nbsp;10847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Foxsemicon <br>Integrated <br>Technology, Inc.<br>| 8000 | &nbsp;&nbsp;71060 |
|  | Franbo Lines Corp. | 22000 | &nbsp;&nbsp;14115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Froch Enterprise Co. <br>Ltd.<br>| 18000 | &nbsp;&nbsp;9924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fu Chun Shin <br>Machinery <br>Manufacture Co. <br>Ltd.<br>| 41177 | &nbsp;&nbsp;34677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fu Hua Innovation Co. <br>Ltd.<br>| 59911 | &nbsp;&nbsp;32030 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fulgent Sun <br>International <br>Holding Co. Ltd.<br>| 12945 | &nbsp;&nbsp;$38669 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Fulltech Fiber Glass <br>Corp.<br>| 90552 | &nbsp;&nbsp;262229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fusheng Precision <br>Co. Ltd.<br>| 2000 | &nbsp;&nbsp;17021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;G Shank Enterprise <br>Co. Ltd.<br>| 16296 | &nbsp;&nbsp;42937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gamania Digital <br>Entertainment Co. <br>Ltd.<br>| 19000 | &nbsp;&nbsp;30389 |
|  | GEM Services, Inc. | 11000 | &nbsp;&nbsp;27381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gemtek Technology <br>Corp.<br>| 73000 | &nbsp;&nbsp;65871 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;General Interface <br>Solution GIS <br>Holding Ltd.<br>| 32000 | &nbsp;&nbsp;39368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Plastic <br>Industrial Co. Ltd.<br>| 13000 | &nbsp;&nbsp;9927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genius Electronic <br>Optical Co. Ltd.<br>| 6000 | &nbsp;&nbsp;85863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genmont Biotech, <br>Inc.<br>| 14000 | &nbsp;&nbsp;8058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genovate <br>Biotechnology Co. <br>Ltd.<br>| 14518 | &nbsp;&nbsp;13939 |
|  | GeoVision, Inc. | 8900 | &nbsp;&nbsp;13493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Giant Manufacturing <br>Co. Ltd.<br>| 18000 | &nbsp;&nbsp;50979 |
| \* | Gigastorage Corp. | 46000 | &nbsp;&nbsp;40480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Brands <br>Manufacture Ltd.<br>| 74254 | &nbsp;&nbsp;253136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Mixed Mode <br>Technology, Inc.<br>| 2000 | &nbsp;&nbsp;15323 |
|  | Global PMX Co. Ltd. | 8000 | &nbsp;&nbsp;28717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Globaltek Fabrication <br>Co. Ltd.<br>| 6000 | &nbsp;&nbsp;10860 |
|  | Globalwafers Co. Ltd. | 32000 | &nbsp;&nbsp;503124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Globe Union Industrial <br>Corp.<br>| 48910 | &nbsp;&nbsp;15664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gloria Material <br>Technology Corp.<br>| 27000 | &nbsp;&nbsp;29214 |
|  | GMI Technology, Inc. | 17844 | &nbsp;&nbsp;22414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldsun Building <br>Materials Co. Ltd.<br>| 101520 | &nbsp;&nbsp;113559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Good Will Instrument <br>Co. Ltd.<br>| 16000 | &nbsp;&nbsp;25206 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gordon Auto Body <br>Parts<br>| 33000 | &nbsp;&nbsp;35489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gourmet Master Co. <br>Ltd.<br>| 14000 | &nbsp;&nbsp;33166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grand Fortune <br>Securities Co. Ltd.<br>| 45139 | &nbsp;&nbsp;21550 |
|  | Grape King Bio Ltd. | 18000 | &nbsp;&nbsp;69188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great Wall Enterprise <br>Co. Ltd.<br>| 94000 | &nbsp;&nbsp;151921 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greatek Electronics, <br>Inc.<br>| 31000 | &nbsp;&nbsp;$87986 |
|  | GTM Holdings Corp. | 21000 | &nbsp;&nbsp;21871 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hai Kwang Enterprise <br>Corp.<br>| 17136 | &nbsp;&nbsp;8981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanpin Electron Co. <br>Ltd.<br>| 8000 | &nbsp;&nbsp;11627 |
| \* | Harvatek Corp. | 29000 | &nbsp;&nbsp;18933 |
|  | Heran Co. Ltd. | 6000 | &nbsp;&nbsp;11545 |
|  | Hey Song Corp. | 61000 | &nbsp;&nbsp;71785 |
|  | Highlight Tech Corp. | 6400 | &nbsp;&nbsp;8991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Highwealth <br>Construction Corp.<br>| 97355 | &nbsp;&nbsp;114692 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hitron Technology, <br>Inc.<br>| 14000 | &nbsp;&nbsp;13241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hiwin Technologies <br>Corp.<br>| 21000 | &nbsp;&nbsp;164584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hiyes International <br>Co. Ltd.<br>| 7136 | &nbsp;&nbsp;17387 |
|  | Hocheng Corp. | 45920 | &nbsp;&nbsp;26897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Holy Stone Enterprise <br>Co. Ltd.<br>| 7000 | &nbsp;&nbsp;23046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hong Pu Real Estate <br>Development Co. <br>Ltd.<br>| 47000 | &nbsp;&nbsp;33531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hong TAI Electric <br>Industrial<br>| 39000 | &nbsp;&nbsp;44742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hsin Kuang Steel Co. <br>Ltd.<br>| 18000 | &nbsp;&nbsp;22529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hu Lane Associate, <br>Inc.<br>| 3228 | &nbsp;&nbsp;11925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HUA ENG Wire & <br>Cable Co. Ltd.<br>| 52000 | &nbsp;&nbsp;62428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hua Yu Lien <br>Development Co. <br>Ltd.<br>| 18000 | &nbsp;&nbsp;34876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huaku Development <br>Co. Ltd.<br>| 48510 | &nbsp;&nbsp;163440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huang Hsiang <br>Construction Corp.<br>| 34934 | &nbsp;&nbsp;41164 |
|  | Huikwang Corp. | 9000 | &nbsp;&nbsp;6719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hung Ching <br>Development & <br>Construction Co. <br>Ltd.<br>| 33000 | &nbsp;&nbsp;30229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hung Sheng <br>Construction Ltd.<br>| 88352 | &nbsp;&nbsp;56263 |
|  | Huxen Corp. | 7000 | &nbsp;&nbsp;10306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hwa Fong Rubber <br>Industrial Co. Ltd.<br>| 72117 | &nbsp;&nbsp;34111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hwacom Systems, <br>Inc.<br>| 18000 | &nbsp;&nbsp;34066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ibase Technology, <br>Inc.<br>| 5000 | &nbsp;&nbsp;6666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IBF Financial Holdings <br>Co. Ltd.<br>| 543535 | &nbsp;&nbsp;287799 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ichia Technologies, <br>Inc.<br>| 56000 | &nbsp;&nbsp;$93150 |
| # | Innolux Corp. | 1312663 | &nbsp;&nbsp;900556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inpaq Technology Co. <br>Ltd.<br>| 17000 | &nbsp;&nbsp;45259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Integrated Service <br>Technology, Inc.<br>| 9031 | &nbsp;&nbsp;38691 |
|  | Inventec Corp. | 168000 | &nbsp;&nbsp;238477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Iron Force Industrial <br>Co. Ltd.<br>| 8148 | &nbsp;&nbsp;24782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;I-Sheng Electric Wire <br>& Cable Co. Ltd.<br>| 16000 | &nbsp;&nbsp;23741 |
|  | ITEQ Corp. | 34000 | &nbsp;&nbsp;113945 |
|  | Jean Co. Ltd. | 56615 | &nbsp;&nbsp;38083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jetway Information <br>Co. Ltd.<br>| 6750 | &nbsp;&nbsp;9148 |
|  | Jia Wei Lifestyle, Inc. | 7350 | &nbsp;&nbsp;8103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jih Lin Technology <br>Co. Ltd.<br>| 13000 | &nbsp;&nbsp;22368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiin Yeeh Ding <br>Enterprise Co. Ltd.<br>| 8800 | &nbsp;&nbsp;27475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Health Tech <br>Co. Ltd.<br>| 8000 | &nbsp;&nbsp;37340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;K Laser Technology, <br>Inc.<br>| 43000 | &nbsp;&nbsp;22364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kedge Construction <br>Co. Ltd.<br>| 11077 | &nbsp;&nbsp;30291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KEE TAI Properties <br>Co. Ltd.<br>| 51215 | &nbsp;&nbsp;17536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kenda Rubber <br>Industrial Co. Ltd.<br>| 20000 | &nbsp;&nbsp;12534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kerry TJ Logistics Co. <br>Ltd.<br>| 32000 | &nbsp;&nbsp;33183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KGI Financial Holding <br>Co. Ltd.<br>| 1009270 | &nbsp;&nbsp;577106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kindom Development <br>Co. Ltd.<br>| 70730 | &nbsp;&nbsp;69316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;King Chou Marine <br>Technology Co. <br>Ltd.<br>| 10200 | &nbsp;&nbsp;16850 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;King's Town <br>Construction Co. <br>Ltd.<br>| 27000 | &nbsp;&nbsp;35428 |
| \* | Kinko Optical Co. Ltd. | 36769 | &nbsp;&nbsp;75586 |
|  | Kinpo Electronics | 221000 | &nbsp;&nbsp;183780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinsus Interconnect <br>Technology Corp.<br>| 48000 | &nbsp;&nbsp;381246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KMC Kuei Meng <br>International, Inc.<br>| 6000 | &nbsp;&nbsp;17256 |
|  | KS Terminals, Inc. | 19000 | &nbsp;&nbsp;28494 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kung Sing <br>Engineering Corp.<br>| 74426 | &nbsp;&nbsp;49982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuo Toong <br>International Co. <br>Ltd.<br>| 19551 | &nbsp;&nbsp;31918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kwong Lung <br>Enterprise Co. Ltd.<br>| 21000 | &nbsp;&nbsp;32847 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lanner Electronics, <br>Inc.<br>| 10000 | &nbsp;&nbsp;$21385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Largan Precision Co. <br>Ltd. (3008 TT)<br>| 5000 | &nbsp;&nbsp;381086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Laser Tek Taiwan Co. <br>Ltd.<br>| 8000 | &nbsp;&nbsp;13721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Leadtrend Technology <br>Corp.<br>| 7501 | &nbsp;&nbsp;12761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lelon Electronics <br>Corp.<br>| 18508 | &nbsp;&nbsp;63068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lemtech Holdings Co. <br>Ltd.<br>| 5250 | &nbsp;&nbsp;14780 |
|  | Leo Systems, Inc. | 10000 | &nbsp;&nbsp;9504 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Leofoo Development <br>Co. Ltd.<br>| 17000 | &nbsp;&nbsp;8831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lingsen Precision <br>Industries Ltd.<br>| 69000 | &nbsp;&nbsp;59451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Liton Technology <br>Corp.<br>| 9000 | &nbsp;&nbsp;13676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Long Da Construction <br>& Development <br>Corp.<br>| 42000 | &nbsp;&nbsp;41078 |
|  | Longwell Co. | 11000 | &nbsp;&nbsp;54440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lotus Pharmaceutical <br>Co. Ltd.<br>| 3000 | &nbsp;&nbsp;34335 |
|  | Lucky Cement Corp. | 46000 | &nbsp;&nbsp;21877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lumax International <br>Corp. Ltd.<br>| 13500 | &nbsp;&nbsp;51022 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lung Yen Life Service <br>Corp.<br>| 30000 | &nbsp;&nbsp;47905 |
|  | M3 Technology, Inc. | 9000 | &nbsp;&nbsp;24284 |
|  | Macroblock, Inc. | 3000 | &nbsp;&nbsp;5281 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Macronix International <br>Co. Ltd.<br>| 251000 | &nbsp;&nbsp;722089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mayer Steel Pipe <br>Corp.<br>| 32400 | &nbsp;&nbsp;25090 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mercuries Life <br>Insurance Co. Ltd.<br>| 572944 | &nbsp;&nbsp;142317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Merida Industry Co. <br>Ltd.<br>| 17000 | &nbsp;&nbsp;45464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Merry Electronics Co. <br>Ltd.<br>| 23046 | &nbsp;&nbsp;72579 |
|  | METAAGE Corp. | 8000 | &nbsp;&nbsp;11178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Micro-Star <br>International Co. <br>Ltd.<br>| 62000 | &nbsp;&nbsp;176883 |
|  | Mildef Crete, Inc. | 10000 | &nbsp;&nbsp;31244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MIN AIK Technology <br>Co. Ltd.<br>| 44000 | &nbsp;&nbsp;48974 |
|  | Mosel Vitelic, Inc. | 13000 | &nbsp;&nbsp;13368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Motech Industries, <br>Inc.<br>| 20000 | &nbsp;&nbsp;14797 |
|  | MSSCORPS Co. Ltd. | 4320 | &nbsp;&nbsp;24009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nak Sealing <br>Technologies Corp.<br>| 10000 | &nbsp;&nbsp;35901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Namchow Holdings <br>Co. Ltd.<br>| 32000 | &nbsp;&nbsp;38158 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nan Kang Rubber Tire <br>Co. Ltd.<br>| 43000 | &nbsp;&nbsp;$48573 |
|  | Nan Ya Plastics Corp. | 136000 | &nbsp;&nbsp;325119 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nanya Technology <br>Corp.<br>| 186000 | &nbsp;&nbsp;1882829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New Best Wire <br>Industrial Co. Ltd.<br>| 19000 | &nbsp;&nbsp;18632 |
|  | Nichidenbo Corp. | 14000 | &nbsp;&nbsp;41000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Niko Semiconductor <br>Co. Ltd.<br>| 20570 | &nbsp;&nbsp;31748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nuvoton Technology <br>Corp.<br>| 8000 | &nbsp;&nbsp;15725 |
|  | O-Bank Co. Ltd. | 224375 | &nbsp;&nbsp;65062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Optimax Technology <br>Corp.<br>| 35000 | &nbsp;&nbsp;27488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orient Semiconductor <br>Electronics Ltd.<br>| 54000 | &nbsp;&nbsp;98470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;O-TA Precision <br>Industry Co. Ltd.<br>| 8000 | &nbsp;&nbsp;18137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Hospital <br>Supply Co. Ltd.<br>| 6000 | &nbsp;&nbsp;15552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paiho Shih Holdings <br>Corp.<br>| 16800 | &nbsp;&nbsp;12277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pan German <br>Universal Motors <br>Ltd.<br>| 4000 | &nbsp;&nbsp;34512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pan Jit International, <br>Inc.<br>| 43000 | &nbsp;&nbsp;122519 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Pan-International <br>Industrial Corp.<br>| 67000 | &nbsp;&nbsp;109068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Parade Technologies <br>Ltd.<br>| 5000 | &nbsp;&nbsp;83615 |
|  | Parpro Corp. | 17000 | &nbsp;&nbsp;34101 |
| \* | PChome Online, Inc. | 17000 | &nbsp;&nbsp;15208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PCL Technologies, <br>Inc.<br>| 9000 | &nbsp;&nbsp;36401 |
|  | Pegatron Corp. | 114000 | &nbsp;&nbsp;251393 |
|  | Pegavision Corp. | 7000 | &nbsp;&nbsp;64326 |
|  | PharmaEngine, Inc. | 12000 | &nbsp;&nbsp;25378 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Phihong Technology <br>Co. Ltd.<br>| 42000 | &nbsp;&nbsp;38411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Phoenix Silicon <br>International Corp.<br>| 11000 | &nbsp;&nbsp;58463 |
|  | Pixart Imaging, Inc. | 4000 | &nbsp;&nbsp;25236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Posiflex Technology, <br>Inc.<br>| 6000 | &nbsp;&nbsp;33843 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Powerchip <br>Semiconductor <br>Manufacturing <br>Corp.<br>| 362000 | &nbsp;&nbsp;776696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Powertech <br>Technology, Inc.<br>| 123000 | &nbsp;&nbsp;973982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;President Securities <br>Corp.<br>| 183098 | &nbsp;&nbsp;170016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Primax Electronics <br>Ltd.<br>| 69000 | &nbsp;&nbsp;172105 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prince Housing & <br>Development Corp.<br>| 143000 | &nbsp;&nbsp;$38222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Promate Electronic <br>Co. Ltd.<br>| 31199 | &nbsp;&nbsp;43274 |
|  | Qisda Corp. | 115040 | &nbsp;&nbsp;91317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;QST International <br>Corp.<br>| 14324 | &nbsp;&nbsp;19895 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Qualipoly Chemical <br>Corp.<br>| 18900 | &nbsp;&nbsp;91902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Quang Viet Enterprise <br>Co. Ltd.<br>| 5000 | &nbsp;&nbsp;10849 |
|  | Quanta Storage, Inc. | 10000 | &nbsp;&nbsp;33504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Radiant <br>Opto-Electronics <br>Corp.<br>| 61000 | &nbsp;&nbsp;235676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Radium Life Tech Co. <br>Ltd.<br>| 168209 | &nbsp;&nbsp;57129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raydium <br>Semiconductor <br>Corp.<br>| 3000 | &nbsp;&nbsp;22003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rechi Precision Co. <br>Ltd.<br>| 59000 | &nbsp;&nbsp;47626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rexon Industrial Corp. <br>Ltd.<br>| 20000 | &nbsp;&nbsp;16794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rich Development Co. <br>Ltd.<br>| 89990 | &nbsp;&nbsp;22638 |
| \* | Ritek Corp. | 110724 | &nbsp;&nbsp;47621 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ruentex Development <br>Co. Ltd.<br>| 198000 | &nbsp;&nbsp;180947 |
|  | Sampo Corp. | 58800 | &nbsp;&nbsp;44989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;San Fang Chemical <br>Industry Co. Ltd.<br>| 15000 | &nbsp;&nbsp;15005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanyang Motor Co. <br>Ltd.<br>| 47000 | &nbsp;&nbsp;89206 |
|  | Savior Lifetec Corp. | 58000 | &nbsp;&nbsp;38069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ScinoPharm Taiwan <br>Ltd.<br>| 40000 | &nbsp;&nbsp;31133 |
|  | SDI Corp. | 14000 | &nbsp;&nbsp;39032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sea Sonic Electronics <br>Co. Ltd.<br>| 1000 | &nbsp;&nbsp;2049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Senao International <br>Co. Ltd.<br>| 22000 | &nbsp;&nbsp;20188 |
|  | Senao Networks, Inc. | 5815 | &nbsp;&nbsp;24820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sensortek Technology <br>Corp.<br>| 3000 | &nbsp;&nbsp;17471 |
|  | Sercomm Corp. | 26000 | &nbsp;&nbsp;70276 |
|  | Sesoda Corp. | 29000 | &nbsp;&nbsp;30679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Commercial <br>& Savings Bank <br>Ltd.<br>| 405000 | &nbsp;&nbsp;507324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sharehope Medicine <br>Co. Ltd.<br>| 12639 | &nbsp;&nbsp;9568 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;ShenMao Technology, <br>Inc.<br>| 22000 | &nbsp;&nbsp;77833 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shih Her <br>Technologies, Inc.<br>| 10733 | &nbsp;&nbsp;60544 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shih Wei Navigation <br>Co. Ltd.<br>| 61790 | &nbsp;&nbsp;$34647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shihlin Electric & <br>Engineering Corp.<br>| 12000 | &nbsp;&nbsp;86797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shin Ruenn <br>Development Co. <br>Ltd.<br>| 24000 | &nbsp;&nbsp;35791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shin Zu Shing Co. <br>Ltd.<br>| 6926 | &nbsp;&nbsp;45758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinkong Insurance <br>Co. Ltd.<br>| 36000 | &nbsp;&nbsp;128445 |
| \* | Shuttle, Inc. | 51000 | &nbsp;&nbsp;26163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sigurd <br>Microelectronics <br>Corp.<br>| 76046 | &nbsp;&nbsp;311765 |
|  | Silergy Corp. | 22000 | &nbsp;&nbsp;194196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Simplo Technology <br>Co. Ltd.<br>| 26000 | &nbsp;&nbsp;285969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sincere Navigation <br>Corp.<br>| 62830 | &nbsp;&nbsp;58011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sino-American Silicon <br>Products, Inc.<br>| 61000 | &nbsp;&nbsp;231071 |
|  | Sinon Corp. | 64000 | &nbsp;&nbsp;92228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SinoPac Financial <br>Holdings Co. Ltd.<br>| 183150 | &nbsp;&nbsp;165894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinphar <br>Pharmaceutical Co. <br>Ltd.<br>| 27216 | &nbsp;&nbsp;26900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sitronix Technology <br>Corp.<br>| 8000 | &nbsp;&nbsp;49342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Siward Crystal <br>Technology Co. <br>Ltd.<br>| 33000 | &nbsp;&nbsp;29254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Solar Applied <br>Materials <br>Technology Corp.<br>| 35000 | &nbsp;&nbsp;70594 |
|  | Solteam, Inc. | 19197 | &nbsp;&nbsp;30435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sonix Technology Co. <br>Ltd.<br>| 16000 | &nbsp;&nbsp;18437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southeast Cement <br>Co. Ltd.<br>| 19000 | &nbsp;&nbsp;9795 |
|  | Speed Tech Corp. | 12000 | &nbsp;&nbsp;13844 |
| # | Sports Gear Co. Ltd. | 24000 | &nbsp;&nbsp;76880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;St. Shine Optical Co. <br>Ltd.<br>| 10000 | &nbsp;&nbsp;35883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Standard Chemical & <br>Pharmaceutical Co. <br>Ltd.<br>| 10000 | &nbsp;&nbsp;19398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Standard Foods <br>Corp.<br>| 45000 | &nbsp;&nbsp;41401 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Starlux Airlines Co. <br>Ltd.<br>| 106000 | &nbsp;&nbsp;77308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;STL Technology Co. <br>Ltd.<br>| 3000 | &nbsp;&nbsp;13908 |
|  | Sun Max Tech Ltd. | 7331 | &nbsp;&nbsp;15451 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sun Yad Construction <br>Co. Ltd.<br>| 69377 | &nbsp;&nbsp;30507 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunjuice Holdings Co. <br>Ltd.<br>| 3000 | &nbsp;&nbsp;$14907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunny Friend <br>Environmental <br>Technology Co. <br>Ltd.<br>| 10000 | &nbsp;&nbsp;24342 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sunplus Technology <br>Co. Ltd.<br>| 35000 | &nbsp;&nbsp;24346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunrex Technology <br>Corp.<br>| 31685 | &nbsp;&nbsp;37806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Superalloy Industrial <br>Co. Ltd.<br>| 15000 | &nbsp;&nbsp;21838 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Supreme Electronics <br>Co. Ltd.<br>| 78340 | &nbsp;&nbsp;208125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sweeten Real Estate <br>Development Co. <br>Ltd.<br>| 51417 | &nbsp;&nbsp;41949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Symtek Automation <br>Asia Co. Ltd.<br>| 7269 | &nbsp;&nbsp;33565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Syncmold Enterprise <br>Corp.<br>| 13000 | &nbsp;&nbsp;28073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Synmosa Biopharma <br>Corp.<br>| 24411 | &nbsp;&nbsp;25103 |
|  | Systex Corp. | 32000 | &nbsp;&nbsp;117476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TA Chen Stainless <br>Pipe<br>| 322146 | &nbsp;&nbsp;399918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ta Ya Electric Wire & <br>Cable<br>| 76090 | &nbsp;&nbsp;100099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tai Tung <br>Communication Co. <br>Ltd.<br>| 18689 | &nbsp;&nbsp;12259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taichung Commercial <br>Bank Co. Ltd.<br>| 772546 | &nbsp;&nbsp;490564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TaiDoc Technology <br>Corp.<br>| 3000 | &nbsp;&nbsp;12773 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Taiflex Scientific Co. <br>Ltd.<br>| 38136 | &nbsp;&nbsp;105374 |
|  | Taimide Tech, Inc. | 15000 | &nbsp;&nbsp;29439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tainan Enterprises <br>Co. Ltd.<br>| 14000 | &nbsp;&nbsp;11433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TaiSol Electronics Co. <br>Ltd.<br>| 10000 | &nbsp;&nbsp;16123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taita Chemical Co. <br>Ltd.<br>| 52132 | &nbsp;&nbsp;20125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TAI-TECH Advanced <br>Electronics Co. Ltd.<br>| 10000 | &nbsp;&nbsp;49070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Business <br>Bank<br>| 1452602 | &nbsp;&nbsp;707816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Cogeneration <br>Corp.<br>| 81000 | &nbsp;&nbsp;111019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Fertilizer Co. <br>Ltd.<br>| 23000 | &nbsp;&nbsp;33793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Fire & Marine <br>Insurance Co. Ltd.<br>| 33600 | &nbsp;&nbsp;52303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan FU Hsing <br>Industrial Co. Ltd.<br>| 31200 | &nbsp;&nbsp;47450 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Glass Industry <br>Corp.<br>| 173000 | &nbsp;&nbsp;$261456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Hon Chuan <br>Enterprise Co. Ltd.<br>| 30311 | &nbsp;&nbsp;115120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Hopax <br>Chemicals <br>Manufacturing Co. <br>Ltd.<br>| 31147 | &nbsp;&nbsp;34898 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Land <br>Development Corp.<br>| 129466 | &nbsp;&nbsp;2067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Line Tek <br>Electronic<br>| 10300 | &nbsp;&nbsp;7941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Navigation Co. <br>Ltd.<br>| 52000 | &nbsp;&nbsp;51211 |
|  | Taiwan Paiho Ltd. | 38000 | &nbsp;&nbsp;60145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan PCB Techvest <br>Co. Ltd.<br>| 48000 | &nbsp;&nbsp;53763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Sanyo Electric <br>Co. Ltd.<br>| 27000 | &nbsp;&nbsp;29466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Semiconductor <br>Co. Ltd.<br>| 10000 | &nbsp;&nbsp;20103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Surface <br>Mounting <br>Technology Corp.<br>| 36000 | &nbsp;&nbsp;105015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiyen Biotech Co. <br>Ltd.<br>| 28000 | &nbsp;&nbsp;28046 |
| # | Tatung Co. Ltd. | 182000 | &nbsp;&nbsp;223232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TCC Group Holdings <br>Co. Ltd.<br>| 900000 | &nbsp;&nbsp;753010 |
|  | TCI Co. Ltd. | 18000 | &nbsp;&nbsp;87163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Teco Electric & <br>Machinery Co. Ltd.<br>| 158000 | &nbsp;&nbsp;403003 |
|  | Test Research, Inc. | 6000 | &nbsp;&nbsp;34068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Test Rite International <br>Co. Ltd.<br>| 44000 | &nbsp;&nbsp;28321 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Thermaltake <br>Technology Co. <br>Ltd.<br>| 13000 | &nbsp;&nbsp;12904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thinking Electronic <br>Industrial Co. Ltd.<br>| 5000 | &nbsp;&nbsp;26310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thye Ming Industrial <br>Co. Ltd.<br>| 14343 | &nbsp;&nbsp;32125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ton Yi Industrial <br>Corp.<br>| 170000 | &nbsp;&nbsp;96362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tong Hsing Electronic <br>Industries Ltd.<br>| 27460 | &nbsp;&nbsp;121625 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tong Yang Industry <br>Co. Ltd.<br>| 51000 | &nbsp;&nbsp;176758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tong-Tai Machine & <br>Tool Co. Ltd.<br>| 27000 | &nbsp;&nbsp;28532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Top Union Electronics <br>Corp.<br>| 20326 | &nbsp;&nbsp;18859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Topco Technologies <br>Corp.<br>| 8999 | &nbsp;&nbsp;17781 |
|  | Topkey Corp. | 12000 | &nbsp;&nbsp;60309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Topoint Technology <br>Co. Ltd.<br>| 23364 | &nbsp;&nbsp;149633 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transcend <br>Information, Inc.<br>| 27000 | &nbsp;&nbsp;$224783 |
|  | Trigold Holdings Ltd. | 13000 | &nbsp;&nbsp;25385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tripod Technology <br>Corp.<br>| 14000 | &nbsp;&nbsp;164994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TS Financial Holding <br>Co. Ltd (2887 TT)<br>| 3303413 | &nbsp;&nbsp;2374215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TSC Auto ID <br>Technology Co. <br>Ltd.<br>| 4399 | &nbsp;&nbsp;27048 |
|  | TSRC Corp. | 50000 | &nbsp;&nbsp;24138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tung Ho Steel <br>Enterprise Corp.<br>| 84190 | &nbsp;&nbsp;185267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TURVO International <br>Co. Ltd.<br>| 5000 | &nbsp;&nbsp;45581 |
|  | TXC Corp. | 19000 | &nbsp;&nbsp;51970 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;TYC Brother Industrial <br>Co. Ltd.<br>| 42000 | &nbsp;&nbsp;65761 |
|  | Tyntek Corp. | 44000 | &nbsp;&nbsp;27069 |
|  | UDE Corp. | 10000 | &nbsp;&nbsp;34427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;U-Ming Marine <br>Transport Corp.<br>| 84000 | &nbsp;&nbsp;165127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unic Technology <br>Corp.<br>| 29000 | &nbsp;&nbsp;26964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unimicron Technology <br>Corp.<br>| 31022 | &nbsp;&nbsp;368753 |
| # | Union Bank of Taiwan | 325568 | &nbsp;&nbsp;192948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Insurance Co. <br>Ltd.<br>| 12000 | &nbsp;&nbsp;10922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unitech Computer Co. <br>Ltd.<br>| 20000 | &nbsp;&nbsp;25908 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Unitech Printed Circuit <br>Board Corp.<br>| 126047 | &nbsp;&nbsp;205673 |
|  | United Alloy-Tech Co. | 11000 | &nbsp;&nbsp;20823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Orthopedic <br>Corp.<br>| 10000 | &nbsp;&nbsp;33963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Radiant <br>Technology<br>| 21000 | &nbsp;&nbsp;16387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Univacco Technology, <br>Inc.<br>| 11000 | &nbsp;&nbsp;15881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Cement <br>Corp.<br>| 80136 | &nbsp;&nbsp;75193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UPC Technology <br>Corp.<br>| 107664 | &nbsp;&nbsp;38072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UPI Semiconductor <br>Corp.<br>| 3000 | &nbsp;&nbsp;19205 |
|  | Utechzone Co. Ltd. | 5000 | &nbsp;&nbsp;16823 |
|  | Value Valves Co. Ltd. | 4000 | &nbsp;&nbsp;10406 |
|  | Ve Wong Corp. | 16000 | &nbsp;&nbsp;20020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ventec International <br>Group Co. Ltd.<br>| 10000 | &nbsp;&nbsp;28374 |
|  | Visco Vision, Inc. | 3000 | &nbsp;&nbsp;16201 |
| #\* | Wafer Works Corp. | 98068 | &nbsp;&nbsp;114629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wah Hong Industrial <br>Corp.<br>| 15000 | &nbsp;&nbsp;19736 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wah Lee Industrial <br>Corp.<br>| 34680 | &nbsp;&nbsp;135891 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| # | Walsin Lihwa Corp. | 40800 | &nbsp;&nbsp;$55839 |
|  | Wan Hai Lines Ltd. | 71000 | &nbsp;&nbsp;166282 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;WEI Chih Steel <br>Industrial Co. Ltd.<br>| 31000 | &nbsp;&nbsp;19711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Weikeng Industrial Co. <br>Ltd.<br>| 71661 | &nbsp;&nbsp;69825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Well Shin Technology <br>Co. Ltd.<br>| 18000 | &nbsp;&nbsp;29185 |
|  | WELLELL, Inc. | 9000 | &nbsp;&nbsp;6580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Win Semiconductors <br>Corp.<br>| 45000 | &nbsp;&nbsp;332751 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Winbond Electronics <br>Corp.<br>| 581250 | &nbsp;&nbsp;2298461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Winstek <br>Semiconductor Co. <br>Ltd.<br>| 9000 | &nbsp;&nbsp;39704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wisdom Marine Lines <br>Co. Ltd.<br>| 86000 | &nbsp;&nbsp;192473 |
|  | WITS Corp. | 5000 | &nbsp;&nbsp;19290 |
|  | WNC Corp. | 24000 | &nbsp;&nbsp;139964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wonderful Hi-Tech Co. <br>Ltd.<br>| 11000 | &nbsp;&nbsp;16491 |
|  | WPG Holdings Ltd. | 280000 | &nbsp;&nbsp;569465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WT Microelectronics <br>Co. Ltd.<br>| 98000 | &nbsp;&nbsp;483818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;XAC Automation <br>Corp.<br>| 19000 | &nbsp;&nbsp;15225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xxentria Technology <br>Materials Corp.<br>| 9000 | &nbsp;&nbsp;10888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ya Horng Electronic <br>Co. Ltd.<br>| 9000 | &nbsp;&nbsp;15618 |
|  | Yageo Corp. | 12004 | &nbsp;&nbsp;104799 |
|  | YC INOX Co. Ltd. | 47249 | &nbsp;&nbsp;33578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yea Shin International <br>Development Co. <br>Ltd.<br>| 42022 | &nbsp;&nbsp;32859 |
|  | Yem Chio Co. Ltd. | 94197 | &nbsp;&nbsp;40228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YFC-Boneagle Electric <br>Co. Ltd.<br>| 15639 | &nbsp;&nbsp;14002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Youngtek Electronics <br>Corp.<br>| 24000 | &nbsp;&nbsp;54282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuanta Futures Co. <br>Ltd.<br>| 12213 | &nbsp;&nbsp;36453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuen Foong Yu <br>Consumer Products <br>Co. Ltd.<br>| 9000 | &nbsp;&nbsp;10974 |
|  | Yulon Motor Co. Ltd. | 63264 | &nbsp;&nbsp;62211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yung Chi Paint & <br>Varnish <br>Manufacturing Co. <br>Ltd.<br>| 13000 | &nbsp;&nbsp;31442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YungShin Global <br>Holding Corp.<br>| 29000 | &nbsp;&nbsp;51295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zeng Hsing Industrial <br>Co. Ltd.<br>| 9669 | &nbsp;&nbsp;29421 |
|  | Zenitron Corp. | 27000 | &nbsp;&nbsp;39157 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhen Ding Technology <br>Holding Ltd.<br>| 119000 | &nbsp;&nbsp;$733351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZillTek Technology <br>Corp.<br>| 3000 | &nbsp;&nbsp;17471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zippy Technology <br>Corp.<br>| 9000 | &nbsp;&nbsp;14366 |
|  | Zyxel Group Corp. | 57488 | &nbsp;&nbsp;66096 |
| TOTAL TAIWAN | TOTAL TAIWAN |  | &nbsp;&nbsp;47987450 |
| THAILAND — (0.3%) | THAILAND — (0.3%) | THAILAND — (0.3%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Allianz Ayudhya <br>Capital PCL<br>| 11000 | &nbsp;&nbsp;12681 |
|  | Amata Corp. PCL | 95200 | &nbsp;&nbsp;47298 |
| # | AP Thailand PCL | 357200 | &nbsp;&nbsp;102679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asia Plus Group <br>Holdings PCL<br>| 242500 | &nbsp;&nbsp;16200 |
|  | Asian Insulators PCL | 77450 | &nbsp;&nbsp;7378 |
|  | Asian Sea Corp. PCL | 38500 | &nbsp;&nbsp;9124 |
|  | Bangchak Corp. PCL | 174500 | &nbsp;&nbsp;167820 |
|  | Bangkok Land PCL | 1885500 | &nbsp;&nbsp;26960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bangkok Life <br>Assurance PCL, <br>NVDR<br>| 19800 | &nbsp;&nbsp;13401 |
|  | Bangkok Ranch PCL | 119400 | &nbsp;&nbsp;6184 |
|  | Banpu PCL | 1265532 | &nbsp;&nbsp;215212 |
|  | Berli Jucker PCL | 67100 | &nbsp;&nbsp;30742 |
|  | BKI Holdings PCL | 16100 | &nbsp;&nbsp;154071 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cal-Comp Electronics <br>Thailand PCL, <br>Class F<br>| 234044 | &nbsp;&nbsp;35398 |
|  | Cotto F | 308500 | &nbsp;&nbsp;1863 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Country Group <br>Development PCL<br>| 992900 | &nbsp;&nbsp;3462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dhipaya Group <br>Holdings PCL<br>| 53400 | &nbsp;&nbsp;34248 |
|  | Dohome PCL | 194100 | &nbsp;&nbsp;21722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Frasers Property <br>Thailand PCL<br>| 48300 | &nbsp;&nbsp;9257 |
|  | GFPT PCL | 114300 | &nbsp;&nbsp;34812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Green <br>Chemicals PCL<br>| 37300 | &nbsp;&nbsp;3800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gunkul Engineering <br>PCL<br>| 455300 | &nbsp;&nbsp;26294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hana Microelectronics <br>PCL<br>| 88700 | &nbsp;&nbsp;49117 |
|  | IRPC PCL | 1388500 | &nbsp;&nbsp;51235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KGI Securities <br>Thailand PCL<br>| 250300 | &nbsp;&nbsp;32806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kiatnakin Phatra Bank <br>PCL<br>| 38600 | &nbsp;&nbsp;88286 |
|  | Lalin Property PCL | 107600 | &nbsp;&nbsp;16126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lam Soon Thailand <br>PCL<br>| 56200 | &nbsp;&nbsp;8423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Major Cineplex Group <br>PCL<br>| 98500 | &nbsp;&nbsp;20663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MK Restaurants <br>Group PCL<br>| 68600 | &nbsp;&nbsp;41067 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northeast Rubber <br>PCL<br>| 180000 | &nbsp;&nbsp;$27325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Polyplex Thailand <br>PCL<br>| 85200 | &nbsp;&nbsp;21940 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Precious Shipping <br>PCL<br>| 122800 | &nbsp;&nbsp;24819 |
|  | Prima Marine PCL | 195700 | &nbsp;&nbsp;44450 |
| \* | Property Perfect PCL | 2489056 | &nbsp;&nbsp;3917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PTT Global Chemical <br>PCL<br>| 166200 | &nbsp;&nbsp;130401 |
| # | Quality Houses PCL | 813000 | &nbsp;&nbsp;33357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rojana Industrial Park <br>PCL<br>| 220300 | &nbsp;&nbsp;32185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;S Hotels & Resorts <br>PCL<br>| 142900 | &nbsp;&nbsp;7569 |
|  | Samart Corp. PCL | 50300 | &nbsp;&nbsp;9401 |
| # | Sansiri PCL | 2197100 | &nbsp;&nbsp;95770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Siamgas & <br>Petrochemicals <br>PCL<br>| 83800 | &nbsp;&nbsp;19433 |
| \* | SNC Former PCL | 53600 | &nbsp;&nbsp;10094 |
|  | SPCG PCL | 88600 | &nbsp;&nbsp;27016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sri Trang <br>Agro-Industry PCL<br>| 94500 | &nbsp;&nbsp;38467 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sri Trang Gloves <br>Thailand PCL<br>| 179000 | &nbsp;&nbsp;50955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Srithai Superware <br>PCL<br>| 235400 | &nbsp;&nbsp;7782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Star Petroleum <br>Refining PCL<br>| 181300 | &nbsp;&nbsp;39016 |
| \* | STP & I PCL | 34900 | &nbsp;&nbsp;5071 |
|  | Supalai PCL | 197025 | &nbsp;&nbsp;113867 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Super Energy Corp. <br>PCL<br>| 5131000 | &nbsp;&nbsp;17731 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tata Steel Thailand <br>PCL<br>| 749600 | &nbsp;&nbsp;17864 |
|  | Thai Oil PCL | 203910 | &nbsp;&nbsp;277331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thai Union Group <br>PCL<br>| 51800 | &nbsp;&nbsp;19410 |
| \* | Thaicom PCL | 68300 | &nbsp;&nbsp;19910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thoresen Thai <br>Agencies PCL<br>| 96300 | &nbsp;&nbsp;12922 |
|  | Triple i Logistics PCL | 97600 | &nbsp;&nbsp;12045 |
|  | Vanachai Group PCL | 89800 | &nbsp;&nbsp;4839 |
| TOTAL THAILAND | TOTAL THAILAND |  | &nbsp;&nbsp;2413216 |
| TURKEY — (0.2%) | TURKEY — (0.2%) | TURKEY — (0.2%) |  |
|  | Akcansa Cimento AS | 6916 | &nbsp;&nbsp;30971 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aksa Akrilik Kimya <br>Sanayii AS<br>| 49968 | &nbsp;&nbsp;12730 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aksa Enerji Uretim <br>AS<br>| 31660 | &nbsp;&nbsp;53742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Albaraka Turk Katilim <br>Bankasi AS<br>| 310912 | &nbsp;&nbsp;66188 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alcatel-Lucent Teletas <br>Telekomunikasyon <br>AS<br>| 2850 | &nbsp;&nbsp;9102 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anadolu Anonim Turk <br>Sigorta Sirketi<br>| 52744 | &nbsp;&nbsp;$34679 |
| #\* | Arcelik AS | 7042 | &nbsp;&nbsp;18506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ARD Grup Bilisim <br>Teknolojileri AS<br>| 26615 | &nbsp;&nbsp;28870 |
| \* | Bera Holding AS | 140066 | &nbsp;&nbsp;58088 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Borusan Birlesik Boru <br>Fabrikalari Sanayi <br>ve Ticaret AS<br>| 2327 | &nbsp;&nbsp;34452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bursa Cimento <br>Fabrikasi AS<br>| 156049 | &nbsp;&nbsp;24995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cemtas Celik Makina <br>Sanayi Ve Ticaret <br>AS<br>| 69120 | &nbsp;&nbsp;19484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cimsa Cimento <br>Sanayi VE Ticaret <br>AS<br>| 42458 | &nbsp;&nbsp;50322 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dogan Sirketler Grubu <br>Holding AS<br>| 117724 | &nbsp;&nbsp;58795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dogus Otomotiv <br>Servis ve Ticaret <br>AS<br>| 14021 | &nbsp;&nbsp;74037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EGE Gubre Sanayii <br>AS<br>| 6907 | &nbsp;&nbsp;14997 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Esenboga Elektrik <br>Uretim AS<br>| 99076 | &nbsp;&nbsp;8999 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Europen Endustri <br>Insaat Sanayi VE <br>Ticaret AS<br>| 109717 | &nbsp;&nbsp;12681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Yatirim Holding <br>AS<br>| 225200 | &nbsp;&nbsp;76052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goknur Gida <br>Maddeleri Ithalat <br>Ihracat Ticaret Ve <br>Sanayi AS<br>| 37167 | &nbsp;&nbsp;19393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Is Yatirim Menkul <br>Degerler AS<br>| 30125 | &nbsp;&nbsp;33300 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kardemir Karabuk <br>Demir Celik Sanayi <br>ve Ticaret AS <br>(KRDMA TI), <br>Class A<br>| 64988 | &nbsp;&nbsp;42275 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Kardemir Karabuk <br>Demir Celik Sanayi <br>ve Ticaret AS <br>(KRDMD TI), <br>Class D<br>| 170857 | &nbsp;&nbsp;114581 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Katmerciler Arac Ustu <br>Ekipman Sanayi ve <br>Ticaret AS<br>| 289110 | &nbsp;&nbsp;19589 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kayseri Seker <br>Fabrikasi AS<br>| 215417 | &nbsp;&nbsp;24274 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Naturel Yenilenebilir <br>Enerji Ticaret AS<br>| 100670 | &nbsp;&nbsp;19857 |
| \* | NET Holding AS | 18466 | &nbsp;&nbsp;20408 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nuh Cimento Sanayi <br>AS<br>| 1687 | &nbsp;&nbsp;$9321 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ODAS Elektrik Uretim <br>ve Sanayi Ticaret <br>AS<br>| 156277 | &nbsp;&nbsp;20786 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Orge Enerji Elektrik <br>Taahhut AS<br>| 6233 | &nbsp;&nbsp;10294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Penta Teknoloji <br>Urunleri Dagitim <br>Ticaret AS<br>| 40375 | &nbsp;&nbsp;13053 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Reysas Tasimacilik ve <br>Lojistik Ticaret AS<br>| 60744 | &nbsp;&nbsp;25703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sarkuysan Elektrolitik <br>Bakir Sanayi ve <br>Ticaret AS<br>| 47894 | &nbsp;&nbsp;50489 |
|  | Sekerbank Turk AS | 257072 | &nbsp;&nbsp;54022 |
|  | Tekfen Holding AS | 12587 | &nbsp;&nbsp;22218 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tukas Gida Sanayi ve <br>Ticaret AS<br>| 565499 | &nbsp;&nbsp;37768 |
|  | Turkiye Sigorta AS | 172306 | &nbsp;&nbsp;48252 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ulker Biskuvi Sanayi <br>AS<br>| 23724 | &nbsp;&nbsp;74021 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zorlu Enerji Elektrik <br>Uretim AS<br>| 195804 | &nbsp;&nbsp;14891 |
| TOTAL TURKEY | TOTAL TURKEY |  | &nbsp;&nbsp;1362185 |
| UNITED ARAB EMIRATES — (0.4%) | UNITED ARAB EMIRATES — (0.4%) | UNITED ARAB EMIRATES — (0.4%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Abu Dhabi <br>Commercial Bank <br>PJSC<br>| 661 | &nbsp;&nbsp;2742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Abu Dhabi National <br>Hotels<br>| 640279 | &nbsp;&nbsp;76290 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Abu Dhabi Ports Co. <br>PJSC<br>| 136205 | &nbsp;&nbsp;191515 |
|  | Agthia Group PJSC | 38410 | &nbsp;&nbsp;38717 |
|  | Ajman Bank PJSC | 97467 | &nbsp;&nbsp;39278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aldar Properties <br>PJSC<br>| 74216 | &nbsp;&nbsp;194016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amanat Holdings <br>PJSC<br>| 220573 | &nbsp;&nbsp;77456 |
| \* | Bank of Sharjah | 73344 | &nbsp;&nbsp;25350 |
|  | Dana Gas PJSC | 738561 | &nbsp;&nbsp;187870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deyaar Development <br>PJSC<br>| 239303 | &nbsp;&nbsp;66521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dubai Investments <br>PJSC<br>| 448790 | &nbsp;&nbsp;489122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dubai Islamic Bank <br>PJSC<br>| 340966 | &nbsp;&nbsp;897005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emaar Development <br>PJSC<br>| 112658 | &nbsp;&nbsp;528028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emaar Properties <br>PJSC<br>| 9451 | &nbsp;&nbsp;38661 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;EMSTEEL Building <br>Materials PJSC<br>| 182719 | &nbsp;&nbsp;57793 |
| \* | Modon Holding PSC | 27507 | &nbsp;&nbsp;25339 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Central <br>Cooling Co. PJSC<br>| 58193 | &nbsp;&nbsp;$47565 |
|  | NMDC Group PJSC | 12736 | &nbsp;&nbsp;71327 |
| \* | RAK Properties PJSC | 190074 | &nbsp;&nbsp;67323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ras Al Khaimah <br>Ceramics PJSC<br>| 90792 | &nbsp;&nbsp;62812 |
|  | Sharjah Islamic Bank | 84403 | &nbsp;&nbsp;82046 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Union Properties <br>PJSC<br>| 403416 | &nbsp;&nbsp;95617 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED ARAB <br>EMIRATES | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED ARAB <br>EMIRATES |  | &nbsp;&nbsp;3362393 |
| UNITED KINGDOM — (8.2%) | UNITED KINGDOM — (8.2%) | UNITED KINGDOM — (8.2%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Medical <br>Solutions Group <br>PLC<br>| 25528 | &nbsp;&nbsp;75208 |
| \* | Afentra PLC | 17799 | &nbsp;&nbsp;12191 |
|  | AG Barr PLC | 15726 | &nbsp;&nbsp;137226 |
|  | Ashmore Group PLC | 40278 | &nbsp;&nbsp;130680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atalaya Mining <br>Copper SA<br>| 19905 | &nbsp;&nbsp;278809 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Auction Technology <br>Group PLC<br>| 5309 | &nbsp;&nbsp;22462 |
|  | Aviva PLC | 79393 | &nbsp;&nbsp;692133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;B&M European Value <br>Retail SA<br>| 59696 | &nbsp;&nbsp;144118 |
|  | Balfour Beatty PLC | 184807 | &nbsp;&nbsp;1809689 |
|  | Barratt Redrow PLC | 1141 | &nbsp;&nbsp;6076 |
|  | Beazley PLC | 157760 | &nbsp;&nbsp;2450885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Begbies Traynor <br>Group PLC<br>| 2192 | &nbsp;&nbsp;3546 |
|  | Bellway PLC | 22975 | &nbsp;&nbsp;855013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Berkeley Group <br>Holdings PLC<br>| 13400 | &nbsp;&nbsp;757084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bloomsbury <br>Publishing PLC<br>| 23004 | &nbsp;&nbsp;156486 |
|  | Bodycote PLC | 3811 | &nbsp;&nbsp;38986 |
|  | Breedon Group PLC | 80612 | &nbsp;&nbsp;371295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brooks Macdonald <br>Group PLC<br>| 4090 | &nbsp;&nbsp;89727 |
|  | Bunzl PLC | 415 | &nbsp;&nbsp;11638 |
|  | C&C Group PLC | 98194 | &nbsp;&nbsp;146878 |
| \* | Canal & SA | 175700 | &nbsp;&nbsp;762129 |
| \* | Capita PLC | 4614 | &nbsp;&nbsp;23882 |
|  | Capital Ltd. | 44660 | &nbsp;&nbsp;80796 |
|  | Card Factory PLC | 91534 | &nbsp;&nbsp;85130 |
|  | Castings PLC | 4281 | &nbsp;&nbsp;16091 |
|  | Centaur Media PLC | 16082 | &nbsp;&nbsp;9726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Asia Metals <br>PLC<br>| 34290 | &nbsp;&nbsp;104869 |
|  | Centrica PLC | 1652534 | &nbsp;&nbsp;4327178 |
|  | Chemring Group PLC | 70434 | &nbsp;&nbsp;481512 |
|  | Chesnara PLC | 45670 | &nbsp;&nbsp;191140 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Close Brothers Group <br>PLC<br>| 11462 | &nbsp;&nbsp;79568 |
| Ω | CMC Markets PLC | 23524 | &nbsp;&nbsp;105098 |
|  | Costain Group PLC | 73709 | &nbsp;&nbsp;178525 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | Cranswick PLC | 5869 | &nbsp;&nbsp;$423630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Croda International <br>PLC<br>| 13357 | &nbsp;&nbsp;499150 |
|  | Currys PLC | 618346 | &nbsp;&nbsp;1239199 |
|  | DCC PLC | 18290 | &nbsp;&nbsp;1159392 |
| \* | DFS Furniture PLC | 52954 | &nbsp;&nbsp;143191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DiscoverIE Group <br>PLC<br>| 24510 | &nbsp;&nbsp;211058 |
|  | dotdigital group PLC | 18632 | &nbsp;&nbsp;18891 |
|  | Dowlais Group PLC | 46616 | &nbsp;&nbsp;59412 |
|  | Dr. Martens PLC | 101904 | &nbsp;&nbsp;93945 |
|  | Drax Group PLC | 112465 | &nbsp;&nbsp;1387701 |
|  | easyJet PLC | 72083 | &nbsp;&nbsp;471637 |
|  | Elementis PLC | 99215 | &nbsp;&nbsp;218679 |
|  | EnQuest PLC | 444185 | &nbsp;&nbsp;75285 |
|  | Essentra PLC | 28329 | &nbsp;&nbsp;39028 |
|  | Fevara PLC | 8557 | &nbsp;&nbsp;15865 |
|  | Firstgroup PLC | 245111 | &nbsp;&nbsp;626969 |
| Ω | Forterra PLC | 52340 | &nbsp;&nbsp;126977 |
|  | Foxtons Group PLC | 108086 | &nbsp;&nbsp;79297 |
| \* | Frasers Group PLC | 10215 | &nbsp;&nbsp;97308 |
|  | Fresnillo PLC | 51284 | &nbsp;&nbsp;2525561 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Frontier Developments <br>PLC<br>| 3815 | &nbsp;&nbsp;24898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fuller Smith & Turner <br>PLC, Class A<br>| 11027 | &nbsp;&nbsp;101649 |
|  | Future PLC | 15073 | &nbsp;&nbsp;111560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Galliford Try Holdings <br>PLC<br>| 632 | &nbsp;&nbsp;4539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gamma <br>Communications <br>PLC<br>| 7215 | &nbsp;&nbsp;89869 |
|  | GB Group PLC | 23451 | &nbsp;&nbsp;76908 |
|  | Genuit Group PLC | 68897 | &nbsp;&nbsp;313685 |
| \* | Georgia Capital PLC | 13296 | &nbsp;&nbsp;614807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gooch & Housego <br>PLC<br>| 4041 | &nbsp;&nbsp;38526 |
|  | Goodwin PLC | 300 | &nbsp;&nbsp;103401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grafton Group PLC, <br>CDI<br>| 62324 | &nbsp;&nbsp;796862 |
|  | Grainger PLC | 7382 | &nbsp;&nbsp;19649 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Greencore Group <br>PLC<br>| 66402 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greencore Group PLC <br>GNC LN<br>| 188692 | &nbsp;&nbsp;746242 |
| \* | Griffin Mining Ltd. | 5698 | &nbsp;&nbsp;23991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gulf Keystone <br>Petroleum Ltd.<br>| 119124 | &nbsp;&nbsp;297260 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gulf Marine Services <br>PLC<br>| 55013 | &nbsp;&nbsp;17117 |
| \*Ω | Gym Group PLC | 57218 | &nbsp;&nbsp;132785 |
|  | Halfords Group PLC | 42184 | &nbsp;&nbsp;86754 |
|  | Harbour Energy PLC | 20829 | &nbsp;&nbsp;66713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hargreaves Services <br>PLC<br>| 7040 | &nbsp;&nbsp;72061 |
|  | Harworth Group PLC | 35731 | &nbsp;&nbsp;80573 |
|  | Hays PLC | 87496 | &nbsp;&nbsp;56896 |
|  | Helical PLC | 20917 | &nbsp;&nbsp;55186 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | Henry Boot PLC | 16735 | &nbsp;&nbsp;$44406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hikma <br>Pharmaceuticals <br>PLC<br>| 24125 | &nbsp;&nbsp;506055 |
|  | Hill & Smith PLC | 39 | &nbsp;&nbsp;1192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hilton Food Group <br>PLC<br>| 3930 | &nbsp;&nbsp;25420 |
|  | Hiscox Ltd. | 87828 | &nbsp;&nbsp;1786364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hochschild Mining <br>PLC<br>| 102345 | &nbsp;&nbsp;923618 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Hostelworld Group <br>PLC<br>| 6358 | &nbsp;&nbsp;10208 |
|  | Hunting PLC | 40907 | &nbsp;&nbsp;248880 |
| Ω | Ibstock PLC | 92007 | &nbsp;&nbsp;160079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IG Group Holdings <br>PLC<br>| 22586 | &nbsp;&nbsp;419016 |
|  | Inchcape PLC | 83863 | &nbsp;&nbsp;937791 |
|  | Investec PLC | 196592 | &nbsp;&nbsp;1632545 |
|  | Ithaca Energy PLC | 36058 | &nbsp;&nbsp;91068 |
|  | ITV PLC | 958370 | &nbsp;&nbsp;1068529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;J D Wetherspoon <br>PLC<br>| 14617 | &nbsp;&nbsp;134040 |
|  | J Sainsbury PLC | 531830 | &nbsp;&nbsp;2330326 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;James Fisher & Sons <br>PLC<br>| 12277 | &nbsp;&nbsp;75164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JD Sports Fashion <br>PLC<br>| 431556 | &nbsp;&nbsp;482966 |
|  | JET2 PLC | 2505 | &nbsp;&nbsp;42466 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;John Wood Group <br>PLC<br>| 97113 | &nbsp;&nbsp;34525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Matthey <br>PLC<br>| 36697 | &nbsp;&nbsp;1186702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Service <br>Group PLC<br>| 111790 | &nbsp;&nbsp;216203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jupiter Fund <br>Management PLC<br>| 120501 | &nbsp;&nbsp;309761 |
|  | Just Group PLC | 337292 | &nbsp;&nbsp;999289 |
|  | Keller Group PLC | 36172 | &nbsp;&nbsp;880409 |
|  | Kier Group PLC | 121707 | &nbsp;&nbsp;372944 |
|  | Kingfisher PLC | 563532 | &nbsp;&nbsp;2596976 |
|  | Kitwave Group PLC | 6746 | &nbsp;&nbsp;27369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Knights Group <br>Holdings PLC<br>| 8419 | &nbsp;&nbsp;22693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lancashire Holdings <br>Ltd.<br>| 70702 | &nbsp;&nbsp;597102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lion Finance Group <br>PLC<br>| 13268 | &nbsp;&nbsp;1833098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Liontrust Asset <br>Management PLC<br>| 12978 | &nbsp;&nbsp;42043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;London Investment <br>Group PLC<br>| 9126 | &nbsp;&nbsp;48659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Macfarlane Group <br>PLC<br>| 49928 | &nbsp;&nbsp;49177 |
|  | Man Group PLC | 249859 | &nbsp;&nbsp;901841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marks & Spencer <br>Group PLC<br>| 447168 | &nbsp;&nbsp;2242637 |
|  | Marshalls PLC | 30528 | &nbsp;&nbsp;65389 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
| \* | Marston's PLC | 333418 | &nbsp;&nbsp;$275714 |
|  | Mears Group PLC | 33511 | &nbsp;&nbsp;168314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Melrose Industries <br>PLC<br>| 110581 | &nbsp;&nbsp;950768 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mitchells & Butlers <br>PLC<br>| 157866 | &nbsp;&nbsp;570504 |
|  | MJ Gleeson PLC | 7428 | &nbsp;&nbsp;39346 |
|  | Mondi PLC | 36114 | &nbsp;&nbsp;422036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Advanced <br>Materials PLC<br>| 55448 | &nbsp;&nbsp;173659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Sindall Group <br>PLC<br>| 13469 | &nbsp;&nbsp;911076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MP Evans Group <br>PLC<br>| 11582 | &nbsp;&nbsp;207147 |
|  | NCC Group PLC | 80607 | &nbsp;&nbsp;155398 |
|  | Norcros PLC | 9430 | &nbsp;&nbsp;45803 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;On the Beach Group <br>PLC<br>| 16354 | &nbsp;&nbsp;49131 |
|  | OSB Group PLC | 116554 | &nbsp;&nbsp;974187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pan African <br>Resources PLC<br>| 465482 | &nbsp;&nbsp;823839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paragon Banking <br>Group PLC<br>| 16785 | &nbsp;&nbsp;204257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pearson PLC (PSO <br>US), Sponsored <br>ADR<br>| 18663 | &nbsp;&nbsp;245605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pearson PLC (PSON <br>LN)<br>| 27466 | &nbsp;&nbsp;361259 |
|  | Persimmon PLC | 88805 | &nbsp;&nbsp;1710138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pets at Home Group <br>PLC<br>| 141097 | &nbsp;&nbsp;395164 |
|  | Pharos Energy PLC | 110849 | &nbsp;&nbsp;33221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Phoenix Group <br>Holdings PLC<br>| 14930 | &nbsp;&nbsp;151326 |
|  | Porvair PLC | 4181 | &nbsp;&nbsp;48484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PPHE Hotel Group <br>Ltd.<br>| 448 | &nbsp;&nbsp;10976 |
|  | Premier Foods PLC | 232062 | &nbsp;&nbsp;600554 |
|  | QinetiQ Group PLC | 72120 | &nbsp;&nbsp;496864 |
|  | Rank Group PLC | 84921 | &nbsp;&nbsp;102184 |
|  | Reach PLC | 153917 | &nbsp;&nbsp;135068 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Rentokil Initial PLC <br>RTO US, <br>Sponsored ADR<br>| 38415 | &nbsp;&nbsp;1210457 |
|  | RHI Magnesita NV | 1673 | &nbsp;&nbsp;63520 |
|  | RS Group PLC | 57717 | &nbsp;&nbsp;529990 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Sabre Insurance <br>Group PLC<br>| 57957 | &nbsp;&nbsp;103153 |
| \* | Saga PLC | 15962 | &nbsp;&nbsp;113801 |
|  | Savills PLC | 33431 | &nbsp;&nbsp;493385 |
|  | Schroders PLC | 122972 | &nbsp;&nbsp;761655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Secure Trust Bank <br>PLC<br>| 1288 | &nbsp;&nbsp;25596 |
|  | Senior PLC | 117044 | &nbsp;&nbsp;391658 |
|  | Serco Group PLC | 270573 | &nbsp;&nbsp;1110955 |
|  | Serica Energy PLC | 47698 | &nbsp;&nbsp;140899 |
| \* | SigmaRoc PLC | 76223 | &nbsp;&nbsp;149602 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Smith & Nephew PLC <br>(SN LN)<br>| 42829 | &nbsp;&nbsp;$729946 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Smith & Nephew PLC <br>(SNN US), <br>Sponsored ADR<br>| 15840 | &nbsp;&nbsp;540778 |
|  | Speedy Hire PLC | 139827 | &nbsp;&nbsp;48907 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Spire Healthcare <br>Group PLC<br>| 73050 | &nbsp;&nbsp;204717 |
|  | Tate & Lyle PLC | 31039 | &nbsp;&nbsp;160584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TBC Bank Group <br>PLC<br>| 13433 | &nbsp;&nbsp;781024 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Team Internet Group <br>PLC<br>| 26312 | &nbsp;&nbsp;17665 |
|  | TP ICAP Group PLC | 321882 | &nbsp;&nbsp;1122856 |
|  | Travis Perkins PLC | 4302 | &nbsp;&nbsp;36829 |
| \* | TT Electronics PLC | 26089 | &nbsp;&nbsp;40018 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vanquis Banking <br>Group PLC<br>| 12468 | &nbsp;&nbsp;20346 |
|  | Vertu Motors PLC | 110788 | &nbsp;&nbsp;95435 |
|  | Vesuvius PLC | 58685 | &nbsp;&nbsp;369297 |
|  | Victrex PLC | 8028 | &nbsp;&nbsp;72143 |
| \* | Vistry Group PLC | 118116 | &nbsp;&nbsp;1076309 |
|  | Volex PLC | 6688 | &nbsp;&nbsp;40344 |
|  | Vp PLC | 3924 | &nbsp;&nbsp;28970 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Watches of <br>Switzerland Group <br>PLC<br>| 46136 | &nbsp;&nbsp;328610 |
|  | Whitbread PLC | 23029 | &nbsp;&nbsp;859636 |
|  | WPP PLC (WPP LN) | 18600 | &nbsp;&nbsp;77157 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;WPP PLC (WPP US), <br>Sponsored ADR<br>| 21361 | &nbsp;&nbsp;446018 |
|  | YouGov PLC | 11977 | &nbsp;&nbsp;39255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Young & Co.'s <br>Brewery PLC <br>(YNGA LN), <br>Class A<br>| 5710 | &nbsp;&nbsp;64971 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Young & Co.'s <br>Brewery PLC <br>(YNGN LN)<br>| 3006 | &nbsp;&nbsp;24447 |
|  | Zigup PLC | 74561 | &nbsp;&nbsp;388954 |
|  | Zotefoams PLC | 8589 | &nbsp;&nbsp;48890 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED <br>KINGDOM | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED <br>KINGDOM |  | &nbsp;&nbsp;74447629 |
| UNITED STATES — (0.3%) | UNITED STATES — (0.3%) | UNITED STATES — (0.3%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Diversified Energy Co. <br>DEC LN<br>| 2073 | &nbsp;&nbsp;27042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Diversified Energy Co. <br>DEC US<br>| 5054 | &nbsp;&nbsp;67673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Paper <br>Co.<br>| 24613 | &nbsp;&nbsp;986172 |
| # | Qiagen NV | 21057 | &nbsp;&nbsp;1123373 |
|  | Royal Gold, Inc. | 1291 | &nbsp;&nbsp;339835 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |  |
| #\* | Sunococorp LLC | 8972 | &nbsp;&nbsp;$481109 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | &nbsp;&nbsp;3025204 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS |  | &nbsp;&nbsp;880985294 |
| PREFERRED STOCKS — (0.3%) | PREFERRED STOCKS — (0.3%) | PREFERRED STOCKS — (0.3%) | PREFERRED STOCKS — (0.3%) |
| BRAZIL — (0.1%) | BRAZIL — (0.1%) | BRAZIL — (0.1%) | BRAZIL — (0.1%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco ABC Brasil SA, <br>9.667%<br>| 24290 | &nbsp;&nbsp;123787 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Banco BMG SA, <br>10.786%<br>| 31649 | &nbsp;&nbsp;30129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco do Estado do <br>Rio Grande do Sul <br>SA, 8.900%<br>| 67206 | &nbsp;&nbsp;229990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Pine SA, <br>5.174%<br>| 12348 | &nbsp;&nbsp;31370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia de Ferro Ligas da <br>Bahia FERBASA, <br>8.707%<br>| 31600 | &nbsp;&nbsp;50317 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cyrela Brazil Realty <br>SA <br>Empreendimentos e <br>Participacoes<br>| 7833 | &nbsp;&nbsp;41898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eucatex SA Industria <br>e Comercio, <br>5.357%<br>| 14000 | &nbsp;&nbsp;55864 |
|  | Gerdau SA, 2.765% | 31567 | &nbsp;&nbsp;134480 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Localiza Rent a Car <br>SA<br>| 2284 | &nbsp;&nbsp;20250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Randoncorp SA, <br>0.726%<br>| 39954 | &nbsp;&nbsp;48892 |
|  | Schulz SA, 11.852% | 9400 | &nbsp;&nbsp;9538 |
| TOTAL BRAZIL | TOTAL BRAZIL |  | &nbsp;&nbsp;776515 |
| COLOMBIA — (0.0%) | COLOMBIA — (0.0%) | COLOMBIA — (0.0%) | COLOMBIA — (0.0%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Argos SA, <br>4.719%<br>| 18029 | &nbsp;&nbsp;71104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo de Inversiones <br>Suramericana SA, <br>2.879%<br>| 24923 | &nbsp;&nbsp;351238 |
| TOTAL COLOMBIA | TOTAL COLOMBIA |  | &nbsp;&nbsp;422342 |
| GERMANY — (0.2%) | GERMANY — (0.2%) | GERMANY — (0.2%) | GERMANY — (0.2%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Draegerwerk AG & <br>Co. KGaA, 2.296%<br>| 1767 | &nbsp;&nbsp;186593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Einhell Germany AG, <br>1.716%<br>| 999 | &nbsp;&nbsp;104121 |
|  | FUCHS SE, 3.204% | 8763 | &nbsp;&nbsp;378797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jungheinrich AG, <br>2.208%<br>| 10257 | &nbsp;&nbsp;441407 |
|  | Sixt SE, 5.075% | 3785 | &nbsp;&nbsp;238644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;STO SE & Co. KGaA, <br>2.829%<br>| 583 | &nbsp;&nbsp;81728 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Villeroy & Boch AG, <br>5.099%<br>| 889 | &nbsp;&nbsp;$18963 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp;1450253 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL PREFERRED <br>STOCKS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL PREFERRED <br>STOCKS |  | &nbsp;&nbsp;2649110 |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| AUSTRALIA — (0.0%) | AUSTRALIA — (0.0%) | AUSTRALIA — (0.0%) | AUSTRALIA — (0.0%) |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Wiluna Mining Corp. <br>Ltd. Warrants<br>| 13267 | &nbsp;&nbsp;351 |
| BRAZIL — (0.0%) | BRAZIL — (0.0%) | BRAZIL — (0.0%) | BRAZIL — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Banco BMG SA <br>Rights 03/02/2026<br>| 2611 | &nbsp;&nbsp;397 |
| HONG KONG — (0.0%) | 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>| 15666 | &nbsp;&nbsp;722 |
| ITALY — (0.0%) | ITALY — (0.0%) | ITALY — (0.0%) | ITALY — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Webuild SpA Warrants <br>08/02/2030<br>| 2669 | &nbsp;&nbsp;0 |
| MALAYSIA — (0.0%) | MALAYSIA — (0.0%) | MALAYSIA — (0.0%) | MALAYSIA — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Berjaya Corp. Bhd. <br>Warrants <br>01/06/2031<br>| 184708 | &nbsp;&nbsp;3748 |
| SPAIN — (0.0%) | SPAIN — (0.0%) | SPAIN — (0.0%) | SPAIN — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ACS Actividades de <br>Construccion y <br>Servicios SA Rights <br>02/06/2026<br>| 3571 | &nbsp;&nbsp;1964 |
| 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>| 5515 | &nbsp;&nbsp;18751 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Speed Tech Corp. <br>Rights 01/15/2026<br>| 1211 | &nbsp;&nbsp;135 |
| TOTAL TAIWAN | TOTAL TAIWAN |  | &nbsp;&nbsp;18886 |
| THAILAND — (0.0%) | THAILAND — (0.0%) | THAILAND — (0.0%) | THAILAND — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Better World Green <br>PCL Warrants<br>| 344332 | &nbsp;&nbsp;0 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL <br>RIGHTS/WARRANTS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL <br>RIGHTS/WARRANTS |  | &nbsp;&nbsp;26068 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $521,628,917) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $521,628,917) |  | &nbsp;&nbsp;883660472 |

---

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

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| SECURITIES LENDING COLLATERAL — (3.2%) | SECURITIES LENDING COLLATERAL — (3.2%) | SECURITIES LENDING COLLATERAL — (3.2%) | SECURITIES LENDING COLLATERAL — (3.2%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund<br>| 2494412 | &nbsp;&nbsp;$28852862 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $550,481,757)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $550,481,757)^^ |  | &nbsp;&nbsp;$912513334 |

---

As of January 31, 2026, World ex U.S. Targeted Value Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br>**Contracts**<br>| **Expiration**<br>**Date**<br>| **Notional**<br>**Value**<br>| **Market**<br>**Value**<br>| **Unrealized**<br>**Appreciation**<br>**(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp;&nbsp;&nbsp;8 | 03/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;$2783519 | &nbsp;&nbsp;&nbsp;&nbsp;$2786300 | &nbsp;&nbsp;&nbsp;&nbsp;$2781 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp;**$2783519** | &nbsp;&nbsp;**$2786300** | &nbsp;&nbsp;**$2781** |

---

As of January 31, 2026, the value of Rule 144A securities amounted to $31,020,688 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** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia | &nbsp;&nbsp;&nbsp;$128357 | &nbsp;&nbsp;&nbsp;$37633270 | &nbsp;&nbsp;&nbsp;$203677 | &nbsp;&nbsp;&nbsp;$37965304 |
| &nbsp;&nbsp;&nbsp;&nbsp;Austria | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;6918537 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;6918537 |
| &nbsp;&nbsp;&nbsp;&nbsp;Belgium | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8536483 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8536483 |
| &nbsp;&nbsp;&nbsp;&nbsp;Brazil | &nbsp;&nbsp;&nbsp;7115014 | &nbsp;&nbsp;&nbsp;8179 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;7123193 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;81388926 | &nbsp;&nbsp;&nbsp;6955 | &nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;81395898 |
| &nbsp;&nbsp;&nbsp;&nbsp;Chile | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;953359 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;953359 |
| &nbsp;&nbsp;&nbsp;&nbsp;China | &nbsp;&nbsp;&nbsp;2977008 | &nbsp;&nbsp;&nbsp;76244531 | &nbsp;&nbsp;&nbsp;30996 | &nbsp;&nbsp;&nbsp;79252535 |
| &nbsp;&nbsp;&nbsp;&nbsp;Colombia | &nbsp;&nbsp;&nbsp;264700 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;264700 |
| &nbsp;&nbsp;&nbsp;&nbsp;Denmark | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;16693873 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;16693873 |
| &nbsp;&nbsp;&nbsp;&nbsp;Finland | &nbsp;&nbsp;&nbsp;18500 | &nbsp;&nbsp;&nbsp;14055758 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;14074258 |
| &nbsp;&nbsp;&nbsp;&nbsp;France | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;30274398 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;30274398 |
| &nbsp;&nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;27538564 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;27538564 |
| &nbsp;&nbsp;&nbsp;&nbsp;Greece | &nbsp;&nbsp;&nbsp;63147 | &nbsp;&nbsp;&nbsp;1209027 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1272174 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hong Kong | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8006303 | &nbsp;&nbsp;&nbsp;3831 | &nbsp;&nbsp;&nbsp;8010134 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hungary | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;364915 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;364915 |
| &nbsp;&nbsp;&nbsp;&nbsp;India | &nbsp;&nbsp;&nbsp;35715 | &nbsp;&nbsp;&nbsp;43526687 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;43562402 |
| &nbsp;&nbsp;&nbsp;&nbsp;Indonesia | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3732514 | &nbsp;&nbsp;&nbsp;1573 | &nbsp;&nbsp;&nbsp;3734087 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ireland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;11311666 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;11311666 |
| &nbsp;&nbsp;&nbsp;&nbsp;Israel | &nbsp;&nbsp;&nbsp;285053 | &nbsp;&nbsp;&nbsp;10366295 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;10651348 |
| &nbsp;&nbsp;&nbsp;&nbsp;Italy | &nbsp;&nbsp;&nbsp;1177166 | &nbsp;&nbsp;&nbsp;33520199 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;34697365 |
| &nbsp;&nbsp;&nbsp;&nbsp;Japan | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;139797999 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;139797999 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kuwait | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1220014 | &nbsp;&nbsp;&nbsp;8642 | &nbsp;&nbsp;&nbsp;1228656 |
| &nbsp;&nbsp;&nbsp;&nbsp;Malaysia | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3854675 | &nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;3854690 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mexico | &nbsp;&nbsp;&nbsp;5830890 | &nbsp;&nbsp;&nbsp;6739 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;5837629 |
| &nbsp;&nbsp;&nbsp;&nbsp;Netherlands | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;19792763 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;19792763 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1435098 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1435098 |
| &nbsp;&nbsp;&nbsp;&nbsp;Norway | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4655889 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4655889 |
| &nbsp;&nbsp;&nbsp;&nbsp;Philippines | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;808117 | &nbsp;&nbsp;&nbsp;910 | &nbsp;&nbsp;&nbsp;809027 |
| &nbsp;&nbsp;&nbsp;&nbsp;Poland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2977453 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2977453 |

---

------

**World ex U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| &nbsp;&nbsp;&nbsp;&nbsp;Portugal | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$4696325 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$4696325 |
| &nbsp;&nbsp;&nbsp;&nbsp;Qatar | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1338539 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1338539 |
| &nbsp;&nbsp;&nbsp;&nbsp;Saudi Arabia | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;5767916 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;5767916 |
| &nbsp;&nbsp;&nbsp;&nbsp;Singapore | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;6338674 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;6338674 |
| &nbsp;&nbsp;&nbsp;&nbsp;South Africa | &nbsp;&nbsp;&nbsp;$4354113 | &nbsp;&nbsp;&nbsp;7041068 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;11395181 |
| &nbsp;&nbsp;&nbsp;&nbsp;South Korea | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;31376267 | &nbsp;&nbsp;&nbsp;$7437 | &nbsp;&nbsp;&nbsp;31383704 |
| &nbsp;&nbsp;&nbsp;&nbsp;Spain | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;18887448 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;18887448 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sweden | &nbsp;&nbsp;&nbsp;45049 | &nbsp;&nbsp;&nbsp;15614986 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;15660035 |
| &nbsp;&nbsp;&nbsp;&nbsp;Switzerland | &nbsp;&nbsp;&nbsp;1754088 | &nbsp;&nbsp;&nbsp;46180910 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;47934998 |
| &nbsp;&nbsp;&nbsp;&nbsp;Taiwan | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;47985383 | &nbsp;&nbsp;&nbsp;2067 | &nbsp;&nbsp;&nbsp;47987450 |
| &nbsp;&nbsp;&nbsp;&nbsp;Thailand | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2413216 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2413216 |
| &nbsp;&nbsp;&nbsp;&nbsp;Turkey | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1362185 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1362185 |
| &nbsp;&nbsp;&nbsp;&nbsp;United Arab Emirates | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3362393 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3362393 |
| &nbsp;&nbsp;&nbsp;&nbsp;United Kingdom | &nbsp;&nbsp;&nbsp;2442858 | &nbsp;&nbsp;&nbsp;72004771 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;74447629 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States | &nbsp;&nbsp;&nbsp;1461566 | &nbsp;&nbsp;&nbsp;1563638 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3025204 |
| Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Brazil | &nbsp;&nbsp;&nbsp;776515 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;776515 |
| &nbsp;&nbsp;&nbsp;&nbsp;Colombia | &nbsp;&nbsp;&nbsp;422342 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;422342 |
| &nbsp;&nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1450253 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1450253 |
| Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;351 | &nbsp;&nbsp;&nbsp;351 |
| &nbsp;&nbsp;&nbsp;&nbsp;Brazil | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;397 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;397 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hong Kong | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;722 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;722 |
| &nbsp;&nbsp;&nbsp;&nbsp;Italy | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;Malaysia | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3748 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3748 |
| &nbsp;&nbsp;&nbsp;&nbsp;Spain | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1964 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1964 |
| &nbsp;&nbsp;&nbsp;&nbsp;Taiwan | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;18886 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;18886 |
| &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;28852862 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;28852862 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$110541007 | &nbsp;&nbsp;&nbsp;$801712811 | &nbsp;&nbsp;&nbsp;$259,516˂˃ | &nbsp;&nbsp;&nbsp;$912513334 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts\*\* | &nbsp;&nbsp;&nbsp;2781 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2781 |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp;$2781 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$2781 |
| &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>|

---

------

**World ex U.S. Core Equity Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (96.1%) | COMMON STOCKS — (96.1%) | COMMON STOCKS — (96.1%) |  |
| AUSTRALIA — (4.0%) | AUSTRALIA — (4.0%) | AUSTRALIA — (4.0%) |  |
| # | Accent Group Ltd. | 139081 | &nbsp;&nbsp;$89321 |
| # | Acrow Ltd. | 88714 | &nbsp;&nbsp;63453 |
| # | Adairs Ltd. | 80169 | &nbsp;&nbsp;97345 |
| \* | Aeris Resources Ltd. | 157170 | &nbsp;&nbsp;66046 |
|  | AGL Energy Ltd. | 83275 | &nbsp;&nbsp;523933 |
| \* | AIC Mines Ltd. | 217295 | &nbsp;&nbsp;95029 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Ainsworth Game <br>Technology Ltd.<br>| 68629 | &nbsp;&nbsp;49501 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Alkane Resources <br>Ltd.<br>| 156660 | &nbsp;&nbsp;169636 |
| \* | Alligator Energy Ltd. | 469718 | &nbsp;&nbsp;15656 |
|  | ALS Ltd. | 101685 | &nbsp;&nbsp;1733878 |
| \* | AMA Group Ltd. | 24194 | &nbsp;&nbsp;12616 |
|  | Amotiv Ltd. | 46944 | &nbsp;&nbsp;273870 |
|  | AMP Ltd. | 773230 | &nbsp;&nbsp;905233 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amplitude Energy <br>Ltd.<br>| 99587 | &nbsp;&nbsp;216336 |
| # | Ampol Ltd. | 41379 | &nbsp;&nbsp;831333 |
|  | Ansell Ltd. | 47501 | &nbsp;&nbsp;1076950 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Anson Resources <br>Ltd.<br>| 349043 | &nbsp;&nbsp;15026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ANZ Group Holdings <br>Ltd.<br>| 162549 | &nbsp;&nbsp;4135301 |
|  | APA Group | 144369 | &nbsp;&nbsp;888806 |
| #\* | Appen Ltd. | 37273 | &nbsp;&nbsp;47741 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arafura Rare Earths <br>Ltd. (ARU AU)<br>| 443271 | &nbsp;&nbsp;69576 |
|  | ARB Corp. Ltd. | 23940 | &nbsp;&nbsp;428142 |
|  | Aristocrat Leisure Ltd. | 33567 | &nbsp;&nbsp;1247005 |
| # | ARN Media Ltd. | 85589 | &nbsp;&nbsp;22071 |
|  | ASX Ltd. | 8387 | &nbsp;&nbsp;333839 |
|  | Atlas Arteria Ltd. | 133486 | &nbsp;&nbsp;460671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AUB Group Ltd. AUB <br>AU<br>| 26795 | &nbsp;&nbsp;562438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AUB Group Ltd. <br>AUBXX AU<br>| 3148 | &nbsp;&nbsp;66224 |
| \* | Aurelia Metals Ltd. | 437900 | &nbsp;&nbsp;92772 |
|  | Aurizon Holdings Ltd. | 574668 | &nbsp;&nbsp;1469986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aussie Broadband <br>Ltd.<br>| 60547 | &nbsp;&nbsp;189954 |
| \* | Austal Ltd. | 145296 | &nbsp;&nbsp;700681 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Austin Engineering <br>Ltd.<br>| 131962 | &nbsp;&nbsp;23359 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Australian Agricultural <br>Co. Ltd.<br>| 61815 | &nbsp;&nbsp;58653 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Australian Clinical <br>Labs Ltd.<br>| 68828 | &nbsp;&nbsp;130500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Australian Ethical <br>Investment Ltd.<br>| 36512 | &nbsp;&nbsp;116164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Australian Finance <br>Group Ltd.<br>| 60542 | &nbsp;&nbsp;86567 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Australian Strategic <br>Materials Ltd.<br>| 27243 | &nbsp;&nbsp;31635 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |
| # | Autosports Group Ltd. | 16665 | &nbsp;&nbsp;$44171 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Baby Bunting Group <br>Ltd.<br>| 37265 | &nbsp;&nbsp;61975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Queensland <br>Ltd.<br>| 218932 | &nbsp;&nbsp;1031140 |
| # | Bapcor Ltd. | 114656 | &nbsp;&nbsp;169519 |
| \* | BCI Minerals Ltd. | 209203 | &nbsp;&nbsp;60615 |
| # | Beach Energy Ltd. | 549533 | &nbsp;&nbsp;471028 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Beacon Lighting <br>Group Ltd.<br>| 27743 | &nbsp;&nbsp;48123 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beetaloo Energy <br>Australia Ltd.<br>| 124993 | &nbsp;&nbsp;22229 |
|  | Bega Cheese Ltd. | 103747 | &nbsp;&nbsp;439135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bell Financial Group <br>Ltd.<br>| 47306 | &nbsp;&nbsp;43020 |
| \* | Bellevue Gold Ltd. | 335185 | &nbsp;&nbsp;393062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bendigo & Adelaide <br>Bank Ltd.<br>| 133460 | &nbsp;&nbsp;1016271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BHP Group Ltd. (BHP <br>AU)<br>| 437849 | &nbsp;&nbsp;15080550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BHP Group Ltd. (BHP <br>LN), Class DI<br>| 36303 | &nbsp;&nbsp;1252803 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;BHP Group Ltd. (BHP <br>US), Sponsored <br>ADR<br>| 52042 | &nbsp;&nbsp;3576847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bisalloy Steel Group <br>Ltd.<br>| 3803 | &nbsp;&nbsp;14871 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Black Cat Syndicate <br>Ltd. (BC8 AU)<br>| 39271 | &nbsp;&nbsp;36474 |
|  | BlueScope Steel Ltd. | 91602 | &nbsp;&nbsp;1911831 |
| #\* | Boss Energy Ltd. | 108200 | &nbsp;&nbsp;143347 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Botanix <br>Pharmaceuticals <br>Ltd.<br>| 207005 | &nbsp;&nbsp;15834 |
|  | Brambles Ltd. | 208343 | &nbsp;&nbsp;3234046 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bravura Solutions <br>Ltd.<br>| 115951 | &nbsp;&nbsp;164504 |
| # | Breville Group Ltd. | 31644 | &nbsp;&nbsp;705120 |
|  | Capral Ltd. | 5742 | &nbsp;&nbsp;49040 |
| \* | Capricorn Metals Ltd. | 132193 | &nbsp;&nbsp;1238174 |
|  | CAR Group Ltd. | 8393 | &nbsp;&nbsp;160599 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Carnarvon Energy <br>Ltd.<br>| 648669 | &nbsp;&nbsp;44015 |
| #\* | Catapult Sports Ltd. | 33176 | &nbsp;&nbsp;80459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cedar Woods <br>Properties Ltd.<br>| 24634 | &nbsp;&nbsp;138857 |
|  | Challenger Ltd. | 186945 | &nbsp;&nbsp;1190735 |
|  | Champion Iron Ltd. | 101742 | &nbsp;&nbsp;410928 |
| #\* | Chrysos Corp. Ltd. | 9367 | &nbsp;&nbsp;51543 |
|  | Civmec Australia Ltd. | 80600 | &nbsp;&nbsp;87293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cleanaway Waste <br>Management Ltd.<br>| 594561 | &nbsp;&nbsp;1019104 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Clinuvel <br>Pharmaceuticals <br>Ltd.<br>| 10177 | &nbsp;&nbsp;$77717 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Coast Entertainment <br>Holdings Ltd.<br>| 171604 | &nbsp;&nbsp;64890 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cobram Estate Olives <br>Ltd.<br>| 29964 | &nbsp;&nbsp;78026 |
|  | Cochlear Ltd. | 5480 | &nbsp;&nbsp;1021436 |
|  | Codan Ltd. | 50884 | &nbsp;&nbsp;1339868 |
| # | Cogstate Ltd. | 19223 | &nbsp;&nbsp;28818 |
|  | Coles Group Ltd. | 177481 | &nbsp;&nbsp;2622253 |
|  | Collins Foods Ltd. | 56133 | &nbsp;&nbsp;416556 |
| \* | Comet Ridge Ltd. | 142861 | &nbsp;&nbsp;13416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Bank <br>of Australia<br>| 55690 | &nbsp;&nbsp;5765076 |
|  | Computershare Ltd. | 66614 | &nbsp;&nbsp;1512841 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Coronado Global <br>Resources, Inc., <br>CDI<br>| 114480 | &nbsp;&nbsp;32232 |
| #†† | &nbsp;&nbsp;&nbsp;&nbsp;Corporate Travel <br>Management Ltd.<br>| 31005 | &nbsp;&nbsp;260164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Credit Corp. Group <br>Ltd.<br>| 22305 | &nbsp;&nbsp;219093 |
|  | CSL Ltd. | 14855 | &nbsp;&nbsp;1871876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dalrymple Bay <br>Infrastructure Ltd.<br>| 78702 | &nbsp;&nbsp;266233 |
|  | Data#3 Ltd. | 52371 | &nbsp;&nbsp;354738 |
| #\* | Deep Yellow Ltd. | 250673 | &nbsp;&nbsp;489509 |
| \* | Develop Global Ltd. | 50294 | &nbsp;&nbsp;180692 |
|  | Dicker Data Ltd. | 24656 | &nbsp;&nbsp;171913 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Domino's Pizza <br>Enterprises Ltd.<br>| 15318 | &nbsp;&nbsp;242637 |
|  | Downer EDI Ltd. | 202815 | &nbsp;&nbsp;1131024 |
| \* | DUG Technology Ltd. | 22647 | &nbsp;&nbsp;29559 |
|  | Duratec Ltd. | 38399 | &nbsp;&nbsp;57578 |
|  | Dyno Nobel Ltd. | 574618 | &nbsp;&nbsp;1399476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eagers Automotive <br>Ltd.<br>| 56784 | &nbsp;&nbsp;1054117 |
| \*†† | Elanor Investor Group | 19470 | &nbsp;&nbsp;2088 |
| # | Elders Ltd. | 63886 | &nbsp;&nbsp;327271 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Electro Optic Systems <br>Holdings Ltd.<br>| 60028 | &nbsp;&nbsp;362746 |
| \* | Emeco Holdings Ltd. | 87420 | &nbsp;&nbsp;79919 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Emerald Resources <br>NL<br>| 204363 | &nbsp;&nbsp;960805 |
| #\* | EML Payments Ltd. | 97511 | &nbsp;&nbsp;55602 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Endeavour Group <br>Ltd.<br>| 404682 | &nbsp;&nbsp;1039606 |
|  | EQT Holdings Ltd. | 6372 | &nbsp;&nbsp;108707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Euroz Hartleys Group <br>Ltd.<br>| 18894 | &nbsp;&nbsp;16317 |
|  | Evolution Mining Ltd. | 618375 | &nbsp;&nbsp;5938396 |
|  | EVT Ltd. | 31852 | &nbsp;&nbsp;275774 |
| # | Fiducian Group Ltd. | 1992 | &nbsp;&nbsp;14926 |
| #†† | Firefinch Ltd. | 50216 | &nbsp;&nbsp;1311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FleetPartners Group <br>Ltd.<br>| 73519 | &nbsp;&nbsp;146120 |
|  | Fleetwood Ltd. | 28254 | &nbsp;&nbsp;54663 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Flight Centre Travel <br>Group Ltd.<br>| 40153 | &nbsp;&nbsp;$450327 |
|  | Fortescue Ltd. | 221560 | &nbsp;&nbsp;3208380 |
| # | G8 Education Ltd. | 397771 | &nbsp;&nbsp;184817 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Generation <br>Development Group <br>Ltd.<br>| 34296 | &nbsp;&nbsp;127568 |
| #\* | Genesis Minerals Ltd. | 147776 | &nbsp;&nbsp;729716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GR Engineering <br>Services Ltd.<br>| 29384 | &nbsp;&nbsp;88448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GrainCorp Ltd., <br>Class A<br>| 75363 | &nbsp;&nbsp;377903 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grange Resources <br>Ltd.<br>| 238429 | &nbsp;&nbsp;42681 |
|  | GWA Group Ltd. | 72185 | &nbsp;&nbsp;133546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hansen Technologies <br>Ltd.<br>| 47570 | &nbsp;&nbsp;164278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harvey Norman <br>Holdings Ltd.<br>| 168766 | &nbsp;&nbsp;758386 |
|  | Healius Ltd. | 115502 | &nbsp;&nbsp;72304 |
|  | Helia Group Ltd. | 140658 | &nbsp;&nbsp;568755 |
|  | Helloworld Travel Ltd. | 30924 | &nbsp;&nbsp;43510 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hipages Group <br>Holdings Ltd.<br>| 12881 | &nbsp;&nbsp;9277 |
|  | Horizon Oil Ltd. | 202365 | &nbsp;&nbsp;31580 |
|  | HUB24 Ltd. | 9731 | &nbsp;&nbsp;681832 |
| # | Humm Group Ltd. | 182369 | &nbsp;&nbsp;94718 |
| # | IDP Education Ltd. | 32070 | &nbsp;&nbsp;139559 |
| \* | IGO Ltd. | 210057 | &nbsp;&nbsp;1200734 |
|  | Iluka Resources Ltd. | 119027 | &nbsp;&nbsp;436220 |
|  | Imdex Ltd. | 181352 | &nbsp;&nbsp;468765 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Immutep Ltd. (IMM <br>AU)<br>| 318779 | &nbsp;&nbsp;87751 |
|  | Inghams Group Ltd. | 115757 | &nbsp;&nbsp;201197 |
| \* | Insignia Financial Ltd. | 198430 | &nbsp;&nbsp;641137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Insurance Australia <br>Group Ltd.<br>| 461627 | &nbsp;&nbsp;2433763 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Integral Diagnostics <br>Ltd.<br>| 90368 | &nbsp;&nbsp;164217 |
| #\* | ioneer Ltd. | 109921 | &nbsp;&nbsp;11417 |
| # | IPD Group Ltd. | 13727 | &nbsp;&nbsp;42006 |
|  | IPH Ltd. | 66257 | &nbsp;&nbsp;171924 |
|  | IRESS Ltd. | 49835 | &nbsp;&nbsp;280571 |
|  | IVE Group Ltd. | 47768 | &nbsp;&nbsp;100052 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;James Hardie <br>Industries PLC<br>| 645 | &nbsp;&nbsp;14829 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;James Hardie <br>Industries PLC <br>(JHX AU), CDI<br>| 43669 | &nbsp;&nbsp;995082 |
|  | JB Hi-Fi Ltd. | 33341 | &nbsp;&nbsp;1878450 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Judo Capital Holdings <br>Ltd.<br>| 253347 | &nbsp;&nbsp;319263 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Jumbo Interactive <br>Ltd.<br>| 12500 | &nbsp;&nbsp;89217 |
| # | Jupiter Mines Ltd. | 375027 | &nbsp;&nbsp;71045 |
| # | Karoon Energy Ltd. | 161254 | &nbsp;&nbsp;190900 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Kelly Partners Group <br>Holdings Ltd.<br>| 6429 | &nbsp;&nbsp;29740 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |
|  | Kelsian Group Ltd. | 57067 | &nbsp;&nbsp;$154983 |
| # | Kogan.com Ltd. | 18143 | &nbsp;&nbsp;46221 |
| # | L1 Group Ltd. | 163923 | &nbsp;&nbsp;139654 |
|  | Lendlease Corp. Ltd. | 183258 | &nbsp;&nbsp;613275 |
| #\*†† | Leo Lithium Ltd. | 35869 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Financial <br>Group Ltd.<br>| 3657 | &nbsp;&nbsp;10361 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Lifestyle Communities <br>Ltd.<br>| 29979 | &nbsp;&nbsp;115071 |
|  | Lindsay Australia Ltd. | 117737 | &nbsp;&nbsp;54578 |
|  | Lottery Corp. Ltd.  | 340266 | &nbsp;&nbsp;1212172 |
| \* | Lotus Resources Ltd. | 33687 | &nbsp;&nbsp;70172 |
|  | Lovisa Holdings Ltd. | 19939 | &nbsp;&nbsp;427659 |
|  | Lycopodium Ltd. | 11283 | &nbsp;&nbsp;123237 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lynas Rare Earths <br>Ltd.<br>| 92905 | &nbsp;&nbsp;935193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MA Financial Group <br>Ltd.<br>| 19168 | &nbsp;&nbsp;138158 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Maas Group Holdings <br>Ltd.<br>| 20394 | &nbsp;&nbsp;77094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Macmahon Holdings <br>Ltd.<br>| 525240 | &nbsp;&nbsp;237108 |
|  | Macquarie Group Ltd. | 15513 | &nbsp;&nbsp;2276684 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Macquarie Technology <br>Group Ltd.<br>| 2696 | &nbsp;&nbsp;131101 |
| # | Mader Group Ltd. | 14929 | &nbsp;&nbsp;85255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magellan Financial <br>Group Ltd.<br>| 56253 | &nbsp;&nbsp;340071 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mayne Pharma Group <br>Ltd.<br>| 20385 | &nbsp;&nbsp;39686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;McMillan Shakespeare <br>Ltd.<br>| 21795 | &nbsp;&nbsp;258382 |
|  | Medibank Pvt Ltd. | 357450 | &nbsp;&nbsp;1146937 |
| \* | Megaport Ltd. | 25404 | &nbsp;&nbsp;202864 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Mesoblast Ltd. (MSB <br>AU)<br>| 379344 | &nbsp;&nbsp;665405 |
| \* | Metals X Ltd. | 294661 | &nbsp;&nbsp;263015 |
|  | Metcash Ltd. | 380940 | &nbsp;&nbsp;878226 |
| \* | MGX Resources Ltd. | 260860 | &nbsp;&nbsp;88427 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Mineral Resources <br>Ltd.<br>| 24487 | &nbsp;&nbsp;963206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Monadelphous Group <br>Ltd.<br>| 37594 | &nbsp;&nbsp;808882 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Monash IVF Group <br>Ltd.<br>| 105786 | &nbsp;&nbsp;51727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MotorCycle Holdings <br>Ltd.<br>| 9989 | &nbsp;&nbsp;19225 |
| \* | Myer Holdings Ltd. | 428063 | &nbsp;&nbsp;129201 |
|  | MyState Ltd. | 51906 | &nbsp;&nbsp;161786 |
| #\* | Nanosonics Ltd. | 5619 | &nbsp;&nbsp;15172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Australia <br>Bank Ltd.<br>| 211468 | &nbsp;&nbsp;6352373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Navigator Global <br>Investments Ltd.<br>| 145868 | &nbsp;&nbsp;321223 |
|  | Netwealth Group Ltd. | 44623 | &nbsp;&nbsp;756084 |
|  | New Hope Corp. Ltd. | 161692 | &nbsp;&nbsp;507017 |
| #\* | NEXTDC Ltd. | 88855 | &nbsp;&nbsp;820976 |
|  | nib holdings Ltd. | 143169 | &nbsp;&nbsp;667772 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |
| # | Nick Scali Ltd. | 27296 | &nbsp;&nbsp;$463672 |
|  | Nickel Industries Ltd. | 541366 | &nbsp;&nbsp;342720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nine Entertainment <br>Co. Holdings Ltd.<br>| 435013 | &nbsp;&nbsp;344970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northern Star <br>Resources Ltd.<br>| 258418 | &nbsp;&nbsp;4750575 |
| #\* | Novonix Ltd. | 20376 | &nbsp;&nbsp;5316 |
|  | NRW Holdings Ltd. | 213519 | &nbsp;&nbsp;770424 |
| \* | Nufarm Ltd. | 92163 | &nbsp;&nbsp;150498 |
| \* | Nuix Ltd. | 41496 | &nbsp;&nbsp;49659 |
|  | Objective Corp. Ltd. | 6963 | &nbsp;&nbsp;72880 |
| #\* | OFX Group Ltd. | 34591 | &nbsp;&nbsp;12040 |
|  | OM Holdings Ltd. | 46008 | &nbsp;&nbsp;9383 |
| \* | Omni Bridgeway Ltd. | 56330 | &nbsp;&nbsp;60504 |
|  | oOh!media Ltd. | 197528 | &nbsp;&nbsp;171235 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ora Banda Mining <br>Ltd.<br>| 48859 | &nbsp;&nbsp;40953 |
|  | Orica Ltd. | 102947 | &nbsp;&nbsp;1833918 |
|  | Origin Energy Ltd. | 241189 | &nbsp;&nbsp;1978066 |
|  | Orora Ltd. | 402225 | &nbsp;&nbsp;571161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Current Group <br>Ltd.<br>| 15421 | &nbsp;&nbsp;106119 |
| #\*,\* | Paladin Energy Ltd. | 76725 | &nbsp;&nbsp;716292 |
| \* | Pantoro Gold Ltd. | 41152 | &nbsp;&nbsp;136523 |
| #\* | Paragon Care Ltd. | 88823 | &nbsp;&nbsp;12960 |
|  | Peet Ltd. | 131518 | &nbsp;&nbsp;183754 |
| #\* | Peninsula Energy Ltd. | 87127 | &nbsp;&nbsp;55073 |
|  | Pepper Money Ltd. | 22882 | &nbsp;&nbsp;31122 |
|  | Perenti Ltd. | 285645 | &nbsp;&nbsp;549898 |
|  | Perpetual Ltd. | 35235 | &nbsp;&nbsp;441228 |
|  | Perseus Mining Ltd. | 649534 | &nbsp;&nbsp;2501676 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Peter Warren <br>Automotive <br>Holdings Ltd.<br>| 23508 | &nbsp;&nbsp;28855 |
| \* | PEXA Group Ltd. | 41157 | &nbsp;&nbsp;393502 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Pinnacle Investment <br>Management Group <br>Ltd.<br>| 7316 | &nbsp;&nbsp;85797 |
| \* | PLS Group Ltd. | 235156 | &nbsp;&nbsp;689990 |
|  | Praemium Ltd. | 17729 | &nbsp;&nbsp;9308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Premier Investments <br>Ltd.<br>| 28936 | &nbsp;&nbsp;268016 |
|  | Pro Medicus Ltd. | 13699 | &nbsp;&nbsp;1751325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Propel Funeral <br>Partners Ltd.<br>| 17155 | &nbsp;&nbsp;58783 |
| # | PWR Holdings Ltd. | 23772 | &nbsp;&nbsp;153613 |
|  | Qantas Airways Ltd. | 74582 | &nbsp;&nbsp;521449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;QBE Insurance Group <br>Ltd.<br>| 405890 | &nbsp;&nbsp;5563036 |
|  | Qube Holdings Ltd. | 310211 | &nbsp;&nbsp;1026044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ramelius Resources <br>Ltd.<br>| 601153 | &nbsp;&nbsp;1851440 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ramsay Health Care <br>Ltd.<br>| 48246 | &nbsp;&nbsp;1217043 |
| # | REA Group Ltd. | 7988 | &nbsp;&nbsp;1050293 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;ReadyTech Holdings <br>Ltd.<br>| 11844 | &nbsp;&nbsp;20807 |
| # | Reece Ltd. | 21676 | &nbsp;&nbsp;221875 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |
|  | Regal Partners Ltd. | 43887 | &nbsp;&nbsp;$95821 |
|  | Regis Healthcare Ltd. | 64338 | &nbsp;&nbsp;301652 |
|  | Regis Resources Ltd. | 299409 | &nbsp;&nbsp;1560596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reliance Worldwide <br>Corp. Ltd.<br>| 227602 | &nbsp;&nbsp;591438 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Renascor Resources <br>Ltd.<br>| 246107 | &nbsp;&nbsp;14525 |
| \* | Resolute Mining Ltd. | 773535 | &nbsp;&nbsp;692949 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Retail Food Group <br>Ltd.<br>| 19779 | &nbsp;&nbsp;20499 |
|  | Ridley Corp. Ltd. | 129096 | &nbsp;&nbsp;224098 |
| # | Rio Tinto Ltd. | 47943 | &nbsp;&nbsp;4994930 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;RPMGlobal Holdings <br>Ltd.<br>| 57648 | &nbsp;&nbsp;199628 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sandfire Resources <br>Ltd.<br>| 206290 | &nbsp;&nbsp;2799156 |
|  | Santos Ltd. | 928732 | &nbsp;&nbsp;4529192 |
|  | SEEK Ltd. | 52818 | &nbsp;&nbsp;767154 |
| #\* | Select Harvests Ltd. | 43556 | &nbsp;&nbsp;134298 |
|  | Servcorp Ltd. | 17474 | &nbsp;&nbsp;93902 |
|  | Service Stream Ltd. | 247108 | &nbsp;&nbsp;391643 |
|  | SGH Ltd. | 33336 | &nbsp;&nbsp;1068355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shaver Shop Group <br>Ltd.<br>| 37320 | &nbsp;&nbsp;38980 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sigma Healthcare <br>Ltd.<br>| 456567 | &nbsp;&nbsp;978351 |
| \* | Silver Mines Ltd. | 257378 | &nbsp;&nbsp;42747 |
|  | Sims Ltd. (SGM AU) | 51609 | &nbsp;&nbsp;722586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SmartGroup Corp. <br>Ltd.<br>| 30144 | &nbsp;&nbsp;176787 |
|  | Solvar Ltd. | 55550 | &nbsp;&nbsp;71962 |
|  | Sonic Healthcare Ltd. | 56634 | &nbsp;&nbsp;905681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;South32 Ltd. (S32 <br>AU)<br>| 467955 | &nbsp;&nbsp;1482419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Cross <br>Electrical <br>Engineering Ltd.<br>| 83115 | &nbsp;&nbsp;147611 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Southern Cross Media <br>Group Ltd.<br>| 108427 | &nbsp;&nbsp;48441 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;SpeedCast <br>International Ltd.<br>| 165938 | &nbsp;&nbsp;0 |
|  | SRG Global Ltd. | 198496 | &nbsp;&nbsp;416241 |
| \* | St Barbara Ltd. | 310903 | &nbsp;&nbsp;152352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stanmore Resources <br>Ltd.<br>| 107303 | &nbsp;&nbsp;224620 |
| # | Steadfast Group Ltd. | 222164 | &nbsp;&nbsp;804565 |
| \* | Strickland Metals Ltd. | 90317 | &nbsp;&nbsp;11773 |
|  | Suncorp Group Ltd. | 160468 | &nbsp;&nbsp;1889019 |
| \* | Sunstone Metals Ltd. | 566416 | &nbsp;&nbsp;7028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Super Retail Group <br>Ltd.<br>| 81947 | &nbsp;&nbsp;836208 |
| \* | Superloop Ltd. | 120069 | &nbsp;&nbsp;191318 |
| #\* | Syrah Resources Ltd. | 121912 | &nbsp;&nbsp;19635 |
|  | Tabcorp Holdings Ltd. | 771215 | &nbsp;&nbsp;473433 |
|  | Technology One Ltd. | 81650 | &nbsp;&nbsp;1425511 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Telix Pharmaceuticals <br>Ltd.<br>| 8707 | &nbsp;&nbsp;63529 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telstra Group Ltd. <br>(TLS AU)<br>| 455524 | &nbsp;&nbsp;$1547549 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Temple & Webster <br>Group Ltd.<br>| 6889 | &nbsp;&nbsp;57298 |
| # | Ten Sixty Four Ltd. | 85990 | &nbsp;&nbsp;6587 |
| # | TPG Telecom Ltd. | 85414 | &nbsp;&nbsp;230410 |
|  | Transurban Group | 142785 | &nbsp;&nbsp;1381127 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Treasury Wine <br>Estates Ltd.<br>| 97931 | &nbsp;&nbsp;364929 |
| \* | Tuas Ltd. | 70104 | &nbsp;&nbsp;346729 |
| #\* | Tyro Payments Ltd. | 122786 | &nbsp;&nbsp;81053 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Universal Store <br>Holdings Ltd.<br>| 2706 | &nbsp;&nbsp;15564 |
| \* | Vault Minerals Ltd. | 354748 | &nbsp;&nbsp;1357540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ventia Services Group <br>Pty. Ltd.<br>| 320736 | &nbsp;&nbsp;1284535 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Viva Energy Group <br>Ltd.<br>| 310762 | &nbsp;&nbsp;389025 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Vulcan Energy <br>Resources Ltd.<br>| 96841 | &nbsp;&nbsp;265519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wagners Holding Co. <br>Ltd.<br>| 3531 | &nbsp;&nbsp;8802 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Washington H Soul <br>Pattinson & Co. <br>Ltd.<br>| 25375 | &nbsp;&nbsp;679380 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;WEB Travel Group <br>Ltd.<br>| 39553 | &nbsp;&nbsp;126568 |
| # | Webjet Group Ltd. | 88207 | &nbsp;&nbsp;49236 |
|  | Wesfarmers Ltd. | 85628 | &nbsp;&nbsp;4939614 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;West African <br>Resources Ltd.<br>| 453612 | &nbsp;&nbsp;1099057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westgold Resources <br>Ltd.<br>| 277928 | &nbsp;&nbsp;1325077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westpac Banking <br>Corp.<br>| 185464 | &nbsp;&nbsp;4983250 |
|  | Whitehaven Coal Ltd. | 259742 | &nbsp;&nbsp;1586932 |
| # | WiseTech Global Ltd. | 8765 | &nbsp;&nbsp;351184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Woodside Energy <br>Group Ltd. (WDS <br>AU)<br>| 121140 | &nbsp;&nbsp;2138908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Woodside Energy <br>Group Ltd. (WDS <br>LN)<br>| 19303 | &nbsp;&nbsp;341015 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Woodside Energy <br>Group Ltd. (WDS <br>US), ADR<br>| 26346 | &nbsp;&nbsp;464214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Woolworths Group <br>Ltd.<br>| 68332 | &nbsp;&nbsp;1466431 |
|  | Worley Ltd. | 99349 | &nbsp;&nbsp;924096 |
| #\* | Xero Ltd. | 13958 | &nbsp;&nbsp;909660 |
|  | XRF Scientific Ltd. | 28628 | &nbsp;&nbsp;43280 |
| # | Yancoal Australia Ltd. | 114661 | &nbsp;&nbsp;458972 |
| #\* | Zip Co. Ltd. | 104780 | &nbsp;&nbsp;193304 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | &nbsp;&nbsp;212233269 |
| AUSTRIA — (0.5%) | AUSTRIA — (0.5%) | AUSTRIA — (0.5%) |  |
| \* | Addiko Bank AG | 4609 | &nbsp;&nbsp;139263 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRIA — (Continued) | AUSTRIA — (Continued) | AUSTRIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Agrana Beteiligungs <br>AG<br>| 3069 | &nbsp;&nbsp;$41520 |
|  | ANDRITZ AG | 21497 | &nbsp;&nbsp;1860014 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AT&S Austria <br>Technologie & <br>Systemtechnik AG<br>| 5037 | &nbsp;&nbsp;226446 |
| Ω | BAWAG Group AG | 25816 | &nbsp;&nbsp;4199639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CA Immobilien <br>Anlagen AG<br>| 4920 | &nbsp;&nbsp;146812 |
| \* | CPI Europe AG | 6245 | &nbsp;&nbsp;115196 |
|  | DO & Co. AG | 3370 | &nbsp;&nbsp;788115 |
|  | Erste Group Bank AG | 33760 | &nbsp;&nbsp;4389100 |
| \* | Eurotelesites AG | 17409 | &nbsp;&nbsp;87635 |
|  | EVN AG | 13989 | &nbsp;&nbsp;471355 |
| \* | FACC AG | 1947 | &nbsp;&nbsp;26063 |
|  | Frequentis AG | 473 | &nbsp;&nbsp;46489 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Immofinanz AG (IIA <br>AV)<br>| 12053 | &nbsp;&nbsp;0 |
| #\* | Lenzing AG | 2954 | &nbsp;&nbsp;89181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mayr Melnhof Karton <br>AG<br>| 1733 | &nbsp;&nbsp;196412 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Oesterreichische Post <br>AG<br>| 9276 | &nbsp;&nbsp;361755 |
|  | OMV AG | 48840 | &nbsp;&nbsp;2901473 |
|  | Palfinger AG | 3950 | &nbsp;&nbsp;169732 |
|  | Porr AG | 6862 | &nbsp;&nbsp;282220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raiffeisen Bank <br>International AG<br>| 26575 | &nbsp;&nbsp;1339525 |
| # | SBO AG | 2329 | &nbsp;&nbsp;87500 |
|  | Semperit AG Holding | 1666 | &nbsp;&nbsp;24804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Strabag SE (STR AV), <br>Class BR<br>| 5446 | &nbsp;&nbsp;563939 |
|  | Telekom Austria AG | 49868 | &nbsp;&nbsp;529585 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;UBM Development <br>AG<br>| 1357 | &nbsp;&nbsp;32200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UNIQA Insurance <br>Group AG<br>| 36734 | &nbsp;&nbsp;680937 |
|  | Verbund AG | 4926 | &nbsp;&nbsp;361448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vienna Insurance <br>Group AG Wiener <br>Versicherung <br>Gruppe<br>| 15545 | &nbsp;&nbsp;1221899 |
|  | voestalpine AG | 30687 | &nbsp;&nbsp;1457187 |
|  | Wienerberger AG | 35067 | &nbsp;&nbsp;1159123 |
|  | Zumtobel Group AG | 7184 | &nbsp;&nbsp;30464 |
| TOTAL AUSTRIA | TOTAL AUSTRIA |  | &nbsp;&nbsp;24027031 |
| BELGIUM — (0.7%) | BELGIUM — (0.7%) | BELGIUM — (0.7%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ackermans & van <br>Haaren NV<br>| 9235 | &nbsp;&nbsp;2732343 |
|  | Ageas SA | 62536 | &nbsp;&nbsp;4441955 |
| \* | AGFA-Gevaert NV | 61134 | &nbsp;&nbsp;36188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch <br>InBev SA (ABI BB)<br>| 83257 | &nbsp;&nbsp;5993089 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Argenx SE (ARGX <br>BB)<br>| 353 | &nbsp;&nbsp;296862 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Argenx SE (ARGX <br>US), ADR<br>| 673 | &nbsp;&nbsp;$565657 |
| \* | Atenor | 4770 | &nbsp;&nbsp;15361 |
|  | Azelis Group NV | 25006 | &nbsp;&nbsp;247623 |
|  | Barco NV | 12694 | &nbsp;&nbsp;174262 |
|  | Bekaert SA | 14584 | &nbsp;&nbsp;715445 |
| #\* | bpost SA | 21271 | &nbsp;&nbsp;54889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cie <br>d'Entreprises CFE<br>| 5331 | &nbsp;&nbsp;57843 |
| \* | CMB Tech NV | 31088 | &nbsp;&nbsp;407829 |
|  | Colruyt Group NV | 11361 | &nbsp;&nbsp;435350 |
|  | Deceuninck NV | 28652 | &nbsp;&nbsp;78318 |
|  | Deme Group NV | 2932 | &nbsp;&nbsp;584464 |
|  | D'ieteren Group | 4162 | &nbsp;&nbsp;948014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Econocom Group SA <br>NV<br>| 33625 | &nbsp;&nbsp;69805 |
|  | Elia Group SA | 5960 | &nbsp;&nbsp;862893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EVS Broadcast <br>Equipment SA<br>| 4646 | &nbsp;&nbsp;200163 |
|  | Fagron | 23221 | &nbsp;&nbsp;610465 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Galapagos NV (GLPG <br>BB)<br>| 11025 | &nbsp;&nbsp;371668 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Galapagos NV (GLPG <br>NA)<br>| 5777 | &nbsp;&nbsp;195454 |
|  | Gimv NV | 9015 | &nbsp;&nbsp;486846 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hyloris <br>Pharmaceuticals <br>SA<br>| 480 | &nbsp;&nbsp;4534 |
| \* | Immobel SA | 1567 | &nbsp;&nbsp;44923 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ion Beam <br>Applications<br>| 1418 | &nbsp;&nbsp;25461 |
|  | Jensen-Group NV | 1808 | &nbsp;&nbsp;135011 |
|  | KBC Group NV | 50894 | &nbsp;&nbsp;7171754 |
|  | Kinepolis Group NV | 3839 | &nbsp;&nbsp;121589 |
| # | Lotus Bakeries NV | 137 | &nbsp;&nbsp;1615181 |
|  | Melexis NV | 5015 | &nbsp;&nbsp;379123 |
| #\* | Ontex Group NV | 16997 | &nbsp;&nbsp;98854 |
| \* | Orange Belgium SA | 8117 | &nbsp;&nbsp;185130 |
|  | Proximus SADP | 40263 | &nbsp;&nbsp;367355 |
| # | Recticel SA | 16564 | &nbsp;&nbsp;200431 |
|  | Sipef NV | 2093 | &nbsp;&nbsp;208565 |
| # | Solvay SA | 27594 | &nbsp;&nbsp;812372 |
|  | Syensqo SA | 15578 | &nbsp;&nbsp;1311103 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tessenderlo Group <br>SA<br>| 7805 | &nbsp;&nbsp;253186 |
|  | UCB SA | 13280 | &nbsp;&nbsp;4046754 |
|  | Umicore SA | 17977 | &nbsp;&nbsp;427354 |
|  | Van de Velde NV | 2114 | &nbsp;&nbsp;75912 |
|  | VGP NV | 4022 | &nbsp;&nbsp;493236 |
|  | Viohalco SA | 4480 | &nbsp;&nbsp;68693 |
| TOTAL BELGIUM | TOTAL BELGIUM |  | &nbsp;&nbsp;38629307 |
| BRAZIL — (1.1%) | BRAZIL — (1.1%) | BRAZIL — (1.1%) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Allianca Saude e <br>Participacoes SA<br>| 3604 | &nbsp;&nbsp;3212 |
|  | Allied Tecnologia SA | 30900 | &nbsp;&nbsp;49144 |
|  | Allos SA | 81236 | &nbsp;&nbsp;476971 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alupar Investimento <br>SA<br>| 47889 | &nbsp;&nbsp;$308932 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ambev SA (ABEV <br>US), ADR<br>| 117295 | &nbsp;&nbsp;326080 |
|  | Anima Holding SA | 94515 | &nbsp;&nbsp;93927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Armac Locacao <br>Logistica E Servicos <br>SA<br>| 6800 | &nbsp;&nbsp;6189 |
| \* | Aura Minerals, Inc. | 2500 | &nbsp;&nbsp;159225 |
|  | Auren Energia SA | 9752 | &nbsp;&nbsp;20865 |
|  | Axia Energia | 74531 | &nbsp;&nbsp;769987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;B3 SA - Brasil Bolsa <br>Balcao<br>| 285643 | &nbsp;&nbsp;876563 |
|  | Banco ABC Brasil SA | 2521 | &nbsp;&nbsp;12848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Bradesco SA <br>(BBDC3 BZ)<br>| 90192 | &nbsp;&nbsp;313965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco BTG Pactual <br>SA<br>| 49957 | &nbsp;&nbsp;569079 |
|  | Banco do Brasil SA | 128624 | &nbsp;&nbsp;616388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Santander <br>Brasil SA<br>| 236463 | &nbsp;&nbsp;1631910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BB Seguridade <br>Participacoes SA<br>| 72955 | &nbsp;&nbsp;517211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bemobi Mobile Tech <br>SA<br>| 21514 | &nbsp;&nbsp;101341 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Blau Farmaceutica <br>SA<br>| 21450 | &nbsp;&nbsp;41451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boa Safra Sementes <br>SA<br>| 29560 | &nbsp;&nbsp;48979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BR Advisory Partners <br>Participacoes SA<br>| 16368 | &nbsp;&nbsp;61674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BrasilAgro - Co. <br>Brasileira de <br>Propriedades <br>Agricolas<br>| 30201 | &nbsp;&nbsp;122405 |
| \* | Brava Energia | 11391 | &nbsp;&nbsp;40907 |
|  | C&A Modas SA | 69733 | &nbsp;&nbsp;158076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Caixa Seguridade <br>Participacoes SA<br>| 23666 | &nbsp;&nbsp;77841 |
|  | Camil Alimentos SA | 9357 | &nbsp;&nbsp;11841 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cia Brasileira de <br>Aluminio<br>| 86745 | &nbsp;&nbsp;167795 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cia Brasileira de <br>Distribuicao<br>| 143436 | &nbsp;&nbsp;104659 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cia de Saneamento <br>Basico do Estado <br>de Sao Paulo <br>SABESP (SBS US), <br>ADR<br>| 2162 | &nbsp;&nbsp;58078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia de Saneamento <br>Basico do Estado <br>de Sao Paulo <br>SABESP (SBSP3 <br>BZ)<br>| 31737 | &nbsp;&nbsp;851627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia de Saneamento <br>de Minas Gerais <br>Copasa MG<br>| 66502 | &nbsp;&nbsp;646350 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia De Sanena Do <br>Parana (SAPR11 <br>BZ)<br>| 85475 | &nbsp;&nbsp;$758154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia De Sanena Do <br>Parana (SAPR3 <br>BZ)<br>| 35300 | &nbsp;&nbsp;76466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia Energetica de <br>Minas Gerais (CIG <br>US), Sponsored <br>ADR<br>| 12653 | &nbsp;&nbsp;27203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia Energetica de <br>Minas Gerais <br>(CMIG3 BZ)<br>| 55020 | &nbsp;&nbsp;157760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia Paranaense de <br>Energia - Copel <br>CPLE3 BZ<br>| 292899 | &nbsp;&nbsp;733535 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cia Paranaense de <br>Energia - Copel <br>ELPC US, ADR<br>| 1200 | &nbsp;&nbsp;12168 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cia Siderurgica <br>Nacional SA <br>(CSNA3 BZ)<br>| 150260 | &nbsp;&nbsp;287515 |
|  | Cogna Educacao SA | 779718 | &nbsp;&nbsp;674118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Construtora Tenda <br>SA<br>| 21600 | &nbsp;&nbsp;113279 |
| \* | Cosan SA | 47703 | &nbsp;&nbsp;53479 |
|  | CPFL Energia SA | 23416 | &nbsp;&nbsp;228965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cruzeiro do Sul <br>Educacional SA<br>| 89202 | &nbsp;&nbsp;122038 |
|  | CSU Digital SA | 8100 | &nbsp;&nbsp;29659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cury Construtora e <br>Incorporadora SA<br>| 50765 | &nbsp;&nbsp;333273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cyrela Brazil Realty <br>SA <br>Empreendimentos e <br>Participacoes<br>| 96487 | &nbsp;&nbsp;548185 |
| Ω | Desktop SA | 36610 | &nbsp;&nbsp;103651 |
|  | Dexco SA | 137654 | &nbsp;&nbsp;149876 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Diagnosticos da <br>America SA<br>| 39480 | &nbsp;&nbsp;31958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dimed SA <br>Distribuidora da <br>Medicamentos<br>| 29900 | &nbsp;&nbsp;75165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Direcional Engenharia <br>SA<br>| 96675 | &nbsp;&nbsp;256257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EcoRodovias <br>Infraestrutura e <br>Logistica SA<br>| 68469 | &nbsp;&nbsp;153780 |
|  | Embraer SA | 89895 | &nbsp;&nbsp;1656039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Empreendimentos <br>Pague Menos SA <br>PGMN3 BZ<br>| 129519 | &nbsp;&nbsp;161445 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Empreendimentos <br>Pague Menos SA <br>PGMN9 BZ<br>| 5148 | &nbsp;&nbsp;6417 |
|  | Energisa SA | 63052 | &nbsp;&nbsp;611141 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |  |
| \* | Eneva SA | 83675 | &nbsp;&nbsp;$335797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Engie Brasil Energia <br>SA<br>| 38620 | &nbsp;&nbsp;240478 |
|  | Equatorial SA | 115031 | &nbsp;&nbsp;894412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Even Construtora e <br>Incorporadora SA<br>| 52473 | &nbsp;&nbsp;79267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ez Tec <br>Empreendimentos e <br>Participacoes SA<br>| 55082 | &nbsp;&nbsp;158461 |
|  | Fleury SA | 62825 | &nbsp;&nbsp;198404 |
|  | Fras-Le SA | 20106 | &nbsp;&nbsp;92837 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gerdau SA, <br>Sponsored ADR<br>| 211221 | &nbsp;&nbsp;901914 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;GPS Participacoes e <br>Empreendimentos <br>SA<br>| 49471 | &nbsp;&nbsp;176160 |
|  | Grendene SA | 73050 | &nbsp;&nbsp;68848 |
|  | Grupo Mateus SA | 137653 | &nbsp;&nbsp;125811 |
|  | Grupo SBF SA | 46303 | &nbsp;&nbsp;126695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guararapes <br>Confeccoes SA<br>| 48200 | &nbsp;&nbsp;89939 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Hapvida Participacoes <br>e Investimentos SA<br>| 30355 | &nbsp;&nbsp;74983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hospital Mater Dei <br>SA<br>| 12100 | &nbsp;&nbsp;13335 |
|  | Hypera SA | 93355 | &nbsp;&nbsp;447196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intelbras SA Industria <br>de <br>Telecomunicacao <br>Eletronica <br>Brasileira<br>| 2900 | &nbsp;&nbsp;6800 |
|  | Iochpe Maxion SA | 41160 | &nbsp;&nbsp;86188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Irani Papel e <br>Embalagem SA<br>| 35169 | &nbsp;&nbsp;60745 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IRB-Brasil Resseguros <br>SA<br>| 30327 | &nbsp;&nbsp;333366 |
| \* | Jalles Machado SA | 59829 | &nbsp;&nbsp;33423 |
| \* | JBS NV, BDR | 58404 | &nbsp;&nbsp;913667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JHSF Participacoes <br>SA<br>| 143259 | &nbsp;&nbsp;259964 |
|  | JSL SA | 40755 | &nbsp;&nbsp;57693 |
|  | Kepler Weber SA | 46800 | &nbsp;&nbsp;91061 |
|  | Klabin SA | 354031 | &nbsp;&nbsp;1288914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lavvi <br>Empreendimentos <br>Imobiliarios SA<br>| 28200 | &nbsp;&nbsp;95862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Localiza Rent a Car <br>SA<br>| 194552 | &nbsp;&nbsp;1788869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LOG Commercial <br>Properties e <br>Participacoes SA<br>| 12594 | &nbsp;&nbsp;66576 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Log-in Logistica <br>Intermodal SA<br>| 10894 | &nbsp;&nbsp;67276 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lojas Quero-Quero <br>SA<br>| 54141 | &nbsp;&nbsp;26028 |
|  | Lojas Renner SA | 309688 | &nbsp;&nbsp;878560 |
| Ω | LWSA SA | 99777 | &nbsp;&nbsp;92710 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |  |
|  | M Dias Branco SA | 14158 | &nbsp;&nbsp;$66798 |
|  | Magazine Luiza SA | 111223 | &nbsp;&nbsp;206902 |
|  | Mahle Metal Leve SA | 16900 | &nbsp;&nbsp;110339 |
|  | Marcopolo SA | 55880 | &nbsp;&nbsp;63708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MBRF Global Foods <br>Co. SA<br>| 132919 | &nbsp;&nbsp;471540 |
| \*Ω | Meliuz SA | 63300 | &nbsp;&nbsp;47751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Melnick Even <br>Desenvolvimento <br>Imobiliario SA<br>| 52047 | &nbsp;&nbsp;39460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mills Locacao <br>Servicos e Logistica <br>SA<br>| 50104 | &nbsp;&nbsp;147568 |
|  | Minerva SA | 124186 | &nbsp;&nbsp;146066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Motiva Infraestrutura <br>de Mobilidade SA<br>| 215233 | &nbsp;&nbsp;685441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Moura Dubeux <br>Engenharia SA<br>| 30942 | &nbsp;&nbsp;168034 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Movida Participacoes <br>SA<br>| 49607 | &nbsp;&nbsp;117354 |
|  | MPM Corporeos SA | 12100 | &nbsp;&nbsp;1954 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MRV Engenharia e <br>Participacoes SA<br>| 139788 | &nbsp;&nbsp;214354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Multiplan <br>Empreendimentos <br>Imobiliarios SA<br>| 40891 | &nbsp;&nbsp;255940 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Natura Cosmeticos <br>SA<br>| 203694 | &nbsp;&nbsp;339442 |
|  | Neoenergia SA | 35776 | &nbsp;&nbsp;220254 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oceanpact Servicos <br>Maritimos SA<br>| 27300 | &nbsp;&nbsp;48865 |
|  | Odontoprev SA | 84793 | &nbsp;&nbsp;181098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Petroleo Brasileiro SA <br>- Petrobras<br>| 591115 | &nbsp;&nbsp;4536627 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Petroleo Brasileiro SA <br>- Petrobras (PBRA <br>US), Sponsored <br>ADR<br>| 24230 | &nbsp;&nbsp;347943 |
|  | Petroreconcavo SA | 45407 | &nbsp;&nbsp;97496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Plano & Plano <br>Desenvolvimento <br>Imobiliario SA<br>| 19900 | &nbsp;&nbsp;57135 |
|  | Porto Seguro SA | 92486 | &nbsp;&nbsp;882903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Positivo Tecnologia <br>SA<br>| 23500 | &nbsp;&nbsp;20094 |
| \* | PRIO SA | 226863 | &nbsp;&nbsp;2198047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Profarma Distribuidora <br>de Produtos <br>Farmaceuticos SA<br>| 15232 | &nbsp;&nbsp;26570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qualicorp Consultoria <br>e Corretora de <br>Seguros SA<br>| 77000 | &nbsp;&nbsp;33213 |
|  | Raia Drogasil SA | 161486 | &nbsp;&nbsp;751776 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Rede D'Or Sao Luiz <br>SA<br>| 15563 | &nbsp;&nbsp;125357 |
|  | Romi SA | 26826 | &nbsp;&nbsp;42920 |
|  | Rumo SA | 63328 | &nbsp;&nbsp;177611 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |  |
|  | Sao Martinho SA | 42800 | &nbsp;&nbsp;$124185 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sendas Distribuidora <br>SA (ASAI US), <br>ADR<br>| 3578 | &nbsp;&nbsp;29662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sendas Distribuidora <br>SA (ASAI3 BZ)<br>| 439430 | &nbsp;&nbsp;715579 |
| Ω | Ser Educacional SA | 45190 | &nbsp;&nbsp;107335 |
|  | Simpar SA | 103999 | &nbsp;&nbsp;132203 |
|  | SLC Agricola SA | 61078 | &nbsp;&nbsp;186271 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Smartfit Escola de <br>Ginastica e Danca <br>SA<br>| 81904 | &nbsp;&nbsp;344687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suzano SA (SUZB3 <br>BZ)<br>| 117293 | &nbsp;&nbsp;1099437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tegma Gestao <br>Logistica SA<br>| 10018 | &nbsp;&nbsp;74239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telefonica Brasil SA <br>(VIV US), ADR<br>| 1013 | &nbsp;&nbsp;14364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telefonica Brasil SA <br>(VIVT3 BZ)<br>| 53240 | &nbsp;&nbsp;378151 |
|  | TIM SA | 197300 | &nbsp;&nbsp;919252 |
|  | TOTVS SA | 29773 | &nbsp;&nbsp;252146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transmissora Alianca <br>de Energia Eletrica <br>SA<br>| 75150 | &nbsp;&nbsp;594460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tres Tentos <br>Agroindustrial SA<br>| 27032 | &nbsp;&nbsp;85471 |
|  | Trisul SA | 47104 | &nbsp;&nbsp;63459 |
| \* | Tupy SA | 25871 | &nbsp;&nbsp;61399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ultrapar Participacoes <br>SA (UGPA3 BZ)<br>| 151577 | &nbsp;&nbsp;730991 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Uniao Pet <br>Participacoes SA<br>| 59500 | &nbsp;&nbsp;39797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unifique <br>Telecomunicacoes <br>SA<br>| 70745 | &nbsp;&nbsp;71650 |
|  | Unipar Carbocloro SA | 8239 | &nbsp;&nbsp;94135 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Usinas Siderurgicas <br>de Minas Gerais SA <br>Usiminas<br>| 29569 | &nbsp;&nbsp;35116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vale SA (VALE US), <br>Sponsored ADR<br>| 75500 | &nbsp;&nbsp;1213285 |
|  | Vale SA (VALE3 BZ) | 374602 | &nbsp;&nbsp;6001888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valid Solucoes e <br>Servicos de <br>Seguranca em <br>Meios de <br>Pagamento e <br>Identificacao SA<br>| 28985 | &nbsp;&nbsp;122433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vamos Locacao de <br>Caminhoes <br>Maquinas e <br>Equipamentos SA<br>| 130853 | &nbsp;&nbsp;99207 |
|  | Veste SA Estilo | 1700 | &nbsp;&nbsp;1186 |
|  | Vibra Energia SA | 277747 | &nbsp;&nbsp;1517838 |
|  | Vittia SA | 8200 | &nbsp;&nbsp;7167 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vivara Participacoes <br>SA<br>| 28310 | &nbsp;&nbsp;$151589 |
|  | Vulcabras SA | 38530 | &nbsp;&nbsp;131929 |
|  | WEG SA | 61968 | &nbsp;&nbsp;608994 |
|  | Wiz Co. | 25600 | &nbsp;&nbsp;48352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YDUQS Participacoes <br>SA<br>| 81542 | &nbsp;&nbsp;227300 |
| TOTAL BRAZIL | TOTAL BRAZIL |  | &nbsp;&nbsp;55895002 |
| CANADA — (7.9%) | CANADA — (7.9%) | CANADA — (7.9%) |  |
| \* | 5N Plus, Inc. | 29800 | &nbsp;&nbsp;526996 |
| # | Acadian Timber Corp. | 4133 | &nbsp;&nbsp;48898 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ACT Energy <br>Technologies Ltd.<br>| 7700 | &nbsp;&nbsp;32742 |
|  | ADENTRA, Inc. | 4645 | &nbsp;&nbsp;123489 |
|  | ADF Group, Inc. | 6900 | &nbsp;&nbsp;44796 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Advantage Energy <br>Ltd.<br>| 61829 | &nbsp;&nbsp;499936 |
|  | Aecon Group, Inc. | 25549 | &nbsp;&nbsp;662343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AG Growth <br>International, Inc.<br>| 3837 | &nbsp;&nbsp;81888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AGF Management <br>Ltd., Class B<br>| 30300 | &nbsp;&nbsp;403881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Agnico Eagle Mines <br>Ltd. (AEM CN)<br>| 21629 | &nbsp;&nbsp;4111497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Agnico Eagle Mines <br>Ltd. (AEM US)<br>| 30196 | &nbsp;&nbsp;5752361 |
| #\* | Aimia, Inc. | 23772 | &nbsp;&nbsp;52375 |
| \* | Air Canada | 45403 | &nbsp;&nbsp;628536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alamos Gold, Inc. <br>(AGI CN), Class A<br>| 33219 | &nbsp;&nbsp;1231029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alamos Gold, Inc. <br>(AGI US), Class A<br>| 66737 | &nbsp;&nbsp;2462595 |
|  | Algoma Central Corp. | 4600 | &nbsp;&nbsp;65504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Algoma Steel Group, <br>Inc. (ASTL US)<br>| 18583 | &nbsp;&nbsp;77677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Algonquin Power & <br>Utilities Corp. (AQN <br>CN)<br>| 23300 | &nbsp;&nbsp;152978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Algonquin Power & <br>Utilities Corp. (AQN <br>US)<br>| 110120 | &nbsp;&nbsp;721286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alimentation <br>Couche-Tard, Inc.<br>| 57848 | &nbsp;&nbsp;3009549 |
| \* | Allied Gold Corp. | 28093 | &nbsp;&nbsp;886539 |
|  | AltaGas Ltd. | 97660 | &nbsp;&nbsp;2945615 |
|  | Altius Minerals Corp. | 8140 | &nbsp;&nbsp;257654 |
|  | Altus Group Ltd. | 4925 | &nbsp;&nbsp;167102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amerigo Resources <br>Ltd.<br>| 65100 | &nbsp;&nbsp;265822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Andrew Peller Ltd., <br>Class A<br>| 10400 | &nbsp;&nbsp;39946 |
|  | ARC Resources Ltd. | 223662 | &nbsp;&nbsp;4150792 |
| \* | Aritzia, Inc. | 39144 | &nbsp;&nbsp;3085467 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arizona Sonoran <br>Copper Co., Inc.<br>| 9300 | &nbsp;&nbsp;38111 |
|  | Atco Ltd., Class I | 16401 | &nbsp;&nbsp;712097 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
| \* | Athabasca Oil Corp. | 187300 | &nbsp;&nbsp;$1099054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AtkinsRealis Group, <br>Inc.<br>| 26330 | &nbsp;&nbsp;1847828 |
| \* | ATS Corp. (ATS CN) | 14128 | &nbsp;&nbsp;401538 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Aurora Cannabis, Inc. <br>(ACB CN)<br>| 552 | &nbsp;&nbsp;2236 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Aurora Cannabis, Inc. <br>(ACB US)<br>| 471 | &nbsp;&nbsp;1912 |
| \* | AutoCanada, Inc. | 8401 | &nbsp;&nbsp;171888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;B2Gold Corp. (BTG <br>US)<br>| 259700 | &nbsp;&nbsp;1272530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;B2Gold Corp. (BTO <br>CN)<br>| 337844 | &nbsp;&nbsp;1644994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Badger Infrastructure <br>Solutions Ltd.<br>| 13920 | &nbsp;&nbsp;787060 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Ballard Power <br>Systems, Inc. <br>(BLDP CN)<br>| 4900 | &nbsp;&nbsp;11479 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Ballard Power <br>Systems, Inc. <br>(BLDP US)<br>| 51268 | &nbsp;&nbsp;119454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Montreal <br>(BMO US)<br>| 67310 | &nbsp;&nbsp;9164256 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Nova Scotia <br>(BNS CN)<br>| 3916 | &nbsp;&nbsp;292769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Nova Scotia <br>(BNS US)<br>| 73748 | &nbsp;&nbsp;5510451 |
|  | Barrick Mining Corp. | 32190 | &nbsp;&nbsp;1473980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barrick Mining Corp. <br>(ABX CN)<br>| 3391 | &nbsp;&nbsp;155000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barrick Mining Corp. <br>(B US)<br>| 150752 | &nbsp;&nbsp;6902934 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Bausch & Lomb <br>Corp.<br>| 9857 | &nbsp;&nbsp;164612 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bausch Health Cos., <br>Inc. (BHC CN)<br>| 29319 | &nbsp;&nbsp;168165 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bausch Health Cos., <br>Inc. (BHC US)<br>| 12986 | &nbsp;&nbsp;74540 |
|  | Baytex Energy Corp. | 216939 | &nbsp;&nbsp;748807 |
| # | BCE, Inc. (BCE CN) | 156 | &nbsp;&nbsp;4033 |
| # | BCE, Inc. (BCE US) | 12628 | &nbsp;&nbsp;326560 |
|  | Birchcliff Energy Ltd. | 95315 | &nbsp;&nbsp;512397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bird Construction, <br>Inc.<br>| 19843 | &nbsp;&nbsp;439524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Black Diamond Group <br>Ltd.<br>| 16027 | &nbsp;&nbsp;194210 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;BlackBerry Ltd. BB <br>CN<br>| 8400 | &nbsp;&nbsp;29920 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;BlackBerry Ltd. BB <br>US<br>| 49952 | &nbsp;&nbsp;178329 |
|  | BMTC Group, Inc. | 1900 | &nbsp;&nbsp;18028 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bombardier, Inc. <br>(BBD/A CN), <br>Class A<br>| 504 | &nbsp;&nbsp;86613 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bombardier, Inc. <br>(BBD/B CN), <br>Class B<br>| 15738 | &nbsp;&nbsp;2688508 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Bonterra Energy <br>Corp.<br>| 12185 | &nbsp;&nbsp;$44475 |
|  | Boralex, Inc., Class A | 22043 | &nbsp;&nbsp;408758 |
|  | Boyd Group, Inc. | 6629 | &nbsp;&nbsp;1086472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brookfield Corp. (BN <br>US)<br>| 35638 | &nbsp;&nbsp;1623311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brookfield <br>Infrastructure Corp. <br>BIPC US, Class A<br>| 23900 | &nbsp;&nbsp;1143615 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Brookfield Renewable <br>Corp.<br>| 12980 | &nbsp;&nbsp;540487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brookfield Wealth <br>Solutions Ltd.<br>| 852 | &nbsp;&nbsp;38877 |
|  | BRP, Inc. (DOO CN) | 18 | &nbsp;&nbsp;1359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BRP, Inc. (DOOO <br>US)<br>| 3234 | &nbsp;&nbsp;243747 |
| \* | CAE, Inc. (CAE CN) | 5583 | &nbsp;&nbsp;178932 |
| \* | CAE, Inc. (CAE US) | 38800 | &nbsp;&nbsp;1243152 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Calfrac Well Services <br>Ltd.<br>| 8000 | &nbsp;&nbsp;29317 |
|  | Calian Group Ltd. | 3900 | &nbsp;&nbsp;193074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cameco Corp. (CCJ <br>US)<br>| 7383 | &nbsp;&nbsp;910988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canaccord Genuity <br>Group, Inc.<br>| 27451 | &nbsp;&nbsp;239099 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Canada Goose <br>Holdings, Inc. <br>(GOOS CN)<br>| 3400 | &nbsp;&nbsp;41250 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Canada Goose <br>Holdings, Inc. <br>(GOOS US)<br>| 12400 | &nbsp;&nbsp;150784 |
|  | Canada Packers, Inc. | 5181 | &nbsp;&nbsp;60765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Imperial <br>Bank of Commerce <br>(CM US)<br>| 73320 | &nbsp;&nbsp;6774035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian National <br>Railway Co. (CNI <br>US)<br>| 35088 | &nbsp;&nbsp;3376167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian National <br>Railway Co. (CNR <br>CN)<br>| 60 | &nbsp;&nbsp;5772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Natural <br>Resources Ltd. <br>(CNQ CN)<br>| 568 | &nbsp;&nbsp;21120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Natural <br>Resources Ltd. <br>(CNQ US)<br>| 254516 | &nbsp;&nbsp;9470540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Pacific <br>Kansas City Ltd. <br>(CP US)<br>| 36998 | &nbsp;&nbsp;2750431 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Tire Corp. <br>Ltd., Class A<br>| 19795 | &nbsp;&nbsp;2435324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Utilities Ltd., <br>Class A<br>| 24441 | &nbsp;&nbsp;791037 |
| \* | Canfor Corp. | 16248 | &nbsp;&nbsp;171113 |
| # | Capital Power Corp. | 32001 | &nbsp;&nbsp;1404223 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Capstone Copper <br>Corp.<br>| 147815 | &nbsp;&nbsp;$1638107 |
|  | Cardinal Energy Ltd. | 45786 | &nbsp;&nbsp;298257 |
| # | Cargojet, Inc. | 1100 | &nbsp;&nbsp;75097 |
|  | Cascades, Inc. | 40855 | &nbsp;&nbsp;383752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CCL Industries, Inc., <br>Class B<br>| 38688 | &nbsp;&nbsp;2331537 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Celestica, Inc. (CLS <br>CN)<br>| 21675 | &nbsp;&nbsp;6090776 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Celestica, Inc. (CLS <br>US)<br>| 21881 | &nbsp;&nbsp;6148342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cenovus Energy, Inc. <br>(CVE CN)<br>| 50104 | &nbsp;&nbsp;988723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cenovus Energy, Inc. <br>(CVE US)<br>| 292658 | &nbsp;&nbsp;5771216 |
|  | Centerra Gold, Inc. | 75250 | &nbsp;&nbsp;1260568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CES Energy Solutions <br>Corp.<br>| 98206 | &nbsp;&nbsp;1024144 |
|  | CGI, Inc. (GIB US) | 12981 | &nbsp;&nbsp;1113510 |
|  | CGI, Inc. (GIBA CN) | 12368 | &nbsp;&nbsp;1059997 |
| \* | Cineplex, Inc. | 20543 | &nbsp;&nbsp;145437 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cipher <br>Pharmaceuticals, <br>Inc.<br>| 4757 | &nbsp;&nbsp;51111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cogeco <br>Communications, <br>Inc.<br>| 5105 | &nbsp;&nbsp;246055 |
|  | Cogeco, Inc. | 1507 | &nbsp;&nbsp;73908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Colliers International <br>Group, Inc. (CIGI <br>CN)<br>| 1500 | &nbsp;&nbsp;204965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Colliers International <br>Group, Inc. (CIGI <br>US)<br>| 7024 | &nbsp;&nbsp;960181 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Computer Modelling <br>Group Ltd.<br>| 20884 | &nbsp;&nbsp;74079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Constellation <br>Software, Inc.<br>| 1541 | &nbsp;&nbsp;2843955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corby Spirit & Wine <br>Ltd.<br>| 3900 | &nbsp;&nbsp;39726 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Cronos Group, Inc. <br>(CRON CN)<br>| 7100 | &nbsp;&nbsp;17728 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Cronos Group, Inc. <br>(CRON US)<br>| 57534 | &nbsp;&nbsp;144410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Definity Financial <br>Corp.<br>| 31708 | &nbsp;&nbsp;1551809 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Descartes Systems <br>Group, Inc. (DSGX <br>US)<br>| 6343 | &nbsp;&nbsp;474203 |
|  | Dexterra Group, Inc. | 11616 | &nbsp;&nbsp;110302 |
| \* | Docebo, Inc. | 2175 | &nbsp;&nbsp;42537 |
|  | Dollarama, Inc. | 42500 | &nbsp;&nbsp;5727426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Doman Building <br>Materials Group <br>Ltd.<br>| 26592 | &nbsp;&nbsp;187676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dominion Lending <br>Centres, Inc.<br>| 2400 | &nbsp;&nbsp;16251 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dorel Industries, Inc., <br>Class B<br>| 11212 | &nbsp;&nbsp;$16386 |
|  | DPM Metals, Inc. | 81044 | &nbsp;&nbsp;2827746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DREAM Unlimited <br>Corp., Class A<br>| 13700 | &nbsp;&nbsp;197303 |
| # | Dye & Durham Ltd. | 3536 | &nbsp;&nbsp;10829 |
|  | Dynacor Group, Inc. | 9700 | &nbsp;&nbsp;43455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;E-L Financial Corp. <br>Ltd.<br>| 40000 | &nbsp;&nbsp;509676 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Eldorado Gold Corp. <br>(EGO US)<br>| 6459 | &nbsp;&nbsp;277220 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Eldorado Gold Corp. <br>(ELD CN)<br>| 61639 | &nbsp;&nbsp;2644532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Element Fleet <br>Management Corp.<br>| 136349 | &nbsp;&nbsp;3454662 |
| # | Emera, Inc. | 33334 | &nbsp;&nbsp;1652195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Empire Co. Ltd., <br>Class A<br>| 50247 | &nbsp;&nbsp;1641381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enbridge, Inc. (ENB <br>CN)<br>| 31909 | &nbsp;&nbsp;1557645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enbridge, Inc. (ENB <br>US)<br>| 60256 | &nbsp;&nbsp;2942903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Endeavour Mining <br>PLC<br>| 78484 | &nbsp;&nbsp;4284872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enerflex Ltd. (EFX <br>CN)<br>| 27412 | &nbsp;&nbsp;503085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enerflex Ltd. (EFXT <br>US)<br>| 14894 | &nbsp;&nbsp;273454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enghouse Systems <br>Ltd.<br>| 11709 | &nbsp;&nbsp;160890 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ensign Energy <br>Services, Inc.<br>| 46169 | &nbsp;&nbsp;106806 |
|  | EQB, Inc. | 11580 | &nbsp;&nbsp;903081 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Equinox Gold Corp. <br>(EQX CN)<br>| 20147 | &nbsp;&nbsp;288225 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Equinox Gold Corp. <br>(EQX US)<br>| 96823 | &nbsp;&nbsp;1384569 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;ERO Copper Corp. <br>(ERO CN)<br>| 5978 | &nbsp;&nbsp;200547 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ERO Copper Corp. <br>(ERO US)<br>| 21692 | &nbsp;&nbsp;726899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Evertz Technologies <br>Ltd.<br>| 10300 | &nbsp;&nbsp;109381 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Exchange Income <br>Corp.<br>| 9600 | &nbsp;&nbsp;669776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Exco Technologies <br>Ltd.<br>| 9498 | &nbsp;&nbsp;48758 |
|  | Extendicare, Inc. | 25174 | &nbsp;&nbsp;428734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fairfax Financial <br>Holdings Ltd.<br>| 2153 | &nbsp;&nbsp;3553094 |
| # | Fiera Capital Corp. | 18773 | &nbsp;&nbsp;81894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Finning International, <br>Inc.<br>| 56844 | &nbsp;&nbsp;3564726 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Firan Technology <br>Group Corp.<br>| 6200 | &nbsp;&nbsp;66433 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Firm Capital Mortgage <br>Investment Corp.<br>| 12744 | &nbsp;&nbsp;112685 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Majestic Silver <br>Corp. (AG US)<br>| 47502 | &nbsp;&nbsp;$989942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Majestic Silver <br>Corp. (FR CN)<br>| 2 | &nbsp;&nbsp;42 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;First Quantum <br>Minerals Ltd.<br>| 141285 | &nbsp;&nbsp;3993728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FirstService Corp. <br>(FSV US)<br>| 6756 | &nbsp;&nbsp;1048937 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Foraco International <br>SA<br>| 25652 | &nbsp;&nbsp;54633 |
| # | Fortis, Inc. (FTS CN) | 26247 | &nbsp;&nbsp;1399429 |
| # | Fortis, Inc. (FTS US) | 15999 | &nbsp;&nbsp;853227 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fortuna Mining Corp. <br>(FSM US)<br>| 55338 | &nbsp;&nbsp;541206 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fortuna Mining Corp. <br>(FVI CN)<br>| 83472 | &nbsp;&nbsp;816544 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Franco-Nevada Corp. <br>(FNV US)<br>| 7320 | &nbsp;&nbsp;1715515 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Freegold Ventures <br>Ltd.<br>| 46600 | &nbsp;&nbsp;52361 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Freehold Royalties <br>Ltd.<br>| 41798 | &nbsp;&nbsp;502810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Frontera Energy <br>Corp.<br>| 8802 | &nbsp;&nbsp;60764 |
| \* | Fury Gold Mines Ltd. | 34500 | &nbsp;&nbsp;25590 |
|  | Gamehost, Inc. | 8187 | &nbsp;&nbsp;71068 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GDI Integrated Facility <br>Services, Inc.<br>| 43 | &nbsp;&nbsp;1149 |
|  | George Weston Ltd. | 26172 | &nbsp;&nbsp;1825399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GFL Environmental, <br>Inc.<br>| 11575 | &nbsp;&nbsp;497146 |
|  | Gibson Energy, Inc. | 58333 | &nbsp;&nbsp;1148539 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gildan Activewear, <br>Inc. (GIL CN)<br>| 389 | &nbsp;&nbsp;25274 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gildan Activewear, <br>Inc. (GIL US)<br>| 42626 | &nbsp;&nbsp;2769837 |
| #\* | Global Atomic Corp. | 46400 | &nbsp;&nbsp;26580 |
|  | goeasy Ltd. | 5100 | &nbsp;&nbsp;468631 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GoGold Resources, <br>Inc.<br>| 57700 | &nbsp;&nbsp;135176 |
| \* | GoldMoney, Inc. | 1420 | &nbsp;&nbsp;11972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great-West Lifeco, <br>Inc.<br>| 36571 | &nbsp;&nbsp;1711920 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Haivision Systems, <br>Inc.<br>| 8928 | &nbsp;&nbsp;55142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hammond <br>Manufacturing Co. <br>Ltd., Class A<br>| 1300 | &nbsp;&nbsp;9681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hammond Power <br>Solutions, Inc.<br>| 3227 | &nbsp;&nbsp;425543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Headwater <br>Exploration, Inc.<br>| 85184 | &nbsp;&nbsp;688153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;High Liner Foods, <br>Inc.<br>| 7375 | &nbsp;&nbsp;83951 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HLS Therapeutics, <br>Inc.<br>| 2000 | &nbsp;&nbsp;6595 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hudbay Minerals, Inc. <br>(HBM CN)<br>| 121585 | &nbsp;&nbsp;$2879691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hudbay Minerals, Inc. <br>(HBM US)<br>| 55600 | &nbsp;&nbsp;1316608 |
| Ω | Hydro One Ltd. | 28071 | &nbsp;&nbsp;1109729 |
| \* | i-80 Gold Corp. | 17870 | &nbsp;&nbsp;28347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;iA Financial Corp., <br>Inc.<br>| 36578 | &nbsp;&nbsp;4494448 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IAMGOLD Corp. (IAG <br>US)<br>| 12000 | &nbsp;&nbsp;218160 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IAMGOLD Corp. (IMG <br>CN)<br>| 244187 | &nbsp;&nbsp;4431286 |
|  | IGM Financial, Inc. | 24077 | &nbsp;&nbsp;1164551 |
| \* | Imperial Metals Corp. | 26884 | &nbsp;&nbsp;234555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Imperial Oil Ltd. (IMO <br>CN)<br>| 6378 | &nbsp;&nbsp;644381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Imperial Oil Ltd. (IMO <br>US)<br>| 18005 | &nbsp;&nbsp;1823006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Information Services <br>Corp.<br>| 4900 | &nbsp;&nbsp;156898 |
| # | InPlay Oil Corp. | 783 | &nbsp;&nbsp;8393 |
|  | Intact Financial Corp. | 19579 | &nbsp;&nbsp;3564668 |
| \* | Interfor Corp. | 14670 | &nbsp;&nbsp;109568 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Ivanhoe Mines Ltd., <br>Class A<br>| 15341 | &nbsp;&nbsp;194009 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Jamieson Wellness, <br>Inc.<br>| 5611 | &nbsp;&nbsp;142783 |
| \* | K92 Mining, Inc. | 91062 | &nbsp;&nbsp;1709356 |
|  | K-Bro Linen, Inc. | 2800 | &nbsp;&nbsp;70162 |
| \* | Kelt Exploration Ltd. | 59923 | &nbsp;&nbsp;343260 |
|  | Keyera Corp. | 67621 | &nbsp;&nbsp;2289872 |
| \* | Kinaxis, Inc. | 138 | &nbsp;&nbsp;13935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinross Gold Corp. (K <br>CN)<br>| 421714 | &nbsp;&nbsp;13280282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinross Gold Corp. <br>(KGC US)<br>| 44679 | &nbsp;&nbsp;1410069 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Knight Therapeutics, <br>Inc.<br>| 28578 | &nbsp;&nbsp;121729 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kolibri Global Energy, <br>Inc.<br>| 5000 | &nbsp;&nbsp;20012 |
| # | KP Tissue, Inc. | 2889 | &nbsp;&nbsp;21429 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Labrador Iron Ore <br>Royalty Corp.<br>| 20388 | &nbsp;&nbsp;442003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lassonde Industries, <br>Inc., Class A<br>| 1012 | &nbsp;&nbsp;164251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Laurentian Bank of <br>Canada<br>| 72 | &nbsp;&nbsp;2115 |
|  | Leon's Furniture Ltd. | 10815 | &nbsp;&nbsp;218580 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lightspeed <br>Commerce, Inc. <br>(LSPD US)<br>| 33554 | &nbsp;&nbsp;362383 |
|  | Linamar Corp. | 15966 | &nbsp;&nbsp;1012143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Loblaw Cos. Ltd. L <br>CN<br>| 47236 | &nbsp;&nbsp;2125473 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lucara Diamond <br>Corp.<br>| 157133 | &nbsp;&nbsp;28561 |
|  | Lundin Gold, Inc. | 41117 | &nbsp;&nbsp;3082454 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | Lundin Mining Corp. | 85888 | &nbsp;&nbsp;$2166675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magellan Aerospace <br>Corp.<br>| 6028 | &nbsp;&nbsp;92170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magna International, <br>Inc. (MG CN)<br>| 5037 | &nbsp;&nbsp;257501 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Magna International, <br>Inc. (MGA US)<br>| 75663 | &nbsp;&nbsp;3869406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mainstreet Equity <br>Corp.<br>| 1200 | &nbsp;&nbsp;153890 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Major Drilling Group <br>International, Inc.<br>| 26820 | &nbsp;&nbsp;294269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Manulife Financial <br>Corp. (MFC CN)<br>| 20608 | &nbsp;&nbsp;785031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Manulife Financial <br>Corp. (MFC US)<br>| 65433 | &nbsp;&nbsp;2493652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maple Leaf Foods, <br>Inc.<br>| 25909 | &nbsp;&nbsp;480068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Martinrea <br>International, Inc.<br>| 19585 | &nbsp;&nbsp;139662 |
| #\* | Mattr Corp. | 10364 | &nbsp;&nbsp;62565 |
| \* | MDA Space Ltd. | 27244 | &nbsp;&nbsp;768910 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Medexus <br>Pharmaceuticals, <br>Inc.<br>| 5100 | &nbsp;&nbsp;10600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Medical Facilities <br>Corp.<br>| 9422 | &nbsp;&nbsp;104970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Melcor Developments <br>Ltd.<br>| 4200 | &nbsp;&nbsp;50030 |
|  | Meren Energy, Inc. | 76229 | &nbsp;&nbsp;119243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Methanex Corp. <br>(MEOH US)<br>| 14711 | &nbsp;&nbsp;702009 |
|  | Metro, Inc. | 43628 | &nbsp;&nbsp;2896131 |
|  | Morguard Corp. | 800 | &nbsp;&nbsp;69328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MTY Food Group, <br>Inc.<br>| 6265 | &nbsp;&nbsp;195124 |
| # | Mullen Group Ltd. | 26503 | &nbsp;&nbsp;312979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Bank of <br>Canada<br>| 39126 | &nbsp;&nbsp;4662109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Neo Performance <br>Materials, Inc.<br>| 5700 | &nbsp;&nbsp;80206 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;New Gold, Inc. (NGD <br>CN)<br>| 191984 | &nbsp;&nbsp;1928793 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;New Gold, Inc. (NGD <br>US)<br>| 121100 | &nbsp;&nbsp;1214633 |
| \* | NFI Group, Inc. | 16202 | &nbsp;&nbsp;196806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;North American <br>Construction Group <br>Ltd. (NOA CN)<br>| 5210 | &nbsp;&nbsp;77864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;North American <br>Construction Group <br>Ltd. (NOA US)<br>| 3020 | &nbsp;&nbsp;45149 |
| # | North West Co., Inc. | 19336 | &nbsp;&nbsp;690282 |
| # | Northland Power, Inc. | 85298 | &nbsp;&nbsp;1175811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nutrien Ltd. (NTR <br>CN)<br>| 29041 | &nbsp;&nbsp;1999481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nutrien Ltd. (NTR <br>US)<br>| 40814 | &nbsp;&nbsp;2811658 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
| \* | NuVista Energy Ltd. | 58390 | &nbsp;&nbsp;$799317 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Obsidian Energy Ltd. <br>(OBE US)<br>| 20922 | &nbsp;&nbsp;150848 |
|  | OceanaGold Corp. | 96261 | &nbsp;&nbsp;3119025 |
|  | Onex Corp. | 26115 | &nbsp;&nbsp;2225140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Open Text Corp. <br>(OTEX US)<br>| 80083 | &nbsp;&nbsp;2044519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OR Royalties, Inc. <br>(OR CN)<br>| 3446 | &nbsp;&nbsp;135876 |
| \* | Orezone Gold Corp. | 26000 | &nbsp;&nbsp;47736 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Organigram Global, <br>Inc.<br>| 5451 | &nbsp;&nbsp;8150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pan American Silver <br>Corp. (PAAS CN)<br>| 87196 | &nbsp;&nbsp;4750927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pan American Silver <br>Corp. (PAAS US)<br>| 18699 | &nbsp;&nbsp;1020965 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Paramount Resources <br>Ltd., Class A<br>| 26912 | &nbsp;&nbsp;507541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Parex Resources, <br>Inc.<br>| 25896 | &nbsp;&nbsp;384166 |
|  | Pason Systems, Inc. | 20693 | &nbsp;&nbsp;183428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pembina Pipeline <br>Corp. (PBA US)<br>| 98864 | &nbsp;&nbsp;4110765 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Pembina Pipeline <br>Corp. (PPL CN)<br>| 1809 | &nbsp;&nbsp;75162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pet Valu Holdings <br>Ltd.<br>| 6425 | &nbsp;&nbsp;128816 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Peyto Exploration & <br>Development Corp.<br>| 68858 | &nbsp;&nbsp;1240976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PHX Energy Services <br>Corp.<br>| 16900 | &nbsp;&nbsp;103884 |
|  | Pine Cliff Energy Ltd. | 37500 | &nbsp;&nbsp;21206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pizza Pizza Royalty <br>Corp.<br>| 8700 | &nbsp;&nbsp;100248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Polaris Renewable <br>Energy, Inc.<br>| 8314 | &nbsp;&nbsp;74430 |
|  | Pollard Banknote Ltd. | 3483 | &nbsp;&nbsp;48319 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;PrairieSky Royalty <br>Ltd.<br>| 51258 | &nbsp;&nbsp;1115769 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Precision Drilling <br>Corp. (PD CN)<br>| 3312 | &nbsp;&nbsp;264148 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Precision Drilling <br>Corp. (PDS US)<br>| 1300 | &nbsp;&nbsp;103662 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Premium Brands <br>Holdings Corp.<br>| 9946 | &nbsp;&nbsp;683689 |
| # | Propel Holdings, Inc. | 8500 | &nbsp;&nbsp;152128 |
| \* | Quarterhill, Inc. | 41182 | &nbsp;&nbsp;27522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Quebecor, Inc., <br>Class B<br>| 63577 | &nbsp;&nbsp;2319149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RB Global, Inc. (RBA <br>CN)<br>| 2500 | &nbsp;&nbsp;283773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RB Global, Inc. (RBA <br>US)<br>| 13472 | &nbsp;&nbsp;1530015 |
| \* | Real Matters, Inc. | 3718 | &nbsp;&nbsp;16984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Restaurant Brands <br>International, Inc. <br>(QSR CN)<br>| 11748 | &nbsp;&nbsp;787111 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Restaurant Brands <br>International, Inc. <br>(QSR US)<br>| 16446 | &nbsp;&nbsp;$1101718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Richelieu Hardware <br>Ltd.<br>| 15100 | &nbsp;&nbsp;451564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rogers <br>Communications, <br>Inc. (RCI US), <br>Class B<br>| 33737 | &nbsp;&nbsp;1275596 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Rogers <br>Communications, <br>Inc. (RCIB CN), <br>Class B<br>| 13065 | &nbsp;&nbsp;493182 |
| # | Rogers Sugar, Inc. | 41478 | &nbsp;&nbsp;187948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Royal Bank of Canada <br>(RY CN)<br>| 72395 | &nbsp;&nbsp;12054048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Royal Bank of Canada <br>(RY US)<br>| 63446 | &nbsp;&nbsp;10546629 |
|  | Russel Metals, Inc. | 21780 | &nbsp;&nbsp;771773 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sangoma <br>Technologies Corp.<br>| 5900 | &nbsp;&nbsp;27384 |
|  | Saputo, Inc. | 34395 | &nbsp;&nbsp;1037672 |
| \* | Saturn Oil & Gas, Inc. | 19800 | &nbsp;&nbsp;45950 |
|  | Savaria Corp. | 12949 | &nbsp;&nbsp;225382 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Seabridge Gold, Inc. <br>(SA US)<br>| 10332 | &nbsp;&nbsp;291982 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Seabridge Gold, Inc. <br>(SEA CN)<br>| 4791 | &nbsp;&nbsp;135463 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Secure Waste <br>Infrastructure Corp.<br>| 95708 | &nbsp;&nbsp;1234965 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shopify, Inc. (SHOP <br>US), Class A<br>| 11068 | &nbsp;&nbsp;1452454 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sienna Senior Living, <br>Inc.<br>| 21062 | &nbsp;&nbsp;328076 |
| \* | SNDL, Inc. | 5618 | &nbsp;&nbsp;8652 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Source Energy <br>Services Ltd.<br>| 6300 | &nbsp;&nbsp;80043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;South Bow Corp. <br>SOBO CN<br>| 2386 | &nbsp;&nbsp;67778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;South Bow Corp. <br>SOBO US<br>| 61307 | &nbsp;&nbsp;1741119 |
| \* | Spartan Delta Corp. | 22837 | &nbsp;&nbsp;153628 |
| Ω | Spin Master Corp. | 2038 | &nbsp;&nbsp;27854 |
|  | Sprott, Inc. (SII CN) | 1989 | &nbsp;&nbsp;243883 |
|  | Sprott, Inc. (SII US) | 2253 | &nbsp;&nbsp;276398 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SSR Mining, Inc. <br>(SSRM CN)<br>| 72417 | &nbsp;&nbsp;1650809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stantec, Inc. (STN <br>CN)<br>| 8643 | &nbsp;&nbsp;856524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stantec, Inc. (STN <br>US)<br>| 11731 | &nbsp;&nbsp;1162307 |
|  | Stella-Jones, Inc. | 15113 | &nbsp;&nbsp;1013342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;StorageVault Canada, <br>Inc.<br>| 40254 | &nbsp;&nbsp;146631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Strathcona Resources <br>Ltd.<br>| 6251 | &nbsp;&nbsp;119369 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun Life Financial, <br>Inc. (SLF CN)<br>| 65933 | &nbsp;&nbsp;$4154556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun Life Financial, <br>Inc. (SLF US)<br>| 28725 | &nbsp;&nbsp;1810824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suncor Energy, Inc. <br>(SU CN)<br>| 29216 | &nbsp;&nbsp;1544203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suncor Energy, Inc. <br>(SU US)<br>| 169953 | &nbsp;&nbsp;9002410 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SunOpta, Inc. (STKL <br>US)<br>| 7529 | &nbsp;&nbsp;34483 |
|  | Superior Plus Corp. | 72760 | &nbsp;&nbsp;390077 |
|  | Surge Energy, Inc. | 27477 | &nbsp;&nbsp;148925 |
|  | Sylogist Ltd. | 6800 | &nbsp;&nbsp;20176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tamarack Valley <br>Energy Ltd.<br>| 186431 | &nbsp;&nbsp;1260992 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Taseko Mines Ltd. <br>(TKO CN)<br>| 39127 | &nbsp;&nbsp;297407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TC Energy Corp. <br>(TRP US)<br>| 66635 | &nbsp;&nbsp;3909475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Teck Resources Ltd. <br>(TECK US), <br>Class B<br>| 67059 | &nbsp;&nbsp;3605092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Teck Resources Ltd. <br>(TECKB CN), <br>Class B<br>| 61 | &nbsp;&nbsp;3274 |
| \* | Telesat Corp. | 800 | &nbsp;&nbsp;23289 |
|  | TELUS Corp. | 14671 | &nbsp;&nbsp;204714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TerraVest Industries, <br>Inc.<br>| 4294 | &nbsp;&nbsp;444837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TFI International, Inc. <br>(TFII CN)<br>| 6534 | &nbsp;&nbsp;702178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TFI International, Inc. <br>(TFII US)<br>| 5857 | &nbsp;&nbsp;629920 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Thomson Reuters <br>Corp. (TRI US)<br>| 4133 | &nbsp;&nbsp;457234 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Timbercreek Financial <br>Corp.<br>| 24858 | &nbsp;&nbsp;127608 |
|  | TMX Group Ltd. | 29375 | &nbsp;&nbsp;1084479 |
| # | Topaz Energy Corp. | 29771 | &nbsp;&nbsp;638426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Torex Gold <br>Resources, Inc.<br>| 38727 | &nbsp;&nbsp;1864038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toromont Industries <br>Ltd.<br>| 20937 | &nbsp;&nbsp;2667002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toronto-Dominion <br>Bank (TD CN)<br>| 41945 | &nbsp;&nbsp;3920186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toronto-Dominion <br>Bank (TD US)<br>| 82675 | &nbsp;&nbsp;7729286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Total Energy Services, <br>Inc.<br>| 11698 | &nbsp;&nbsp;141666 |
|  | Tourmaline Oil Corp. | 92553 | &nbsp;&nbsp;4380072 |
|  | TransAlta Corp. | 36699 | &nbsp;&nbsp;469013 |
|  | TransAlta Corp.  | 57990 | &nbsp;&nbsp;741032 |
| \* | Transat AT, Inc. | 7600 | &nbsp;&nbsp;14400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transcontinental, Inc., <br>Class A<br>| 24947 | &nbsp;&nbsp;423219 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Trican Well Service <br>Ltd.<br>| 98126 | &nbsp;&nbsp;503728 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
| \* | Trilogy Metals, Inc. | 5821 | &nbsp;&nbsp;$29338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Triple Flag Precious <br>Metals Corp. (TFPM <br>US)<br>| 11476 | &nbsp;&nbsp;386987 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Trisura Group Ltd. <br>(TRRSF US)<br>| 242 | &nbsp;&nbsp;7394 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Trisura Group Ltd. <br>(TSU CN)<br>| 10447 | &nbsp;&nbsp;318620 |
| \* | Valeura Energy, Inc. | 15322 | &nbsp;&nbsp;113650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vecima Networks, <br>Inc.<br>| 3700 | &nbsp;&nbsp;27417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vermilion Energy, Inc. <br>(VET CN)<br>| 17774 | &nbsp;&nbsp;171781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vermilion Energy, Inc. <br>(VET US)<br>| 13300 | &nbsp;&nbsp;128744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VersaBank (VBNK <br>CN)<br>| 2000 | &nbsp;&nbsp;31051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VersaBank (VBNK <br>US)<br>| 2582 | &nbsp;&nbsp;40047 |
| \* | Vitalhub Corp. | 6390 | &nbsp;&nbsp;39561 |
|  | Wajax Corp. | 9255 | &nbsp;&nbsp;192148 |
| \* | Wall Financial Corp. | 200 | &nbsp;&nbsp;2343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Waste Connections, <br>Inc. (WCN CN)<br>| 2961 | &nbsp;&nbsp;495404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Waste Connections, <br>Inc. (WCN US)<br>| 9835 | &nbsp;&nbsp;1648291 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Well Health <br>Technologies Corp.<br>| 67160 | &nbsp;&nbsp;195317 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Wesdome Gold Mines <br>Ltd.<br>| 58768 | &nbsp;&nbsp;962023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;West Fraser Timber <br>Co. Ltd. (WFG CN)<br>| 8795 | &nbsp;&nbsp;600629 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;West Fraser Timber <br>Co. Ltd. (WFG US)<br>| 7824 | &nbsp;&nbsp;534844 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Western Forest <br>Products, Inc.<br>| 4052 | &nbsp;&nbsp;44964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westshore Terminals <br>Investment Corp.<br>| 12032 | &nbsp;&nbsp;256519 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Wheaton Precious <br>Metals Corp. (WPM <br>US)<br>| 7423 | &nbsp;&nbsp;978871 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Whitecap Resources, <br>Inc. WCP CN<br>| 294488 | &nbsp;&nbsp;2686110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Whitecap Resources, <br>Inc. WCPRF US<br>| 87045 | &nbsp;&nbsp;793850 |
|  | Winpak Ltd. | 10127 | &nbsp;&nbsp;319878 |
|  | WSP Global, Inc. | 12651 | &nbsp;&nbsp;2445652 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yangarra Resources <br>Ltd.<br>| 39182 | &nbsp;&nbsp;31365 |
|  | Yellow Pages Ltd. | 3896 | &nbsp;&nbsp;33476 |
| TOTAL CANADA | TOTAL CANADA |  | &nbsp;&nbsp;418253612 |
| CHILE — (0.2%) | CHILE — (0.2%) | CHILE — (0.2%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aguas Andinas SA, <br>Class A<br>| 415945 | &nbsp;&nbsp;183249 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHILE — (Continued) | CHILE — (Continued) | CHILE — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco de Chile (BCH <br>US), ADR<br>| 4478 | &nbsp;&nbsp;$195368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco de Chile <br>(CHILE CI)<br>| 1442844 | &nbsp;&nbsp;317835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco de Credito e <br>Inversiones SA<br>| 7406 | &nbsp;&nbsp;550393 |
|  | Banco Itau Chile SA | 3628 | &nbsp;&nbsp;98752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Santander <br>Chile (BSAC US), <br>ADR<br>| 600 | &nbsp;&nbsp;21132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Santander <br>Chile (BSAN CI)<br>| 2316770 | &nbsp;&nbsp;203777 |
|  | Besalco SA | 135131 | &nbsp;&nbsp;216319 |
|  | BICECORP SA | 464913 | &nbsp;&nbsp;234109 |
| \* | CAP SA | 23985 | &nbsp;&nbsp;226458 |
|  | Cencosud SA | 184850 | &nbsp;&nbsp;618558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cencosud Shopping <br>SA<br>| 77297 | &nbsp;&nbsp;247720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia Cervecerias <br>Unidas SA (CCU <br>CI)<br>| 23852 | &nbsp;&nbsp;175406 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cia Cervecerias <br>Unidas SA (CCU <br>US), Sponsored <br>ADR<br>| 5319 | &nbsp;&nbsp;78030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia Sud Americana de <br>Vapores SA<br>| 3353894 | &nbsp;&nbsp;184284 |
|  | Colbun SA | 1198418 | &nbsp;&nbsp;198468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Embotelladora Andina <br>SA, ADR, Class B<br>| 5464 | &nbsp;&nbsp;171679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Empresa Nacional de <br>Telecomunicaciones <br>SA<br>| 53081 | &nbsp;&nbsp;284969 |
|  | Empresas CMPC SA | 183584 | &nbsp;&nbsp;275229 |
|  | Empresas Copec SA | 39974 | &nbsp;&nbsp;340765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enel Americas SA <br>(ENELAM CI)<br>| 451230 | &nbsp;&nbsp;42599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enel Chile SA <br>(ENELCHIL CI)<br>| 2708750 | &nbsp;&nbsp;229653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enel Chile SA (ENIC <br>US), ADR<br>| 18524 | &nbsp;&nbsp;80394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Engie Energia Chile <br>SA<br>| 123296 | &nbsp;&nbsp;218536 |
|  | Falabella SA | 29246 | &nbsp;&nbsp;226993 |
|  | Forus SA | 13373 | &nbsp;&nbsp;37571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inversiones Aguas <br>Metropolitanas SA<br>| 126242 | &nbsp;&nbsp;160210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inversiones La <br>Construccion SA<br>| 11327 | &nbsp;&nbsp;282539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Latam Airlines Group <br>SA LTM CI<br>| 13714446 | &nbsp;&nbsp;445007 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Latam Airlines Group <br>SA LTM US, ADR<br>| 1022 | &nbsp;&nbsp;67258 |
| \* | Multiexport Foods SA | 25298 | &nbsp;&nbsp;10014 |
|  | Parque Arauco SA | 131716 | &nbsp;&nbsp;559843 |
|  | PAZ Corp. SA | 29524 | &nbsp;&nbsp;29380 |
|  | Plaza SA | 56571 | &nbsp;&nbsp;246058 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHILE — (Continued) | CHILE — (Continued) | CHILE — (Continued) |  |
|  | Ripley Corp. SA | 327169 | &nbsp;&nbsp;$164482 |
|  | Salfacorp SA | 238454 | &nbsp;&nbsp;392672 |
|  | Sigdo Koppers SA | 12552 | &nbsp;&nbsp;24427 |
|  | SMU SA | 925935 | &nbsp;&nbsp;173496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sociedad Matriz <br>SAAM SA<br>| 1592635 | &nbsp;&nbsp;251314 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sociedad Quimica y <br>Minera de Chile SA, <br>Sponsored ADR<br>| 5556 | &nbsp;&nbsp;426923 |
| \* | Socovesa SA | 47679 | &nbsp;&nbsp;8737 |
|  | SONDA SA | 190611 | &nbsp;&nbsp;73075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vina Concha y Toro <br>SA<br>| 124839 | &nbsp;&nbsp;142296 |
| TOTAL CHILE | TOTAL CHILE |  | &nbsp;&nbsp;9115977 |
| CHINA — (8.6%) | CHINA — (8.6%) | CHINA — (8.6%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;360 Security <br>Technology, Inc., <br>Class A<br>| 23200 | &nbsp;&nbsp;40504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;361 Degrees <br>International Ltd.<br>| 364000 | &nbsp;&nbsp;267901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;37 Interactive <br>Entertainment <br>Network Technology <br>Group Co. Ltd., <br>Class A<br>| 35400 | &nbsp;&nbsp;134971 |
| \* | 3D Medicines, Inc. | 10500 | &nbsp;&nbsp;6369 |
| Ω | 3SBio, Inc. | 508000 | &nbsp;&nbsp;1514759 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;5100 Xizang Glacier <br>Co. Ltd.<br>| 445000 | &nbsp;&nbsp;31326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;5I5J Holding Group <br>Co. Ltd., Class A<br>| 67400 | &nbsp;&nbsp;32385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AAC Technologies <br>Holdings, Inc.<br>| 233500 | &nbsp;&nbsp;1108432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Accelink Technologies <br>Co. Ltd., Class A<br>| 3000 | &nbsp;&nbsp;31156 |
| \* | ADAMA Ltd., Class A | 18100 | &nbsp;&nbsp;16210 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Addsino Co. Ltd., <br>Class A<br>| 21000 | &nbsp;&nbsp;85982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced <br>Micro-Fabrication <br>Equipment, Inc. <br>China, Class A<br>| 797 | &nbsp;&nbsp;39734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Technology <br>& Materials Co. <br>Ltd., Class A<br>| 24500 | &nbsp;&nbsp;83724 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AECC Aero Science & <br>Technology Co. <br>Ltd., Class A<br>| 8300 | &nbsp;&nbsp;62022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AECC Aero-Engine <br>Control Co. Ltd., <br>Class A<br>| 14700 | &nbsp;&nbsp;51660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AECC Aviation Power <br>Co. Ltd., Class A<br>| 4100 | &nbsp;&nbsp;27335 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aerospace Hi-Tech <br>Holdings Group <br>Ltd., Class A<br>| 17000 | &nbsp;&nbsp;$68976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aerospace Intelligent <br>Manufacturing <br>Technology Co. <br>Ltd., Class A<br>| 11900 | &nbsp;&nbsp;40153 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Agile Group Holdings <br>Ltd.<br>| 518000 | &nbsp;&nbsp;18872 |
| \* | Agora, Inc., ADR | 25710 | &nbsp;&nbsp;107211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Agricultural Bank of <br>China Ltd., Class H<br>| 1878000 | &nbsp;&nbsp;1312941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aier Eye Hospital <br>Group Co. Ltd., <br>Class A<br>| 37127 | &nbsp;&nbsp;59161 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;AIM Vaccine Co. Ltd., <br>Class H<br>| 24800 | &nbsp;&nbsp;10672 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;AInnovation <br>Technology Group <br>Co. Ltd., Class H<br>| 40500 | &nbsp;&nbsp;29837 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Air China Ltd., <br>Class H<br>| 442000 | &nbsp;&nbsp;394511 |
|  | Aisino Corp., Class A | 25500 | &nbsp;&nbsp;36825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ajisen China Holdings <br>Ltd.<br>| 255000 | &nbsp;&nbsp;29702 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;AK Medical Holdings <br>Ltd.<br>| 130000 | &nbsp;&nbsp;97093 |
| #\*Ω | Akeso, Inc. | 4000 | &nbsp;&nbsp;56459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alibaba Group Holding <br>Ltd. (9988 HK)<br>| 1117600 | &nbsp;&nbsp;23775346 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alibaba Health <br>Information <br>Technology Ltd.<br>| 396000 | &nbsp;&nbsp;328437 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;A-Living Smart City <br>Services Co. Ltd., <br>Class H<br>| 205250 | &nbsp;&nbsp;61580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Allmed Medical <br>Products Co. Ltd., <br>Class A<br>| 16300 | &nbsp;&nbsp;27079 |
| \*Ω | Alphamab Oncology | 62000 | &nbsp;&nbsp;70670 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Aluminum Corp. of <br>China Ltd., Class H<br>| 1384000 | &nbsp;&nbsp;2416561 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amlogic Shanghai Co. <br>Ltd., Class A<br>| 2403 | &nbsp;&nbsp;30346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amoy Diagnostics Co. <br>Ltd., Class A<br>| 13520 | &nbsp;&nbsp;42519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amrita Global <br>Development Ltd.<br>| 138000 | &nbsp;&nbsp;10599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;An Hui Wenergy Co. <br>Ltd., Class A<br>| 26300 | &nbsp;&nbsp;30706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Andon Health Co. <br>Ltd., Class A<br>| 5000 | &nbsp;&nbsp;29926 |
|  | ANE Cayman, Inc. | 229000 | &nbsp;&nbsp;355573 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Angang Steel Co. <br>Ltd., Class H<br>| 442800 | &nbsp;&nbsp;114762 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Angel Yeast Co. Ltd., <br>Class A<br>| 8472 | &nbsp;&nbsp;$51000 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Angelalign <br>Technology, Inc.<br>| 7000 | &nbsp;&nbsp;61453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Anfu Battery <br>Technology Co. <br>Ltd., Class A<br>| 6345 | &nbsp;&nbsp;46405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Anke <br>Biotechnology <br>Group Co. Ltd., <br>Class A<br>| 34916 | &nbsp;&nbsp;50519 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Conch Cement <br>Co. Ltd., Class H<br>| 256500 | &nbsp;&nbsp;813443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Construction <br>Engineering Group <br>Co. Ltd., Class A<br>| 62100 | &nbsp;&nbsp;42709 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Expressway Co. <br>Ltd., Class H<br>| 114000 | &nbsp;&nbsp;202388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Guangxin <br>Agrochemical Co. <br>Ltd., Class A<br>| 27636 | &nbsp;&nbsp;63640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Gujing Distillery <br>Co. Ltd., Class A<br>| 2900 | &nbsp;&nbsp;55100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Heli Co. Ltd., <br>Class A<br>| 19700 | &nbsp;&nbsp;61793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Hengyuan Coal <br>Industry & <br>Electricity Power <br>Co. Ltd., Class A<br>| 29900 | &nbsp;&nbsp;29776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Honglu Steel <br>Construction Group <br>Co. Ltd., Class A<br>| 23240 | &nbsp;&nbsp;75702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Huilong <br>Agricultural Means <br>of Production Co. <br>Ltd., Class A<br>| 15300 | &nbsp;&nbsp;14491 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Jianghuai <br>Automobile Group <br>Corp. Ltd., Class A<br>| 3700 | &nbsp;&nbsp;29109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Jiangnan <br>Chemical Industry <br>Co. Ltd., Class A<br>| 53200 | &nbsp;&nbsp;47441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Jinhe Industrial <br>Co. Ltd., Class A<br>| 13800 | &nbsp;&nbsp;47157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Kouzi Distillery <br>Co. Ltd., Class A<br>| 9700 | &nbsp;&nbsp;41035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Sierte Fertilizer <br>Industry Ltd. Co., <br>Class A<br>| 26900 | &nbsp;&nbsp;28784 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Tatfook <br>Technology Co. <br>Ltd., Class A<br>| 11800 | &nbsp;&nbsp;20043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Transport <br>Consulting & <br>Design Institute Co. <br>Ltd., Class A<br>| 12000 | &nbsp;&nbsp;14410 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Truchum <br>Advanced Materials <br>& Technology Co. <br>Ltd., Class A<br>| 34600 | &nbsp;&nbsp;$65676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Xinhua Media <br>Co. Ltd., Class A<br>| 42300 | &nbsp;&nbsp;42048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Yingjia Distillery <br>Co. Ltd., Class A<br>| 7000 | &nbsp;&nbsp;40919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Yingliu <br>Electromechanical <br>Co. Ltd., Class A<br>| 13200 | &nbsp;&nbsp;97829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Zhongding <br>Sealing Parts Co. <br>Ltd., Class A<br>| 28500 | &nbsp;&nbsp;85667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anji Microelectronics <br>Technology <br>Shanghai Co. Ltd., <br>Class A<br>| 1604 | &nbsp;&nbsp;62214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anjoy Foods Group <br>Co. Ltd., Class A<br>| 5100 | &nbsp;&nbsp;65496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anker Innovations <br>Technology Co. <br>Ltd., Class A<br>| 5200 | &nbsp;&nbsp;74530 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Anshan Hifichem Co. <br>Ltd., Class A<br>| 5300 | &nbsp;&nbsp;13838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ANTA Sports Products <br>Ltd.<br>| 314800 | &nbsp;&nbsp;3144830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anton Oilfield Services <br>Group<br>| 806000 | &nbsp;&nbsp;122816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aoshikang Technology <br>Co. Ltd., Class A<br>| 9200 | &nbsp;&nbsp;52166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aotecar New Energy <br>Technology Group <br>Co. Ltd., Class A<br>| 74400 | &nbsp;&nbsp;34345 |
| \* | Aowei Holdings Ltd. | 114000 | &nbsp;&nbsp;4426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apeloa <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 24700 | &nbsp;&nbsp;65250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Appotronics Corp. <br>Ltd., Class A<br>| 10613 | &nbsp;&nbsp;26362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;APT Medical, Inc., <br>Class A<br>| 974 | &nbsp;&nbsp;32512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;APT Satellite Holdings <br>Ltd.<br>| 134750 | &nbsp;&nbsp;72440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arctech Solar Holding <br>Co. Ltd., Class A<br>| 4879 | &nbsp;&nbsp;31523 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Asia - Potash <br>International <br>Investment <br>Guangzhou Co. <br>Ltd., Class A<br>| 9200 | &nbsp;&nbsp;74214 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Asia Cement China <br>Holdings Corp.<br>| 200500 | &nbsp;&nbsp;60617 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;AsiaInfo Technologies <br>Ltd.<br>| 111200 | &nbsp;&nbsp;121911 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asian Star Anchor <br>Chain Co. Ltd. <br>Jiangsu, Class A<br>| 22200 | &nbsp;&nbsp;$33103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asymchem <br>Laboratories Tianjin <br>Co. Ltd., Class A<br>| 2920 | &nbsp;&nbsp;41607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aurisco <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 3800 | &nbsp;&nbsp;15696 |
| \* | AustAsia Group Ltd. | 81172 | &nbsp;&nbsp;25218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Autel Intelligent <br>Technology Corp. <br>Ltd., Class A<br>| 13173 | &nbsp;&nbsp;66281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Autobio Diagnostics <br>Co. Ltd., Class A<br>| 6700 | &nbsp;&nbsp;35355 |
|  | Autohome, Inc., ADR | 14270 | &nbsp;&nbsp;314511 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Autostreets <br>Development Ltd.<br>| 58200 | &nbsp;&nbsp;20229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Avary Holding <br>Shenzhen Co. Ltd., <br>Class A<br>| 15900 | &nbsp;&nbsp;130467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AviChina Industry & <br>Technology Co. <br>Ltd., Class H<br>| 988000 | &nbsp;&nbsp;524071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Avicopter PLC, <br>Class A<br>| 3800 | &nbsp;&nbsp;20007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bafang Electric <br>Suzhou Co. Ltd., <br>Class A<br>| 6300 | &nbsp;&nbsp;27439 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BAIC Foton Motor Co. <br>Ltd., Class A<br>| 197100 | &nbsp;&nbsp;83651 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;BAIC Motor Corp. <br>Ltd., Class H<br>| 578500 | &nbsp;&nbsp;136915 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Baidu, Inc. (9888 HK), <br>Class A<br>| 414050 | &nbsp;&nbsp;7936323 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Baidu, Inc. (BIDU US), <br>Sponsored ADR<br>| 9754 | &nbsp;&nbsp;1494118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baimtec Material Co. <br>Ltd., Class A<br>| 2755 | &nbsp;&nbsp;26404 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;BAIOO Family <br>Interactive Ltd.<br>| 152000 | &nbsp;&nbsp;7848 |
| \*Ω | Bairong, Inc. | 89500 | &nbsp;&nbsp;127204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baiyin Nonferrous <br>Group Co. Ltd., <br>Class A<br>| 127300 | &nbsp;&nbsp;241275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Beijing Co. <br>Ltd., Class A<br>| 130000 | &nbsp;&nbsp;99135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Changsha <br>Co. Ltd., Class A<br>| 65800 | &nbsp;&nbsp;92398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Chengdu Co. <br>Ltd., Class A<br>| 68000 | &nbsp;&nbsp;157759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of China Ltd., <br>Class H<br>| 5292000 | &nbsp;&nbsp;3160294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Chongqing <br>Co. Ltd., Class H<br>| 268500 | &nbsp;&nbsp;270136 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of <br>Communications <br>Co. Ltd., Class H<br>| 745000 | &nbsp;&nbsp;$640023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Guiyang Co. <br>Ltd., Class A<br>| 27800 | &nbsp;&nbsp;23237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Hangzhou <br>Co. Ltd., Class A<br>| 78200 | &nbsp;&nbsp;181899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Jiangsu Co. <br>Ltd., Class A<br>| 192400 | &nbsp;&nbsp;280392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Nanjing Co. <br>Ltd., Class A<br>| 100600 | &nbsp;&nbsp;152415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Ningbo Co. <br>Ltd., Class A<br>| 74470 | &nbsp;&nbsp;331689 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Qingdao Co. <br>Ltd., Class H<br>| 243500 | &nbsp;&nbsp;131252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Shanghai Co. <br>Ltd., Class A<br>| 89793 | &nbsp;&nbsp;119377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Suzhou Co. <br>Ltd., Class A<br>| 71194 | &nbsp;&nbsp;84326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Tianjin Co. <br>Ltd., Class H<br>| 44500 | &nbsp;&nbsp;13683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Xi'an Co. Ltd., <br>Class A<br>| 107700 | &nbsp;&nbsp;58129 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Zhengzhou <br>Co. Ltd., Class H<br>| 361966 | &nbsp;&nbsp;52315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baoji Titanium <br>Industry Co. Ltd., <br>Class A<br>| 10300 | &nbsp;&nbsp;56484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baoshan Iron & Steel <br>Co. Ltd., Class A<br>| 164400 | &nbsp;&nbsp;172057 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Baosheng Science & <br>Technology <br>Innovation Co. Ltd., <br>Class A<br>| 38000 | &nbsp;&nbsp;38789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baowu Magnesium <br>Technology Co. <br>Ltd., Class A<br>| 13160 | &nbsp;&nbsp;35217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baoxiniao Holding Co. <br>Ltd., Class A<br>| 26100 | &nbsp;&nbsp;15132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baoye Group Co. Ltd., <br>Class H<br>| 78000 | &nbsp;&nbsp;42201 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Baozun, Inc. (9991 <br>HK), Class A<br>| 12900 | &nbsp;&nbsp;11605 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Baozun, Inc. (BZUN <br>US), Sponsored <br>ADR<br>| 10967 | &nbsp;&nbsp;29392 |
| # | BBMG Corp., Class H | 742000 | &nbsp;&nbsp;77882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BBMG Jidong Cement <br>Group Co. Ltd., <br>Class A<br>| 29908 | &nbsp;&nbsp;21469 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Be Friends Holding <br>Ltd.<br>| 270000 | &nbsp;&nbsp;33584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bear Electric <br>Appliance Co. Ltd., <br>Class A<br>| 5300 | &nbsp;&nbsp;33001 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beauty Farm Medical <br>& Health Industry, <br>Inc.<br>| 3500 | &nbsp;&nbsp;$11905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Befar Group Co. Ltd., <br>Class A<br>| 48200 | &nbsp;&nbsp;38698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beibuwan Port Co. <br>Ltd., Class A<br>| 41700 | &nbsp;&nbsp;58655 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing BDStar <br>Navigation Co. Ltd., <br>Class A<br>| 6400 | &nbsp;&nbsp;40202 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Capital <br>Development Co. <br>Ltd., Class A<br>| 68727 | &nbsp;&nbsp;55238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Capital <br>Eco-Environment <br>Protection Group <br>Co. Ltd., Class A<br>| 167830 | &nbsp;&nbsp;74399 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Capital <br>International Airport <br>Co. Ltd., Class H<br>| 550000 | &nbsp;&nbsp;187018 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Career <br>International Co. <br>Ltd., Class A<br>| 4300 | &nbsp;&nbsp;18410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Chunlizhengda <br>Medical Instruments <br>Co. Ltd., Class H<br>| 26250 | &nbsp;&nbsp;47846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Dabeinong <br>Technology Group <br>Co. Ltd., Class A<br>| 43900 | &nbsp;&nbsp;28954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Dahao <br>Technology Corp. <br>Ltd., Class A<br>| 11040 | &nbsp;&nbsp;28341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Easpring <br>Material Technology <br>Co. Ltd., Class A<br>| 6900 | &nbsp;&nbsp;56880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Energy <br>International <br>Holding Co. Ltd.<br>| 196000 | &nbsp;&nbsp;29570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Enlight Media <br>Co. Ltd., Class A<br>| 21398 | &nbsp;&nbsp;60173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Enterprises <br>Holdings Ltd.<br>| 172500 | &nbsp;&nbsp;781420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Enterprises <br>Water Group Ltd.<br>| 1390000 | &nbsp;&nbsp;478523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Fengjing <br>Automotive Parts <br>Co. Ltd.<br>| 40800 | &nbsp;&nbsp;24612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Gehua CATV <br>Network Co. Ltd., <br>Class A<br>| 48800 | &nbsp;&nbsp;57420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing GeoEnviron <br>Engineering & <br>Technology, Inc., <br>Class A<br>| 31468 | &nbsp;&nbsp;45930 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Haixin Energy <br>Technology Co. <br>Ltd., Class A<br>| 58600 | &nbsp;&nbsp;$40067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Haohua <br>Energy Resource <br>Co. Ltd., Class A<br>| 35600 | &nbsp;&nbsp;41043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Huafeng Test <br>& Control <br>Technology Co. <br>Ltd., Class A<br>| 1129 | &nbsp;&nbsp;48928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Jetsen <br>Technology Co. <br>Ltd., Class A<br>| 70230 | &nbsp;&nbsp;61200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Jingneng <br>Clean Energy Co. <br>Ltd., Class H<br>| 328000 | &nbsp;&nbsp;97877 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Jingyuntong <br>Technology Co. <br>Ltd., Class A<br>| 77600 | &nbsp;&nbsp;42864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Kingsoft Office <br>Software, Inc., <br>Class A<br>| 641 | &nbsp;&nbsp;31027 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Leike Defense <br>Technology Co. <br>Ltd., Class A<br>| 26000 | &nbsp;&nbsp;49782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing New Building <br>Materials PLC, <br>Class A<br>| 17175 | &nbsp;&nbsp;68959 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing North Star Co. <br>Ltd., Class H<br>| 286000 | &nbsp;&nbsp;28883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Originwater <br>Technology Co. <br>Ltd., Class A<br>| 57219 | &nbsp;&nbsp;33185 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Philisense <br>Technology Co. <br>Ltd., Class A<br>| 26700 | &nbsp;&nbsp;20044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Roborock <br>Technology Co. <br>Ltd., Class A<br>| 1911 | &nbsp;&nbsp;39203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Sanlian Hope <br>Shin-Gosen <br>Technical Service <br>Co. Ltd., Class A<br>| 9900 | &nbsp;&nbsp;24777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Sanyuan <br>Foods Co. Ltd., <br>Class A<br>| 62200 | &nbsp;&nbsp;48815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Shougang Co. <br>Ltd., Class A<br>| 79700 | &nbsp;&nbsp;64662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Shunxin <br>Agriculture Co. Ltd., <br>Class A<br>| 11700 | &nbsp;&nbsp;25007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Sifang <br>Automation Co. <br>Ltd., Class A<br>| 9100 | &nbsp;&nbsp;48877 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Sinnet <br>Technology Co. <br>Ltd., Class A<br>| 23200 | &nbsp;&nbsp;$51106 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Sinohytec Co. <br>Ltd., Class H<br>| 3700 | &nbsp;&nbsp;11799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing SL <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 24950 | &nbsp;&nbsp;27544 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Sojo Electric <br>Co. Ltd., Class A<br>| 22300 | &nbsp;&nbsp;41581 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing SPC <br>Environment <br>Protection Tech Co. <br>Ltd., Class A<br>| 23273 | &nbsp;&nbsp;12824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Strong <br>Biotechnologies, <br>Inc., Class A<br>| 13300 | &nbsp;&nbsp;25309 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Thunisoft <br>Corp. Ltd., Class A<br>| 18700 | &nbsp;&nbsp;20889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Tiantan <br>Biological Products <br>Corp. Ltd., Class A<br>| 10660 | &nbsp;&nbsp;25540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Tong Ren Tang <br>Chinese Medicine <br>Co. Ltd.<br>| 63000 | &nbsp;&nbsp;69487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Tong Ren Tang <br>Co. Ltd., Class A<br>| 7000 | &nbsp;&nbsp;30550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Tricolor <br>Technology Co. <br>Ltd., Class A<br>| 4200 | &nbsp;&nbsp;99796 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing UBOX Online <br>Technology Corp., <br>Class H<br>| 62500 | &nbsp;&nbsp;19504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Ultrapower <br>Software Co. Ltd., <br>Class A<br>| 22000 | &nbsp;&nbsp;38723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing United <br>Information <br>Technology Co. <br>Ltd., Class A<br>| 18809 | &nbsp;&nbsp;73190 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Urban <br>Construction Design <br>& Development <br>Group Co. Ltd., <br>Class H<br>| 68000 | &nbsp;&nbsp;11821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Wandong <br>Medical Technology <br>Co. Ltd., Class A<br>| 12800 | &nbsp;&nbsp;29354 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Watertek <br>Information <br>Technology Co. <br>Ltd., Class A<br>| 36800 | &nbsp;&nbsp;32595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Yanjing <br>Brewery Co. Ltd., <br>Class A<br>| 42400 | &nbsp;&nbsp;73917 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Yuanliu <br>Hongyuan <br>Electronic <br>Technology Co. <br>Ltd., Class A<br>| 4600 | &nbsp;&nbsp;$36016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Zhong Ke San <br>Huan High-Tech Co. <br>Ltd., Class A<br>| 18975 | &nbsp;&nbsp;39119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing-Shanghai High <br>Speed Railway Co. <br>Ltd., Class A<br>| 230800 | &nbsp;&nbsp;161690 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bengang Steel Plates <br>Co. Ltd., Class A<br>| 59800 | &nbsp;&nbsp;31103 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BeOne Medicines <br>Ltd., Class H<br>| 14800 | &nbsp;&nbsp;390319 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BeOne Medicines Ltd. <br>(BGNE US), ADR<br>| 320 | &nbsp;&nbsp;108922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Best Pacific <br>International <br>Holdings Ltd.<br>| 88000 | &nbsp;&nbsp;36315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bestore Co. Ltd., <br>Class A<br>| 11700 | &nbsp;&nbsp;20071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bethel Automotive <br>Safety Systems Co. <br>Ltd., Class A<br>| 5280 | &nbsp;&nbsp;39221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Betta Pharmaceuticals <br>Co. Ltd., Class A<br>| 3400 | &nbsp;&nbsp;23057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Biem.L.Fdlkk Garment <br>Co. Ltd., Class A<br>| 19300 | &nbsp;&nbsp;41888 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Bilibili, Inc., <br>Sponsored ADR<br>| 40015 | &nbsp;&nbsp;1362111 |
| \* | Bilibili, Inc., Class Z | 1400 | &nbsp;&nbsp;47964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Binjiang Service <br>Group Co. Ltd.<br>| 34000 | &nbsp;&nbsp;99857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Black Peony Group <br>Co. Ltd., Class A<br>| 20300 | &nbsp;&nbsp;28292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bloomage <br>Biotechnology Corp. <br>Ltd. (688363 C1), <br>Class A<br>| 2780 | &nbsp;&nbsp;17935 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Blue Moon Group <br>Holdings Ltd.<br>| 244000 | &nbsp;&nbsp;87739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bluestar Adisseo Co., <br>Class A<br>| 14700 | &nbsp;&nbsp;20286 |
| Ω | BOC Aviation Ltd. | 83000 | &nbsp;&nbsp;859851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BOC International <br>China Co. Ltd., <br>Class A<br>| 17500 | &nbsp;&nbsp;34227 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BOE HC SemiTek <br>Corp.<br>| 50100 | &nbsp;&nbsp;60067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BOE Technology <br>Group Co. Ltd., <br>Class A<br>| 342100 | &nbsp;&nbsp;215186 |
| # | BOE Varitronix Ltd. | 128000 | &nbsp;&nbsp;79543 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bohai Leasing Co. <br>Ltd., Class A<br>| 144400 | &nbsp;&nbsp;92412 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bosideng International <br>Holdings Ltd.<br>| 1726000 | &nbsp;&nbsp;$1053371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BOTH Engineering <br>Technology Co. <br>Ltd., Class A<br>| 13200 | &nbsp;&nbsp;35199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boyaa Interactive <br>International Ltd.<br>| 45000 | &nbsp;&nbsp;19069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bright Dairy & Food <br>Co. Ltd., Class A<br>| 39100 | &nbsp;&nbsp;44874 |
| \* | Brii Biosciences Ltd. | 133500 | &nbsp;&nbsp;25782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brilliance China <br>Automotive <br>Holdings Ltd.<br>| 994000 | &nbsp;&nbsp;513941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bros Eastern Co. Ltd., <br>Class A<br>| 26700 | &nbsp;&nbsp;27254 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;B-Soft Co. Ltd., <br>Class A<br>| 67555 | &nbsp;&nbsp;52696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BTG Hotels Group <br>Co. Ltd., Class A<br>| 33900 | &nbsp;&nbsp;83916 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Burning Rock Biotech <br>Ltd., ADR<br>| 1300 | &nbsp;&nbsp;44278 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Business-intelligence <br>of Oriental Nations <br>Corp. Ltd., Class A<br>| 15900 | &nbsp;&nbsp;24737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BYD Co. Ltd., <br>Class H<br>| 202500 | &nbsp;&nbsp;2524538 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;BYD Electronic <br>International Co. <br>Ltd.<br>| 246500 | &nbsp;&nbsp;1052506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;By-health Co. Ltd., <br>Class A<br>| 26600 | &nbsp;&nbsp;46638 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;C C Land Holdings <br>Ltd.<br>| 665499 | &nbsp;&nbsp;102219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;C&D International <br>Investment Group <br>Ltd.<br>| 264815 | &nbsp;&nbsp;545495 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;C&D Property <br>Management Group <br>Co. Ltd.<br>| 76000 | &nbsp;&nbsp;26177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Caitong Securities Co. <br>Ltd., Class A<br>| 46670 | &nbsp;&nbsp;62516 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;CALB Group Co. Ltd., <br>Class H<br>| 48700 | &nbsp;&nbsp;153580 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cambricon <br>Technologies Corp. <br>Ltd., Class A<br>| 256 | &nbsp;&nbsp;46328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Camel Group Co. Ltd., <br>Class A<br>| 41308 | &nbsp;&nbsp;56401 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Canggang Railway <br>Ltd.<br>| 176000 | &nbsp;&nbsp;15305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cangzhou Mingzhu <br>Plastic Co. Ltd., <br>Class A<br>| 67400 | &nbsp;&nbsp;47387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canmax Technologies <br>Co. Ltd., Class A<br>| 16650 | &nbsp;&nbsp;110241 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canny Elevator Co. <br>Ltd., Class A<br>| 15300 | &nbsp;&nbsp;$17776 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;CanSino Biologics, <br>Inc., Class H<br>| 4200 | &nbsp;&nbsp;18948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Castech, Inc., <br>Class A<br>| 8250 | &nbsp;&nbsp;83546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cathay Biotech, Inc., <br>Class A<br>| 4185 | &nbsp;&nbsp;35015 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Cathay Group <br>Holdings, Inc.<br>| 135000 | &nbsp;&nbsp;18214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CCCC Design & <br>Consulting Group <br>Co. Ltd., Class A<br>| 20800 | &nbsp;&nbsp;22190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CCS Supply Chain <br>Management Co. <br>Ltd., Class A<br>| 35100 | &nbsp;&nbsp;19198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CECEP Solar Energy <br>Co. Ltd., Class A<br>| 68300 | &nbsp;&nbsp;52782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CECEP Wind-Power <br>Corp., Class A<br>| 164120 | &nbsp;&nbsp;72981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central China Land <br>Media Co. Ltd., <br>Class A<br>| 25200 | &nbsp;&nbsp;46342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central China <br>Securities Co. Ltd., <br>Class H<br>| 316000 | &nbsp;&nbsp;89468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CETC Cyberspace <br>Security Technology <br>Co. Ltd., Class A<br>| 12200 | &nbsp;&nbsp;33797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CETC Digital <br>Technology Co. <br>Ltd., Class A<br>| 6780 | &nbsp;&nbsp;27132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CGN New Energy <br>Holdings Co. Ltd.<br>| 800000 | &nbsp;&nbsp;269421 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CGN Nuclear <br>Technology <br>Development Co. <br>Ltd., Class A<br>| 22700 | &nbsp;&nbsp;27380 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;CGN Power Co. Ltd., <br>Class H<br>| 1452000 | &nbsp;&nbsp;605448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Changbai Mountain <br>Tourism Co. Ltd., <br>Class A<br>| 8500 | &nbsp;&nbsp;54207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Changchun Faway <br>Automobile <br>Components Co. <br>Ltd., Class A<br>| 14500 | &nbsp;&nbsp;20342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Changchun High-Tech <br>Industry Group Co. <br>Ltd., Class A<br>| 2500 | &nbsp;&nbsp;34501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Changhong Meiling <br>Co. Ltd., Class A<br>| 19400 | &nbsp;&nbsp;18566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Changjiang & <br>Jinggong Steel <br>Building Group Co. <br>Ltd., Class A<br>| 64200 | &nbsp;&nbsp;43916 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Changjiang Publishing <br>& Media Co. Ltd., <br>Class A<br>| 44400 | &nbsp;&nbsp;$58767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Changjiang Securities <br>Co. Ltd., Class A<br>| 53700 | &nbsp;&nbsp;66899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Changzheng <br>Engineering <br>Technology Co. <br>Ltd., Class A<br>| 8600 | &nbsp;&nbsp;42420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Changzhou Qianhong <br>Biopharma Co. Ltd., <br>Class A<br>| 23800 | &nbsp;&nbsp;27232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Changzhou Xingyu <br>Automotive Lighting <br>Systems Co. Ltd., <br>Class A<br>| 2400 | &nbsp;&nbsp;47656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chaowei Power <br>Holdings Ltd.<br>| 249000 | &nbsp;&nbsp;43867 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chaozhou <br>Three-Circle Group <br>Co. Ltd., Class A<br>| 6000 | &nbsp;&nbsp;42829 |
| Ω | Cheerwin Group Ltd. | 160500 | &nbsp;&nbsp;49564 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cheetah Mobile, Inc., <br>ADR<br>| 2478 | &nbsp;&nbsp;14818 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chen Lin Education <br>Group Holdings <br>Ltd.<br>| 34000 | &nbsp;&nbsp;5485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cheng De Lolo Co. <br>Ltd., Class A<br>| 35400 | &nbsp;&nbsp;43689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu Fusen <br>Noble-House <br>Industrial Co. Ltd., <br>Class A<br>| 16900 | &nbsp;&nbsp;28513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu Galaxy <br>Magnets Co. Ltd., <br>Class A<br>| 7100 | &nbsp;&nbsp;36033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu Guibao <br>Science & <br>Technology Co. <br>Ltd., Class A<br>| 9100 | &nbsp;&nbsp;29165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu Haoneng <br>Technology Co. <br>Ltd., Class A<br>| 55900 | &nbsp;&nbsp;103002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu Hi-tech <br>Development Co. <br>Ltd., Class A<br>| 2900 | &nbsp;&nbsp;21108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu Hongqi <br>Chain Co. Ltd., <br>Class A<br>| 29400 | &nbsp;&nbsp;25006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu Kanghong <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 13552 | &nbsp;&nbsp;57224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu Kanghua <br>Biological Products <br>Co. Ltd., Class A<br>| 2350 | &nbsp;&nbsp;24493 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu Leejun <br>Industrial Co. Ltd., <br>Class A<br>| 21700 | &nbsp;&nbsp;$33964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu Wintrue <br>Holding Co. Ltd., <br>Class A<br>| 28200 | &nbsp;&nbsp;59258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu Xingrong <br>Environment Co. <br>Ltd., Class A<br>| 33500 | &nbsp;&nbsp;35284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chenguang Biotech <br>Group Co. Ltd., <br>Class A<br>| 14900 | &nbsp;&nbsp;29040 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chengxin Lithium <br>Group Co. Ltd., <br>Class A<br>| 10400 | &nbsp;&nbsp;53036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengzhi Co. Ltd., <br>Class A<br>| 20300 | &nbsp;&nbsp;26739 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chervon Holdings <br>Ltd.<br>| 38500 | &nbsp;&nbsp;119045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chifeng Jilong Gold <br>Mining Co. Ltd., <br>Class A<br>| 13200 | &nbsp;&nbsp;77118 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Aerospace <br>International <br>Holdings Ltd.<br>| 690000 | &nbsp;&nbsp;54624 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Agriculture <br>Development Seed <br>Group Co. Ltd., <br>Class A<br>| 28400 | &nbsp;&nbsp;36064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Aircraft Leasing <br>Group Holdings <br>Ltd.<br>| 89059 | &nbsp;&nbsp;55259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Animal <br>Husbandry Industry <br>Co. Ltd., Class A<br>| 31700 | &nbsp;&nbsp;37287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Automotive <br>Engineering <br>Research Institute <br>Co. Ltd., Class A<br>| 16300 | &nbsp;&nbsp;44451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Baoan Group <br>Co. Ltd., Class A<br>| 17600 | &nbsp;&nbsp;24302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China BlueChemical <br>Ltd., Class H<br>| 498000 | &nbsp;&nbsp;173144 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Bohai Bank Co. <br>Ltd., Class H<br>| 785000 | &nbsp;&nbsp;91460 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Boton Group <br>Co. Ltd.<br>| 118000 | &nbsp;&nbsp;27186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China CAMC <br>Engineering Co. <br>Ltd., Class A<br>| 30400 | &nbsp;&nbsp;38414 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Chunlai <br>Education Group <br>Co. Ltd.<br>| 65000 | &nbsp;&nbsp;31864 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Cinda Asset <br>Management Co. <br>Ltd., Class H<br>| 1547000 | &nbsp;&nbsp;263238 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China CITIC Bank <br>Corp. Ltd., Class H<br>| 1222000 | &nbsp;&nbsp;$1138161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Coal Energy <br>Co. Ltd., Class H<br>| 726000 | &nbsp;&nbsp;1062553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Coal Xinji <br>Energy Co. Ltd., <br>Class A<br>| 69700 | &nbsp;&nbsp;73473 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;China Common Rich <br>Renewable Energy <br>Investments Ltd.<br>| 190000 | &nbsp;&nbsp;0 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China <br>Communications <br>Services Corp. Ltd., <br>Class H<br>| 712000 | &nbsp;&nbsp;432408 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;China Conch <br>Environment <br>Protection Holdings <br>Ltd.<br>| 434000 | &nbsp;&nbsp;29445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Conch Venture <br>Holdings Ltd.<br>| 447500 | &nbsp;&nbsp;611448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Construction <br>Bank Corp., <br>Class H<br>| 7661000 | &nbsp;&nbsp;7735543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China CSSC Holdings <br>Ltd., Class A<br>| 4300 | &nbsp;&nbsp;20755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China CYTS Tours <br>Holding Co. Ltd., <br>Class A<br>| 20900 | &nbsp;&nbsp;29710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Datang Corp. <br>Renewable Power <br>Co. Ltd., Class H<br>| 608000 | &nbsp;&nbsp;162651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Design Group <br>Co. Ltd., Class A<br>| 19400 | &nbsp;&nbsp;22699 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Development <br>Bank Financial <br>Leasing Co. Ltd., <br>Class H<br>| 718000 | &nbsp;&nbsp;148020 |
| #†† | China Dili Group | 715599 | &nbsp;&nbsp;11340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Dongxiang <br>Group Co. Ltd.<br>| 1100000 | &nbsp;&nbsp;62524 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;China East Education <br>Holdings Ltd.<br>| 205000 | &nbsp;&nbsp;149774 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;China Eastern Airlines <br>Corp. Ltd., Class H<br>| 434000 | &nbsp;&nbsp;300799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Education <br>Group Holdings <br>Ltd.<br>| 385009 | &nbsp;&nbsp;149969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Electronics <br>Huada Technology <br>Co. Ltd.<br>| 340000 | &nbsp;&nbsp;59082 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Electronics <br>Optics Valley Union <br>Holding Co. Ltd.<br>| 824000 | &nbsp;&nbsp;23839 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **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>| 1020000 | &nbsp;&nbsp;$150033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Energy <br>Engineering Corp. <br>Ltd. (601868 C1), <br>Class A<br>| 439823 | &nbsp;&nbsp;153790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Everbright Bank <br>Co. Ltd., Class H<br>| 527000 | &nbsp;&nbsp;219662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Everbright <br>Environment Group <br>Ltd.<br>| 692111 | &nbsp;&nbsp;445312 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Everbright <br>Greentech Ltd.<br>| 83000 | &nbsp;&nbsp;9782 |
|  | China Everbright Ltd. | 280000 | &nbsp;&nbsp;351178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Everbright <br>Water Ltd.<br>| 52712 | &nbsp;&nbsp;10613 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Express Airlines <br>Co. Ltd., Class A<br>| 18000 | &nbsp;&nbsp;27183 |
| Ω | China Feihe Ltd. | 1273000 | &nbsp;&nbsp;632340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Film Group Co. <br>Ltd., Class A<br>| 18541 | &nbsp;&nbsp;47409 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China First Heavy <br>Industries Co. Ltd., <br>Class A<br>| 56700 | &nbsp;&nbsp;41788 |
|  | China Foods Ltd. | 344000 | &nbsp;&nbsp;190555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Galaxy <br>Securities Co. Ltd., <br>Class H<br>| 729500 | &nbsp;&nbsp;980956 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Gas Holdings <br>Ltd.<br>| 923661 | &nbsp;&nbsp;914935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Gold <br>International <br>Resources Corp. <br>Ltd. (2099 HK)<br>| 17900 | &nbsp;&nbsp;453245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Gold <br>International <br>Resources Corp. <br>Ltd. (CGG CN)<br>| 94140 | &nbsp;&nbsp;2258005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Great Wall <br>Securities Co. Ltd., <br>Class A<br>| 32700 | &nbsp;&nbsp;46309 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Greatwall <br>Technology Group <br>Co. Ltd., Class A<br>| 4500 | &nbsp;&nbsp;10274 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Hainan Rubber <br>Industry Group Co. <br>Ltd., Class A<br>| 36100 | &nbsp;&nbsp;38169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Hanking <br>Holdings Ltd.<br>| 202000 | &nbsp;&nbsp;107484 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Harmony Auto <br>Holding Ltd.<br>| 154000 | &nbsp;&nbsp;20248 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China High Speed <br>Railway Technology <br>Co. Ltd., Class A<br>| 90100 | &nbsp;&nbsp;40226 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China High Speed <br>Transmission <br>Equipment Group <br>Co. Ltd.<br>| 52000 | &nbsp;&nbsp;$12125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Hongqiao <br>Group Ltd.<br>| 965000 | &nbsp;&nbsp;4413593 |
| #†† | &nbsp;&nbsp;&nbsp;&nbsp;China Huiyuan Juice <br>Group Ltd.<br>| 269535 | &nbsp;&nbsp;12096 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;China International <br>Capital Corp. Ltd., <br>Class H<br>| 246000 | &nbsp;&nbsp;666704 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China International <br>Marine Containers <br>Group Co. Ltd., <br>Class H<br>| 298200 | &nbsp;&nbsp;339058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Isotope & <br>Radiation Corp., <br>Class H<br>| 7600 | &nbsp;&nbsp;21321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Jinmao <br>Holdings Group <br>Ltd.<br>| 1847078 | &nbsp;&nbsp;409097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Kepei <br>Education Group <br>Ltd.<br>| 178000 | &nbsp;&nbsp;30264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Kings <br>Resources Group <br>Co. Ltd., Class A<br>| 19496 | &nbsp;&nbsp;55486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Leadshine <br>Technology Co. <br>Ltd., Class A<br>| 8300 | &nbsp;&nbsp;47853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Lesso Group <br>Holdings Ltd.<br>| 343000 | &nbsp;&nbsp;263502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Life Insurance <br>Co. Ltd., Class H<br>| 308000 | &nbsp;&nbsp;1370673 |
|  | China Lilang Ltd. | 157000 | &nbsp;&nbsp;67344 |
| \*Ω | China Literature Ltd. | 31600 | &nbsp;&nbsp;144637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Longyuan <br>Power Group Corp. <br>Ltd., Class H<br>| 446000 | &nbsp;&nbsp;405161 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Maple Leaf <br>Educational <br>Systems Ltd.<br>| 142000 | &nbsp;&nbsp;6271 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Medical System <br>Holdings Ltd.<br>| 473000 | &nbsp;&nbsp;848450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Meheco Group <br>Co. Ltd., Class A<br>| 34840 | &nbsp;&nbsp;54516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Meidong Auto <br>Holdings Ltd.<br>| 278000 | &nbsp;&nbsp;51970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Mengniu Dairy <br>Co. Ltd.<br>| 1059000 | &nbsp;&nbsp;2211593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Merchants <br>Bank Co. Ltd., <br>Class H<br>| 593500 | &nbsp;&nbsp;3626045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Merchants <br>Energy Shipping <br>Co. Ltd., Class A<br>| 109220 | &nbsp;&nbsp;178098 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Merchants <br>Expressway <br>Network & <br>Technology <br>Holdings Co. Ltd., <br>Class A<br>| 11700 | &nbsp;&nbsp;$15795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Merchants Port <br>Holdings Co. Ltd.<br>| 379993 | &nbsp;&nbsp;764773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Merchants <br>Property Operation <br>& Service Co. Ltd., <br>Class A<br>| 23100 | &nbsp;&nbsp;39153 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Merchants <br>Securities Co. Ltd., <br>Class H<br>| 96820 | &nbsp;&nbsp;180840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Merchants <br>Shekou Industrial <br>Zone Holdings Co. <br>Ltd., Class A<br>| 49400 | &nbsp;&nbsp;75115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Minsheng <br>Banking Corp. Ltd., <br>Class H<br>| 1131900 | &nbsp;&nbsp;563203 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Modern Dairy <br>Holdings Ltd.<br>| 1105000 | &nbsp;&nbsp;219540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China National Accord <br>Medicines Corp. <br>Ltd., Class A<br>| 13130 | &nbsp;&nbsp;49233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China National <br>Building Material <br>Co. Ltd., Class H<br>| 837141 | &nbsp;&nbsp;602154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China National <br>Chemical <br>Engineering Co. <br>Ltd., Class A<br>| 55700 | &nbsp;&nbsp;71323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China National <br>Electric Apparatus <br>Research Institute <br>Co. Ltd., Class A<br>| 6835 | &nbsp;&nbsp;29904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China National Gold <br>Group Gold <br>Jewellery Co. Ltd., <br>Class A<br>| 37300 | &nbsp;&nbsp;78613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China National <br>Medicines Corp. <br>Ltd., Class A<br>| 10000 | &nbsp;&nbsp;41830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China National <br>Nuclear Power Co. <br>Ltd., Class A<br>| 285772 | &nbsp;&nbsp;353914 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;China New Higher <br>Education Group <br>Ltd.<br>| 354064 | &nbsp;&nbsp;40844 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Nonferrous <br>Metal Industry's <br>Foreign Engineering <br>& Construction Co. <br>Ltd., Class A<br>| 57900 | &nbsp;&nbsp;$65111 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Nonferrous <br>Mining Corp. Ltd.<br>| 524000 | &nbsp;&nbsp;1038601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Northern Rare <br>Earth Group <br>High-Tech Co. Ltd., <br>Class A<br>| 8900 | &nbsp;&nbsp;65462 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Oil & Gas <br>Group Ltd.<br>| 1408000 | &nbsp;&nbsp;31200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Oilfield Services <br>Ltd., Class H<br>| 590000 | &nbsp;&nbsp;648432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Oriental Group <br>Co. Ltd.<br>| 366000 | &nbsp;&nbsp;65170 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Overseas <br>Grand Oceans <br>Group Ltd.<br>| 580283 | &nbsp;&nbsp;196348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Overseas Land <br>& Investment Ltd.<br>| 808000 | &nbsp;&nbsp;1448109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Overseas <br>Property Holdings <br>Ltd.<br>| 560000 | &nbsp;&nbsp;311770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Pacific <br>Insurance Group <br>Co. Ltd., Class H<br>| 721000 | &nbsp;&nbsp;3631559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Petroleum & <br>Chemical Corp., <br>Class H<br>| 4480000 | &nbsp;&nbsp;3083158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Petroleum <br>Engineering Corp., <br>Class A<br>| 86700 | &nbsp;&nbsp;52152 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Power <br>International <br>Development Ltd.<br>| 866999 | &nbsp;&nbsp;361655 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;China Properties <br>Investment Holdings <br>Ltd.<br>| 81000 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Publishing & <br>Media Co. Ltd., <br>Class A<br>| 24900 | &nbsp;&nbsp;26070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Qinfa Group <br>Ltd.<br>| 220000 | &nbsp;&nbsp;118086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Railway Group <br>Ltd., Class H<br>| 968000 | &nbsp;&nbsp;558608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Railway Hi-tech <br>Industry Co. Ltd., <br>Class A<br>| 53100 | &nbsp;&nbsp;63893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Railway <br>Materials Co. Ltd., <br>Class A<br>| 100200 | &nbsp;&nbsp;41960 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Railway Signal <br>& Communication <br>Corp. Ltd., Class H<br>| 513000 | &nbsp;&nbsp;240425 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Railway Tielong <br>Container Logistics <br>Co. Ltd., Class A<br>| 36500 | &nbsp;&nbsp;$34552 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Rare Earth <br>Holdings Ltd.<br>| 768399 | &nbsp;&nbsp;51639 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Rare Earth <br>Resources & <br>Technology Co. <br>Ltd., Class A<br>| 2900 | &nbsp;&nbsp;22417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Reinsurance <br>Group Corp., <br>Class H<br>| 2078000 | &nbsp;&nbsp;468314 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Renaissance <br>Holdings Ltd.<br>| 69900 | &nbsp;&nbsp;35459 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Resource & <br>Environment Co. <br>Ltd., Class A<br>| 33600 | &nbsp;&nbsp;20590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Resources Beer <br>Holdings Co. Ltd.<br>| 559307 | &nbsp;&nbsp;1871117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Resources <br>Boya <br>Bio-pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 5200 | &nbsp;&nbsp;17170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Resources <br>Building Materials <br>Technology <br>Holdings Ltd.<br>| 756000 | &nbsp;&nbsp;165227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Resources <br>Double Crane <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 24200 | &nbsp;&nbsp;65336 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Resources Gas <br>Group Ltd.<br>| 295900 | &nbsp;&nbsp;814061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Resources <br>Jiangzhong <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 16900 | &nbsp;&nbsp;60458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Resources <br>Land Ltd.<br>| 773000 | &nbsp;&nbsp;3027212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Resources <br>Medical Holdings <br>Co. Ltd.<br>| 267500 | &nbsp;&nbsp;110943 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Resources Mixc <br>Lifestyle Services <br>Ltd.<br>| 192800 | &nbsp;&nbsp;1140213 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Resources <br>Pharmaceutical <br>Group Ltd.<br>| 628500 | &nbsp;&nbsp;365901 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Resources <br>Power Holdings Co. <br>Ltd.<br>| 312690 | &nbsp;&nbsp;712252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Resources <br>Sanjiu Medical & <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 14019 | &nbsp;&nbsp;56712 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Risun Group <br>Ltd.<br>| 380000 | &nbsp;&nbsp;$133723 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;China Ruyi Holdings <br>Ltd.<br>| 1652000 | &nbsp;&nbsp;456891 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Sanjiang Fine <br>Chemicals Co. Ltd.<br>| 207000 | &nbsp;&nbsp;123484 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;China Shanshui <br>Cement Group Ltd.<br>| 204000 | &nbsp;&nbsp;15484 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Shengmu <br>Organic Milk Ltd.<br>| 1189000 | &nbsp;&nbsp;60249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Shenhua <br>Energy Co. Ltd., <br>Class H<br>| 648500 | &nbsp;&nbsp;3568116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Shineway <br>Pharmaceutical <br>Group Ltd.<br>| 108000 | &nbsp;&nbsp;130866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China South <br>Publishing & Media <br>Group Co. Ltd., <br>Class A<br>| 45700 | &nbsp;&nbsp;72587 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Southern <br>Airlines Co. Ltd., <br>Class H<br>| 432000 | &nbsp;&nbsp;320745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Southern Power <br>Grid Energy <br>Efficiency&Clean <br>Energy Co. Ltd. <br>(003035 C2), <br>Class A<br>| 64500 | &nbsp;&nbsp;57702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Southern Power <br>Grid Technology <br>Co. Ltd., Class A<br>| 4818 | &nbsp;&nbsp;36057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Starch Holdings <br>Ltd.<br>| 415000 | &nbsp;&nbsp;9733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China State <br>Construction <br>Development <br>Holdings Ltd.<br>| 224000 | &nbsp;&nbsp;34364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China State <br>Construction <br>Engineering Corp. <br>Ltd., Class A<br>| 270029 | &nbsp;&nbsp;195829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China State <br>Construction <br>International <br>Holdings Ltd.<br>| 742000 | &nbsp;&nbsp;891296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Sunshine Paper <br>Holdings Co. Ltd.<br>| 260000 | &nbsp;&nbsp;43471 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Suntien Green <br>Energy Corp. Ltd., <br>Class H<br>| 450000 | &nbsp;&nbsp;230957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Taiping <br>Insurance Holdings <br>Co. Ltd.<br>| 441200 | &nbsp;&nbsp;1445738 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Testing & <br>Certification <br>International Group <br>Co. Ltd., Class A<br>| 15338 | &nbsp;&nbsp;$14475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Tianying, Inc., <br>Class A<br>| 79700 | &nbsp;&nbsp;70049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Tobacco <br>International HK Co. <br>Ltd.<br>| 82000 | &nbsp;&nbsp;404468 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Tourism Group <br>Duty Free Corp. <br>Ltd. (1880 HK), <br>Class H<br>| 16500 | &nbsp;&nbsp;191441 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Tower Corp. <br>Ltd., Class H<br>| 1503800 | &nbsp;&nbsp;2163632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Traditional <br>Chinese Medicine <br>Holdings Co. Ltd.<br>| 914000 | &nbsp;&nbsp;241023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China TransInfo <br>Technology Co. <br>Ltd., Class A<br>| 30900 | &nbsp;&nbsp;54835 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;China Travel <br>International <br>Investment Hong <br>Kong Ltd.<br>| 744000 | &nbsp;&nbsp;130457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Tungsten & <br>Hightech Materials <br>Co. Ltd., Class A<br>| 30150 | &nbsp;&nbsp;209103 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;China Vanke Co. Ltd., <br>Class H<br>| 587784 | &nbsp;&nbsp;285613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Vered Financial <br>Holding Corp. Ltd.<br>| 219000 | &nbsp;&nbsp;30643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Wafer <br>Level CSP Co. Ltd., <br>Class A<br>| 5400 | &nbsp;&nbsp;24560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Water Affairs <br>Group Ltd.<br>| 196000 | &nbsp;&nbsp;135292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China West <br>Construction Group <br>Co. Ltd., Class A<br>| 32100 | &nbsp;&nbsp;27961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China XD Electric Co. <br>Ltd., Class A<br>| 64800 | &nbsp;&nbsp;134917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China XLX Fertiliser <br>Ltd.<br>| 218000 | &nbsp;&nbsp;312769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Yangtze Power <br>Co. Ltd., Class A<br>| 74800 | &nbsp;&nbsp;283692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Yongda <br>Automobiles <br>Services Holdings <br>Ltd.<br>| 443500 | &nbsp;&nbsp;88697 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Youran Dairy <br>Group Ltd.<br>| 598000 | &nbsp;&nbsp;341450 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Yuhua <br>Education Corp. <br>Ltd.<br>| 554000 | &nbsp;&nbsp;39724 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Zhenhua Group <br>Science & <br>Technology Co. <br>Ltd., Class A<br>| 8500 | &nbsp;&nbsp;$66645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Zheshang Bank <br>Co. Ltd., Class H<br>| 778000 | &nbsp;&nbsp;249207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China-Singapore <br>Suzhou Industrial <br>Park Development <br>Group Co. Ltd., <br>Class A<br>| 14800 | &nbsp;&nbsp;20742 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chinasoft International <br>Ltd.<br>| 954000 | &nbsp;&nbsp;613997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chinese Universe <br>Publishing & Media <br>Group Co. Ltd., <br>Class A<br>| 13900 | &nbsp;&nbsp;18777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Brewery <br>Co. Ltd., Class A<br>| 4200 | &nbsp;&nbsp;31481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Changan <br>Automobile Co. <br>Ltd., Class A<br>| 32594 | &nbsp;&nbsp;52142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Chuanyi <br>Automation Co. <br>Ltd., Class A<br>| 13260 | &nbsp;&nbsp;46891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing <br>Department Store <br>Co. Ltd., Class A<br>| 11000 | &nbsp;&nbsp;38960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Fuling <br>Electric Power <br>Industrial Co. Ltd., <br>Class A<br>| 49455 | &nbsp;&nbsp;88360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Fuling <br>Zhacai Group Co. <br>Ltd., Class A<br>| 20760 | &nbsp;&nbsp;39655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Gas Group <br>Corp. Ltd., Class A<br>| 23600 | &nbsp;&nbsp;19600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Machinery <br>& Electric Co. Ltd., <br>Class H<br>| 482000 | &nbsp;&nbsp;151337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Port Co. <br>Ltd., Class A<br>| 29300 | &nbsp;&nbsp;23088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Road & <br>Bridge Co. Ltd., <br>Class A<br>| 39700 | &nbsp;&nbsp;36321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Rural <br>Commercial Bank <br>Co. Ltd., Class H<br>| 601000 | &nbsp;&nbsp;448677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Sanfeng <br>Environment Group <br>Corp. Ltd., Class A<br>| 54700 | &nbsp;&nbsp;71013 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Taiji <br>Industry Group Co. <br>Ltd., Class A<br>| 12500 | &nbsp;&nbsp;31556 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Zhifei <br>Biological Products <br>Co. Ltd., Class A<br>| 12250 | &nbsp;&nbsp;$30628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongyi Zhangyuan <br>Tungsten Industry <br>Co. Ltd., Class A<br>| 26700 | &nbsp;&nbsp;86682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chow Tai Fook <br>Jewellery Group <br>Ltd.<br>| 560600 | &nbsp;&nbsp;1030321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chow Tai Seng <br>Jewellery Co. Ltd., <br>Class A<br>| 24400 | &nbsp;&nbsp;44692 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;CIFI Holdings Group <br>Co. Ltd.<br>| 1224000 | &nbsp;&nbsp;16132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CIG Shanghai Co. <br>Ltd., Class A<br>| 5800 | &nbsp;&nbsp;94298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CIMC Enric Holdings <br>Ltd.<br>| 266000 | &nbsp;&nbsp;377283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cisen Pharmaceutical <br>Co. Ltd., Class A<br>| 20900 | &nbsp;&nbsp;52641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CITIC Heavy <br>Industries Co. Ltd., <br>Class A<br>| 43000 | &nbsp;&nbsp;46973 |
|  | CITIC Ltd. | 831000 | &nbsp;&nbsp;1328088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CITIC Resources <br>Holdings Ltd.<br>| 1012000 | &nbsp;&nbsp;65922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CITIC Securities Co. <br>Ltd., Class H<br>| 135475 | &nbsp;&nbsp;506988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;City Development <br>Environment Co. <br>Ltd., Class A<br>| 24900 | &nbsp;&nbsp;50505 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Citychamp Watch & <br>Jewellery Group <br>Ltd.<br>| 440000 | &nbsp;&nbsp;9479 |
| \* | ClouDr Group Ltd. | 207100 | &nbsp;&nbsp;23324 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;CMGE Technology <br>Group Ltd.<br>| 858000 | &nbsp;&nbsp;41687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CMOC Group Ltd., <br>Class H<br>| 945000 | &nbsp;&nbsp;2655983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CMST Development <br>Co. Ltd., Class A<br>| 63900 | &nbsp;&nbsp;54533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CNGR Advanced <br>Material Co. Ltd., <br>Class A<br>| 7810 | &nbsp;&nbsp;61563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CNOOC Energy <br>Technology & <br>Services Ltd., <br>Class A<br>| 105600 | &nbsp;&nbsp;68419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CNSIG Inner Mongolia <br>Chemical Industry <br>Co. Ltd., Class A<br>| 32500 | &nbsp;&nbsp;43165 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;COFCO <br>Biotechnology Co. <br>Ltd., Class A<br>| 32100 | &nbsp;&nbsp;31193 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COFCO Capital <br>Holdings Co. Ltd., <br>Class A<br>| 20600 | &nbsp;&nbsp;$33566 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;COFCO Joycome <br>Foods Ltd.<br>| 892000 | &nbsp;&nbsp;191509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COFCO Sugar <br>Holding Co. Ltd., <br>Class A<br>| 41100 | &nbsp;&nbsp;104856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cofoe Medical <br>Technology Co. <br>Ltd., Class A<br>| 6200 | &nbsp;&nbsp;47006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comba Telecom <br>Systems Holdings <br>Ltd.<br>| 482000 | &nbsp;&nbsp;140334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Concord New Energy <br>Group Ltd.<br>| 2470000 | &nbsp;&nbsp;101002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Consun <br>Pharmaceutical <br>Group Ltd.<br>| 165000 | &nbsp;&nbsp;381487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Contemporary <br>Amperex <br>Technology Co. <br>Ltd., Class A<br>| 25160 | &nbsp;&nbsp;1269500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Continental Aerospace <br>Technologies <br>Holding Ltd.<br>| 1578866 | &nbsp;&nbsp;34308 |
| \* | Coolpad Group Ltd. | 128000 | &nbsp;&nbsp;12388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COSCO SHIPPING <br>Development Co. <br>Ltd., Class H<br>| 1119000 | &nbsp;&nbsp;159113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COSCO SHIPPING <br>Energy <br>Transportation Co. <br>Ltd., Class H<br>| 418000 | &nbsp;&nbsp;752980 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;COSCO SHIPPING <br>Holdings Co. Ltd., <br>Class H<br>| 899300 | &nbsp;&nbsp;1580036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COSCO SHIPPING <br>International Hong <br>Kong Co. Ltd.<br>| 224000 | &nbsp;&nbsp;181685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COSCO SHIPPING <br>Ports Ltd.<br>| 439266 | &nbsp;&nbsp;348074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COSCO SHIPPING <br>Specialized Carriers <br>Co. Ltd., Class A<br>| 79500 | &nbsp;&nbsp;89371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COSCO SHIPPING <br>Technology Co. <br>Ltd., Class A<br>| 11500 | &nbsp;&nbsp;26928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CQ Pharmaceutical <br>Holding Co. Ltd., <br>Class A<br>| 54100 | &nbsp;&nbsp;47086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CRRC Corp. Ltd., <br>Class H<br>| 991000 | &nbsp;&nbsp;736181 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;CSC Financial Co. <br>Ltd., Class H<br>| 84000 | &nbsp;&nbsp;135393 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CSG Holding Co. Ltd., <br>Class A<br>| 62295 | &nbsp;&nbsp;$41691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CSPC Pharmaceutical <br>Group Ltd.<br>| 3058800 | &nbsp;&nbsp;3752339 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;CSSC Hong Kong <br>Shipping Co. Ltd.<br>| 478000 | &nbsp;&nbsp;130833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CSSC Science & <br>Technology Co. <br>Ltd., Class A<br>| 9800 | &nbsp;&nbsp;16189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CTS International <br>Logistics Corp. Ltd., <br>Class A<br>| 45970 | &nbsp;&nbsp;39477 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cutia Therapeutics, <br>Class H<br>| 9400 | &nbsp;&nbsp;5793 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CWT International <br>Ltd.<br>| 1480000 | &nbsp;&nbsp;55123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dajin Heavy Industry <br>Co. Ltd., Class A<br>| 7900 | &nbsp;&nbsp;69916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dalian Huarui Heavy <br>Industry Group Co. <br>Ltd., Class A<br>| 45400 | &nbsp;&nbsp;46838 |
| \* | Dalipal Holdings Ltd. | 118000 | &nbsp;&nbsp;92385 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Damai Entertainment <br>Holdings Ltd.<br>| 3770000 | &nbsp;&nbsp;475879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daqin Railway Co. <br>Ltd., Class A<br>| 85065 | &nbsp;&nbsp;61455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dashang Co. Ltd., <br>Class A<br>| 6292 | &nbsp;&nbsp;16480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DaShenLin <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 24436 | &nbsp;&nbsp;70340 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Datang International <br>Power Generation <br>Co. Ltd., Class H<br>| 586000 | &nbsp;&nbsp;176105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dawnrays <br>Pharmaceutical <br>Holdings Ltd.<br>| 141000 | &nbsp;&nbsp;20929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DBG Technology Co. <br>Ltd., Class A<br>| 8800 | &nbsp;&nbsp;31385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DeHua TB New <br>Decoration <br>Materials Co. Ltd., <br>Class A<br>| 15800 | &nbsp;&nbsp;36689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deppon Logistics Co. <br>Ltd., Class A<br>| 15200 | &nbsp;&nbsp;41235 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dezhan Healthcare <br>Co. Ltd., Class A<br>| 66100 | &nbsp;&nbsp;40971 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DHC Software Co. <br>Ltd., Class A<br>| 37500 | &nbsp;&nbsp;52282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dian Diagnostics <br>Group Co. Ltd., <br>Class A<br>| 15300 | &nbsp;&nbsp;52610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Digital China Group <br>Co. Ltd., Class A<br>| 11400 | &nbsp;&nbsp;62248 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Digital China Holdings <br>Ltd.<br>| 163000 | &nbsp;&nbsp;$55553 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Digital China <br>Information Service <br>Group Co. Ltd., <br>Class A<br>| 17600 | &nbsp;&nbsp;40803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Do-Fluoride New <br>Materials Co. Ltd., <br>Class A<br>| 15920 | &nbsp;&nbsp;66342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dong-E-E-Jiao Co. <br>Ltd., Class A<br>| 2700 | &nbsp;&nbsp;19672 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dongfang Electric <br>Corp. Ltd., Class H<br>| 84200 | &nbsp;&nbsp;274426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongfang Electronics <br>Co. Ltd., Class A<br>| 43300 | &nbsp;&nbsp;82097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DongFeng Automobile <br>Co. Ltd., Class A<br>| 24900 | &nbsp;&nbsp;24833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongfeng Electronic <br>Technology Co. <br>Ltd., Class A<br>| 11900 | &nbsp;&nbsp;20313 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dongfeng Motor <br>Group Co. Ltd., <br>Class H<br>| 674000 | &nbsp;&nbsp;779185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongguan Aohai <br>Technology Co. <br>Ltd., Class A<br>| 1900 | &nbsp;&nbsp;13385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongguan <br>Development <br>Holdings Co. Ltd., <br>Class A<br>| 26300 | &nbsp;&nbsp;41611 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dongguan Rural <br>Commercial Bank <br>Co. Ltd., Class H<br>| 22000 | &nbsp;&nbsp;9711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongguan Yutong <br>Optical Technology <br>Co. Ltd., Class A<br>| 6500 | &nbsp;&nbsp;25306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Donghua Testing <br>Technology Co. <br>Ltd., Class A<br>| 4000 | &nbsp;&nbsp;24776 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dongjiang <br>Environmental Co. <br>Ltd., Class H<br>| 32200 | &nbsp;&nbsp;9758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongxing Securities <br>Co. Ltd., Class A<br>| 45600 | &nbsp;&nbsp;91178 |
|  | Dongyue Group Ltd. | 532000 | &nbsp;&nbsp;833990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DouYu International <br>Holdings Ltd., ADR<br>| 11065 | &nbsp;&nbsp;70483 |
| \* | DPC Dash Ltd. | 18100 | &nbsp;&nbsp;153305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dynagreen <br>Environmental <br>Protection Group <br>Co. Ltd., Class H<br>| 127000 | &nbsp;&nbsp;86380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eaglerise Electric & <br>Electronic China <br>Co. Ltd., Class A<br>| 9700 | &nbsp;&nbsp;54238 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;East Money <br>Information Co. <br>Ltd., Class A<br>| 25927 | &nbsp;&nbsp;$84659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eastcompeace <br>Technology Co. <br>Ltd., Class A<br>| 15200 | &nbsp;&nbsp;50549 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Easyhome New Retail <br>Group Co. Ltd., <br>Class A<br>| 87800 | &nbsp;&nbsp;39235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;E-Commodities <br>Holdings Ltd.<br>| 660000 | &nbsp;&nbsp;75190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ecovacs Robotics Co. <br>Ltd., Class A<br>| 4100 | &nbsp;&nbsp;42307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Edifier Technology Co. <br>Ltd., Class A<br>| 17400 | &nbsp;&nbsp;30803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Edvantage Group <br>Holdings Ltd.<br>| 171630 | &nbsp;&nbsp;33186 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;EEKA Fashion <br>Holdings Ltd.<br>| 72000 | &nbsp;&nbsp;65184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Electric Connector <br>Technology Co. <br>Ltd., Class A<br>| 5100 | &nbsp;&nbsp;31304 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Elion Energy Co. Ltd., <br>Class A<br>| 92870 | &nbsp;&nbsp;936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ENN Energy Holdings <br>Ltd.<br>| 160200 | &nbsp;&nbsp;1379120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ENN Natural Gas Co. <br>Ltd., Class A<br>| 28500 | &nbsp;&nbsp;79989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eoptolink Technology, <br>Inc. Ltd., Class A<br>| 6720 | &nbsp;&nbsp;404334 |
|  | Era Co. Ltd., Class A | 31300 | &nbsp;&nbsp;20253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Essex Bio-technology <br>Ltd.<br>| 122000 | &nbsp;&nbsp;66000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eternal Asia Supply <br>Chain Management <br>Ltd., Class A<br>| 75600 | &nbsp;&nbsp;65889 |
| \* | ETHK Labs, Inc. | 19000 | &nbsp;&nbsp;3565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EVA Precision <br>Industrial Holdings <br>Ltd.<br>| 414000 | &nbsp;&nbsp;49144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eve Energy Co. Ltd., <br>Class A<br>| 9800 | &nbsp;&nbsp;89911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ever Sunshine <br>Services Group <br>Ltd.<br>| 240000 | &nbsp;&nbsp;56302 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Everbright Securities <br>Co. Ltd., Class H<br>| 61000 | &nbsp;&nbsp;69363 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;EverChina <br>International <br>Holdings Co. Ltd.<br>| 100000 | &nbsp;&nbsp;1282 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Everest Medicines <br>Ltd.<br>| 21500 | &nbsp;&nbsp;107143 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Excellence <br>Commercial <br>Property & Facilities <br>Management Group <br>Ltd.<br>| 65000 | &nbsp;&nbsp;$6816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Explosive Co. Ltd., <br>Class A<br>| 17800 | &nbsp;&nbsp;36156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eyebright Medical <br>Technology Beijing <br>Co. Ltd., Class A<br>| 3546 | &nbsp;&nbsp;30737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fangda Carbon New <br>Material Co. Ltd., <br>Class A<br>| 52700 | &nbsp;&nbsp;43462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fangda Special Steel <br>Technology Co. <br>Ltd., Class A<br>| 69640 | &nbsp;&nbsp;64807 |
|  | Far East Horizon Ltd. | 650000 | &nbsp;&nbsp;650209 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Far East Smarter <br>Energy Co. Ltd., <br>Class A<br>| 43800 | &nbsp;&nbsp;76067 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Farasis Energy Gan <br>Zhou Co. Ltd., <br>Class A<br>| 10465 | &nbsp;&nbsp;21929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FAW Jiefang Group <br>Co. Ltd., Class A<br>| 26900 | &nbsp;&nbsp;26783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FAWER Automotive <br>Parts Co. Ltd., <br>Class A<br>| 37700 | &nbsp;&nbsp;29716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Feilong Auto <br>Components Co. <br>Ltd., Class A<br>| 18000 | &nbsp;&nbsp;75532 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Feiyu Technology <br>International Co. <br>Ltd.<br>| 129000 | &nbsp;&nbsp;11301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ferrotec Anhui <br>Technology <br>Development Co. <br>Ltd., Class A<br>| 3600 | &nbsp;&nbsp;21252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FESCO Group Co. <br>Ltd., Class A<br>| 9600 | &nbsp;&nbsp;25667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fiberhome <br>Telecommunication <br>Technologies Co. <br>Ltd., Class A<br>| 16700 | &nbsp;&nbsp;94733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fibocom Wireless, <br>Inc., Class A<br>| 800 | &nbsp;&nbsp;3323 |
| \* | FIH Mobile Ltd. | 90300 | &nbsp;&nbsp;230828 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Financial Street <br>Holdings Co. Ltd., <br>Class A<br>| 69000 | &nbsp;&nbsp;28101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FinVolution Group, <br>ADR<br>| 49916 | &nbsp;&nbsp;256069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Capital Securities <br>Co. Ltd., Class A<br>| 37100 | &nbsp;&nbsp;36991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Tractor Co. Ltd., <br>Class H<br>| 102000 | &nbsp;&nbsp;119862 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Flat Glass Group Co. <br>Ltd., Class H<br>| 116000 | &nbsp;&nbsp;$162107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Focus Lightings Tech <br>Co. Ltd., Class A<br>| 25520 | &nbsp;&nbsp;37483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Focus Media <br>Information <br>Technology Co. <br>Ltd., Class A<br>| 88900 | &nbsp;&nbsp;92122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Focused Photonics <br>Hangzhou, Inc., <br>Class A<br>| 13500 | &nbsp;&nbsp;30014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Foryou Corp., <br>Class A<br>| 12800 | &nbsp;&nbsp;58632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Foshan Electrical & <br>Lighting Co. Ltd., <br>Class A<br>| 26700 | &nbsp;&nbsp;24111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Foshan Haitian <br>Flavouring & Food <br>Co. Ltd., Class A<br>| 14518 | &nbsp;&nbsp;73667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Foshan Nationstar <br>Optoelectronics Co. <br>Ltd., Class A<br>| 17400 | &nbsp;&nbsp;21270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fosun International <br>Ltd.<br>| 648572 | &nbsp;&nbsp;345058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Founder Securities <br>Co. Ltd., Class A<br>| 54100 | &nbsp;&nbsp;61189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Foxconn Industrial <br>Internet Co. Ltd., <br>Class A<br>| 113700 | &nbsp;&nbsp;939314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Friend Co. Ltd., <br>Class A<br>| 14500 | &nbsp;&nbsp;28624 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Fu Shou Yuan <br>International Group <br>Ltd.<br>| 373000 | &nbsp;&nbsp;123315 |
|  | Fufeng Group Ltd. | 650000 | &nbsp;&nbsp;703366 |
| #\*†† | Fuguiniao Co. Ltd. | 37999 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fujian Boss Software <br>Development Co. <br>Ltd., Class A<br>| 10320 | &nbsp;&nbsp;19707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fujian Funeng Co. <br>Ltd., Class A<br>| 58470 | &nbsp;&nbsp;76714 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fujian Kuncai Material <br>Technology Co. <br>Ltd., Class A<br>| 7700 | &nbsp;&nbsp;18143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fujian Longking Co. <br>Ltd., Class A<br>| 33901 | &nbsp;&nbsp;89368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fujian Qingshan <br>Paper Industry Co. <br>Ltd., Class A<br>| 66400 | &nbsp;&nbsp;36448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fujian Star-net <br>Communication Co. <br>Ltd., Class A<br>| 13600 | &nbsp;&nbsp;56011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fujian Sunner <br>Development Co. <br>Ltd., Class A<br>| 20000 | &nbsp;&nbsp;49596 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fujian Tianma <br>Science & <br>Technology Group <br>Co. Ltd., Class A<br>| 6900 | &nbsp;&nbsp;$15328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fujian Yuanli Active <br>Carbon Co. Ltd., <br>Class A<br>| 9700 | &nbsp;&nbsp;22842 |
| \* | Future Machine Ltd. | 154000 | &nbsp;&nbsp;20043 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Fuyao Glass Industry <br>Group Co. Ltd., <br>Class H<br>| 146400 | &nbsp;&nbsp;1254869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gan & Lee <br>Pharmaceuticals <br>Co. Ltd., Class A<br>| 3500 | &nbsp;&nbsp;34073 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Ganfeng Lithium <br>Group Co. Ltd., <br>Class H<br>| 78280 | &nbsp;&nbsp;597589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gansu Energy <br>Chemical Co. Ltd., <br>Class A<br>| 128700 | &nbsp;&nbsp;45887 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gansu Jiu Steel <br>Group Hongxing <br>Iron & Steel Co. <br>Ltd., Class A<br>| 120900 | &nbsp;&nbsp;33512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gansu Shangfeng <br>Cement Co. Ltd., <br>Class A<br>| 23880 | &nbsp;&nbsp;49569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gansu Yasheng <br>Industrial Group Co. <br>Ltd., Class A<br>| 53000 | &nbsp;&nbsp;28544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;G-bits Network <br>Technology Xiamen <br>Co. Ltd., Class A<br>| 800 | &nbsp;&nbsp;52309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GCL Energy <br>Technology Co. <br>Ltd., Class A<br>| 27800 | &nbsp;&nbsp;41976 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GCL New Energy <br>Holdings Ltd.<br>| 250000 | &nbsp;&nbsp;42260 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;GCL Technology <br>Holdings Ltd.<br>| 7853000 | &nbsp;&nbsp;1086480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GD Power <br>Development Co. <br>Ltd., Class A<br>| 67800 | &nbsp;&nbsp;45167 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GDS Holdings Ltd. <br>(9698 HK), Class A<br>| 278700 | &nbsp;&nbsp;1551828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Geely Automobile <br>Holdings Ltd.<br>| 1560000 | &nbsp;&nbsp;3211248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GEM Co. Ltd., <br>Class A<br>| 65800 | &nbsp;&nbsp;84885 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gemdale Corp., <br>Class A<br>| 52100 | &nbsp;&nbsp;24361 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Gemdale Properties & <br>Investment Corp. <br>Ltd.<br>| 1964000 | &nbsp;&nbsp;45247 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Genertec Universal <br>Medical Group Co. <br>Ltd.<br>| 314500 | &nbsp;&nbsp;$247158 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Genscript Biotech <br>Corp.<br>| 402000 | &nbsp;&nbsp;659883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GEPIC Energy <br>Development Co. <br>Ltd., Class A<br>| 30000 | &nbsp;&nbsp;29702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Getein Biotech, Inc., <br>Class A<br>| 8036 | &nbsp;&nbsp;9969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GF Securities Co. <br>Ltd., Class H<br>| 260600 | &nbsp;&nbsp;608125 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Giant Biogene Holding <br>Co. Ltd.<br>| 113200 | &nbsp;&nbsp;481695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ginlong Technologies <br>Co. Ltd., Class A<br>| 7350 | &nbsp;&nbsp;87737 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Global New Material <br>International <br>Holdings Ltd.<br>| 136000 | &nbsp;&nbsp;153977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GoerTek, Inc., <br>Class A<br>| 14900 | &nbsp;&nbsp;55787 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Golden Throat <br>Holdings Group Co. <br>Ltd.<br>| 79000 | &nbsp;&nbsp;32742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldenmax <br>International Group <br>Ltd., Class A<br>| 21100 | &nbsp;&nbsp;77668 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Goldwind Science & <br>Technology Co. <br>Ltd., Class H<br>| 235947 | &nbsp;&nbsp;440569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goneo Group Co. <br>Ltd., Class A<br>| 3248 | &nbsp;&nbsp;19535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goodbaby <br>International <br>Holdings Ltd.<br>| 294000 | &nbsp;&nbsp;40657 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GoodWe Technologies <br>Co. Ltd. (688390 <br>C1), Class A<br>| 2478 | &nbsp;&nbsp;30036 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GoodWe Technologies <br>Co. Ltd. (688390 <br>CH), Class A<br>| 1181 | &nbsp;&nbsp;14315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gotion High-tech Co. <br>Ltd., Class A<br>| 6460 | &nbsp;&nbsp;35317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grand Pharmaceutical <br>Group Ltd.<br>| 387500 | &nbsp;&nbsp;387750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grandblue <br>Environment Co. <br>Ltd., Class A<br>| 13500 | &nbsp;&nbsp;57409 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grandjoy Holdings <br>Group Co. Ltd., <br>Class A<br>| 95900 | &nbsp;&nbsp;54006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great Wall Motor Co. <br>Ltd., Class H<br>| 655500 | &nbsp;&nbsp;1116777 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Greatoo Intelligent <br>Equipment, Inc., <br>Class A<br>| 49700 | &nbsp;&nbsp;55243 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gree Electric <br>Appliances, Inc. of <br>Zhuhai, Class A<br>| 27479 | &nbsp;&nbsp;$153106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Green Development <br>Electricity Group of <br>Tianjin Co. Ltd., <br>Class A<br>| 32600 | &nbsp;&nbsp;39614 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Greentown China <br>Holdings Ltd.<br>| 443500 | &nbsp;&nbsp;634774 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Greentown <br>Management <br>Holdings Co. Ltd.<br>| 174000 | &nbsp;&nbsp;73238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greentown Service <br>Group Co. Ltd.<br>| 454000 | &nbsp;&nbsp;263971 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GRG Banking <br>Equipment Co. Ltd., <br>Class A<br>| 25300 | &nbsp;&nbsp;46816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GRG Metrology & Test <br>Group Co. Ltd., <br>Class A<br>| 11500 | &nbsp;&nbsp;39248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grinm Advanced <br>Materials Co. Ltd., <br>Class A<br>| 10300 | &nbsp;&nbsp;32939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong <br>Advertising Group <br>Co. Ltd., Class A<br>| 19200 | &nbsp;&nbsp;33425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Aofei <br>Data Technology <br>Co. Ltd., Class A<br>| 14255 | &nbsp;&nbsp;48764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Baolihua <br>New Energy Stock <br>Co. Ltd., Class A<br>| 22700 | &nbsp;&nbsp;14599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong <br>Construction <br>Engineering Group <br>Co. Ltd., Class A<br>| 82400 | &nbsp;&nbsp;45150 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Create <br>Century Intelligent <br>Equipment Group <br>Corp. Ltd., Class A<br>| 24800 | &nbsp;&nbsp;31864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Dongfang <br>Precision Science & <br>Technology Co. <br>Ltd., Class A<br>| 30000 | &nbsp;&nbsp;77338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Dongpeng <br>Holdings Co. Ltd., <br>Class A<br>| 44500 | &nbsp;&nbsp;47056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Dowstone <br>Technology Co. <br>Ltd., Class A<br>| 8500 | &nbsp;&nbsp;35885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Ellington <br>Electronics <br>Technology Co. <br>Ltd., Class A<br>| 22900 | &nbsp;&nbsp;37250 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Fenghua <br>Advanced <br>Technology Holding <br>Co. Ltd., Class A<br>| 23900 | &nbsp;&nbsp;$70185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Goworld <br>Co. Ltd., Class A<br>| 13300 | &nbsp;&nbsp;27322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Great <br>River Smarter <br>Logistics Co. Ltd., <br>Class A<br>| 6100 | &nbsp;&nbsp;10327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Guanhao <br>High-Tech Co. Ltd., <br>Class A<br>| 47300 | &nbsp;&nbsp;23992 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Haid <br>Group Co. Ltd., <br>Class A<br>| 11600 | &nbsp;&nbsp;86039 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong HEC <br>Technology Holding <br>Co. Ltd., Class A<br>| 24000 | &nbsp;&nbsp;94027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Hongda <br>Holdings Group Co. <br>Ltd., Class A<br>| 10300 | &nbsp;&nbsp;72629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Hongtu <br>Technology <br>Holdings Co. Ltd., <br>Class A<br>| 20400 | &nbsp;&nbsp;35487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Huate <br>Gas Co. Ltd., <br>Class A<br>| 3235 | &nbsp;&nbsp;30663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong <br>Investment Ltd.<br>| 516000 | &nbsp;&nbsp;487846 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Jia Yuan <br>Technology Shares <br>Co. Ltd., Class A<br>| 10200 | &nbsp;&nbsp;63116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Kinlong <br>Hardware Products <br>Co. Ltd., Class A<br>| 13700 | &nbsp;&nbsp;48438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Lingxiao <br>Pump Industry Co. <br>Ltd., Class A<br>| 6500 | &nbsp;&nbsp;16589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Provincial <br>Expressway <br>Development Co. <br>Ltd., Class A<br>| 41400 | &nbsp;&nbsp;72638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Sirio <br>Pharma Co. Ltd., <br>Class A<br>| 7713 | &nbsp;&nbsp;26017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong South <br>New Media Co. <br>Ltd., Class A<br>| 10400 | &nbsp;&nbsp;68570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Tapai <br>Group Co. Ltd., <br>Class A<br>| 34600 | &nbsp;&nbsp;48903 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong TCL <br>Smart Home <br>Appliances Co. Ltd.<br>| 14400 | &nbsp;&nbsp;20848 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Vanward <br>New Electric Co. <br>Ltd., Class A<br>| 19800 | &nbsp;&nbsp;$28579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Xinbao <br>Electrical <br>Appliances Holdings <br>Co. Ltd., Class A<br>| 16800 | &nbsp;&nbsp;34907 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Yowant <br>Technology Group <br>Co. Ltd., Class A<br>| 27500 | &nbsp;&nbsp;29202 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Zhongnan <br>Iron & Steel Co. <br>Ltd., Class A<br>| 57100 | &nbsp;&nbsp;21617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong <br>Zhongsheng <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 11700 | &nbsp;&nbsp;32234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guanghui Energy Co. <br>Ltd., Class A<br>| 106800 | &nbsp;&nbsp;86291 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guanghui Logistics <br>Co. Ltd., Class A<br>| 38800 | &nbsp;&nbsp;36501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangshen Railway <br>Co. Ltd., Class H<br>| 510000 | &nbsp;&nbsp;143858 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guangxi Huaxi <br>Nonferrous Metal <br>Co. Ltd., Class A<br>| 12400 | &nbsp;&nbsp;99069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangxi Liugong <br>Machinery Co. Ltd., <br>Class A<br>| 43100 | &nbsp;&nbsp;70521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangxi LiuYao <br>Group Co. Ltd., <br>Class A<br>| 7500 | &nbsp;&nbsp;19612 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guangxi Wuzhou <br>Zhongheng Group <br>Co. Ltd., Class A<br>| 101100 | &nbsp;&nbsp;37236 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GuangYuYuan <br>Chinese Herbal <br>Medicine Co. Ltd., <br>Class A<br>| 8500 | &nbsp;&nbsp;21987 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou <br>Automobile Group <br>Co. Ltd., Class H<br>| 739200 | &nbsp;&nbsp;347059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Baiyun <br>International Airport <br>Co. Ltd., Class A<br>| 22300 | &nbsp;&nbsp;30673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou <br>Baiyunshan <br>Pharmaceutical <br>Holdings Co. Ltd., <br>Class H<br>| 66000 | &nbsp;&nbsp;160199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou <br>Development <br>Group, Inc., <br>Class A<br>| 66500 | &nbsp;&nbsp;68373 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Great <br>Power Energy & <br>Technology Co. <br>Ltd., Class A<br>| 6100 | &nbsp;&nbsp;$39577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Haige <br>Communications <br>Group, Inc. Co., <br>Class A<br>| 14900 | &nbsp;&nbsp;37479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Haoyang <br>Electronic Co. Ltd., <br>Class A<br>| 2850 | &nbsp;&nbsp;18791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou KDT <br>Machinery Group <br>Co. Ltd., Class A<br>| 13860 | &nbsp;&nbsp;36911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Kingmed <br>Diagnostics Group <br>Co. Ltd., Class A<br>| 9600 | &nbsp;&nbsp;44160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Lingnan <br>Group Holdings Co. <br>Ltd., Class A<br>| 13400 | &nbsp;&nbsp;24538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Port Co. <br>Ltd., Class A<br>| 49400 | &nbsp;&nbsp;25315 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou R&F <br>Properties Co. Ltd., <br>Class H<br>| 135600 | &nbsp;&nbsp;9877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou <br>Restaurant Group <br>Co. Ltd., Class A<br>| 13220 | &nbsp;&nbsp;34396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Shiyuan <br>Electronic <br>Technology Co. <br>Ltd., Class A<br>| 6900 | &nbsp;&nbsp;39230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Sie <br>Consulting Co. Ltd., <br>Class A<br>| 12800 | &nbsp;&nbsp;42360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Tinci <br>Materials <br>Technology Co. <br>Ltd., Class A<br>| 8200 | &nbsp;&nbsp;48002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Wondfo <br>Biotech Co. Ltd., <br>Class A<br>| 4940 | &nbsp;&nbsp;15236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Yuexiu <br>Capital Holdings <br>Group Co. Ltd., <br>Class A<br>| 42268 | &nbsp;&nbsp;62192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Zhujiang <br>Brewery Co. Ltd., <br>Class A<br>| 18200 | &nbsp;&nbsp;24796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guilin Layn Natural <br>Ingredients Corp., <br>Class A<br>| 22500 | &nbsp;&nbsp;29843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guilin Sanjin <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 14700 | &nbsp;&nbsp;30769 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guizhou Chanhen <br>Chemical Corp., <br>Class A<br>| 16600 | &nbsp;&nbsp;$100312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guizhou Gas Group <br>Corp. Ltd., Class A<br>| 25200 | &nbsp;&nbsp;25316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guizhou Panjiang <br>Refined Coal Co. <br>Ltd., Class A<br>| 65071 | &nbsp;&nbsp;51092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guizhou Qianyuan <br>Power Co. Ltd., <br>Class A<br>| 10400 | &nbsp;&nbsp;26239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guizhou Sanli <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 11700 | &nbsp;&nbsp;20159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guizhou Tyre Co. Ltd., <br>Class A<br>| 53700 | &nbsp;&nbsp;39785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guizhou Xinbang <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 72400 | &nbsp;&nbsp;34996 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guizhou Zhenhua <br>E-chem, Inc., <br>Class A<br>| 12348 | &nbsp;&nbsp;25003 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guocheng Mining Co. <br>Ltd., Class A<br>| 10900 | &nbsp;&nbsp;41440 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guoguang Electric Co. <br>Ltd., Class A<br>| 14500 | &nbsp;&nbsp;28789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guoquan Food <br>Shanghai Co. Ltd., <br>Class H<br>| 195200 | &nbsp;&nbsp;106547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guosen Securities Co. <br>Ltd., Class A<br>| 24600 | &nbsp;&nbsp;44367 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Guotai Haitong <br>Securities Co. Ltd., <br>Class H<br>| 438472 | &nbsp;&nbsp;933271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guoyuan Securities <br>Co. Ltd., Class A<br>| 42430 | &nbsp;&nbsp;50958 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gushengtang <br>Holdings Ltd.<br>| 52400 | &nbsp;&nbsp;197829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;H World Group Ltd. <br>(1179 HK)<br>| 282300 | &nbsp;&nbsp;1355814 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;H World Group Ltd. <br>(HTHT US), ADR<br>| 10128 | &nbsp;&nbsp;481181 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Haichang Ocean Park <br>Holdings Ltd.<br>| 667000 | &nbsp;&nbsp;44399 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Haidilao International <br>Holding Ltd.<br>| 435000 | &nbsp;&nbsp;886890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haier Smart Home <br>Co. Ltd. (600690 <br>C1), Class A<br>| 47100 | &nbsp;&nbsp;170197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haier Smart Home <br>Co. Ltd. (6690 HK), <br>Class H<br>| 700399 | &nbsp;&nbsp;2309017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hailir Pesticides & <br>Chemicals Group <br>Co. Ltd., Class A<br>| 5740 | &nbsp;&nbsp;11812 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hainan Drinda New <br>Energy Technology <br>Co. Ltd., Class A<br>| 1500 | &nbsp;&nbsp;$21730 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hainan Haide Capital <br>Management Co. <br>Ltd., Class A<br>| 44660 | &nbsp;&nbsp;37341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hainan Jinpan Smart <br>Technology Co. <br>Ltd., Class A<br>| 7047 | &nbsp;&nbsp;92402 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hainan Meilan <br>International Airport <br>Co. Ltd., Class H<br>| 91000 | &nbsp;&nbsp;120671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hainan Mining Co. <br>Ltd., Class A<br>| 36600 | &nbsp;&nbsp;66421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hainan Strait Shipping <br>Co. Ltd., Class A<br>| 25000 | &nbsp;&nbsp;38164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haisco <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 5700 | &nbsp;&nbsp;41564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haitian International <br>Holdings Ltd.<br>| 270000 | &nbsp;&nbsp;835241 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Haitong UniTrust <br>International <br>Leasing Co. Ltd., <br>Class H<br>| 492000 | &nbsp;&nbsp;49694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangcha Group Co. <br>Ltd., Class A<br>| 16296 | &nbsp;&nbsp;65010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangxiao Steel <br>Structure Co. Ltd., <br>Class A<br>| 78900 | &nbsp;&nbsp;38945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Binjiang <br>Real Estate Group <br>Co. Ltd., Class A<br>| 27600 | &nbsp;&nbsp;46095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Chang <br>Chuan Technology <br>Co. Ltd., Class A<br>| 3200 | &nbsp;&nbsp;58669 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Electronic <br>Soul Network <br>Technology Co. <br>Ltd., Class A<br>| 6100 | &nbsp;&nbsp;16657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou First <br>Applied Material Co. <br>Ltd., Class A<br>| 19708 | &nbsp;&nbsp;48247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou GreatStar <br>Industrial Co. Ltd.<br>| 12800 | &nbsp;&nbsp;63411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Haoyue <br>Personal Care Co. <br>Ltd., Class A<br>| 5320 | &nbsp;&nbsp;23721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Honghua <br>Digital Technology <br>Stock Co. Ltd., <br>Class A<br>| 2838 | &nbsp;&nbsp;31561 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Huawang <br>New Material <br>Technology Co. <br>Ltd., Class A<br>| 16320 | &nbsp;&nbsp;$20759 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Iron & <br>Steel Co., Class A<br>| 52900 | &nbsp;&nbsp;68702 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Lion <br>Microelectronics Co. <br>Ltd., Class A<br>| 6312 | &nbsp;&nbsp;38567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Onechance <br>Tech Corp., <br>Class A<br>| 5700 | &nbsp;&nbsp;34996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Oxygen <br>Plant Group Co. <br>Ltd., Class A<br>| 17800 | &nbsp;&nbsp;79824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Robam <br>Appliances Co. Ltd., <br>Class A<br>| 14300 | &nbsp;&nbsp;43180 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou SF <br>Intra-City Industrial <br>Co. Ltd., Class H<br>| 26800 | &nbsp;&nbsp;50654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Shunwang <br>Technology Co. <br>Ltd., Class A<br>| 15800 | &nbsp;&nbsp;59041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Silan <br>Microelectronics Co. <br>Ltd., Class A<br>| 6000 | &nbsp;&nbsp;28735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Sunrise <br>Technology Co. <br>Ltd., Class A<br>| 10100 | &nbsp;&nbsp;25009 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Tigermed <br>Consulting Co. Ltd. <br>(3347 HK), Class H<br>| 16900 | &nbsp;&nbsp;119410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Weiguang <br>Electronic Co. Ltd., <br>Class A<br>| 3900 | &nbsp;&nbsp;19846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Zhongtai <br>Cryogenic <br>Technology Corp., <br>Class A<br>| 12700 | &nbsp;&nbsp;56582 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Hansoh <br>Pharmaceutical <br>Group Co. Ltd.<br>| 84000 | &nbsp;&nbsp;413966 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Harbin Bank Co. Ltd., <br>Class H<br>| 702000 | &nbsp;&nbsp;34169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harbin Boshi <br>Automation Co. <br>Ltd., Class A<br>| 13300 | &nbsp;&nbsp;31447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harbin Electric Co. <br>Ltd., Class H<br>| 254000 | &nbsp;&nbsp;645202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harbin Electric Corp. <br>Jiamusi Electric <br>Machine Co. Ltd., <br>Class A<br>| 14020 | &nbsp;&nbsp;28372 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Harbin Gloria <br>Pharmaceuticals <br>Co. Ltd., Class A<br>| 58300 | &nbsp;&nbsp;$28610 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Harbin Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 50900 | &nbsp;&nbsp;25782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HBIS Resources Co. <br>Ltd., Class A<br>| 21000 | &nbsp;&nbsp;71995 |
| \*Ω | HBM Holdings Ltd. | 117000 | &nbsp;&nbsp;178500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Health & Happiness <br>H&H International <br>Holdings Ltd.<br>| 59000 | &nbsp;&nbsp;115504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hebei Hengshui <br>Laobaigan Liquor <br>Co. Ltd., Class A<br>| 15700 | &nbsp;&nbsp;36459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hebei Sinopack <br>Electronic <br>Technology Co. <br>Ltd., Class A<br>| 3080 | &nbsp;&nbsp;35124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hebei Yangyuan <br>Zhihui Beverage <br>Co. Ltd., Class A<br>| 19500 | &nbsp;&nbsp;88678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hefei Jianghang <br>Aircraft Equipment <br>Co. Ltd., Class A<br>| 16818 | &nbsp;&nbsp;33467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hefei Meiya <br>Optoelectronic <br>Technology, Inc., <br>Class A<br>| 18240 | &nbsp;&nbsp;53726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hefei Urban <br>Construction <br>Development Co. <br>Ltd., Class A<br>| 42600 | &nbsp;&nbsp;85478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heilongjiang <br>Agriculture Co. Ltd., <br>Class A<br>| 24900 | &nbsp;&nbsp;62690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HeiLongJiang ZBD <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 14400 | &nbsp;&nbsp;18127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Helens International <br>Holdings Co. Ltd.<br>| 127500 | &nbsp;&nbsp;15309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hello Group, Inc., <br>Sponsored ADR<br>| 48779 | &nbsp;&nbsp;332673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henan Liliang <br>Diamond Co. Ltd., <br>Class A<br>| 9100 | &nbsp;&nbsp;52124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henan Lingrui <br>Pharmaceutical Co., <br>Class A<br>| 16300 | &nbsp;&nbsp;51536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henan Mingtai Al <br>Industrial Co. Ltd., <br>Class A<br>| 25800 | &nbsp;&nbsp;61903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henan Pinggao <br>Electric Co. Ltd., <br>Class A<br>| 28200 | &nbsp;&nbsp;85709 |

---

------

**World ex U.S. Core Equity 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>| 53200 | &nbsp;&nbsp;$248196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henan Shuanghui <br>Investment & <br>Development Co. <br>Ltd., Class A<br>| 18900 | &nbsp;&nbsp;69842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henan Thinker <br>Automatic <br>Equipment Co. Ltd., <br>Class A<br>| 9240 | &nbsp;&nbsp;35001 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Henan Yicheng New <br>Energy Co. Ltd., <br>Class A<br>| 38000 | &nbsp;&nbsp;27338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henan Yuguang Gold <br>& Lead Co. Ltd., <br>Class A<br>| 20400 | &nbsp;&nbsp;63460 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Henan Yuneng <br>Holdings Co. Ltd., <br>Class A<br>| 27500 | &nbsp;&nbsp;24522 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Henan Zhongfu <br>Industry Co. Ltd., <br>Class A<br>| 112200 | &nbsp;&nbsp;154003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hengan International <br>Group Co. Ltd.<br>| 223000 | &nbsp;&nbsp;806105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hengdian Group <br>DMEGC Magnetics <br>Co. Ltd., Class A<br>| 41600 | &nbsp;&nbsp;120890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hengli Petrochemical <br>Co. Ltd., Class A<br>| 48100 | &nbsp;&nbsp;180577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hengtong Logistics <br>Co. Ltd., Class A<br>| 9400 | &nbsp;&nbsp;13754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hengtong <br>Optic-electric Co. <br>Ltd., Class A<br>| 31500 | &nbsp;&nbsp;158466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hengyi Petrochemical <br>Co. Ltd., Class A<br>| 54250 | &nbsp;&nbsp;94283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hesteel Co. Ltd., <br>Class A<br>| 207600 | &nbsp;&nbsp;74751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hexing Electrical Co. <br>Ltd., Class A<br>| 8600 | &nbsp;&nbsp;48499 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HG Semiconductor <br>Ltd.<br>| 280000 | &nbsp;&nbsp;17426 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hi Sun Technology <br>China Ltd.<br>| 819000 | &nbsp;&nbsp;52364 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;High Templar Tech <br>Ltd., Sponsored <br>ADR<br>| 61155 | &nbsp;&nbsp;177961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hisense Home <br>Appliances Group <br>Co. Ltd., Class H<br>| 137000 | &nbsp;&nbsp;402493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hisense Visual <br>Technology Co. <br>Ltd., Class A<br>| 18300 | &nbsp;&nbsp;65440 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hithink RoyalFlush <br>Information Network <br>Co. Ltd., Class A<br>| 1900 | &nbsp;&nbsp;$95417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HLA Group Corp. Ltd., <br>Class A<br>| 84200 | &nbsp;&nbsp;74273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HMT Xiamen New <br>Technical Materials <br>Co. Ltd., Class A<br>| 8900 | &nbsp;&nbsp;99631 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HNA Technology Co. <br>Ltd., Class A<br>| 65200 | &nbsp;&nbsp;34706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hongfa Technology <br>Co. Ltd., Class A<br>| 16884 | &nbsp;&nbsp;69680 |
| \* | Honghua Group Ltd. | 457000 | &nbsp;&nbsp;11755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hongli Zhihui Group <br>Co. Ltd., Class A<br>| 18300 | &nbsp;&nbsp;19804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hongrun Construction <br>Group Co. Ltd., <br>Class A<br>| 36200 | &nbsp;&nbsp;53061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hongta Securities Co. <br>Ltd., Class A<br>| 18450 | &nbsp;&nbsp;21704 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hopson Development <br>Holdings Ltd.<br>| 413086 | &nbsp;&nbsp;183989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Horizon Construction <br>Development Ltd.<br>| 139554 | &nbsp;&nbsp;17855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hoshine Silicon <br>Industry Co. Ltd., <br>Class A<br>| 3400 | &nbsp;&nbsp;24295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hoymiles Power <br>Electronics, Inc., <br>Class A<br>| 1463 | &nbsp;&nbsp;21699 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Hua Hong <br>Semiconductor Ltd., <br>Class H<br>| 224000 | &nbsp;&nbsp;3314908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huaan Securities Co. <br>Ltd., Class A<br>| 67020 | &nbsp;&nbsp;68948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huabao Flavours & <br>Fragrances Co. <br>Ltd., Class A<br>| 10500 | &nbsp;&nbsp;29164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huabao International <br>Holdings Ltd.<br>| 172000 | &nbsp;&nbsp;112343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huada Automotive <br>Technology Corp. <br>Ltd., Class A<br>| 5000 | &nbsp;&nbsp;36988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huadian Heavy <br>Industries Co. Ltd., <br>Class A<br>| 33400 | &nbsp;&nbsp;53812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huadian Power <br>International Corp. <br>Ltd., Class H<br>| 364000 | &nbsp;&nbsp;192507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huadong Medicine <br>Co. Ltd., Class A<br>| 8200 | &nbsp;&nbsp;42566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huafon Chemical Co. <br>Ltd., Class A<br>| 88800 | &nbsp;&nbsp;164527 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Huafu Fashion Co. <br>Ltd., Class A<br>| 75800 | &nbsp;&nbsp;45537 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huaibei Mining <br>Holdings Co. Ltd., <br>Class A<br>| 50600 | &nbsp;&nbsp;$91354 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Huaihe Energy Group <br>Co. Ltd., Class A<br>| 88000 | &nbsp;&nbsp;43319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hualan Biological <br>Engineering, Inc., <br>Class A<br>| 10669 | &nbsp;&nbsp;23995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huaming Power <br>Equipment Co. Ltd., <br>Class A<br>| 18400 | &nbsp;&nbsp;78826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huaneng Power <br>International, Inc., <br>Class H<br>| 676000 | &nbsp;&nbsp;492874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huangshan Novel Co. <br>Ltd., Class A<br>| 15300 | &nbsp;&nbsp;27729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huangshan Tourism <br>Development Co. <br>Ltd., Class A<br>| 15500 | &nbsp;&nbsp;28450 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Huanxi Media Group <br>Ltd.<br>| 310000 | &nbsp;&nbsp;11529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huapont Life Sciences <br>Co. Ltd., Class A<br>| 52000 | &nbsp;&nbsp;41888 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Huatai Securities Co. <br>Ltd., Class H<br>| 284200 | &nbsp;&nbsp;677607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huatu Cendes Co. <br>Ltd., Class A<br>| 2940 | &nbsp;&nbsp;32711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huaxi Securities Co. <br>Ltd., Class A<br>| 37200 | &nbsp;&nbsp;49336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huaxia Bank Co. Ltd., <br>Class A<br>| 75900 | &nbsp;&nbsp;69255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huaxin Cement Co. <br>Ltd. (6655 HK), <br>Class H<br>| 102300 | &nbsp;&nbsp;243725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huayu Automotive <br>Systems Co. Ltd., <br>Class A<br>| 32551 | &nbsp;&nbsp;90088 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hubei Broadcasting & <br>Television <br>Information Network <br>Co. Ltd., Class A<br>| 17600 | &nbsp;&nbsp;13695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hubei Chutian Smart <br>Communication Co. <br>Ltd., Class A<br>| 32600 | &nbsp;&nbsp;18670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hubei Dinglong Co. <br>Ltd., Class A<br>| 6400 | &nbsp;&nbsp;41025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hubei Energy Group <br>Co. Ltd., Class A<br>| 31500 | &nbsp;&nbsp;20897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hubei Huitian New <br>Materials Co. Ltd., <br>Class A<br>| 16800 | &nbsp;&nbsp;30513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hubei Jumpcan <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 22800 | &nbsp;&nbsp;85524 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hubei Xingfa <br>Chemicals Group <br>Co. Ltd., Class A<br>| 28300 | &nbsp;&nbsp;$165242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hubei Yihua Chemical <br>Industry Co. Ltd., <br>Class A<br>| 26300 | &nbsp;&nbsp;62800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hubei Zhenhua <br>Chemical Co. Ltd., <br>Class A<br>| 20860 | &nbsp;&nbsp;102507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huishang Bank Corp. <br>Ltd., Class H<br>| 170400 | &nbsp;&nbsp;75298 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Huitongda Network <br>Co. Ltd., Class H<br>| 6200 | &nbsp;&nbsp;8011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huizhou Desay Sv <br>Automotive Co. <br>Ltd., Class A<br>| 3800 | &nbsp;&nbsp;66888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Humanwell Healthcare <br>Group Co. Ltd., <br>Class A<br>| 27600 | &nbsp;&nbsp;72994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hunan Aihua Group <br>Co. Ltd., Class A<br>| 11300 | &nbsp;&nbsp;29578 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hunan Corun New <br>Energy Co. Ltd., <br>Class A<br>| 17000 | &nbsp;&nbsp;17136 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hunan Er-Kang <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 51000 | &nbsp;&nbsp;28046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hunan Gold Corp. <br>Ltd., Class A<br>| 14560 | &nbsp;&nbsp;75041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hunan Jiudian <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 15500 | &nbsp;&nbsp;34347 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hunan New Wellful <br>Co. Ltd., Class A<br>| 26000 | &nbsp;&nbsp;22076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hunan TV & <br>Broadcast <br>Intermediary Co. <br>Ltd., Class A<br>| 44800 | &nbsp;&nbsp;70662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hunan Valin Steel Co. <br>Ltd., Class A<br>| 83640 | &nbsp;&nbsp;75263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hunan Zhongke <br>Electric Co. Ltd., <br>Class A<br>| 26900 | &nbsp;&nbsp;82002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hundsun <br>Technologies, Inc., <br>Class A<br>| 4976 | &nbsp;&nbsp;22214 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;HUTCHMED China <br>Ltd. 13 HK<br>| 98500 | &nbsp;&nbsp;294627 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;HUTCHMED China <br>Ltd. HCM US, ADR<br>| 2921 | &nbsp;&nbsp;43815 |
| # | HUYA, Inc., ADR | 27296 | &nbsp;&nbsp;115735 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Hygeia Healthcare <br>Holdings Co. Ltd.<br>| 102800 | &nbsp;&nbsp;168831 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hytera <br>Communications <br>Corp. Ltd., Class A<br>| 35200 | &nbsp;&nbsp;54955 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HyUnion Holding Co. <br>Ltd., Class A<br>| 21900 | &nbsp;&nbsp;$27559 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IAT Automobile <br>Technology Co. <br>Ltd., Class A<br>| 16000 | &nbsp;&nbsp;22361 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;iDreamSky <br>Technology <br>Holdings Ltd.<br>| 423600 | &nbsp;&nbsp;32054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IEIT Systems Co. Ltd., <br>Class A<br>| 3800 | &nbsp;&nbsp;34246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Iflytek Co. Ltd., <br>Class A<br>| 4200 | &nbsp;&nbsp;35970 |
|  | IKD Co. Ltd., Class A | 28200 | &nbsp;&nbsp;77715 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;IMAX China Holding, <br>Inc.<br>| 24000 | &nbsp;&nbsp;25085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Imeik Technology <br>Development Co. <br>Ltd., Class A<br>| 1482 | &nbsp;&nbsp;29800 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IMotion Automotive <br>Technology Suzhou <br>Co. Ltd., Class H<br>| 21300 | &nbsp;&nbsp;14912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Industrial & <br>Commercial Bank of <br>China Ltd., Class H<br>| 4006000 | &nbsp;&nbsp;3322963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Industrial Bank Co. <br>Ltd., Class A<br>| 147900 | &nbsp;&nbsp;397931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Industrial Securities <br>Co. Ltd., Class A<br>| 56320 | &nbsp;&nbsp;55725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Infore Environment <br>Technology Group <br>Co. Ltd., Class A<br>| 52000 | &nbsp;&nbsp;52520 |
| \*Ω | Ingdan, Inc. | 206000 | &nbsp;&nbsp;103180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ingenic <br>Semiconductor Co. <br>Ltd., Class A<br>| 2500 | &nbsp;&nbsp;51567 |
| \* | Inkeverse Group Ltd. | 387000 | &nbsp;&nbsp;43628 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;INKON Life <br>Technology Co. <br>Ltd., Class A<br>| 18300 | &nbsp;&nbsp;30146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inmyshow Digital <br>Technology Group <br>Co. Ltd., Class A<br>| 58200 | &nbsp;&nbsp;63627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inner Mongolia <br>BaoTou Steel Union <br>Co. Ltd., Class A<br>| 306400 | &nbsp;&nbsp;109773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inner Mongolia Berun <br>Chemical Co. Ltd., <br>Class A<br>| 78600 | &nbsp;&nbsp;95581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inner Mongolia Dian <br>Tou Energy Corp. <br>Ltd., Class A<br>| 31100 | &nbsp;&nbsp;128441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inner Mongolia <br>ERDOS Resources <br>Co. Ltd., Class A<br>| 39788 | &nbsp;&nbsp;90106 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Inner Mongolia Furui <br>Medical Science <br>Co. Ltd., Class A<br>| 3600 | &nbsp;&nbsp;$34963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inner Mongolia <br>Junzheng Energy & <br>Chemical Industry <br>Group Co. Ltd., <br>Class A<br>| 87300 | &nbsp;&nbsp;74194 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inner Mongolia <br>MengDian HuaNeng <br>Thermal Power <br>Corp. Ltd., Class A<br>| 61600 | &nbsp;&nbsp;43175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inner Mongolia Xingye <br>Silver&Tin Mining <br>Co. Ltd., Class A<br>| 16900 | &nbsp;&nbsp;142461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inner Mongolia Yili <br>Industrial Group Co. <br>Ltd., Class A<br>| 37900 | &nbsp;&nbsp;143703 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;InnoCare Pharma <br>Ltd., Class H<br>| 72000 | &nbsp;&nbsp;108019 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Innovent Biologics, <br>Inc.<br>| 37000 | &nbsp;&nbsp;384063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Innuovo Technology <br>Co. Ltd., Class A<br>| 19000 | &nbsp;&nbsp;28261 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Insigma Technology <br>Co. Ltd., Class A<br>| 21100 | &nbsp;&nbsp;32205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inspur Digital <br>Enterprise <br>Technology Ltd.<br>| 156000 | &nbsp;&nbsp;99959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intco Medical <br>Technology Co. <br>Ltd., Class A<br>| 13300 | &nbsp;&nbsp;80097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intron Technology <br>Holdings Ltd.<br>| 53000 | &nbsp;&nbsp;12756 |
| #\* | iQIYI, Inc., ADR | 153605 | &nbsp;&nbsp;319498 |
|  | iRay Group, Class A | 2066 | &nbsp;&nbsp;35196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IReader Technology <br>Co. Ltd., Class A<br>| 7700 | &nbsp;&nbsp;27316 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IRICO Display <br>Devices Co. Ltd., <br>Class A<br>| 60400 | &nbsp;&nbsp;58458 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;J&T Global Express <br>Ltd.<br>| 613200 | &nbsp;&nbsp;797876 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;JA Solar Technology <br>Co. Ltd., Class A<br>| 23760 | &nbsp;&nbsp;38653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jade Bird Fire Co. <br>Ltd., Class A<br>| 30084 | &nbsp;&nbsp;48836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jafron Biomedical Co. <br>Ltd., Class A<br>| 6400 | &nbsp;&nbsp;18441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jangho Group Co. <br>Ltd., Class A<br>| 34800 | &nbsp;&nbsp;48105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jason Furniture <br>Hangzhou Co. Ltd., <br>Class A<br>| 17100 | &nbsp;&nbsp;87116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JCET Group Co. Ltd., <br>Class A<br>| 16300 | &nbsp;&nbsp;115922 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JCHX Mining <br>Management Co. <br>Ltd., Class A<br>| 6900 | &nbsp;&nbsp;$77670 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;JD Health <br>International, Inc.<br>| 157350 | &nbsp;&nbsp;1265980 |
| \*Ω | JD Logistics, Inc. | 650900 | &nbsp;&nbsp;930230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JD.com, Inc. (9618 <br>HK), Class A<br>| 437357 | &nbsp;&nbsp;6236987 |
|  | Jia Yao Holdings Ltd. | 20000 | &nbsp;&nbsp;6330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiajiayue Group Co. <br>Ltd., Class A<br>| 26300 | &nbsp;&nbsp;49265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiang Su Suyan <br>Jingshen Co. Ltd., <br>Class A<br>| 29900 | &nbsp;&nbsp;49495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangling Motors Corp. <br>Ltd., Class A<br>| 9800 | &nbsp;&nbsp;25477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Asia-Pacific <br>Light Alloy <br>Technology Co. <br>Ltd., Class A<br>| 32000 | &nbsp;&nbsp;35442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Azure Corp., <br>Class A<br>| 20400 | &nbsp;&nbsp;49827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Bojun <br>Industrial <br>Technology Co. <br>Ltd., Class A<br>| 9250 | &nbsp;&nbsp;40360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Broadcasting <br>Cable Information <br>Network Corp. Ltd., <br>Class A<br>| 102300 | &nbsp;&nbsp;64156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Changshu <br>Automotive Trim <br>Group Co. Ltd., <br>Class A<br>| 8000 | &nbsp;&nbsp;17747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Changshu <br>Rural Commercial <br>Bank Co. Ltd., <br>Class A<br>| 79618 | &nbsp;&nbsp;83631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Chint Power <br>Technology Co. <br>Ltd., Class A<br>| 11200 | &nbsp;&nbsp;38837 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Dagang Co. <br>Ltd., Class A<br>| 10800 | &nbsp;&nbsp;27174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Dingsheng <br>New Energy <br>Materials Co. Ltd., <br>Class A<br>| 29060 | &nbsp;&nbsp;70962 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Eastern <br>Shenghong Co. <br>Ltd., Class A<br>| 6600 | &nbsp;&nbsp;12556 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Expressway <br>Co. Ltd., Class H<br>| 202000 | &nbsp;&nbsp;266506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Financial <br>Leasing Co. Ltd., <br>Class A<br>| 143900 | &nbsp;&nbsp;131885 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu General <br>Science Technology <br>Co. Ltd., Class A<br>| 48800 | &nbsp;&nbsp;$32911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Gian <br>Technology Co. <br>Ltd., Class A<br>| 5500 | &nbsp;&nbsp;32666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Guomao <br>Reducer Co. Ltd., <br>Class A<br>| 15220 | &nbsp;&nbsp;37630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Guotai <br>International Group <br>Co. Ltd., Class A<br>| 47900 | &nbsp;&nbsp;60890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Guoxin Corp. <br>Ltd., Class A<br>| 22900 | &nbsp;&nbsp;25441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Haili Wind <br>Power Equipment <br>Technology Co. <br>Ltd., Class A<br>| 4200 | &nbsp;&nbsp;52712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Hengli <br>Hydraulic Co. Ltd., <br>Class A<br>| 5717 | &nbsp;&nbsp;88959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Hengrui <br>Pharmaceuticals <br>Co. Ltd., Class A<br>| 8533 | &nbsp;&nbsp;71371 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Hongdou <br>Industrial Co. Ltd., <br>Class A<br>| 74100 | &nbsp;&nbsp;25142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Hongtian <br>Technology Co. <br>Ltd., Class A<br>| 5700 | &nbsp;&nbsp;33451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Huachang <br>Chemical Co. Ltd., <br>Class A<br>| 17700 | &nbsp;&nbsp;16531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Jiangyin Rural <br>Commercial Bank <br>Co. Ltd., Class A<br>| 72583 | &nbsp;&nbsp;47733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Jiejie <br>Microelectronics Co. <br>Ltd., Class A<br>| 7400 | &nbsp;&nbsp;37296 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Kanion <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 14200 | &nbsp;&nbsp;29620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu King's Luck <br>Brewery JSC Ltd., <br>Class A<br>| 7987 | &nbsp;&nbsp;38490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Leili Motor <br>Co. Ltd., Class A<br>| 9520 | &nbsp;&nbsp;71821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Lianyungang <br>Port Co. Ltd., <br>Class A<br>| 19500 | &nbsp;&nbsp;15133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Lihua Foods <br>Group Co. Ltd.<br>| 22875 | &nbsp;&nbsp;66212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Linyang <br>Energy Co. Ltd., <br>Class A<br>| 45100 | &nbsp;&nbsp;37378 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Lopal Tech <br>Group Co. Ltd., <br>Class A<br>| 13900 | &nbsp;&nbsp;$35977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Nata <br>Opto-electronic <br>Material Co. Ltd., <br>Class A<br>| 9840 | &nbsp;&nbsp;78219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Nhwa <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 18500 | &nbsp;&nbsp;62903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Pacific Quartz <br>Co. Ltd., Class A<br>| 8850 | &nbsp;&nbsp;50586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Phoenix <br>Publishing & Media <br>Corp. Ltd., Class A<br>| 34800 | &nbsp;&nbsp;50516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Provincial <br>Agricultural <br>Reclamation & <br>Development Corp., <br>Class A<br>| 30300 | &nbsp;&nbsp;44023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Shagang Co. <br>Ltd., Class A<br>| 28700 | &nbsp;&nbsp;23771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Shemar <br>Electric Co. Ltd., <br>Class A<br>| 7300 | &nbsp;&nbsp;47648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Shentong <br>Valve Co. Ltd., <br>Class A<br>| 12900 | &nbsp;&nbsp;31967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Sidike New <br>Material Science & <br>Technology Co. Ltd. <br>(300806 C2), <br>Class A<br>| 12600 | &nbsp;&nbsp;106268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Sidike New <br>Material Science & <br>Technology Co. Ltd. <br>(300806 CH), <br>Class A<br>| 4480 | &nbsp;&nbsp;37784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Soho High <br>Hope Group Corp., <br>Class A<br>| 59400 | &nbsp;&nbsp;29222 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Sopo <br>Chemical Co., <br>Class A<br>| 19000 | &nbsp;&nbsp;21637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Suzhou Rural <br>Commercial Bank <br>Co. Ltd., Class A<br>| 40040 | &nbsp;&nbsp;28935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu ToLand Alloy <br>Co. Ltd., Class A<br>| 7760 | &nbsp;&nbsp;41607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Xinquan <br>Automotive Trim <br>Co. Ltd., Class A<br>| 7600 | &nbsp;&nbsp;94963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Yanghe <br>Distillery Co. Ltd., <br>Class A<br>| 5400 | &nbsp;&nbsp;43001 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Yangnong <br>Chemical Co. Ltd., <br>Class A<br>| 5690 | &nbsp;&nbsp;$65852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Yoke <br>Technology Co. <br>Ltd., Class A<br>| 2400 | &nbsp;&nbsp;33259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Yuyue <br>Medical Equipment <br>& Supply Co. Ltd., <br>Class A<br>| 10900 | &nbsp;&nbsp;62598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Zhangjiagang <br>Rural Commercial <br>Bank Co. Ltd., <br>Class A<br>| 85720 | &nbsp;&nbsp;56381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Zhongtian <br>Technology Co. <br>Ltd., Class A<br>| 20900 | &nbsp;&nbsp;66986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Zijin Rural <br>Commercial Bank <br>Co. Ltd., Class A<br>| 118800 | &nbsp;&nbsp;48058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangxi Bank Co. Ltd., <br>Class H<br>| 33500 | &nbsp;&nbsp;3047 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangxi Black Cat <br>Carbon Black Co. <br>Ltd., Class A<br>| 13200 | &nbsp;&nbsp;19150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangxi Copper Co. <br>Ltd., Class H<br>| 345000 | &nbsp;&nbsp;2061092 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangxi Fushine <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 12700 | &nbsp;&nbsp;27653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangxi Ganneng Co. <br>Ltd., Class A<br>| 19600 | &nbsp;&nbsp;30368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangxi Ganyue <br>Expressway Co. <br>Ltd., Class A<br>| 52900 | &nbsp;&nbsp;37692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangxi Guotai Group <br>Co. Ltd., Class A<br>| 15500 | &nbsp;&nbsp;32618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangxi <br>Huangshanghuang <br>Group Food Co. <br>Ltd., Class A<br>| 13500 | &nbsp;&nbsp;22840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangxi Xinyu Guoke <br>Technology Co. <br>Ltd., Class A<br>| 7200 | &nbsp;&nbsp;33624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangyin Haida <br>Rubber & Plastic <br>Co. Ltd., Class A<br>| 13700 | &nbsp;&nbsp;20251 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangyin Hengrun <br>Heavy Industries <br>Co. Ltd., Class A<br>| 8600 | &nbsp;&nbsp;20035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangyin Jianghua <br>Microelectronics <br>Materials Co. Ltd., <br>Class A<br>| 5800 | &nbsp;&nbsp;21191 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jianmin <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 3400 | &nbsp;&nbsp;$16957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiaozuo Wanfang <br>Aluminum <br>Manufacturing Co. <br>Ltd., Class A<br>| 36500 | &nbsp;&nbsp;70128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiayin Group, Inc., <br>ADR<br>| 750 | &nbsp;&nbsp;4950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiayou International <br>Logistics Co. Ltd., <br>Class A<br>| 25200 | &nbsp;&nbsp;49991 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jihua Group Corp. <br>Ltd., Class A<br>| 82900 | &nbsp;&nbsp;39577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jilin Aodong <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 14400 | &nbsp;&nbsp;42349 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jilin Chemical Fibre, <br>Class A<br>| 45300 | &nbsp;&nbsp;31413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jilin Electric Power <br>Co. Ltd., Class A<br>| 44000 | &nbsp;&nbsp;42923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jilin OLED Material <br>Tech Co. Ltd., <br>Class A<br>| 7018 | &nbsp;&nbsp;37365 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jinbei Automotive Co. <br>Ltd., Class A<br>| 24900 | &nbsp;&nbsp;16834 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Jinchuan Group <br>International <br>Resources Co. Ltd.<br>| 653000 | &nbsp;&nbsp;20061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jinduicheng <br>Molybdenum Co. <br>Ltd., Class A<br>| 77100 | &nbsp;&nbsp;225689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jinghua <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 20700 | &nbsp;&nbsp;22762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jingjin Equipment, <br>Inc., Class A<br>| 15800 | &nbsp;&nbsp;45603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jinhong Gas Co. Ltd., <br>Class A<br>| 6719 | &nbsp;&nbsp;21689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jinhui Liquor Co. Ltd., <br>Class A<br>| 8000 | &nbsp;&nbsp;25116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JinkoSolar Holding <br>Co. Ltd., ADR<br>| 12176 | &nbsp;&nbsp;312071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jinlei Technology Co. <br>Ltd., Class A<br>| 8500 | &nbsp;&nbsp;33594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jinlongyu Group Co. <br>Ltd., Class A<br>| 11300 | &nbsp;&nbsp;51085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jinmao Property <br>Services Co. Ltd.<br>| 59120 | &nbsp;&nbsp;20028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jinneng Holding <br>Shanxi Coal <br>Industry Co. Ltd., <br>Class A<br>| 41400 | &nbsp;&nbsp;90730 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jinneng Holding <br>Shanxi Electric <br>Power Co. Ltd., <br>Class A<br>| 33900 | &nbsp;&nbsp;$14734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jinneng <br>Science&Technology <br>Co. Ltd., Class A<br>| 32000 | &nbsp;&nbsp;32246 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Jinxin Fertility Group <br>Ltd.<br>| 858000 | &nbsp;&nbsp;267980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jinyu Bio-Technology <br>Co. Ltd., Class A<br>| 24900 | &nbsp;&nbsp;64667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JiuGui Liquor Co. Ltd., <br>Class A<br>| 3900 | &nbsp;&nbsp;31826 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Jiumaojiu International <br>Holdings Ltd.<br>| 313000 | &nbsp;&nbsp;85610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jizhong Energy <br>Resources Co. Ltd., <br>Class A<br>| 110900 | &nbsp;&nbsp;89203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JL Mag Rare-Earth <br>Co. Ltd. (6680 HK), <br>Class H<br>| 16000 | &nbsp;&nbsp;45012 |
|  | JNBY Design Ltd. | 88500 | &nbsp;&nbsp;218806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Joincare <br>Pharmaceutical <br>Group Industry Co. <br>Ltd., Class A<br>| 40200 | &nbsp;&nbsp;67508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Joinn Laboratories <br>China Co. Ltd., <br>Class A<br>| 14624 | &nbsp;&nbsp;79959 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Joinn Laboratories <br>China Co. Ltd., <br>Class H<br>| 10200 | &nbsp;&nbsp;31742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jointo Energy <br>Investment Co. Ltd. <br>Hebei, Class A<br>| 23500 | &nbsp;&nbsp;29502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jointown <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 46480 | &nbsp;&nbsp;35587 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jolywood Suzhou <br>Sunwatt Co. Ltd., <br>Class A<br>| 28200 | &nbsp;&nbsp;33202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jones Tech PLC, <br>Class A<br>| 7400 | &nbsp;&nbsp;59694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jonjee Hi-Tech <br>Industrial & <br>Commercial Holding <br>Co. Ltd., Class A<br>| 14900 | &nbsp;&nbsp;38282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JS Corrugating <br>Machinery Co. Ltd., <br>Class A<br>| 14500 | &nbsp;&nbsp;26965 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;JS Global Lifestyle <br>Co. Ltd.<br>| 285000 | &nbsp;&nbsp;65373 |
|  | JSTI Group, Class A | 30744 | &nbsp;&nbsp;33737 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ju Teng International <br>Holdings Ltd.<br>| 328000 | &nbsp;&nbsp;79628 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Juneyao Airlines Co. <br>Ltd., Class A<br>| 23700 | &nbsp;&nbsp;$51225 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;JW Cayman <br>Therapeutics Co. <br>Ltd.<br>| 105500 | &nbsp;&nbsp;32694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kailuan Energy <br>Chemical Co. Ltd., <br>Class A<br>| 35000 | &nbsp;&nbsp;31881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kaishan Group Co. <br>Ltd., Class A<br>| 28700 | &nbsp;&nbsp;70453 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;KBC Corp. Ltd., <br>Class A<br>| 2693 | &nbsp;&nbsp;11002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keboda Technology <br>Co. Ltd., Class A<br>| 4500 | &nbsp;&nbsp;45063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keda Industrial Group <br>Co. Ltd., Class A<br>| 43500 | &nbsp;&nbsp;110822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KEDE Numerical <br>Control Co. Ltd., <br>Class A<br>| 3006 | &nbsp;&nbsp;26463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kehua Data Co. Ltd., <br>Class A<br>| 5700 | &nbsp;&nbsp;51124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keshun Waterproof <br>Technologies Co. <br>Ltd., Class A<br>| 47500 | &nbsp;&nbsp;48671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kidswant Children <br>Products Co. Ltd., <br>Class A<br>| 34500 | &nbsp;&nbsp;53156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinetic Development <br>Group Ltd.<br>| 826000 | &nbsp;&nbsp;184708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kingboard Holdings <br>Ltd.<br>| 269500 | &nbsp;&nbsp;1092112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kingboard Laminates <br>Holdings Ltd.<br>| 322000 | &nbsp;&nbsp;604573 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;KingClean Electric Co. <br>Ltd., Class A<br>| 9180 | &nbsp;&nbsp;42726 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Kingdee International <br>Software Group Co. <br>Ltd.<br>| 127000 | &nbsp;&nbsp;209768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kingfa Sci & Tech Co. <br>Ltd., Class A<br>| 15000 | &nbsp;&nbsp;41179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kingnet Network Co. <br>Ltd., Class A<br>| 25800 | &nbsp;&nbsp;92383 |
|  | Kingsoft Corp. Ltd. | 182000 | &nbsp;&nbsp;698232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Konfoong Materials <br>International Co. <br>Ltd., Class A<br>| 3000 | &nbsp;&nbsp;48995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KPC Pharmaceuticals, <br>Inc., Class A<br>| 12100 | &nbsp;&nbsp;21745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuaijishan Shaoxing <br>Wine Co. Ltd., <br>Class A<br>| 15700 | &nbsp;&nbsp;48985 |
| Ω | Kuaishou Technology | 591900 | &nbsp;&nbsp;6047505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuangda Technology <br>Group Co. Ltd., <br>Class A<br>| 43400 | &nbsp;&nbsp;42746 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kunlun Energy Co. <br>Ltd.<br>| 1426000 | &nbsp;&nbsp;$1461054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kunshan Huguang <br>Auto Harness Co. <br>Ltd., Class A<br>| 7100 | &nbsp;&nbsp;29721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kunshan Kinglai <br>Hygienic Materials <br>Co. Ltd., Class A<br>| 7920 | &nbsp;&nbsp;60972 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kunwu Jiuding <br>Investment Holdings <br>Co. Ltd., Class A<br>| 11200 | &nbsp;&nbsp;35925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kweichow Moutai Co. <br>Ltd., Class A<br>| 6038 | &nbsp;&nbsp;1217205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lakala Payment Co. <br>Ltd., Class A<br>| 13300 | &nbsp;&nbsp;50354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lancy Co. Ltd., <br>Class A<br>| 9300 | &nbsp;&nbsp;25008 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lanzhou LS Heavy <br>Equipment Co. Ltd., <br>Class A<br>| 35900 | &nbsp;&nbsp;53894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lao Feng Xiang Co. <br>Ltd., Class A<br>| 6800 | &nbsp;&nbsp;44910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Laobaixing Pharmacy <br>Chain JSC, <br>Class A<br>| 23663 | &nbsp;&nbsp;52328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Launch Tech Co. Ltd., <br>Class H<br>| 40500 | &nbsp;&nbsp;45809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LB Group Co. Ltd., <br>Class A<br>| 36700 | &nbsp;&nbsp;117025 |
|  | LC Logistics, Inc. | 15000 | &nbsp;&nbsp;10454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lee & Man Chemical <br>Co. Ltd.<br>| 62000 | &nbsp;&nbsp;47949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lee & Man Paper <br>Manufacturing Ltd.<br>| 398000 | &nbsp;&nbsp;181931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lee's Pharmaceutical <br>Holdings Ltd.<br>| 149500 | &nbsp;&nbsp;30792 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Legend Holdings <br>Corp., Class H<br>| 177600 | &nbsp;&nbsp;195992 |
| # | Lenovo Group Ltd. | 2596000 | &nbsp;&nbsp;2924948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lens Technology Co. <br>Ltd., Class A<br>| 60400 | &nbsp;&nbsp;315151 |
|  | Leoch Energy, Inc. | 1240 | &nbsp;&nbsp;10577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Leoch International <br>Technology Ltd.<br>| 62000 | &nbsp;&nbsp;5323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lepu Medical <br>Technology Beijing <br>Co. Ltd., Class A<br>| 14800 | &nbsp;&nbsp;38094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Leshan Giantstar <br>Farming & <br>Husbandry Corp. <br>Ltd., Class A<br>| 9200 | &nbsp;&nbsp;23305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Levima Advanced <br>Materials Corp., <br>Class A<br>| 15700 | &nbsp;&nbsp;48205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LexinFintech Holdings <br>Ltd., ADR<br>| 44876 | &nbsp;&nbsp;127897 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Leyard Optoelectronic <br>Co. Ltd., Class A<br>| 43500 | &nbsp;&nbsp;$43946 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Li Auto, Inc. (2015 <br>HK), Class A<br>| 263700 | &nbsp;&nbsp;2203731 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Li Auto, Inc. (LI US), <br>ADR<br>| 857 | &nbsp;&nbsp;14252 |
|  | Li Ning Co. Ltd. | 764500 | &nbsp;&nbsp;1999151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lianhe Chemical <br>Technology Co. <br>Ltd., Class A<br>| 30100 | &nbsp;&nbsp;75948 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liao Ning <br>Oxiranchem, Inc. <br>(300082 CH), <br>Class A<br>| 9800 | &nbsp;&nbsp;13848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Liaoning Cheng Da <br>Co. Ltd., Class A<br>| 34800 | &nbsp;&nbsp;62628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Liaoning Port Co. Ltd., <br>Class H<br>| 134000 | &nbsp;&nbsp;15415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lier Chemical Co. <br>Ltd., Class A<br>| 27380 | &nbsp;&nbsp;70064 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Lifetech Scientific <br>Corp.<br>| 552000 | &nbsp;&nbsp;129287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lijiang Yulong Tourism <br>Co. Ltd., Class A<br>| 18100 | &nbsp;&nbsp;25364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lingbao Gold Group <br>Co. Ltd., Class H<br>| 140000 | &nbsp;&nbsp;396183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lingyi iTech <br>Guangdong Co., <br>Class A<br>| 42100 | &nbsp;&nbsp;88661 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Linklogis, Inc., <br>Class B<br>| 315000 | &nbsp;&nbsp;90152 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liuzhou Iron & Steel <br>Co. Ltd., Class A<br>| 44400 | &nbsp;&nbsp;34016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Livzon Pharmaceutical <br>Group, Inc., <br>Class H<br>| 50471 | &nbsp;&nbsp;189929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lizhong Sitong Light <br>Alloys Group Co. <br>Ltd., Class A<br>| 11700 | &nbsp;&nbsp;40241 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;LK Technology <br>Holdings Ltd.<br>| 142250 | &nbsp;&nbsp;60755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Loncin Motor Co. Ltd., <br>Class A<br>| 22197 | &nbsp;&nbsp;48972 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Longfor Group <br>Holdings Ltd.<br>| 716783 | &nbsp;&nbsp;942624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Longhua Technology <br>Group Luoyang Co. <br>Ltd., Class A<br>| 10400 | &nbsp;&nbsp;14974 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LONGi Green Energy <br>Technology Co. <br>Ltd., Class A<br>| 33744 | &nbsp;&nbsp;86827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Longshine Technology <br>Group Co. Ltd., <br>Class A<br>| 7600 | &nbsp;&nbsp;18910 |
|  | Lonking Holdings Ltd. | 809000 | &nbsp;&nbsp;331849 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lotus Holdings Co. <br>Ltd.<br>| 47900 | &nbsp;&nbsp;$42691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lucky Harvest Co. <br>Ltd., Class A<br>| 7410 | &nbsp;&nbsp;37251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luenmei Quantum Co. <br>Ltd., Class A<br>| 47808 | &nbsp;&nbsp;48323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luoniushan Co. Ltd., <br>Class A<br>| 26700 | &nbsp;&nbsp;32505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luoyang Xinqianglian <br>Slewing Bearing <br>Co. Ltd., Class A<br>| 14300 | &nbsp;&nbsp;92220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lushang Freda <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 22600 | &nbsp;&nbsp;24393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luxi Chemical Group <br>Co. Ltd., Class A<br>| 47000 | &nbsp;&nbsp;132255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luxin Venture Capital <br>Group Co. Ltd., <br>Class A<br>| 12200 | &nbsp;&nbsp;40813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luxshare Precision <br>Industry Co. Ltd., <br>Class A<br>| 37949 | &nbsp;&nbsp;281414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luyang Energy-Saving <br>Materials Co. Ltd.<br>| 21000 | &nbsp;&nbsp;40130 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Luye Pharma Group <br>Ltd.<br>| 678500 | &nbsp;&nbsp;241020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luzhou Laojiao Co. <br>Ltd., Class A<br>| 9000 | &nbsp;&nbsp;156305 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Lygend Resources & <br>Technology Co. <br>Ltd.-H, Class H<br>| 21600 | &nbsp;&nbsp;69888 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Maanshan Iron & <br>Steel Co. Ltd., <br>Class H<br>| 452000 | &nbsp;&nbsp;156300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maccura <br>Biotechnology Co. <br>Ltd., Class A<br>| 16300 | &nbsp;&nbsp;28482 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Malion New Materials <br>Co. Ltd., Class A<br>| 19800 | &nbsp;&nbsp;29428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mango Excellent <br>Media Co. Ltd., <br>Class A<br>| 20602 | &nbsp;&nbsp;75474 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Maoyan <br>Entertainment<br>| 155118 | &nbsp;&nbsp;145544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maxscend <br>Microelectronics Co. <br>Ltd., Class A<br>| 1700 | &nbsp;&nbsp;19131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maxvision Technology <br>Corp., Class A<br>| 6800 | &nbsp;&nbsp;27683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mayinglong <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 6400 | &nbsp;&nbsp;25260 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Medlive Technology <br>Co. Ltd.<br>| 50500 | &nbsp;&nbsp;66214 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mehow Innovative <br>Ltd., Class A<br>| 7000 | &nbsp;&nbsp;$31303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meihua Holdings <br>Group Co. Ltd., <br>Class A<br>| 65600 | &nbsp;&nbsp;103956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meinian Onehealth <br>Healthcare Holdings <br>Co. Ltd., Class A<br>| 76900 | &nbsp;&nbsp;77294 |
| Ω | Meitu, Inc. | 301500 | &nbsp;&nbsp;297821 |
| \*Ω | Meituan, Class B | 383920 | &nbsp;&nbsp;4746204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mesnac Co. Ltd., <br>Class A<br>| 30300 | &nbsp;&nbsp;36091 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Metallurgical Corp. of <br>China Ltd., Class H<br>| 785000 | &nbsp;&nbsp;185709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;M-Grass Ecology & <br>Environment Group <br>Co. Ltd., Class A<br>| 42200 | &nbsp;&nbsp;24675 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Microport Cardioflow <br>Medtech Corp.<br>| 238000 | &nbsp;&nbsp;24168 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;MicroPort <br>NeuroScientific <br>Corp.<br>| 56428 | &nbsp;&nbsp;84965 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Microport Scientific <br>Corp.<br>| 153200 | &nbsp;&nbsp;230781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Micro-Tech Nanjing <br>Co. Ltd., Class A<br>| 2291 | &nbsp;&nbsp;26269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Midea Group Co. Ltd., <br>Class A<br>| 27500 | &nbsp;&nbsp;307138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Midea Group Co. Ltd., <br>Class H<br>| 18000 | &nbsp;&nbsp;197288 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Midea Real Estate <br>Holding Ltd.<br>| 92800 | &nbsp;&nbsp;50017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Milkyway Intelligent <br>Supply Chain <br>Service Group Co. <br>Ltd., Class A<br>| 5800 | &nbsp;&nbsp;52739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ming Yang Smart <br>Energy Group Ltd., <br>Class A<br>| 21700 | &nbsp;&nbsp;72443 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ming Yuan Cloud <br>Group Holdings <br>Ltd.<br>| 310000 | &nbsp;&nbsp;124040 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mingfa Group <br>International Co. <br>Ltd.<br>| 299000 | &nbsp;&nbsp;4318 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MINISO Group <br>Holding Ltd.<br>| 149200 | &nbsp;&nbsp;692828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Minmetals Capital Co. <br>Ltd., Class A<br>| 38000 | &nbsp;&nbsp;31485 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Minmetals <br>Development Co. <br>Ltd., Class A<br>| 25100 | &nbsp;&nbsp;49309 |
|  | Minth Group Ltd. | 242000 | &nbsp;&nbsp;1139324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MLS Co. Ltd., <br>Class A<br>| 42600 | &nbsp;&nbsp;60499 |
| \* | MMG Ltd. | 1775200 | &nbsp;&nbsp;2298352 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \*Ω | Mobvista, Inc. | 213000 | &nbsp;&nbsp;$406258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Montage Technology <br>Co. Ltd., Class A<br>| 2343 | &nbsp;&nbsp;61156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Moon Environment <br>Technology Co. <br>Ltd., Class A<br>| 30420 | &nbsp;&nbsp;70345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morimatsu <br>International <br>Holdings Co. Ltd.<br>| 99000 | &nbsp;&nbsp;135846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Motic Xiamen Electric <br>Group Co. Ltd., <br>Class A<br>| 9400 | &nbsp;&nbsp;22604 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mount Everest Gold <br>Group Co. Ltd.<br>| 12000 | &nbsp;&nbsp;2913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Muyuan Foods Co. <br>Ltd., Class A<br>| 18267 | &nbsp;&nbsp;121054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MYS Group Co. Ltd., <br>Class A<br>| 22300 | &nbsp;&nbsp;13374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nancal Technology <br>Co. Ltd., Class A<br>| 3800 | &nbsp;&nbsp;26123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nanjing Cosmos <br>Chemical Co. Ltd., <br>Class A<br>| 12180 | &nbsp;&nbsp;24051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nanjing Hanrui Cobalt <br>Co. Ltd., Class A<br>| 7300 | &nbsp;&nbsp;50600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nanjing Iron & Steel <br>Co. Ltd., Class A<br>| 119200 | &nbsp;&nbsp;99816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nanjing King-Friend <br>Biochemical <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 13100 | &nbsp;&nbsp;17837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nanjing <br>Pharmaceutical <br>Group Co. Ltd.<br>| 38500 | &nbsp;&nbsp;30660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nanjing Securities Co. <br>Ltd., Class A<br>| 25800 | &nbsp;&nbsp;29513 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nanjing Tanker Corp., <br>Class A<br>| 126900 | &nbsp;&nbsp;67342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nanjing Xinjiekou <br>Department Store <br>Co. Ltd., Class A<br>| 30600 | &nbsp;&nbsp;31489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nantong Jianghai <br>Capacitor Co. Ltd., <br>Class A<br>| 18900 | &nbsp;&nbsp;82934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nantong Jiangshan <br>Agrochemical & <br>Chemical LLC, <br>Class A<br>| 9000 | &nbsp;&nbsp;35520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NARI Technology Co. <br>Ltd., Class A<br>| 46532 | &nbsp;&nbsp;168311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NAURA Technology <br>Group Co. Ltd., <br>Class A<br>| 1755 | &nbsp;&nbsp;119832 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NavInfo Co. Ltd., <br>Class A<br>| 31400 | &nbsp;&nbsp;47763 |
| \* | Nayuki Holdings Ltd. | 161500 | &nbsp;&nbsp;22518 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NBTM New Materials <br>Group Co. Ltd., <br>Class A<br>| 12900 | &nbsp;&nbsp;$61662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NetDragon Websoft <br>Holdings Ltd.<br>| 84000 | &nbsp;&nbsp;108039 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;NetEase Cloud Music, <br>Inc.<br>| 9250 | &nbsp;&nbsp;213447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NetEase, Inc. (NTES <br>US), ADR<br>| 41035 | &nbsp;&nbsp;5286539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Neusoft Corp., <br>Class A<br>| 18600 | &nbsp;&nbsp;28026 |
|  | Neutech Group Ltd. | 32000 | &nbsp;&nbsp;9669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New China Life <br>Insurance Co. Ltd., <br>Class H<br>| 322000 | &nbsp;&nbsp;2618319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New Guomai Digital <br>Culture Co. Ltd., <br>Class A<br>| 13200 | &nbsp;&nbsp;27730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New Hope Dairy Co. <br>Ltd., Class A<br>| 8800 | &nbsp;&nbsp;22971 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New Hope Liuhe Co. <br>Ltd., Class A<br>| 13100 | &nbsp;&nbsp;17048 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;New Journey Health <br>Technology Group <br>Co. Ltd., Class A<br>| 59000 | &nbsp;&nbsp;19859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New Trend <br>International <br>Logis-Tech Co. Ltd., <br>Class A<br>| 12200 | &nbsp;&nbsp;21485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Neway Valve Suzhou <br>Co. Ltd., Class A<br>| 16500 | &nbsp;&nbsp;143695 |
| \* | Newborn Town, Inc. | 138000 | &nbsp;&nbsp;202931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Newland Digital <br>Technology Co. <br>Ltd., Class A<br>| 17900 | &nbsp;&nbsp;70229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nexteer Automotive <br>Group Ltd.<br>| 302000 | &nbsp;&nbsp;257636 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nine Dragons Paper <br>Holdings Ltd.<br>| 507000 | &nbsp;&nbsp;534133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Boway Alloy <br>Material Co. Ltd., <br>Class A<br>| 20600 | &nbsp;&nbsp;58119 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Changhong <br>Polymer Scientific & <br>Technical, Inc., <br>Class A<br>| 12700 | &nbsp;&nbsp;25834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Haitian <br>Precision Machinery <br>Co. Ltd., Class A<br>| 12700 | &nbsp;&nbsp;36149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Huaxiang <br>Electronic Co. Ltd., <br>Class A<br>| 21900 | &nbsp;&nbsp;104075 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Jifeng Auto <br>Parts Co. Ltd., <br>Class A<br>| 28300 | &nbsp;&nbsp;60246 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Jintian Copper <br>Group Co. Ltd., <br>Class A<br>| 37300 | &nbsp;&nbsp;$63842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Joyson <br>Electronic Corp., <br>Class A<br>| 27600 | &nbsp;&nbsp;111070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Orient Wires & <br>Cables Co. Ltd., <br>Class A<br>| 11200 | &nbsp;&nbsp;89132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Peacebird <br>Fashion Co. Ltd., <br>Class A<br>| 11900 | &nbsp;&nbsp;27449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Ronbay New <br>Energy Technology <br>Co. Ltd., Class A<br>| 13117 | &nbsp;&nbsp;57500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Sanxing <br>Medical Electric Co. <br>Ltd., Class A<br>| 8700 | &nbsp;&nbsp;29608 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Shanshan Co. <br>Ltd., Class A<br>| 42500 | &nbsp;&nbsp;78670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Sunrise Elc <br>Technology Co. <br>Ltd., Class A<br>| 9000 | &nbsp;&nbsp;31053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Tuopu Group <br>Co. Ltd., Class A<br>| 10140 | &nbsp;&nbsp;105226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Xusheng <br>Group Co. Ltd., <br>Class A<br>| 20388 | &nbsp;&nbsp;52508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Yongxin Optics <br>Co. Ltd., Class A<br>| 1100 | &nbsp;&nbsp;16514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Yunsheng Co. <br>Ltd., Class A<br>| 34900 | &nbsp;&nbsp;70683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Zhoushan Port <br>Co. Ltd., Class A<br>| 42100 | &nbsp;&nbsp;23686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningxia Baofeng <br>Energy Group Co. <br>Ltd., Class A<br>| 49600 | &nbsp;&nbsp;169569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningxia Building <br>Materials Group Co. <br>Ltd., Class A<br>| 10300 | &nbsp;&nbsp;19719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningxia Western <br>Venture Industrial <br>Co. Ltd., Class A<br>| 34700 | &nbsp;&nbsp;26161 |
| \* | NIO, Inc., Class A | 79070 | &nbsp;&nbsp;376957 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Niu Technologies, <br>Sponsored ADR<br>| 5614 | &nbsp;&nbsp;18582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NKY Medical Holdings <br>Ltd., Class A<br>| 10200 | &nbsp;&nbsp;27584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Noah Holdings Ltd., <br>Sponsored ADR<br>| 14753 | &nbsp;&nbsp;174971 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Nongfu Spring Co. <br>Ltd., Class H<br>| 258400 | &nbsp;&nbsp;1584603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Norinco International <br>Cooperation Ltd., <br>Class A<br>| 25280 | &nbsp;&nbsp;45815 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;North China <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 51500 | &nbsp;&nbsp;$41977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;North Copper Co. <br>Ltd., Class A<br>| 34500 | &nbsp;&nbsp;94989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;North Huajin Chemical <br>Industries Co. Ltd., <br>Class A<br>| 47400 | &nbsp;&nbsp;41297 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;North Industries <br>Group Red Arrow <br>Co. Ltd., Class A<br>| 6900 | &nbsp;&nbsp;18730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northeast <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 65374 | &nbsp;&nbsp;49833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northeast Securities <br>Co. Ltd., Class A<br>| 36500 | &nbsp;&nbsp;47673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northking Information <br>Technology Co. <br>Ltd., Class A<br>| 16133 | &nbsp;&nbsp;44090 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;NovaBridge <br>Biosciences, ADR<br>| 14442 | &nbsp;&nbsp;47803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Novoray Corp., <br>Class A<br>| 4244 | &nbsp;&nbsp;40790 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NSFOCUS <br>Technologies Group <br>Co. Ltd., Class A<br>| 16100 | &nbsp;&nbsp;18734 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nuode New Materials <br>Co. Ltd., Class A<br>| 36100 | &nbsp;&nbsp;35660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NYOCOR Co. Ltd., <br>Class A<br>| 31100 | &nbsp;&nbsp;26709 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Ocumension <br>Therapeutics<br>| 68000 | &nbsp;&nbsp;64310 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Offcn Education <br>Technology Co. <br>Ltd., Class A<br>| 121700 | &nbsp;&nbsp;49331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Offshore Oil <br>Engineering Co. <br>Ltd., Class A<br>| 83400 | &nbsp;&nbsp;80117 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;OFILM Group Co. <br>Ltd., Class A<br>| 25500 | &nbsp;&nbsp;35801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Olympic Circuit <br>Technology Co. <br>Ltd., Class A<br>| 6400 | &nbsp;&nbsp;57302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OmniVision Integrated <br>Circuits Group, Inc.<br>| 3000 | &nbsp;&nbsp;52364 |
|  | Onewo, Inc., Class H | 63100 | &nbsp;&nbsp;158145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oppein Home Group, <br>Inc., Class A<br>| 8400 | &nbsp;&nbsp;74140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Opple Lighting Co. <br>Ltd., Class A<br>| 10400 | &nbsp;&nbsp;30307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ORG Technology Co. <br>Ltd., Class A<br>| 22184 | &nbsp;&nbsp;18702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orient International <br>Enterprise Ltd., <br>Class A<br>| 27900 | &nbsp;&nbsp;35097 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Orient Overseas <br>International Ltd.<br>| 43000 | &nbsp;&nbsp;$704476 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Orient Securities Co. <br>Ltd., Class H<br>| 206800 | &nbsp;&nbsp;180088 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oriental Energy Co. <br>Ltd., Class A<br>| 38900 | &nbsp;&nbsp;48350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oriental Pearl Group <br>Co. Ltd., Class A<br>| 31900 | &nbsp;&nbsp;52095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ovctek China, Inc., <br>Class A<br>| 18180 | &nbsp;&nbsp;41354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Shuanglin <br>Bio-pharmacy Co. <br>Ltd., Class A<br>| 18460 | &nbsp;&nbsp;36359 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pangang Group <br>Vanadium Titanium <br>& Resources Co. <br>Ltd., Class A<br>| 91500 | &nbsp;&nbsp;50224 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PCI Technology Group <br>Co. Ltd., Class A<br>| 27340 | &nbsp;&nbsp;27007 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PDD Holdings, Inc., <br>ADR<br>| 40382 | &nbsp;&nbsp;4080601 |
| \*Ω | Peijia Medical Ltd. | 89000 | &nbsp;&nbsp;75341 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Pengdu Agriculture & <br>Animal Husbandry <br>Co. Ltd., Class A<br>| 113300 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pengxin International <br>Mining Co. Ltd., <br>Class A<br>| 42800 | &nbsp;&nbsp;61634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;People.cn Co. Ltd., <br>Class A<br>| 6800 | &nbsp;&nbsp;23915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;People's Insurance <br>Co. Group of China <br>Ltd. , Class H<br>| 1670000 | &nbsp;&nbsp;1452116 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Perennial Energy <br>Holdings Ltd.<br>| 205000 | &nbsp;&nbsp;30608 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Persistence Gold <br>Group Ltd.<br>| 70000 | &nbsp;&nbsp;10976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PetroChina Co. Ltd., <br>Class H<br>| 3454000 | &nbsp;&nbsp;4103210 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Phancy Group Co. <br>Ltd., Class H<br>| 4500 | &nbsp;&nbsp;28843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PharmaBlock <br>Sciences Nanjing, <br>Inc., Class A<br>| 6200 | &nbsp;&nbsp;36790 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Pharmaron Beijing Co. <br>Ltd., Class H<br>| 75375 | &nbsp;&nbsp;199700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PhiChem Corp., <br>Class A<br>| 7100 | &nbsp;&nbsp;28368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PICC Property & <br>Casualty Co. Ltd., <br>Class H<br>| 912000 | &nbsp;&nbsp;1888019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ping An Bank Co. <br>Ltd., Class A<br>| 138100 | &nbsp;&nbsp;215233 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Ping An Healthcare & <br>Technology Co. <br>Ltd.<br>| 412818 | &nbsp;&nbsp;760733 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ping An Insurance <br>Group Co. of China <br>Ltd., Class H<br>| 774500 | &nbsp;&nbsp;$7183757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pingdingshan Tianan <br>Coal Mining Co. <br>Ltd., Class A<br>| 70500 | &nbsp;&nbsp;87104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PNC Process <br>Systems Co. Ltd., <br>Class A<br>| 9640 | &nbsp;&nbsp;38853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;POCO Holding Co. <br>Ltd., Class A<br>| 4400 | &nbsp;&nbsp;50084 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Polaris Bay Group Co. <br>Ltd., Class A<br>| 43000 | &nbsp;&nbsp;41997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Poly Developments & <br>Holdings Group Co. <br>Ltd., Class A<br>| 31800 | &nbsp;&nbsp;31159 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Poly Property Group <br>Co. Ltd.<br>| 734189 | &nbsp;&nbsp;221073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Poly Property <br>Services Co. Ltd., <br>Class H<br>| 47600 | &nbsp;&nbsp;206667 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pony Testing <br>International Group <br>Co. Ltd., Class A<br>| 8800 | &nbsp;&nbsp;14543 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Pop Mart International <br>Group Ltd.<br>| 102800 | &nbsp;&nbsp;2938697 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Porton Pharma <br>Solutions Ltd., <br>Class A<br>| 8800 | &nbsp;&nbsp;30938 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Postal Savings Bank <br>of China Co. Ltd., <br>Class H<br>| 954000 | &nbsp;&nbsp;622010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pou Sheng <br>International <br>Holdings Ltd.<br>| 768000 | &nbsp;&nbsp;45691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Power Construction <br>Corp. of China Ltd., <br>Class A<br>| 119400 | &nbsp;&nbsp;97266 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Powerwin Tech Group <br>Ltd.<br>| 4000 | &nbsp;&nbsp;460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Precision Tsugami <br>China Corp. Ltd.<br>| 3000 | &nbsp;&nbsp;16084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prinx Chengshan <br>Holdings Ltd.<br>| 56500 | &nbsp;&nbsp;59280 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Productive <br>Technologies Co. <br>Ltd.<br>| 818000 | &nbsp;&nbsp;23793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PW Medtech Group <br>Ltd.<br>| 171000 | &nbsp;&nbsp;28002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pylon Technologies <br>Co. Ltd., Class A<br>| 7722 | &nbsp;&nbsp;67375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Q Technology Group <br>Co. Ltd.<br>| 123000 | &nbsp;&nbsp;146718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qfin Holdings, Inc., <br>ADR<br>| 41655 | &nbsp;&nbsp;647735 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Qi An Xin Technology <br>Group, Inc., <br>Class A<br>| 8255 | &nbsp;&nbsp;$44160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qianhe Condiment & <br>Food Co. Ltd., <br>Class A<br>| 19879 | &nbsp;&nbsp;28879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qinchuan Machine <br>Tool & Tool Group <br>Share Co. Ltd., <br>Class A<br>| 21100 | &nbsp;&nbsp;37202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Citymedia <br>Co. Ltd., Class A<br>| 21600 | &nbsp;&nbsp;20990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao East Steel <br>Tower Stock Co. <br>Ltd., Class A<br>| 49100 | &nbsp;&nbsp;194893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Eastsoft <br>Communication <br>Technology Co. <br>Ltd., Class A<br>| 8600 | &nbsp;&nbsp;19935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Gaoce <br>Technology Co. <br>Ltd., Class A<br>| 19472 | &nbsp;&nbsp;39837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Gon <br>Technology Co. <br>Ltd., Class A<br>| 8700 | &nbsp;&nbsp;73484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Haier <br>Biomedical Co. Ltd., <br>Class A<br>| 7763 | &nbsp;&nbsp;37245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Hanhe Cable <br>Co. Ltd., Class A<br>| 53333 | &nbsp;&nbsp;39260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Hiron <br>Commercial Cold <br>Chain Co. Ltd., <br>Class A<br>| 13540 | &nbsp;&nbsp;31149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Huicheng <br>Environmental <br>Technology Group <br>Co. Ltd., Class A<br>| 4000 | &nbsp;&nbsp;56294 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Port <br>International Co. <br>Ltd., Class H<br>| 302000 | &nbsp;&nbsp;290259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Rural <br>Commercial Bank <br>Corp., Class A<br>| 127700 | &nbsp;&nbsp;57708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Sentury Tire <br>Co. Ltd., Class A<br>| 28620 | &nbsp;&nbsp;84308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao TGOOD <br>Electric Co. Ltd., <br>Class A<br>| 11600 | &nbsp;&nbsp;44896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qinghai Huzhu <br>TianYouDe <br>Highland Barley <br>Spirit Co. Ltd., <br>Class A<br>| 15500 | &nbsp;&nbsp;20521 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Qinghai Salt Lake <br>Industry Co. Ltd., <br>Class A<br>| 29300 | &nbsp;&nbsp;$138242 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Qingling Motors Co. <br>Ltd., Class H<br>| 96000 | &nbsp;&nbsp;13415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qinhuangdao Port Co. <br>Ltd., Class H<br>| 257000 | &nbsp;&nbsp;88705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Queclink Wireless <br>Solutions Co. Ltd., <br>Class A<br>| 14300 | &nbsp;&nbsp;25884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Quectel Wireless <br>Solutions Co. Ltd., <br>Class A<br>| 5040 | &nbsp;&nbsp;66837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Quick Intelligent <br>Equipment Co. Ltd., <br>Class A<br>| 6600 | &nbsp;&nbsp;35795 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Quzhou DFP New <br>Material Group Co. <br>Ltd.<br>| 35900 | &nbsp;&nbsp;21526 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Radiance Holdings <br>Group Co. Ltd.<br>| 136000 | &nbsp;&nbsp;31612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rainbow Digital <br>Commercial Co. <br>Ltd., Class A<br>| 31800 | &nbsp;&nbsp;26213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Range Intelligent <br>Computing <br>Technology Group <br>Co. Ltd., Class A<br>| 7600 | &nbsp;&nbsp;89300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rayhoo Motor Dies <br>Co. Ltd., Class A<br>| 5800 | &nbsp;&nbsp;29933 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Red Star Macalline <br>Group Corp. Ltd., <br>Class H<br>| 176268 | &nbsp;&nbsp;29593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Renhe Pharmacy Co. <br>Ltd., Class A<br>| 37500 | &nbsp;&nbsp;32333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rianlon Corp., <br>Class A<br>| 9300 | &nbsp;&nbsp;62649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Richinfo Technology <br>Co. Ltd., Class A<br>| 2800 | &nbsp;&nbsp;12150 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Risen Energy Co. <br>Ltd., Class A<br>| 29600 | &nbsp;&nbsp;84949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Riyue Heavy Industry <br>Co. Ltd., Class A<br>| 16500 | &nbsp;&nbsp;32961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rizhao Port Co. Ltd., <br>Class A<br>| 88600 | &nbsp;&nbsp;40415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rockchip Electronics <br>Co. Ltd., Class A<br>| 1900 | &nbsp;&nbsp;52185 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;RongFa Nuclear <br>Equipment Co. Ltd., <br>Class A<br>| 26400 | &nbsp;&nbsp;28356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rongsheng <br>Petrochemical Co. <br>Ltd., Class A<br>| 64050 | &nbsp;&nbsp;135925 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Roshow Technology <br>Co. Ltd., Class A<br>| 36600 | &nbsp;&nbsp;45322 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ruida Futures Co. <br>Ltd., Class A<br>| 9100 | &nbsp;&nbsp;$32130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Runjian Co. Ltd., <br>Class A<br>| 11000 | &nbsp;&nbsp;73295 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sai Micro Electronics, <br>Inc., Class A<br>| 10600 | &nbsp;&nbsp;79465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SAIC Motor Corp. <br>Ltd., Class A<br>| 38465 | &nbsp;&nbsp;78207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sailun Group Co. Ltd., <br>Class A<br>| 24800 | &nbsp;&nbsp;56535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanan Optoelectronics <br>Co. Ltd., Class A<br>| 13000 | &nbsp;&nbsp;30221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sangfor Technologies, <br>Inc., Class A<br>| 900 | &nbsp;&nbsp;20732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanjiang Shopping <br>Club Co. Ltd., <br>Class A<br>| 13400 | &nbsp;&nbsp;31977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanquan Food Co. <br>Ltd., Class A<br>| 22960 | &nbsp;&nbsp;39353 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sansteel Minguang <br>Co. Ltd. Fujian, <br>Class A<br>| 71500 | &nbsp;&nbsp;45705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sansure Biotech, Inc., <br>Class A<br>| 14206 | &nbsp;&nbsp;41540 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sanwei Holding Group <br>Co. Ltd., Class A<br>| 15469 | &nbsp;&nbsp;25059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sany Heavy <br>Equipment <br>International <br>Holdings Co. Ltd.<br>| 455000 | &nbsp;&nbsp;699012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sany Heavy Industry <br>Co. Ltd., Class A<br>| 33700 | &nbsp;&nbsp;106316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Satellite Chemical Co. <br>Ltd., Class A<br>| 67527 | &nbsp;&nbsp;236544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SDIC Capital Co. Ltd., <br>Class A<br>| 45800 | &nbsp;&nbsp;50670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SDIC Power Holdings <br>Co. Ltd., Class A<br>| 35400 | &nbsp;&nbsp;64935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sealand Securities <br>Co. Ltd., Class A<br>| 69219 | &nbsp;&nbsp;42436 |
| \* | Seazen Group Ltd. | 832761 | &nbsp;&nbsp;277997 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Seazen Holdings Co. <br>Ltd., Class A<br>| 19500 | &nbsp;&nbsp;49625 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;S-Enjoy Service <br>Group Co. Ltd.<br>| 103000 | &nbsp;&nbsp;6922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seres Group Co. Ltd., <br>Class A<br>| 5400 | &nbsp;&nbsp;81009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SF Holding Co. Ltd., <br>Class A<br>| 48300 | &nbsp;&nbsp;260637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shaanxi Beiyuan <br>Chemical Industry <br>Group Co. Ltd., <br>Class A<br>| 34670 | &nbsp;&nbsp;21655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shaanxi Coal Industry <br>Co. Ltd., Class A<br>| 67300 | &nbsp;&nbsp;215568 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shaanxi Construction <br>Engineering Group <br>Corp. Ltd., Class A<br>| 99600 | &nbsp;&nbsp;$51921 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shaanxi Heimao <br>Coking Co. Ltd., <br>Class A<br>| 42000 | &nbsp;&nbsp;27586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shan Xi Hua Yang <br>Group New Energy <br>Co. Ltd., Class A<br>| 134550 | &nbsp;&nbsp;183247 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shandong BoAn <br>Biotechnology Co. <br>Ltd., Class H<br>| 18800 | &nbsp;&nbsp;20117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Bohui <br>Paper Industrial Co. <br>Ltd., Class A<br>| 35500 | &nbsp;&nbsp;38053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Buchang <br>Pharmaceuticals <br>Co. Ltd., Class A<br>| 8100 | &nbsp;&nbsp;19832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Dawn <br>Polymer Co. Ltd., <br>Class A<br>| 8200 | &nbsp;&nbsp;34515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Denghai <br>Seeds Co. Ltd., <br>Class A<br>| 13700 | &nbsp;&nbsp;22225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Dongyue <br>Silicone Material <br>Co. Ltd., Class A<br>| 27500 | &nbsp;&nbsp;48380 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Gold <br>Mining Co. Ltd., <br>Class H<br>| 161500 | &nbsp;&nbsp;867898 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Haihua Co. <br>Ltd., Class A<br>| 23000 | &nbsp;&nbsp;19928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Head <br>Group Co. Ltd., <br>Class A<br>| 6900 | &nbsp;&nbsp;17694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Himile <br>Mechanical Science <br>& Technology Co. <br>Ltd., Class A<br>| 10600 | &nbsp;&nbsp;127202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Hi-speed <br>Co. Ltd., Class A<br>| 12100 | &nbsp;&nbsp;17454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Hi-Speed <br>Road & Bridge <br>Group Co. Ltd., <br>Class A<br>| 58400 | &nbsp;&nbsp;53188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Hualu <br>Hengsheng <br>Chemical Co. Ltd., <br>Class A<br>| 33930 | &nbsp;&nbsp;183178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Huatai <br>Paper Industry <br>Shareholding Co. <br>Ltd., Class A<br>| 48700 | &nbsp;&nbsp;29425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Humon <br>Smelting Co. Ltd., <br>Class A<br>| 22300 | &nbsp;&nbsp;63848 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Jincheng <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 17000 | &nbsp;&nbsp;$37599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Jinjing <br>Science & <br>Technology Co. <br>Ltd., Class A<br>| 48400 | &nbsp;&nbsp;39636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Linglong <br>Tyre Co. Ltd., <br>Class A<br>| 27495 | &nbsp;&nbsp;59611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Lukang <br>Pharma, Class A<br>| 17700 | &nbsp;&nbsp;23625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong <br>Pharmaceutical <br>Glass Co. Ltd., <br>Class A<br>| 16900 | &nbsp;&nbsp;49728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Publishing <br>& Media Co. Ltd., <br>Class A<br>| 29800 | &nbsp;&nbsp;39422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Sun Paper <br>Industry JSC Ltd., <br>Class A<br>| 42700 | &nbsp;&nbsp;103259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Weifang <br>Rainbow Chemical <br>Co. Ltd., Class A<br>| 5400 | &nbsp;&nbsp;64546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Weigao <br>Group Medical <br>Polymer Co. Ltd., <br>Class H<br>| 764400 | &nbsp;&nbsp;489422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong WIT Dyne <br>Health Co. Ltd., <br>Class A<br>| 4300 | &nbsp;&nbsp;20018 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Xiantan <br>Group Co. Ltd.<br>| 21200 | &nbsp;&nbsp;19767 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Xinhua <br>Pharmaceutical Co. <br>Ltd., Class H<br>| 92200 | &nbsp;&nbsp;82883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Yisheng <br>Livestock & Poultry <br>Breeding Co. Ltd., <br>Class A<br>| 24800 | &nbsp;&nbsp;34378 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Aerospace <br>Automobile <br>Electromechanical <br>Co. Ltd., Class A<br>| 28900 | &nbsp;&nbsp;62706 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Aiko Solar <br>Energy Co. Ltd., <br>Class A<br>| 651 | &nbsp;&nbsp;1273 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai AJ Group <br>Co. Ltd., Class A<br>| 48900 | &nbsp;&nbsp;34962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Allist <br>Pharmaceuticals <br>Co. Ltd., Class A<br>| 3092 | &nbsp;&nbsp;43850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai AtHub Co. <br>Ltd., Class A<br>| 15139 | &nbsp;&nbsp;81483 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Bailian <br>Group Co. Ltd., <br>Class A<br>| 42400 | &nbsp;&nbsp;$55802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Bairun <br>Investment Holding <br>Group Co. Ltd., <br>Class A<br>| 7100 | &nbsp;&nbsp;20857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Baolong <br>Automotive Corp., <br>Class A<br>| 5500 | &nbsp;&nbsp;29043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Baosight <br>Software Co. Ltd., <br>Class A<br>| 7404 | &nbsp;&nbsp;24325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Baosteel <br>Packaging Co. Ltd., <br>Class A<br>| 53700 | &nbsp;&nbsp;46819 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Bio-heart <br>Biological <br>Technology Co. <br>Ltd., Class H<br>| 28300 | &nbsp;&nbsp;19003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai BOCHU <br>Electronic <br>Technology Corp. <br>Ltd., Class A<br>| 1660 | &nbsp;&nbsp;36172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Bright Meat <br>Group Co. Ltd., <br>Class A<br>| 21800 | &nbsp;&nbsp;20792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Chicmax <br>Cosmetic Co. Ltd., <br>Class H<br>| 7600 | &nbsp;&nbsp;65844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai <br>Chinafortune Co. <br>Ltd., Class A<br>| 20100 | &nbsp;&nbsp;48116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Chlor-Alkali <br>Chemical Co. Ltd., <br>Class A<br>| 19400 | &nbsp;&nbsp;49402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Construction <br>Group Co. Ltd., <br>Class A<br>| 167228 | &nbsp;&nbsp;71686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Daimay <br>Automotive Interior <br>Co. Ltd., Class A<br>| 32117 | &nbsp;&nbsp;47080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Datun <br>Energy Resources <br>Co. Ltd., Class A<br>| 25600 | &nbsp;&nbsp;47551 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Dazhong <br>Public Utilities <br>Group Co. Ltd., <br>Class H<br>| 1000 | &nbsp;&nbsp;408 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Electric <br>Group Co. Ltd., <br>Class H<br>| 396000 | &nbsp;&nbsp;212738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Electric <br>Power Co. Ltd., <br>Class A<br>| 34100 | &nbsp;&nbsp;104392 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Environment <br>Group Co. Ltd., <br>Class A<br>| 34800 | &nbsp;&nbsp;$42957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Fengyuzhu <br>Culture & <br>Technology Co. <br>Ltd., Class A<br>| 12600 | &nbsp;&nbsp;16830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Fosun <br>Pharmaceutical <br>Group Co. Ltd., <br>Class H<br>| 80000 | &nbsp;&nbsp;209036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Fudan <br>Microelectronics <br>Group Co. Ltd., <br>Class H<br>| 4000 | &nbsp;&nbsp;26511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai <br>Fudan-Zhangjiang <br>Bio-Pharmaceutical <br>Co. Ltd., Class H<br>| 34000 | &nbsp;&nbsp;14180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Fullhan <br>Microelectronics Co. <br>Ltd., Class A<br>| 3200 | &nbsp;&nbsp;23254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Ganglian <br>E-Commerce <br>Holdings Co. Ltd., <br>Class A<br>| 5712 | &nbsp;&nbsp;24052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Gench <br>Education Group <br>Ltd.<br>| 35000 | &nbsp;&nbsp;11650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Gentech <br>Co. Ltd., Class A<br>| 4575 | &nbsp;&nbsp;21857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Hanbell <br>Precise Machinery <br>Co. Ltd., Class A<br>| 17000 | &nbsp;&nbsp;60765 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Haohai <br>Biological <br>Technology Co. <br>Ltd., Class H<br>| 10640 | &nbsp;&nbsp;35281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Huace <br>Navigation <br>Technology Ltd., <br>Class A<br>| 7840 | &nbsp;&nbsp;43766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Huafon <br>Aluminium Corp., <br>Class A<br>| 17300 | &nbsp;&nbsp;65330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Huayi <br>Group Co. Ltd., <br>Class A<br>| 47600 | &nbsp;&nbsp;68886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Industrial <br>Holdings Ltd.<br>| 136000 | &nbsp;&nbsp;260691 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Industrial <br>Urban Development <br>Group Ltd.<br>| 569600 | &nbsp;&nbsp;22988 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai INT Medical <br>Instruments Co. <br>Ltd., Class H<br>| 18200 | &nbsp;&nbsp;72129 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai International <br>Airport Co. Ltd., <br>Class A<br>| 4100 | &nbsp;&nbsp;$18164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Jahwa <br>United Co. Ltd., <br>Class A<br>| 11300 | &nbsp;&nbsp;34024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Jinjiang <br>International Hotels <br>Co. Ltd., Class A<br>| 18300 | &nbsp;&nbsp;71716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Jinqiao <br>Export Processing <br>Zone Development <br>Co. Ltd., Class A<br>| 10600 | &nbsp;&nbsp;16110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Kaibao <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 23200 | &nbsp;&nbsp;20862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Kelai <br>Mechatronics <br>Engineering Co. <br>Ltd., Class A<br>| 6400 | &nbsp;&nbsp;19638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Liangxin <br>Electrical Co. Ltd., <br>Class A<br>| 16600 | &nbsp;&nbsp;25010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Lingang <br>Holdings Corp. Ltd., <br>Class A<br>| 32000 | &nbsp;&nbsp;54052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai M&G <br>Stationery, Inc., <br>Class A<br>| 7700 | &nbsp;&nbsp;30672 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Mechanical <br>& Electrical Industry <br>Co. Ltd., Class A<br>| 19900 | &nbsp;&nbsp;77585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai MicroPort <br>Endovascular <br>MedTech Group Co. <br>Ltd., Class A<br>| 1791 | &nbsp;&nbsp;24501 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Milkground <br>Food Tech Co. Ltd., <br>Class A<br>| 11600 | &nbsp;&nbsp;38101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Moons' <br>Electric Co. Ltd., <br>Class A<br>| 2400 | &nbsp;&nbsp;24057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai <br>Pharmaceuticals <br>Holding Co. Ltd., <br>Class H<br>| 215000 | &nbsp;&nbsp;327646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Pioneer <br>Holding Ltd.<br>| 237000 | &nbsp;&nbsp;69172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Pret <br>Composites Co. <br>Ltd., Class A<br>| 26600 | &nbsp;&nbsp;69025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Pudong <br>Construction Co. <br>Ltd., Class A<br>| 21500 | &nbsp;&nbsp;24288 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Pudong <br>Development Bank <br>Co. Ltd., Class A<br>| 132034 | &nbsp;&nbsp;$190686 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Putailai New <br>Energy Technology <br>Group Co. Ltd.<br>| 23977 | &nbsp;&nbsp;94958 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shanghai QiFan <br>Cable Co. Ltd., <br>Class A<br>| 12300 | &nbsp;&nbsp;36978 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shanghai RAAS Blood <br>Products Co. Ltd., <br>Class A<br>| 48000 | &nbsp;&nbsp;43512 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Runda <br>Medical Technology <br>Co. Ltd., Class A<br>| 12100 | &nbsp;&nbsp;27801 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Rural <br>Commercial Bank <br>Co. Ltd., Class A<br>| 43700 | &nbsp;&nbsp;54001 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Shibei <br>Hi-Tech Co. Ltd., <br>Class A<br>| 22600 | &nbsp;&nbsp;17776 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Shyndec <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 42600 | &nbsp;&nbsp;65184 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Sinyang <br>Semiconductor <br>Materials Co. Ltd., <br>Class A<br>| 4800 | &nbsp;&nbsp;53868 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Tongji <br>Science & <br>Technology <br>Industrial Co. Ltd., <br>Class A<br>| 17300 | &nbsp;&nbsp;32489 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Tunnel <br>Engineering Co. <br>Ltd., Class A<br>| 43900 | &nbsp;&nbsp;42867 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Vital <br>Microtech Co. Ltd.<br>| 14160 | &nbsp;&nbsp;38596 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Waigaoqiao <br>Free Trade Zone <br>Group Co. Ltd., <br>Class A<br>| 19200 | &nbsp;&nbsp;29261 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Yaoji <br>Technology Co. <br>Ltd., Class A<br>| 9800 | &nbsp;&nbsp;36652 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Yuyuan <br>Tourist Mart Group <br>Co. Ltd., Class A<br>| 33570 | &nbsp;&nbsp;26997 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Zhangjiang <br>High-Tech Park <br>Development Co. <br>Ltd., Class A<br>| 8300 | &nbsp;&nbsp;49579 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Zhenhua <br>Heavy Industries <br>Co. Ltd., Class A<br>| 62700 | &nbsp;&nbsp;46139 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Zhonggu <br>Logistics Co. Ltd., <br>Class A<br>| 51000 | &nbsp;&nbsp;$75033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Zijiang <br>Enterprise Group <br>Co. Ltd., Class A<br>| 28700 | &nbsp;&nbsp;31785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanjin International <br>Gold Co. Ltd., <br>Class A<br>| 22360 | &nbsp;&nbsp;107772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shannon <br>Semiconductor <br>Technology Co. <br>Ltd., Class A<br>| 4900 | &nbsp;&nbsp;117764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shantui Construction <br>Machinery Co. Ltd., <br>Class A<br>| 33200 | &nbsp;&nbsp;59162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanxi Blue Flame <br>Holding Co. Ltd., <br>Class A<br>| 30100 | &nbsp;&nbsp;35416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanxi Coal <br>International Energy <br>Group Co. Ltd., <br>Class A<br>| 41500 | &nbsp;&nbsp;67279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanxi Coking Co. <br>Ltd., Class A<br>| 78560 | &nbsp;&nbsp;52430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanxi Coking Coal <br>Energy Group Co. <br>Ltd., Class A<br>| 109400 | &nbsp;&nbsp;115028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanxi Hi-speed <br>Group Co. Ltd., <br>Class A<br>| 37900 | &nbsp;&nbsp;29056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanxi Lanhua <br>Sci-Tech Venture <br>Co. Ltd., Class A<br>| 42510 | &nbsp;&nbsp;38382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanxi Lu'an <br>Environmental <br>Energy <br>Development Co. <br>Ltd., Class A<br>| 47300 | &nbsp;&nbsp;92888 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanxi Meijin Energy <br>Co. Ltd., Class A<br>| 72600 | &nbsp;&nbsp;52784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanxi Securities Co. <br>Ltd., Class A<br>| 36060 | &nbsp;&nbsp;31398 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanxi Taigang <br>Stainless Steel Co. <br>Ltd., Class A<br>| 52400 | &nbsp;&nbsp;39356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanxi Xinghuacun <br>Fen Wine Factory <br>Co. Ltd., Class A<br>| 5040 | &nbsp;&nbsp;123858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sharetronic Data <br>Technology Co. <br>Ltd., Class A<br>| 4200 | &nbsp;&nbsp;137191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shede Spirits Co. Ltd., <br>Class A<br>| 4000 | &nbsp;&nbsp;32406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenergy Co. Ltd., <br>Class A<br>| 31800 | &nbsp;&nbsp;38119 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shengda Resources <br>Co. Ltd., Class A<br>| 12200 | &nbsp;&nbsp;$102291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenghe Resources <br>Holding Co. Ltd., <br>Class A<br>| 9800 | &nbsp;&nbsp;37625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shengyi Technology <br>Co. Ltd., Class A<br>| 10200 | &nbsp;&nbsp;100806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenma Industry Co. <br>Ltd., Class A<br>| 20400 | &nbsp;&nbsp;26674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shennan Circuits Co. <br>Ltd., Class A<br>| 4920 | &nbsp;&nbsp;164403 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Shenwan Hongyuan <br>Group Co. Ltd., <br>Class H<br>| 328000 | &nbsp;&nbsp;131303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenyang Xingqi <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 4508 | &nbsp;&nbsp;45542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Agricultural <br>Power Group Co. <br>Ltd., Class A<br>| 41200 | &nbsp;&nbsp;57482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Airport Co. <br>Ltd., Class A<br>| 46800 | &nbsp;&nbsp;48761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Aisidi Co. <br>Ltd., Class A<br>| 36600 | &nbsp;&nbsp;67373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Batian <br>Ecotypic <br>Engineering Co. <br>Ltd., Class A<br>| 14800 | &nbsp;&nbsp;29474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen BSC <br>Technology Co. <br>Ltd., Class A<br>| 4900 | &nbsp;&nbsp;25602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Capchem <br>Technology Co. <br>Ltd., Class A<br>| 5760 | &nbsp;&nbsp;42012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Center <br>Power Tech Co. <br>Ltd., Class A<br>| 5700 | &nbsp;&nbsp;16454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Cereals <br>Holdings Co. Ltd., <br>Class A<br>| 21100 | &nbsp;&nbsp;22447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Click <br>Technology Co. <br>Ltd., Class A<br>| 12000 | &nbsp;&nbsp;41242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Colibri <br>Technologies Co. <br>Ltd., Class A<br>| 7300 | &nbsp;&nbsp;23856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Comix <br>Group Co. Ltd., <br>Class A<br>| 13300 | &nbsp;&nbsp;14910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Das <br>Intellitech Co. Ltd., <br>Class A<br>| 35900 | &nbsp;&nbsp;14712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Desay <br>Battery Technology <br>Co., Class A<br>| 12727 | &nbsp;&nbsp;47689 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Energy <br>Group Co. Ltd., <br>Class A<br>| 33500 | &nbsp;&nbsp;$32774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Envicool <br>Technology Co. <br>Ltd., Class A<br>| 7424 | &nbsp;&nbsp;114297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Everwin <br>Precision <br>Technology Co. <br>Ltd., Class A<br>| 20580 | &nbsp;&nbsp;114356 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen <br>Expressway Corp. <br>Ltd., Class H<br>| 178000 | &nbsp;&nbsp;170984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Fastprint <br>Circuit Tech Co. <br>Ltd., Class A<br>| 17800 | &nbsp;&nbsp;60212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen FRD <br>Science & <br>Technology Co. <br>Ltd., Class A<br>| 8400 | &nbsp;&nbsp;42126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Fuanna <br>Bedding & <br>Furnishing Co. Ltd., <br>Class A<br>| 13900 | &nbsp;&nbsp;13881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Gas Corp. <br>Ltd., Class A<br>| 58300 | &nbsp;&nbsp;57810 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Gongjin <br>Electronics Co. Ltd., <br>Class A<br>| 24700 | &nbsp;&nbsp;42274 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Goodix <br>Technology Co. <br>Ltd., Class A<br>| 2700 | &nbsp;&nbsp;31373 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Hepalink <br>Pharmaceutical <br>Group Co. Ltd., <br>Class H<br>| 69000 | &nbsp;&nbsp;48774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Hopewind <br>Electric Co. Ltd., <br>Class A<br>| 11900 | &nbsp;&nbsp;50883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Inovance <br>Technology Co. <br>Ltd., Class A<br>| 6600 | &nbsp;&nbsp;70973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen <br>International <br>Holdings Ltd.<br>| 444334 | &nbsp;&nbsp;511938 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Investment <br>Ltd.<br>| 915262 | &nbsp;&nbsp;102021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Invt Electric <br>Co. Ltd., Class A<br>| 26700 | &nbsp;&nbsp;34418 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Jinjia <br>Group Co. Ltd., <br>Class A<br>| 35900 | &nbsp;&nbsp;20668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Jufei <br>Optoelectronics Co. <br>Ltd., Class A<br>| 26500 | &nbsp;&nbsp;27006 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Kaifa <br>Technology Co. <br>Ltd., Class A<br>| 16300 | &nbsp;&nbsp;$76112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Kangtai <br>Biological Products <br>Co. Ltd., Class A<br>| 14900 | &nbsp;&nbsp;33511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Kedali <br>Industry Co. Ltd., <br>Class A<br>| 4600 | &nbsp;&nbsp;102257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Kingkey <br>Smart Agriculture <br>Times Co. Ltd., <br>Class A<br>| 13000 | &nbsp;&nbsp;34106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Kinwong <br>Electronic Co. Ltd., <br>Class A<br>| 13800 | &nbsp;&nbsp;127275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Kstar <br>Science & <br>Technology Co. <br>Ltd., Class A<br>| 6700 | &nbsp;&nbsp;54080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Laibao <br>Hi-tech Co. Ltd., <br>Class A<br>| 28200 | &nbsp;&nbsp;48055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Leaguer <br>Co. Ltd., Class A<br>| 45100 | &nbsp;&nbsp;70530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Lifotronic <br>Technology Co. <br>Ltd., Class A<br>| 10268 | &nbsp;&nbsp;20319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Microgate <br>Technology Co. <br>Ltd., Class A<br>| 11900 | &nbsp;&nbsp;20997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Mindray <br>Bio-Medical <br>Electronics Co. Ltd., <br>Class A<br>| 5221 | &nbsp;&nbsp;142108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen MTC Co. <br>Ltd., Class A<br>| 99900 | &nbsp;&nbsp;139287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen New <br>Industries <br>Biomedical <br>Engineering Co. <br>Ltd., Class A<br>| 4600 | &nbsp;&nbsp;35669 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen New <br>Nanshan Holding <br>Group Co. Ltd., <br>Class A<br>| 50400 | &nbsp;&nbsp;21967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Noposin <br>Crop Science Co. <br>Ltd., Class A<br>| 24100 | &nbsp;&nbsp;40148 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Overseas <br>Chinese Town Co. <br>Ltd., Class A<br>| 42406 | &nbsp;&nbsp;16731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Pagoda <br>Industrial Group <br>Corp. Ltd., Class H<br>| 48000 | &nbsp;&nbsp;10139 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Qingyi <br>Photomask Ltd., <br>Class A<br>| 5756 | &nbsp;&nbsp;$25256 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Salubris <br>Pharmaceuticals <br>Co. Ltd., Class A<br>| 5500 | &nbsp;&nbsp;37133 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen SC New <br>Energy Technology <br>Corp., Class A<br>| 8300 | &nbsp;&nbsp;164539 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen SED <br>Industry Co. Ltd., <br>Class A<br>| 11400 | &nbsp;&nbsp;34092 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen SEG Co. <br>Ltd., Class A<br>| 23000 | &nbsp;&nbsp;29838 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Senior <br>Technology Material <br>Co. Ltd., Class A<br>| 28132 | &nbsp;&nbsp;56014 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Sinexcel <br>Electric Co. Ltd., <br>Class A<br>| 11100 | &nbsp;&nbsp;60790 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Sunlord <br>Electronics Co. Ltd., <br>Class A<br>| 14100 | &nbsp;&nbsp;79849 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Sunnypol <br>Optoelectronics Co. <br>Ltd., Class A<br>| 4400 | &nbsp;&nbsp;16321 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Sunway <br>Communication Co. <br>Ltd., Class A<br>| 11500 | &nbsp;&nbsp;132100 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Tagen <br>Group Co. Ltd., <br>Class A<br>| 50500 | &nbsp;&nbsp;28125 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Topband <br>Co. Ltd., Class A<br>| 20900 | &nbsp;&nbsp;38578 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Topway <br>Video <br>Communication Co. <br>Ltd., Class A<br>| 17500 | &nbsp;&nbsp;21046 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Transsion <br>Holdings Co. Ltd., <br>Class A<br>| 5115 | &nbsp;&nbsp;42639 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Weiguang <br>Biological Products <br>Co. Ltd., Class A<br>| 8000 | &nbsp;&nbsp;31185 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Woer <br>Heat-Shrinkable <br>Material Co. Ltd., <br>Class A<br>| 28383 | &nbsp;&nbsp;110195 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Yan Tian <br>Port Holding Co. <br>Ltd., Class A<br>| 34300 | &nbsp;&nbsp;22610 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Yinghe <br>Technology Co. <br>Ltd., Class A<br>| 12800 | &nbsp;&nbsp;50442 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen YUTO <br>Packaging <br>Technology Co. <br>Ltd., Class A<br>| 14100 | &nbsp;&nbsp;$58631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Zhongjin <br>Lingnan Nonfemet <br>Co. Ltd., Class A<br>| 78200 | &nbsp;&nbsp;85398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhou <br>International Group <br>Holdings Ltd.<br>| 234100 | &nbsp;&nbsp;1861881 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shida Shinghwa <br>Advanced Material <br>Group Co. Ltd., <br>Class A<br>| 5300 | &nbsp;&nbsp;50913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shijiazhuang Yiling <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 9800 | &nbsp;&nbsp;24771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinva Medical <br>Instrument Co. Ltd., <br>Class A<br>| 13260 | &nbsp;&nbsp;29851 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shiyue Daotian Group <br>Co. Ltd., Class H<br>| 9000 | &nbsp;&nbsp;10372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shoucheng Holdings <br>Ltd.<br>| 634800 | &nbsp;&nbsp;165453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shougang Century <br>Holdings Ltd.<br>| 65200 | &nbsp;&nbsp;24754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shougang Fushan <br>Resources Group <br>Ltd.<br>| 956375 | &nbsp;&nbsp;403030 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Shouhang High-Tech <br>Energy Co. Ltd., <br>Class A<br>| 58700 | &nbsp;&nbsp;591 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shuangliang <br>Eco-Energy <br>Systems Co. Ltd., <br>Class A<br>| 61400 | &nbsp;&nbsp;78477 |
|  | Shui On Land Ltd. | 1050500 | &nbsp;&nbsp;92799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Changhong <br>Electric Co. Ltd., <br>Class A<br>| 41000 | &nbsp;&nbsp;57496 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Chengfei <br>Integration <br>Technology Corp., <br>Class A<br>| 7200 | &nbsp;&nbsp;37441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Chuantou <br>Energy Co. Ltd., <br>Class A<br>| 13700 | &nbsp;&nbsp;27446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Development <br>Lomon Co. Ltd., <br>Class A<br>| 25300 | &nbsp;&nbsp;44821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan EM <br>Technology Co. <br>Ltd., Class A<br>| 25000 | &nbsp;&nbsp;102239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Expressway <br>Co. Ltd., Class H<br>| 138000 | &nbsp;&nbsp;98578 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Furong <br>Technology Co. <br>Ltd., Class A<br>| 16016 | &nbsp;&nbsp;$23617 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Haite <br>High-tech Co. Ltd., <br>Class A<br>| 23100 | &nbsp;&nbsp;40649 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Hebang <br>Biotechnology Co. <br>Ltd., Class A<br>| 207700 | &nbsp;&nbsp;75647 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Hexie <br>Shuangma Co. Ltd., <br>Class A<br>| 19600 | &nbsp;&nbsp;76155 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Hongda Co. <br>Ltd., Class A<br>| 21100 | &nbsp;&nbsp;48978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Injet Electric <br>Co. Ltd., Class A<br>| 3900 | &nbsp;&nbsp;32256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Jiuyuan <br>Yinhai Software Co. <br>Ltd., Class A<br>| 3510 | &nbsp;&nbsp;9991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Kelun <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 18819 | &nbsp;&nbsp;83822 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Kelun-Biotech <br>Biopharmaceutical <br>Co. Ltd., Class H<br>| 300 | &nbsp;&nbsp;15971 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Lutianhua <br>Co. Ltd., Class A<br>| 47700 | &nbsp;&nbsp;32876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan New Energy <br>Power Co. Ltd., <br>Class A<br>| 29900 | &nbsp;&nbsp;53441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Road & <br>Bridge Group Co. <br>Ltd., Class A<br>| 72600 | &nbsp;&nbsp;101417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Swellfun Co. <br>Ltd., Class A<br>| 7100 | &nbsp;&nbsp;42536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Teway Food <br>Group Co. Ltd., <br>Class A<br>| 15600 | &nbsp;&nbsp;29692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Yahua <br>Industrial Group Co. <br>Ltd., Class A<br>| 19900 | &nbsp;&nbsp;70702 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sihuan <br>Pharmaceutical <br>Holdings Group <br>Ltd.<br>| 589000 | &nbsp;&nbsp;119024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SIIC Environment <br>Holdings Ltd. (SIIC <br>SP)<br>| 402300 | &nbsp;&nbsp;56792 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Simcere <br>Pharmaceutical <br>Group Ltd.<br>| 163000 | &nbsp;&nbsp;244040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sineng Electric Co. <br>Ltd., Class A<br>| 4200 | &nbsp;&nbsp;22407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sino <br>Biopharmaceutical <br>Ltd.<br>| 1321250 | &nbsp;&nbsp;1121088 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinocare, Inc., <br>Class A<br>| 5900 | &nbsp;&nbsp;$14889 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sinochem <br>International Corp., <br>Class A<br>| 74300 | &nbsp;&nbsp;49915 |
|  | Sinofert Holdings Ltd. | 1036000 | &nbsp;&nbsp;225413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinofibers Technology <br>Co. Ltd., Class A<br>| 6000 | &nbsp;&nbsp;38308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinolink Securities Co. <br>Ltd., Class A<br>| 26600 | &nbsp;&nbsp;35683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinoma International <br>Engineering Co., <br>Class A<br>| 56100 | &nbsp;&nbsp;92105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinoma Science & <br>Technology Co. <br>Ltd., Class A<br>| 22750 | &nbsp;&nbsp;140502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinomach Automobile <br>Co. Ltd., Class A<br>| 35400 | &nbsp;&nbsp;33643 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sinomach Heavy <br>Equipment Group <br>Co. Ltd., Class A<br>| 59800 | &nbsp;&nbsp;43949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinomach Precision <br>Industry Group Co. <br>Ltd., Class A<br>| 9500 | &nbsp;&nbsp;61326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinomine Resource <br>Group Co. Ltd., <br>Class A<br>| 8520 | &nbsp;&nbsp;103540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinopec Engineering <br>Group Co. Ltd., <br>Class H<br>| 563500 | &nbsp;&nbsp;535528 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sinopec Kantons <br>Holdings Ltd.<br>| 388000 | &nbsp;&nbsp;215373 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sinopec Oilfield <br>Equipment Corp., <br>Class A<br>| 29400 | &nbsp;&nbsp;34293 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Sinopec Oilfield <br>Service Corp., <br>Class H<br>| 696000 | &nbsp;&nbsp;86733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinopec Shanghai <br>Petrochemical Co. <br>Ltd., Class H<br>| 998000 | &nbsp;&nbsp;203288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinopep-Allsino Bio <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 4159 | &nbsp;&nbsp;21669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinopharm Group Co. <br>Ltd., Class H<br>| 416800 | &nbsp;&nbsp;1112123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sino-Platinum Metals <br>Co. Ltd., Class A<br>| 20919 | &nbsp;&nbsp;69040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinoseal Holding Co. <br>Ltd., Class A<br>| 2800 | &nbsp;&nbsp;15127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinosteel Engineering <br>& Technology Co. <br>Ltd., Class A<br>| 37900 | &nbsp;&nbsp;37710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinosteel New <br>Materials Co. Ltd., <br>Class A<br>| 24200 | &nbsp;&nbsp;37760 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sino-Synergy <br>Hydrogen Energy <br>Technology Jiaxing <br>Co. Ltd., Class H<br>| 2500 | &nbsp;&nbsp;$1554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinotrans Ltd., <br>Class H<br>| 730000 | &nbsp;&nbsp;484349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinotruk Hong Kong <br>Ltd.<br>| 254500 | &nbsp;&nbsp;1168710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinotruk Jinan Truck <br>Co. Ltd., Class A<br>| 13400 | &nbsp;&nbsp;36435 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sipai Health <br>Technology Co. <br>Ltd.<br>| 36000 | &nbsp;&nbsp;12392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Skshu Paint Co. Ltd., <br>Class A<br>| 1960 | &nbsp;&nbsp;16035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Skyworth Digital Co. <br>Ltd., Class A<br>| 21087 | &nbsp;&nbsp;35244 |
| \* | Skyworth Group Ltd. | 218000 | &nbsp;&nbsp;198505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sleemon Healthy <br>Sleep Technology <br>Co. Ltd., Class A<br>| 8700 | &nbsp;&nbsp;26957 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Smoore International <br>Holdings Ltd.<br>| 207000 | &nbsp;&nbsp;298920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Snowsky Salt Industry <br>Group Co. Ltd., <br>Class A<br>| 42600 | &nbsp;&nbsp;37971 |
| \* | SOHO China Ltd. | 585500 | &nbsp;&nbsp;39722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Soho Holly Futures <br>Co. Ltd., Class H<br>| 42000 | &nbsp;&nbsp;17823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sokan New Materials <br>Group Co. Ltd., <br>Class A<br>| 4492 | &nbsp;&nbsp;23455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Solareast Holdings <br>Co. Ltd., Class A<br>| 15000 | &nbsp;&nbsp;20825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Songcheng <br>Performance <br>Development Co. <br>Ltd., Class A<br>| 34300 | &nbsp;&nbsp;42107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sonoscape Medical <br>Corp., Class A<br>| 4600 | &nbsp;&nbsp;18379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SooChow Securities <br>Co. Ltd., Class A<br>| 38420 | &nbsp;&nbsp;52930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Publishing & <br>Media Co. Ltd., <br>Class A<br>| 25700 | &nbsp;&nbsp;55824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southwest Securities <br>Co. Ltd., Class A<br>| 71900 | &nbsp;&nbsp;47399 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;So-Young <br>International, Inc., <br>ADR<br>| 16596 | &nbsp;&nbsp;47133 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SPIC Hydropower Co. <br>Ltd., Class A<br>| 13200 | &nbsp;&nbsp;25361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SPIC Industry-Finance <br>Holdings Co. Ltd., <br>Class A<br>| 33200 | &nbsp;&nbsp;31126 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Spring Airlines Co. <br>Ltd., Class A<br>| 7600 | &nbsp;&nbsp;$61460 |
| # | SSY Group Ltd. | 637026 | &nbsp;&nbsp;241272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stanley Agricultural <br>Group Co. Ltd., <br>Class A<br>| 26700 | &nbsp;&nbsp;43886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Star Lake Bioscience <br>Co., Inc. Zhaoqing <br>Guangdong, <br>Class A<br>| 47400 | &nbsp;&nbsp;50648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;StarPower <br>Semiconductor Ltd., <br>Class A<br>| 1800 | &nbsp;&nbsp;28658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;State Grid Information <br>& Communication <br>Co. Ltd., Class A<br>| 10100 | &nbsp;&nbsp;28168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;State Grid Yingda Co. <br>Ltd., Class A<br>| 43200 | &nbsp;&nbsp;41478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;STO Express Co. Ltd., <br>Class A<br>| 36200 | &nbsp;&nbsp;66916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumavision <br>Technologies Co. <br>Ltd., Class A<br>| 15900 | &nbsp;&nbsp;13825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumec Corp. Ltd., <br>Class A<br>| 38000 | &nbsp;&nbsp;63809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun Art Retail Group <br>Ltd.<br>| 703000 | &nbsp;&nbsp;138594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun King Technology <br>Group Ltd.<br>| 370000 | &nbsp;&nbsp;90217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunflower <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 16400 | &nbsp;&nbsp;33242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sungrow Power <br>Supply Co. Ltd., <br>Class A<br>| 8260 | &nbsp;&nbsp;179444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suning Universal Co. <br>Ltd., Class A<br>| 97900 | &nbsp;&nbsp;32969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunny Optical <br>Technology Group <br>Co. Ltd.<br>| 198300 | &nbsp;&nbsp;1589089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunresin New <br>Materials Co. Ltd., <br>Class A<br>| 5064 | &nbsp;&nbsp;48971 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunrise Group Co. <br>Ltd., Class A<br>| 25800 | &nbsp;&nbsp;24348 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Sunshine Lake <br>Pharma Co. Ltd., <br>Class H<br>| 31949 | &nbsp;&nbsp;174673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunstone <br>Development Co. <br>Ltd., Class A<br>| 24000 | &nbsp;&nbsp;95900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suntak Technology <br>Co. Ltd., Class A<br>| 16000 | &nbsp;&nbsp;34194 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunward Intelligent <br>Equipment Co. Ltd., <br>Class A<br>| 35600 | &nbsp;&nbsp;$58638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunwoda Electronic <br>Co. Ltd., Class A<br>| 14382 | &nbsp;&nbsp;48509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suofeiya Home <br>Collection Co. Ltd., <br>Class A<br>| 11900 | &nbsp;&nbsp;25443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SUPCON Technology <br>Co. Ltd., Class A<br>| 4279 | &nbsp;&nbsp;51546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suzhou Anjie <br>Technology Co. <br>Ltd., Class A<br>| 14500 | &nbsp;&nbsp;29027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suzhou Dongshan <br>Precision <br>Manufacturing Co. <br>Ltd., Class A<br>| 16200 | &nbsp;&nbsp;180694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suzhou Gold Mantis <br>Construction <br>Decoration Co. Ltd., <br>Class A<br>| 62300 | &nbsp;&nbsp;33457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suzhou Good-Ark <br>Electronics Co. Ltd., <br>Class A<br>| 12600 | &nbsp;&nbsp;19437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suzhou Maxwell <br>Technologies Co. <br>Ltd., Class A<br>| 2300 | &nbsp;&nbsp;102806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suzhou Secote <br>Precision Electronic <br>Co. Ltd., Class A<br>| 7840 | &nbsp;&nbsp;57009 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Suzhou SLAC <br>Precision <br>Equipment Co. Ltd., <br>Class A<br>| 10000 | &nbsp;&nbsp;20650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suzhou Sushi Testing <br>Group Co. Ltd., <br>Class A<br>| 11600 | &nbsp;&nbsp;30541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suzhou TFC Optical <br>Communication Co. <br>Ltd., Class A<br>| 4860 | &nbsp;&nbsp;173015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suzhou TZTEK <br>Technology Co. <br>Ltd., Class A<br>| 3095 | &nbsp;&nbsp;37710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SY Holdings Group <br>Ltd.<br>| 99500 | &nbsp;&nbsp;147438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Symphony Holdings <br>Ltd.<br>| 450000 | &nbsp;&nbsp;82355 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SYoung Group Co. <br>Ltd., Class A<br>| 8100 | &nbsp;&nbsp;26624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiji Computer Corp. <br>Ltd., Class A<br>| 15519 | &nbsp;&nbsp;54020 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Taiyuan Heavy <br>Industry Co. Ltd., <br>Class A<br>| 71100 | &nbsp;&nbsp;24960 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tangrenshen Group <br>Co. Ltd., Class A<br>| 38200 | &nbsp;&nbsp;24540 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TangShan Port Group <br>Co. Ltd., Class A<br>| 100337 | &nbsp;&nbsp;$61811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tangshan Sanyou <br>Chemical Industries <br>Co. Ltd., Class A<br>| 53000 | &nbsp;&nbsp;62533 |
| \* | Tanwan, Inc. | 38600 | &nbsp;&nbsp;88199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tasly Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 14300 | &nbsp;&nbsp;31074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tayho Advanced <br>Materials Group Co. <br>Ltd., Class A<br>| 20300 | &nbsp;&nbsp;38090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TBEA Co. Ltd., <br>Class A<br>| 43150 | &nbsp;&nbsp;167949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TCL Electronics <br>Holdings Ltd.<br>| 364666 | &nbsp;&nbsp;560607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TCL Technology <br>Group Corp., <br>Class A<br>| 167500 | &nbsp;&nbsp;117101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TCL Zhonghuan <br>Renewable Energy <br>Technology Co. <br>Ltd., Class A<br>| 45175 | &nbsp;&nbsp;61144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TDG Holdings Co. <br>Ltd., Class A<br>| 44400 | &nbsp;&nbsp;86556 |
| \*†† | Tech-Pro, Inc. | 1538000 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telling <br>Telecommunication <br>Holding Co. Ltd., <br>Class A<br>| 9300 | &nbsp;&nbsp;13974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ten Pao Group <br>Holdings Ltd.<br>| 44000 | &nbsp;&nbsp;15709 |
|  | Tencent Holdings Ltd. | 420100 | &nbsp;&nbsp;32289642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tencent Music <br>Entertainment <br>Group, ADR<br>| 105403 | &nbsp;&nbsp;1768662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Three Squirrels, Inc., <br>Class A<br>| 13400 | &nbsp;&nbsp;46006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thunder Software <br>Technology Co. <br>Ltd., Class A<br>| 1190 | &nbsp;&nbsp;12885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tian An China <br>Investment Co. Ltd.<br>| 148000 | &nbsp;&nbsp;86835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tian Di Science & <br>Technology Co. <br>Ltd., Class A<br>| 67200 | &nbsp;&nbsp;58335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tian Lun Gas <br>Holdings Ltd.<br>| 35500 | &nbsp;&nbsp;13288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tiande Chemical <br>Holdings Ltd.<br>| 68000 | &nbsp;&nbsp;14569 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tianfeng Securities <br>Co. Ltd., Class A<br>| 38200 | &nbsp;&nbsp;22690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tiangong International <br>Co. Ltd.<br>| 390000 | &nbsp;&nbsp;170373 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tianjin 712 <br>Communication & <br>Broadcasting Co. <br>Ltd., Class A<br>| 9000 | &nbsp;&nbsp;$25538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianjin Capital <br>Environmental <br>Protection Group <br>Co. Ltd., Class H<br>| 94000 | &nbsp;&nbsp;52620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianjin Chase Sun <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 78900 | &nbsp;&nbsp;41217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianjin Development <br>Holdings Ltd.<br>| 46000 | &nbsp;&nbsp;15931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianjin Port Co. Ltd., <br>Class A<br>| 65600 | &nbsp;&nbsp;45591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianjin Port <br>Development <br>Holdings Ltd.<br>| 682000 | &nbsp;&nbsp;61105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianjin Ringpu <br>Bio-Technology Co. <br>Ltd., Class A<br>| 17400 | &nbsp;&nbsp;49892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianjin TEDA <br>Resources <br>Recycling Group <br>Co. Ltd., Class A<br>| 34500 | &nbsp;&nbsp;22432 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tianma <br>Microelectronics Co. <br>Ltd., Class A<br>| 52000 | &nbsp;&nbsp;72593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianneng Battery <br>Group Co. Ltd., <br>Class A<br>| 7253 | &nbsp;&nbsp;35383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianneng Power <br>International Ltd.<br>| 262000 | &nbsp;&nbsp;245181 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tianqi Lithium Corp., <br>Class H<br>| 37000 | &nbsp;&nbsp;231054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianrun Industry <br>Technology Co. <br>Ltd., Class A<br>| 31800 | &nbsp;&nbsp;33844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianshan Aluminum <br>Group Co. Ltd., <br>Class A<br>| 91100 | &nbsp;&nbsp;244304 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TianShan Material Co. <br>Ltd., Class A<br>| 27200 | &nbsp;&nbsp;22136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianshui Huatian <br>Technology Co. <br>Ltd., Class A<br>| 31900 | &nbsp;&nbsp;69436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tibet Cheezheng <br>Tibetan Medicine <br>Co. Ltd., Class A<br>| 5300 | &nbsp;&nbsp;18253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tibet Mineral <br>Development Co. <br>Ltd., Class A<br>| 7100 | &nbsp;&nbsp;27281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tibet Rhodiola <br>Pharmaceutical <br>Holding Co., <br>Class A<br>| 8580 | &nbsp;&nbsp;52339 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Time Interconnect <br>Technology Ltd.<br>| 224000 | &nbsp;&nbsp;$443232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tinergy Chemical Co. <br>Ltd., Class A<br>| 65975 | &nbsp;&nbsp;49644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tingyi Cayman <br>Islands Holding <br>Corp.<br>| 626000 | &nbsp;&nbsp;948784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Titan Wind Energy <br>Suzhou Co. Ltd., <br>Class A<br>| 41700 | &nbsp;&nbsp;47232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TK Group Holdings <br>Ltd.<br>| 68000 | &nbsp;&nbsp;21711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TKD Science & <br>Technology Co. <br>Ltd., Class A<br>| 12400 | &nbsp;&nbsp;28673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tofflon Science & <br>Technology Group <br>Co. Ltd., Class A<br>| 17300 | &nbsp;&nbsp;40967 |
|  | Tomson Group Ltd. | 42541 | &nbsp;&nbsp;14562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tong Ren Tang <br>Technologies Co. <br>Ltd., Class H<br>| 176000 | &nbsp;&nbsp;96884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tongcheng Travel <br>Holdings Ltd.<br>| 410000 | &nbsp;&nbsp;1219545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tongdao Liepin <br>Group<br>| 92800 | &nbsp;&nbsp;44729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TongFu <br>Microelectronics Co. <br>Ltd., Class A<br>| 15500 | &nbsp;&nbsp;116556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tongguan Gold Group <br>Ltd.<br>| 298000 | &nbsp;&nbsp;125772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tonghua Dongbao <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 39500 | &nbsp;&nbsp;51447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tongkun Group Co. <br>Ltd., Class A<br>| 23600 | &nbsp;&nbsp;74228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tongling Jingda <br>Special Magnet <br>Wire Co. Ltd., <br>Class A<br>| 43400 | &nbsp;&nbsp;86108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tongling Nonferrous <br>Metals Group Co. <br>Ltd., Class A<br>| 153150 | &nbsp;&nbsp;179039 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tongwei Co. Ltd., <br>Class A<br>| 31488 | &nbsp;&nbsp;82434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tongyu Heavy <br>Industry Co. Ltd., <br>Class A<br>| 80400 | &nbsp;&nbsp;34572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Topchoice Medical <br>Corp., Class A<br>| 5462 | &nbsp;&nbsp;36150 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Topsports International <br>Holdings Ltd.<br>| 689000 | &nbsp;&nbsp;249807 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Towngas Smart <br>Energy Co. Ltd.<br>| 205827 | &nbsp;&nbsp;96616 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TPV Technology Co. <br>Ltd., Class A<br>| 145100 | &nbsp;&nbsp;53163 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Transcenta Holding <br>Ltd.<br>| 24500 | &nbsp;&nbsp;$7457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transfar Zhilian Co. <br>Ltd., Class A<br>| 55900 | &nbsp;&nbsp;53658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TravelSky Technology <br>Ltd., Class H<br>| 255000 | &nbsp;&nbsp;346811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Triangle Tyre Co. Ltd., <br>Class A<br>| 20900 | &nbsp;&nbsp;46472 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Trina Solar Co. Ltd., <br>Class A<br>| 17183 | &nbsp;&nbsp;46401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trip.com Group Ltd. <br>(9961 HK)<br>| 49350 | &nbsp;&nbsp;3028886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trip.com Group Ltd. <br>(TCOM US), ADR<br>| 4100 | &nbsp;&nbsp;251617 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Triumph New Energy <br>Co. Ltd., Class H<br>| 62000 | &nbsp;&nbsp;30317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Triumph Science & <br>Technology Co. <br>Ltd., Class A<br>| 17500 | &nbsp;&nbsp;36538 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Truking Technology <br>Ltd., Class A<br>| 19000 | &nbsp;&nbsp;30437 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tsinghua Tongfang <br>Co. Ltd., Class A<br>| 33600 | &nbsp;&nbsp;45027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tsingtao Brewery Co. <br>Ltd., Class H<br>| 202000 | &nbsp;&nbsp;1278357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TSP Wind Power <br>Group Co. Ltd.<br>| 23500 | &nbsp;&nbsp;46346 |
| #\*Ω | Tuhu Car, Inc. | 26300 | &nbsp;&nbsp;52422 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Tunghsu <br>Optoelectronic <br>Technology Co. <br>Ltd., Class A<br>| 114400 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tuniu Corp., <br>Sponsored ADR<br>| 18660 | &nbsp;&nbsp;12452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Uni-Bio Science <br>Group Ltd.<br>| 560000 | &nbsp;&nbsp;7949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unilumin Group Co. <br>Ltd., Class A<br>| 33796 | &nbsp;&nbsp;38071 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Uni-President China <br>Holdings Ltd.<br>| 474000 | &nbsp;&nbsp;480603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unisplendour Corp. <br>Ltd., Class A<br>| 13200 | &nbsp;&nbsp;47490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Scientific <br>Industrial Shanghai <br>Co. Ltd., Class A<br>| 23800 | &nbsp;&nbsp;115799 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;UTour Group Co. Ltd., <br>Class A<br>| 26900 | &nbsp;&nbsp;31402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;V V Food & Beverage <br>Co. Ltd., Class A<br>| 43600 | &nbsp;&nbsp;23738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valiant Co. Ltd., <br>Class A<br>| 20600 | &nbsp;&nbsp;50661 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vats Liquor Chain <br>Store Management <br>JSC Ltd. (300755 <br>C2), Class A<br>| 2900 | &nbsp;&nbsp;7032 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vats Liquor Chain <br>Store Management <br>JSC Ltd. (300755 <br>CH), Class A<br>| 5100 | &nbsp;&nbsp;$12366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vatti Corp. Ltd., <br>Class A<br>| 23800 | &nbsp;&nbsp;21573 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Venustech Group, <br>Inc., Class A<br>| 9800 | &nbsp;&nbsp;19981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Victory Giant <br>Technology Huizhou <br>Co. Ltd., Class A<br>| 8600 | &nbsp;&nbsp;324485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vipshop Holdings Ltd., <br>ADR<br>| 133611 | &nbsp;&nbsp;2286084 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Visionox Technology, <br>Inc., Class A<br>| 33500 | &nbsp;&nbsp;41881 |
| \*Ω | Viva Biotech Holdings | 484000 | &nbsp;&nbsp;158583 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vnet Group, Inc., <br>ADR<br>| 45549 | &nbsp;&nbsp;479631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walvax Biotechnology <br>Co. Ltd., Class A<br>| 13300 | &nbsp;&nbsp;24179 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Wanda Film Holding <br>Co. Ltd., Class A<br>| 30700 | &nbsp;&nbsp;52283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wangneng <br>Environment Co. <br>Ltd., Class A<br>| 12800 | &nbsp;&nbsp;31070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wangsu Science & <br>Technology Co. <br>Ltd., Class A<br>| 22500 | &nbsp;&nbsp;53499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wanguo Gold Group <br>Ltd.<br>| 328000 | &nbsp;&nbsp;498346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wanhua Chemical <br>Group Co. Ltd., <br>Class A<br>| 31100 | &nbsp;&nbsp;393800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Want Want China <br>Holdings Ltd.<br>| 1696000 | &nbsp;&nbsp;1022865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wanxiang Qianchao <br>Co. Ltd., Class A<br>| 35900 | &nbsp;&nbsp;88785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Warom Technology, <br>Inc. Co., Class A<br>| 7100 | &nbsp;&nbsp;19997 |
|  | Wasion Holdings Ltd. | 212000 | &nbsp;&nbsp;647449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wasu Media Holding <br>Co. Ltd., Class A<br>| 28700 | &nbsp;&nbsp;35940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Weibo Corp. (9898 <br>HK), Class A<br>| 12600 | &nbsp;&nbsp;134543 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Weibo Corp. (WB <br>US), Sponsored <br>ADR<br>| 15807 | &nbsp;&nbsp;167238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Weichai Power Co. <br>Ltd., Class H<br>| 583000 | &nbsp;&nbsp;1976153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Weifu <br>High-Technology <br>Group Co. Ltd., <br>Class A<br>| 15900 | &nbsp;&nbsp;48901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Weihai Guangtai <br>Airport Equipment <br>Co. Ltd., Class A<br>| 14900 | &nbsp;&nbsp;22508 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Weihai Guangwei <br>Composites Co. <br>Ltd., Class A<br>| 6960 | &nbsp;&nbsp;$40000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Weilong Delicious <br>Global Holdings <br>Ltd.<br>| 146800 | &nbsp;&nbsp;231870 |
| #\*Ω | Weimob, Inc. | 50000 | &nbsp;&nbsp;15456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wellhope Foods Co. <br>Ltd., Class A<br>| 19600 | &nbsp;&nbsp;21138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wencan Group Co. <br>Ltd., Class A<br>| 9300 | &nbsp;&nbsp;27602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wens Foodstuff Group <br>Co. Ltd., Class A<br>| 28200 | &nbsp;&nbsp;63292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wenzhou Yihua <br>Connector Co. Ltd., <br>Class A<br>| 4700 | &nbsp;&nbsp;35391 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;West China Cement <br>Ltd.<br>| 784000 | &nbsp;&nbsp;376677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Western Metal <br>Materials Co. Ltd., <br>Class A<br>| 12100 | &nbsp;&nbsp;85413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Western Mining Co. <br>Ltd., Class A<br>| 45700 | &nbsp;&nbsp;230205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Western Region Gold <br>Co. Ltd., Class A<br>| 15600 | &nbsp;&nbsp;94213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Western Securities <br>Co. Ltd., Class A<br>| 46800 | &nbsp;&nbsp;53905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Western <br>Superconducting <br>Technologies Co. <br>Ltd., Class A<br>| 4368 | &nbsp;&nbsp;53212 |
| # | Wharf Holdings Ltd. | 346000 | &nbsp;&nbsp;1118747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Willfar Information <br>Technology Co. <br>Ltd., Class A<br>| 3260 | &nbsp;&nbsp;19208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Windey Energy <br>Technology Group <br>Co. Ltd., Class A<br>| 24290 | &nbsp;&nbsp;68020 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Wingtech Technology <br>Co. Ltd., Class A<br>| 7700 | &nbsp;&nbsp;43579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Winner Medical Co. <br>Ltd., Class A<br>| 9300 | &nbsp;&nbsp;47406 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Wison Engineering <br>Services Co. Ltd.<br>| 122000 | &nbsp;&nbsp;6116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wolong Electric Group <br>Co. Ltd., Class A<br>| 4460 | &nbsp;&nbsp;28202 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;World Union Group, <br>Inc., Class A<br>| 62600 | &nbsp;&nbsp;24398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuchan Zhongda <br>Group Co. Ltd., <br>Class A<br>| 70600 | &nbsp;&nbsp;59393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuhan Dr. Laser <br>Technology Corp. <br>Ltd., Class A<br>| 2600 | &nbsp;&nbsp;32915 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **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>| 8600 | &nbsp;&nbsp;$13587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuhan Easydiagnosis <br>Biomedicine Co. <br>Ltd., Class A<br>| 3600 | &nbsp;&nbsp;9978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuhan Fingu <br>Electronic <br>Technology Co. <br>Ltd., Class A<br>| 12800 | &nbsp;&nbsp;23560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuhan Raycus Fiber <br>Laser Technologies <br>Co. Ltd., Class A<br>| 6000 | &nbsp;&nbsp;26373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuhu Token Science <br>Co. Ltd., Class A<br>| 56700 | &nbsp;&nbsp;51773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuliangye Yibin Co. <br>Ltd., Class A<br>| 24000 | &nbsp;&nbsp;362304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuling Motors <br>Holdings Ltd.<br>| 130000 | &nbsp;&nbsp;8628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WUS Printed Circuit <br>Kunshan Co. Ltd., <br>Class A<br>| 5300 | &nbsp;&nbsp;53010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wushang Group Co. <br>Ltd., Class A<br>| 15200 | &nbsp;&nbsp;23159 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;WuXi AppTec Co. Ltd., <br>Class H<br>| 49539 | &nbsp;&nbsp;704942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi Autowell <br>Technology Co. <br>Ltd., Class A<br>| 5999 | &nbsp;&nbsp;82137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi Best Precision <br>Machinery Co. Ltd., <br>Class A<br>| 12500 | &nbsp;&nbsp;43843 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi Biologics <br>Cayman, Inc.<br>| 561000 | &nbsp;&nbsp;2654848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi Boton <br>Technology Co. <br>Ltd., Class A<br>| 6600 | &nbsp;&nbsp;21938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi DK Electronic <br>Materials Co. Ltd., <br>Class A<br>| 2700 | &nbsp;&nbsp;41962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi Huaguang <br>Environment & <br>Energy Group Co. <br>Ltd., Class A<br>| 28200 | &nbsp;&nbsp;85188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi NCE Power Co. <br>Ltd., Class A<br>| 6440 | &nbsp;&nbsp;42661 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi Paike New <br>Materials <br>Technology Co. <br>Ltd., Class A<br>| 3200 | &nbsp;&nbsp;50221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi Rural <br>Commercial Bank <br>Co. Ltd., Class A<br>| 43600 | &nbsp;&nbsp;37021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi Taiji Industry Ltd. <br>Co., Class A<br>| 34100 | &nbsp;&nbsp;55026 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;WuXi XDC Cayman, <br>Inc.<br>| 74500 | &nbsp;&nbsp;$598541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi Xinje Electric <br>Co. Ltd., Class A<br>| 3000 | &nbsp;&nbsp;23780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;XCMG Construction <br>Machinery Co. Ltd., <br>Class A<br>| 97300 | &nbsp;&nbsp;150375 |
|  | XD, Inc. | 53200 | &nbsp;&nbsp;584240 |
|  | XGD, Inc., Class A | 13300 | &nbsp;&nbsp;50921 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Xiabuxiabu Catering <br>Management China <br>Holdings Co. Ltd.<br>| 235500 | &nbsp;&nbsp;23151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen Amoytop <br>Biotech Co. Ltd., <br>Class A<br>| 3449 | &nbsp;&nbsp;37733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen Bank Co. Ltd., <br>Class A<br>| 73700 | &nbsp;&nbsp;74262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen C & D, Inc., <br>Class A<br>| 29400 | &nbsp;&nbsp;40359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen Changelight <br>Co. Ltd., Class A<br>| 23300 | &nbsp;&nbsp;126703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen Faratronic Co. <br>Ltd., Class A<br>| 2600 | &nbsp;&nbsp;40654 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen Hongxin <br>Electronics <br>Technology Group, <br>Inc., Class A<br>| 4200 | &nbsp;&nbsp;18751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen ITG Group <br>Corp. Ltd., Class A<br>| 48620 | &nbsp;&nbsp;48916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen Jihong <br>Technology Co. <br>Ltd., Class A<br>| 16700 | &nbsp;&nbsp;47646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen Kingdomway <br>Group Co., Class A<br>| 12523 | &nbsp;&nbsp;34283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen Tungsten Co. <br>Ltd., Class A<br>| 33400 | &nbsp;&nbsp;268364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen Xiangyu Co. <br>Ltd., Class A<br>| 73200 | &nbsp;&nbsp;89555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xi'an Bright Laser <br>Technologies Co. <br>Ltd., Class A<br>| 3157 | &nbsp;&nbsp;50614 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Xian International <br>Medical Investment <br>Co. Ltd., Class A<br>| 27700 | &nbsp;&nbsp;19486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xi'an Manareco New <br>Materials Co. Ltd., <br>Class A<br>| 4416 | &nbsp;&nbsp;32142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xi'An Shaangu Power <br>Co. Ltd., Class A<br>| 34300 | &nbsp;&nbsp;52632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xi'an Triangle Defense <br>Co. Ltd., Class A<br>| 9400 | &nbsp;&nbsp;51557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiandai Investment <br>Co. Ltd., Class A<br>| 58000 | &nbsp;&nbsp;35722 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Xiangcai Co. Ltd., <br>Class A<br>| 34400 | &nbsp;&nbsp;54351 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Xiangtan Electric <br>Manufacturing Co. <br>Ltd., Class A<br>| 12400 | &nbsp;&nbsp;$25513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiangtan <br>Electrochemical <br>Scientific Co. Ltd., <br>Class A<br>| 18500 | &nbsp;&nbsp;37280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xianhe Co. Ltd., <br>Class A<br>| 15000 | &nbsp;&nbsp;52944 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Xiaomi Corp., <br>Class B<br>| 686200 | &nbsp;&nbsp;3106132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinfengming Group <br>Co. Ltd., Class A<br>| 40600 | &nbsp;&nbsp;121893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xingfa Aluminium <br>Holdings Ltd.<br>| 55000 | &nbsp;&nbsp;53531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinhua Winshare <br>Publishing & Media <br>Co. Ltd., Class H<br>| 129000 | &nbsp;&nbsp;180687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinhuanet Co. Ltd., <br>Class A<br>| 10790 | &nbsp;&nbsp;38830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinjiang <br>Communications <br>Construction Group <br>Co. Ltd., Class A<br>| 26300 | &nbsp;&nbsp;61750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinjiang Joinworld Co. <br>Ltd., Class A<br>| 30300 | &nbsp;&nbsp;39450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinjiang Qingsong <br>Building Materials & <br>Chemicals Group <br>Co. Ltd., Class A<br>| 50900 | &nbsp;&nbsp;33611 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Xinjiang Xintai Natural <br>Gas Co. Ltd., <br>Class A<br>| 5280 | &nbsp;&nbsp;23271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinjiang Xinxin Mining <br>Industry Co. Ltd., <br>Class H<br>| 288000 | &nbsp;&nbsp;102121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinjiang Xuefeng <br>Sci-Tech Group Co. <br>Ltd., Class A<br>| 20300 | &nbsp;&nbsp;25786 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Xinte Energy Co. Ltd., <br>Class H<br>| 79200 | &nbsp;&nbsp;77171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinxiang Chemical <br>Fiber Co. Ltd., <br>Class A<br>| 39900 | &nbsp;&nbsp;41703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinxiang Richful Lube <br>Additive Co. Ltd., <br>Class A<br>| 4940 | &nbsp;&nbsp;43014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinxing Ductile Iron <br>Pipes Co. Ltd., <br>Class A<br>| 64700 | &nbsp;&nbsp;47042 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Xinyi Energy Holdings <br>Ltd.<br>| 773704 | &nbsp;&nbsp;119792 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Xinyi Solar Holdings <br>Ltd.<br>| 1329882 | &nbsp;&nbsp;574830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinyu Iron & Steel Co. <br>Ltd., Class A<br>| 95802 | &nbsp;&nbsp;55770 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Xinzhi Group Co. Ltd., <br>Class A<br>| 7900 | &nbsp;&nbsp;$29276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xizang Zhufeng <br>Resources Co. Ltd., <br>Class A<br>| 13500 | &nbsp;&nbsp;36337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xizi Clean Energy <br>Equipment <br>Manufacturing Co. <br>Ltd., Class A<br>| 12100 | &nbsp;&nbsp;29650 |
| \* | XPeng, Inc., Class A | 121600 | &nbsp;&nbsp;1094594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xtep International <br>Holdings Ltd.<br>| 542275 | &nbsp;&nbsp;356411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xuji Electric Co. Ltd., <br>Class A<br>| 11600 | &nbsp;&nbsp;49839 |
| #\* | Xunlei Ltd., ADR | 27524 | &nbsp;&nbsp;169273 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Yadea Group Holdings <br>Ltd.<br>| 413501 | &nbsp;&nbsp;584241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yangling Metron New <br>Material, Inc., <br>Class A<br>| 18088 | &nbsp;&nbsp;44114 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Yangtze Optical Fibre <br>& Cable Joint Stock <br>Co. Ltd., Class H<br>| 36500 | &nbsp;&nbsp;387705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yangzhou Yangjie <br>Electronic <br>Technology Co. <br>Ltd., Class A<br>| 5300 | &nbsp;&nbsp;66057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yankershop Food Co. <br>Ltd., Class A<br>| 5560 | &nbsp;&nbsp;54489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yankuang Energy <br>Group Co. Ltd., <br>Class H<br>| 990900 | &nbsp;&nbsp;1443673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yantai Changyu <br>Pioneer Wine Co. <br>Ltd., Class A<br>| 9500 | &nbsp;&nbsp;28633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yantai China Pet <br>Foods Co. Ltd., <br>Class A<br>| 6800 | &nbsp;&nbsp;48666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yantai Dongcheng <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 12900 | &nbsp;&nbsp;25558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yantai Eddie Precision <br>Machinery Co. Ltd., <br>Class A<br>| 17300 | &nbsp;&nbsp;55138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yantai Jereh Oilfield <br>Services Group Co. <br>Ltd., Class A<br>| 17900 | &nbsp;&nbsp;227454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YanTai Shuangta <br>Food Co. Ltd., <br>Class A<br>| 35700 | &nbsp;&nbsp;26785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yantai Zhenghai <br>Magnetic Material <br>Co. Ltd., Class A<br>| 12800 | &nbsp;&nbsp;32224 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yatsen Holding Ltd., <br>ADR<br>| 18246 | &nbsp;&nbsp;77728 |
| #\* | Yeahka Ltd. | 35600 | &nbsp;&nbsp;36469 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yealink Network <br>Technology Corp. <br>Ltd., Class A<br>| 5980 | &nbsp;&nbsp;$33009 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yechiu Metal <br>Recycling China <br>Ltd., Class A<br>| 72100 | &nbsp;&nbsp;47534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YGSOFT, Inc., <br>Class A<br>| 22752 | &nbsp;&nbsp;21103 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yibin Tianyuan Group <br>Co. Ltd., Class A<br>| 18531 | &nbsp;&nbsp;16133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yifan Pharmaceutical <br>Co. Ltd., Class A<br>| 25000 | &nbsp;&nbsp;43751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yifeng Pharmacy <br>Chain Co. Ltd., <br>Class A<br>| 14396 | &nbsp;&nbsp;49490 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yihai International <br>Holding Ltd.<br>| 166000 | &nbsp;&nbsp;312790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yindu Kitchen <br>Equipment Co. Ltd., <br>Class A<br>| 9715 | &nbsp;&nbsp;22554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yiren Digital Ltd., <br>Sponsored ADR<br>| 26711 | &nbsp;&nbsp;106043 |
| Ω | Yixin Group Ltd. | 685500 | &nbsp;&nbsp;248746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yixintang <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 12900 | &nbsp;&nbsp;26095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yizumi Holdings Co. <br>Ltd., Class A<br>| 15200 | &nbsp;&nbsp;56549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yonfer Agricultural <br>Technology Co. <br>Ltd., Class A<br>| 33700 | &nbsp;&nbsp;84874 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yonghui Superstores <br>Co. Ltd., Class A<br>| 71500 | &nbsp;&nbsp;45314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yongjin Technology <br>Group Co. Ltd.<br>| 7800 | &nbsp;&nbsp;21582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YongXing Special <br>Materials <br>Technology Co. <br>Ltd., Class A<br>| 12550 | &nbsp;&nbsp;90006 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yonyou Network <br>Technology Co. <br>Ltd., Class A<br>| 4300 | &nbsp;&nbsp;9373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yotrio Group Co. Ltd., <br>Class A<br>| 69200 | &nbsp;&nbsp;37701 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Youcare <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 8600 | &nbsp;&nbsp;30001 |
| #\* | Youdao, Inc., ADR | 5627 | &nbsp;&nbsp;58521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Youngor Fashion Co. <br>Ltd., Class A<br>| 66020 | &nbsp;&nbsp;69853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Youngy Co. Ltd., <br>Class A<br>| 2300 | &nbsp;&nbsp;17972 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Youzu Interactive Co. <br>Ltd., Class A<br>| 21200 | &nbsp;&nbsp;36870 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | YSB, Inc. | 31600 | &nbsp;&nbsp;$22499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YTO Express Group <br>Co. Ltd., Class A<br>| 35300 | &nbsp;&nbsp;85721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuan Longping <br>High-tech <br>Agriculture Co. Ltd., <br>Class A<br>| 12000 | &nbsp;&nbsp;18133 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;YuanShengTai Dairy <br>Farm Ltd.<br>| 158000 | &nbsp;&nbsp;6159 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yuexiu Property Co. <br>Ltd.<br>| 496800 | &nbsp;&nbsp;289426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuexiu Services <br>Group Ltd.<br>| 142500 | &nbsp;&nbsp;44141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuexiu Transport <br>Infrastructure Ltd.<br>| 154000 | &nbsp;&nbsp;93224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yueyang Forest & <br>Paper Co. Ltd., <br>Class A<br>| 32100 | &nbsp;&nbsp;26484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yum China Holdings, <br>Inc. (9987 HK)<br>| 28900 | &nbsp;&nbsp;1436983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yum China Holdings, <br>Inc. (YUMC US)<br>| 72474 | &nbsp;&nbsp;3581665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YUNDA Holding <br>Group Co. Ltd., <br>Class A<br>| 52010 | &nbsp;&nbsp;51338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yunnan Aluminium <br>Co. Ltd., Class A<br>| 53300 | &nbsp;&nbsp;255027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yunnan Baiyao Group <br>Co. Ltd., Class A<br>| 4900 | &nbsp;&nbsp;39217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yunnan Chihong <br>Zinc&Germanium <br>Co. Ltd., Class A<br>| 85300 | &nbsp;&nbsp;119223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yunnan Copper Co. <br>Ltd., Class A<br>| 30100 | &nbsp;&nbsp;112862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yunnan Energy <br>Investment Co. Ltd., <br>Class A<br>| 32600 | &nbsp;&nbsp;55101 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yunnan Energy New <br>Material Group Co. <br>Ltd., Class A<br>| 5400 | &nbsp;&nbsp;39621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yunnan Nantian <br>Electronics <br>Information Co. <br>Ltd., Class A<br>| 7700 | &nbsp;&nbsp;18683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yunnan Tin Co. Ltd., <br>Class A<br>| 46900 | &nbsp;&nbsp;263276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yunnan Yuntianhua <br>Co. Ltd., Class A<br>| 14000 | &nbsp;&nbsp;76949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yusys Technologies <br>Co. Ltd., Class A<br>| 12200 | &nbsp;&nbsp;39512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yutong Bus Co. Ltd., <br>Class A<br>| 21740 | &nbsp;&nbsp;96747 |
| \* | Z Fin Ltd. | 11000 | &nbsp;&nbsp;5790 |
| #\* | Zai Lab Ltd. 9688 HK | 90200 | &nbsp;&nbsp;149958 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zai Lab Ltd. ZLAB <br>US, ADR<br>| 985 | &nbsp;&nbsp;16351 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZBOM Home <br>Collection Co. Ltd., <br>Class A<br>| 15356 | &nbsp;&nbsp;$21653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZCZL Industrial <br>Technology Group <br>Co. Ltd., Class H<br>| 99800 | &nbsp;&nbsp;281219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zengame Technology <br>Holding Ltd.<br>| 116000 | &nbsp;&nbsp;35605 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zepp Health Corp., <br>ADR<br>| 1029 | &nbsp;&nbsp;18543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhangzhou <br>Pientzehuang <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 1800 | &nbsp;&nbsp;41542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhaojin Mining <br>Industry Co. Ltd., <br>Class H<br>| 475500 | &nbsp;&nbsp;2091334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhefu Holding Group <br>Co. Ltd., Class A<br>| 129500 | &nbsp;&nbsp;90554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Asia-Pacific <br>Mechanical & <br>Electronic Co. Ltd., <br>Class A<br>| 22500 | &nbsp;&nbsp;54827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Ausun <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 21500 | &nbsp;&nbsp;30520 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Century <br>Huatong Group Co. <br>Ltd., Class A<br>| 31680 | &nbsp;&nbsp;89962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Cfmoto <br>Power Co. Ltd., <br>Class A<br>| 1600 | &nbsp;&nbsp;57953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Changsheng <br>Sliding Bearings <br>Co. Ltd., Class A<br>| 1600 | &nbsp;&nbsp;18442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang China <br>Commodities City <br>Group Co. Ltd., <br>Class A<br>| 20000 | &nbsp;&nbsp;46244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Chint <br>Electrics Co. Ltd., <br>Class A<br>| 20002 | &nbsp;&nbsp;84123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang <br>Communications <br>Technology Co. <br>Ltd., Class A<br>| 82620 | &nbsp;&nbsp;49354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Conba <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 47500 | &nbsp;&nbsp;30834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang <br>Crystal-Optech Co. <br>Ltd., Class A<br>| 9400 | &nbsp;&nbsp;32231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Dahua <br>Technology Co. <br>Ltd., Class A<br>| 21744 | &nbsp;&nbsp;59275 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Daily Digital <br>Culture Group Co. <br>Ltd., Class A<br>| 25100 | &nbsp;&nbsp;$55734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Dingli <br>Machinery Co. Ltd., <br>Class A<br>| 5880 | &nbsp;&nbsp;47633 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Dun'An <br>Artificial <br>Environment Co. <br>Ltd., Class A<br>| 24700 | &nbsp;&nbsp;44815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Expressway <br>Co. Ltd., Class H<br>| 291240 | &nbsp;&nbsp;274844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Garden <br>Biopharmaceutical <br>Co. Ltd., Class A<br>| 8900 | &nbsp;&nbsp;22850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang <br>Guyuelongshan <br>Shaoxing Wine Co. <br>Ltd., Class A<br>| 19500 | &nbsp;&nbsp;28640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Haikong <br>Nanke Huatie <br>Digital Intelligence <br>& Technology Co. <br>Ltd.<br>| 37996 | &nbsp;&nbsp;39052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Hailiang Co. <br>Ltd., Class A<br>| 40100 | &nbsp;&nbsp;84027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Hailide New <br>Material Co. Ltd., <br>Class A<br>| 35500 | &nbsp;&nbsp;37776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang HangKe <br>Technology, Inc. <br>Co., Class A<br>| 13537 | &nbsp;&nbsp;58794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Hangmin Co. <br>Ltd., Class A<br>| 41300 | &nbsp;&nbsp;45318 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Hisoar <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 35400 | &nbsp;&nbsp;32226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Hisun <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 38500 | &nbsp;&nbsp;58148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Huace Film <br>& Television Co. <br>Ltd., Class A<br>| 30900 | &nbsp;&nbsp;41182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Huahai <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 23500 | &nbsp;&nbsp;53181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Huangma <br>Technology Co. <br>Ltd., Class A<br>| 14500 | &nbsp;&nbsp;34857 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Huatong <br>Meat Products Co. <br>Ltd., Class A<br>| 13500 | &nbsp;&nbsp;19466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Huayou <br>Cobalt Co. Ltd., <br>Class A<br>| 16980 | &nbsp;&nbsp;174329 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang International <br>Group Co. Ltd., <br>Class A<br>| 7200 | &nbsp;&nbsp;$12948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Jiahua <br>Energy Chemical <br>Industry Co. Ltd., <br>Class A<br>| 38900 | &nbsp;&nbsp;66211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Jiemei <br>Electronic & <br>Technology Co. <br>Ltd., Class A<br>| 14600 | &nbsp;&nbsp;80067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Jinggong <br>Integration <br>Technology Co. <br>Ltd., Class A<br>| 5800 | &nbsp;&nbsp;17189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Jingsheng <br>Mechanical & <br>Electrical Co. Ltd., <br>Class A<br>| 19300 | &nbsp;&nbsp;123847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Jingxin <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 25160 | &nbsp;&nbsp;61412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang JIULI Hi-tech <br>Metals Co. Ltd., <br>Class A<br>| 18400 | &nbsp;&nbsp;88971 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Jiuzhou <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 21000 | &nbsp;&nbsp;55102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Jolly <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 20500 | &nbsp;&nbsp;50307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Juhua Co. <br>Ltd., Class A<br>| 6300 | &nbsp;&nbsp;35660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Lante Optics <br>Co. Ltd., Class A<br>| 9195 | &nbsp;&nbsp;61005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Longsheng <br>Group Co. Ltd., <br>Class A<br>| 34600 | &nbsp;&nbsp;75796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Medicine Co. <br>Ltd., Class A<br>| 26043 | &nbsp;&nbsp;55958 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Narada <br>Power Source Co. <br>Ltd., Class A<br>| 10300 | &nbsp;&nbsp;22164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang NHU Co. <br>Ltd., Class A<br>| 22076 | &nbsp;&nbsp;88574 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Orient Gene <br>Biotech Co. Ltd., <br>Class A<br>| 5296 | &nbsp;&nbsp;18671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Orient <br>Holdings Group Co. <br>Ltd., Class A<br>| 44490 | &nbsp;&nbsp;41382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Qianjiang <br>Motorcycle Co. Ltd., <br>Class A<br>| 21900 | &nbsp;&nbsp;49340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Runtu Co. <br>Ltd., Class A<br>| 37200 | &nbsp;&nbsp;67312 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Sanhua <br>Intelligent Controls <br>Co. Ltd., Class A<br>| 11500 | &nbsp;&nbsp;$84323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Semir <br>Garment Co. Ltd., <br>Class A<br>| 67100 | &nbsp;&nbsp;53524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Shaoxing <br>RuiFeng Rural <br>Commercial Bank <br>Co. Ltd., Class A<br>| 38980 | &nbsp;&nbsp;30575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Songyuan <br>Automotive Safety <br>Systems Co. Ltd., <br>Class A<br>| 11760 | &nbsp;&nbsp;41883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Southeast <br>Space Frame Co. <br>Ltd., Class A<br>| 20100 | &nbsp;&nbsp;17359 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Sunriver <br>Culture Tourism Co. <br>Ltd., Class A<br>| 16700 | &nbsp;&nbsp;15926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Supor Co. <br>Ltd., Class A<br>| 4250 | &nbsp;&nbsp;26413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Taihua New <br>Material Group Co. <br>Ltd., Class A<br>| 26900 | &nbsp;&nbsp;35895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Tianyu <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 7380 | &nbsp;&nbsp;27643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Wanfeng <br>Auto Wheel Co. <br>Ltd., Class A<br>| 20700 | &nbsp;&nbsp;45758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Wanliyang <br>Co. Ltd., Class A<br>| 40300 | &nbsp;&nbsp;57472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Wanma Co. <br>Ltd., Class A<br>| 31700 | &nbsp;&nbsp;75937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Wansheng <br>Co. Ltd., Class A<br>| 14800 | &nbsp;&nbsp;25848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Weiming <br>Environment <br>Protection Co. Ltd., <br>Class A<br>| 32377 | &nbsp;&nbsp;128253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Weixing <br>Industrial <br>Development Co. <br>Ltd., Class A<br>| 24400 | &nbsp;&nbsp;36693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Weixing New <br>Building Materials <br>Co. Ltd., Class A<br>| 23500 | &nbsp;&nbsp;42112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Wolwo <br>Bio-Pharmaceutical <br>Co. Ltd., Class A<br>| 7200 | &nbsp;&nbsp;29539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Xianju <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 31100 | &nbsp;&nbsp;41079 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Xinan <br>Chemical Industrial <br>Group Co. Ltd., <br>Class A<br>| 40420 | &nbsp;&nbsp;$75030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Yasha <br>Decoration Co. Ltd., <br>Class A<br>| 25400 | &nbsp;&nbsp;15373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Yinlun <br>Machinery Co. Ltd., <br>Class A<br>| 23500 | &nbsp;&nbsp;124420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Yonghe <br>Refrigerant Co. Ltd., <br>Class A<br>| 11200 | &nbsp;&nbsp;46028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhende Medical Co. <br>Ltd., Class A<br>| 9000 | &nbsp;&nbsp;89088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhenjiang Dongfang <br>Electric Heating <br>Technology Co. <br>Ltd., Class A<br>| 45400 | &nbsp;&nbsp;34799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zheshang Securities <br>Co. Ltd., Class A<br>| 22000 | &nbsp;&nbsp;33871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhewen Interactive <br>Group Co. Ltd., <br>Class A<br>| 31700 | &nbsp;&nbsp;59540 |
| #\* | Zhihu, Inc. | 33000 | &nbsp;&nbsp;41362 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;ZhongAn Online P&C <br>Insurance Co. Ltd., <br>Class H<br>| 262500 | &nbsp;&nbsp;559529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhongji Innolight Co. <br>Ltd., Class A<br>| 2240 | &nbsp;&nbsp;208016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhongjin Gold Corp. <br>Ltd., Class A<br>| 38900 | &nbsp;&nbsp;196705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZhongMan Petroleum <br>& Natural Gas <br>Group Corp. Ltd., <br>Class A<br>| 12800 | &nbsp;&nbsp;63997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhongshan Broad <br>Ocean Motor Co. <br>Ltd., Class A<br>| 52500 | &nbsp;&nbsp;80031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhongshan Public <br>Utilities Group Co. <br>Ltd., Class A<br>| 20300 | &nbsp;&nbsp;36094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhongsheng Group <br>Holdings Ltd.<br>| 240500 | &nbsp;&nbsp;358295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhongtai Securities <br>Co. Ltd., Class A<br>| 43500 | &nbsp;&nbsp;40004 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Zhongtian Financial <br>Group Co. Ltd., <br>Class A<br>| 187255 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhongtong Bus <br>Holding Co. Ltd., <br>Class A<br>| 13500 | &nbsp;&nbsp;22457 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Zhongyu Energy <br>Holdings Ltd.<br>| 167477 | &nbsp;&nbsp;61112 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Zhongyuan Bank Co. <br>Ltd., Class H<br>| 250000 | &nbsp;&nbsp;10571 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhongyuan <br>Environment-Protection <br>Co. Ltd., Class A<br>| 40400 | &nbsp;&nbsp;$50363 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Zhou Hei Ya <br>International <br>Holdings Co. Ltd.<br>| 279000 | &nbsp;&nbsp;58579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhuhai Huafa <br>Properties Co. Ltd., <br>Class A<br>| 55300 | &nbsp;&nbsp;33906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhuzhou CRRC Times <br>Electric Co. Ltd., <br>Class H<br>| 122800 | &nbsp;&nbsp;671439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhuzhou Hongda <br>Electronics Corp. <br>Ltd., Class A<br>| 2900 | &nbsp;&nbsp;20819 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhuzhou Kibing Group <br>Co. Ltd., Class A<br>| 50200 | &nbsp;&nbsp;50646 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zhuzhou Smelter <br>Group Co. Ltd., <br>Class A<br>| 29300 | &nbsp;&nbsp;94477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhuzhou Times New <br>Material Technology <br>Co. Ltd., Class A<br>| 24200 | &nbsp;&nbsp;50871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zibo Qixiang Tengda <br>Chemical Co. Ltd., <br>Class A<br>| 62500 | &nbsp;&nbsp;53035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zijin Mining Group Co. <br>Ltd., Class H<br>| 760000 | &nbsp;&nbsp;3962656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZJAMP Group Co. <br>Ltd., Class A<br>| 8300 | &nbsp;&nbsp;13055 |
| Ω | ZJLD Group, Inc. | 16600 | &nbsp;&nbsp;19203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZJMI Environmental <br>Energy Co. Ltd., <br>Class A<br>| 19700 | &nbsp;&nbsp;38972 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Zoomlion Heavy <br>Industry Science & <br>Technology Co. <br>Ltd., Class H<br>| 406800 | &nbsp;&nbsp;456373 |
|  | ZTE Corp., Class H | 103360 | &nbsp;&nbsp;373931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZTO Express <br>Cayman, Inc. (2057 <br>HK)<br>| 99650 | &nbsp;&nbsp;2200286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZTO Express <br>Cayman, Inc. (ZTO <br>US), ADR<br>| 28315 | &nbsp;&nbsp;620948 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Zylox-Tonbridge <br>Medical Technology <br>Co. Ltd., Class H<br>| 24000 | &nbsp;&nbsp;75850 |
| TOTAL CHINA | TOTAL CHINA |  | &nbsp;&nbsp;457042368 |
| COLOMBIA — (0.0%) | COLOMBIA — (0.0%) | COLOMBIA — (0.0%) |  |
|  | Almacenes Exito SA | 35252 | &nbsp;&nbsp;48631 |
|  | Celsia SA | 66913 | &nbsp;&nbsp;95205 |
|  | Cementos Argos SA | 59661 | &nbsp;&nbsp;223029 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Corp. Financiera <br>Colombiana SA<br>| 41190 | &nbsp;&nbsp;225065 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COLOMBIA — (Continued) | COLOMBIA — (Continued) | COLOMBIA — (Continued) |  |
|  | Grupo Argos SA | 44231 | &nbsp;&nbsp;$224213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Cibest SA CIB <br>US, ADR<br>| 7094 | &nbsp;&nbsp;579225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Cibest SA <br>CIBEST CB<br>| 12889 | &nbsp;&nbsp;291118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo de Inversiones <br>Suramericana SA<br>| 13197 | &nbsp;&nbsp;223110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Energia Bogota <br>SA ESP<br>| 88951 | &nbsp;&nbsp;78800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Interconexion Electrica <br>SA ESP<br>| 24653 | &nbsp;&nbsp;202058 |
|  | Mineros SA | 44303 | &nbsp;&nbsp;229850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Organizacion Terpel <br>SA<br>| 7709 | &nbsp;&nbsp;41372 |
|  | Promigas SA ESP | 11599 | &nbsp;&nbsp;21586 |
| TOTAL COLOMBIA | TOTAL COLOMBIA |  | &nbsp;&nbsp;2483262 |
| CZECH REPUBLIC — (0.0%) | CZECH REPUBLIC — (0.0%) | CZECH REPUBLIC — (0.0%) |  |
|  | CEZ AS | 12725 | &nbsp;&nbsp;731685 |
|  | Komercni Banka AS | 9798 | &nbsp;&nbsp;593730 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Moneta Money Bank <br>AS<br>| 91157 | &nbsp;&nbsp;914884 |
|  | Philip Morris CR AS | 132 | &nbsp;&nbsp;129526 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CZECH <br>REPUBLIC | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CZECH <br>REPUBLIC |  | &nbsp;&nbsp;2369825 |
| DENMARK — (1.4%) | DENMARK — (1.4%) | DENMARK — (1.4%) |  |
|  | AL Sydbank | 28208 | &nbsp;&nbsp;2554624 |
| \* | ALK-Abello AS | 43956 | &nbsp;&nbsp;1452470 |
|  | Alm Brand AS | 345580 | &nbsp;&nbsp;955895 |
|  | Ambu AS, Class B | 44710 | &nbsp;&nbsp;606299 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;AP Moller - Maersk <br>AS (MAERSKA <br>DC), Class A<br>| 328 | &nbsp;&nbsp;804311 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;AP Moller - Maersk <br>AS (MAERSKB <br>DC), Class B<br>| 476 | &nbsp;&nbsp;1177017 |
| \* | Bang & Olufsen AS | 38004 | &nbsp;&nbsp;70695 |
| \* | Bavarian Nordic AS | 29195 | &nbsp;&nbsp;889551 |
| #\* | Bioporto AS | 51729 | &nbsp;&nbsp;7907 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Carlsberg AS, <br>Class B<br>| 20030 | &nbsp;&nbsp;2723061 |
| # | cBrain AS | 2762 | &nbsp;&nbsp;35596 |
|  | Chemometec AS | 2593 | &nbsp;&nbsp;250608 |
|  | Coloplast AS, Class B | 11837 | &nbsp;&nbsp;1009045 |
|  | Columbus AS | 22994 | &nbsp;&nbsp;36543 |
|  | D/S Norden AS | 11411 | &nbsp;&nbsp;515438 |
|  | Danske Bank AS | 88541 | &nbsp;&nbsp;4510990 |
| \* | Demant AS | 27079 | &nbsp;&nbsp;947857 |
| \* | Dfds AS | 9651 | &nbsp;&nbsp;151278 |
|  | DSV AS | 13984 | &nbsp;&nbsp;3932125 |
|  | FLSmidth & Co. AS | 15154 | &nbsp;&nbsp;1298982 |
| # | Foroya Banki P | 1557 | &nbsp;&nbsp;75032 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Genmab AS (GMAB <br>DC)<br>| 11337 | &nbsp;&nbsp;3693430 |
| #\* | GN Store Nord AS | 40561 | &nbsp;&nbsp;712001 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;H Lundbeck AS <br>(HLUNA DC), <br>Class A<br>| 15876 | &nbsp;&nbsp;$92736 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;H Lundbeck AS <br>(HLUNB DC)<br>| 81972 | &nbsp;&nbsp;549569 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;H&H International AS, <br>Class B<br>| 7342 | &nbsp;&nbsp;108926 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Harboes Bryggeri AS, <br>Class B<br>| 361 | &nbsp;&nbsp;6809 |
| #\* | Huscompagniet AS | 6484 | &nbsp;&nbsp;35454 |
|  | ISS AS | 49193 | &nbsp;&nbsp;1865629 |
|  | Jeudan AS | 1549 | &nbsp;&nbsp;50055 |
|  | Jyske Bank AS | 23137 | &nbsp;&nbsp;3367046 |
| # | Matas AS | 14399 | &nbsp;&nbsp;220651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MT Hoejgaard Holding <br>AS<br>| 809 | &nbsp;&nbsp;70603 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Netcompany Group <br>AS<br>| 13978 | &nbsp;&nbsp;737741 |
| \* | Nilfisk Holding AS | 5306 | &nbsp;&nbsp;117386 |
| \* | NKT AS | 21035 | &nbsp;&nbsp;2751090 |
| \* | North Media AS | 1381 | &nbsp;&nbsp;10082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Novo Nordisk AS <br>(NOVOB DC), <br>Class B<br>| 260349 | &nbsp;&nbsp;15459321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Novonesis <br>Novozymes B, <br>Class B<br>| 47182 | &nbsp;&nbsp;2891009 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;NTG Nordic Transport <br>Group AS<br>| 2304 | &nbsp;&nbsp;70460 |
| \*Ω | Orsted AS | 33671 | &nbsp;&nbsp;757438 |
|  | Pandora AS | 25412 | &nbsp;&nbsp;2056940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Parken Sport & <br>Entertainment AS<br>| 2257 | &nbsp;&nbsp;58496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Per Aarsleff Holding <br>AS<br>| 8213 | &nbsp;&nbsp;1171197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ringkjoebing <br>Landbobank AS<br>| 10234 | &nbsp;&nbsp;2579867 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rockwool AS ROCKA <br>DC, Class A<br>| 18180 | &nbsp;&nbsp;616323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rockwool AS ROCKB <br>DC, Class B<br>| 36998 | &nbsp;&nbsp;1249421 |
|  | Royal Unibrew AS | 19787 | &nbsp;&nbsp;1864225 |
| \* | RTX AS | 2720 | &nbsp;&nbsp;49443 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Scandinavian Tobacco <br>Group AS<br>| 22732 | &nbsp;&nbsp;353532 |
|  | Schouw & Co. AS | 5347 | &nbsp;&nbsp;564262 |
| # | Solar AS, Class B | 1720 | &nbsp;&nbsp;60797 |
|  | SP Group AS | 2778 | &nbsp;&nbsp;161255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sparekassen <br>Sjaelland-Fyn AS<br>| 3119 | &nbsp;&nbsp;184781 |
| # | Tivoli AS | 821 | &nbsp;&nbsp;80455 |
|  | TORM PLC, Class A | 18342 | &nbsp;&nbsp;450902 |
| \* | Trifork Group AG | 3928 | &nbsp;&nbsp;58573 |
|  | Tryg AS | 67632 | &nbsp;&nbsp;1643661 |
|  | UIE PLC | 4804 | &nbsp;&nbsp;286648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vestas Wind Systems <br>AS<br>| 129050 | &nbsp;&nbsp;3911684 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) |  |
| \* | Zealand Pharma AS | 15693 | &nbsp;&nbsp;$1049508 |
| TOTAL DENMARK | TOTAL DENMARK |  | &nbsp;&nbsp;76024730 |
| 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>| 105579 | &nbsp;&nbsp;279652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commercial <br>International Bank - <br>Egypt (CIB) <br>(CMGGF US), <br>GDR<br>| 58904 | &nbsp;&nbsp;156097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EFG Holding SAE <br>(EFGZF US), GDR<br>| 10327 | &nbsp;&nbsp;10327 |
| TOTAL EGYPT | TOTAL EGYPT |  | &nbsp;&nbsp;446076 |
| FINLAND — (1.1%) | FINLAND — (1.1%) | FINLAND — (1.1%) |  |
|  | Aktia Bank OYJ | 20181 | &nbsp;&nbsp;294222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alandsbanken Abp, <br>Class B<br>| 331 | &nbsp;&nbsp;18553 |
|  | Alma Media OYJ | 9053 | &nbsp;&nbsp;148089 |
|  | Anora Group OYJ | 12222 | &nbsp;&nbsp;62471 |
|  | Aspo OYJ | 1832 | &nbsp;&nbsp;16503 |
|  | Atria OYJ | 5381 | &nbsp;&nbsp;101163 |
|  | Bittium OYJ | 6855 | &nbsp;&nbsp;305639 |
|  | Citycon OYJ | 15919 | &nbsp;&nbsp;71778 |
|  | Digia OYJ | 4257 | &nbsp;&nbsp;32106 |
|  | Elisa OYJ | 43702 | &nbsp;&nbsp;1933158 |
| #Ω | Enento Group OYJ | 3284 | &nbsp;&nbsp;60289 |
| # | eQ OYJ | 496 | &nbsp;&nbsp;6425 |
| # | Evli OYJ, Class B | 1046 | &nbsp;&nbsp;32656 |
|  | Finnair OYJ | 8706 | &nbsp;&nbsp;30552 |
| # | Fiskars OYJ Abp | 7723 | &nbsp;&nbsp;111575 |
| # | Fortum OYJ | 104535 | &nbsp;&nbsp;2469361 |
|  | F-Secure OYJ | 31078 | &nbsp;&nbsp;69546 |
|  | Gofore OYJ | 2086 | &nbsp;&nbsp;32844 |
|  | Harvia OYJ | 5540 | &nbsp;&nbsp;269640 |
|  | Hiab OYJ | 15100 | &nbsp;&nbsp;897262 |
|  | Huhtamaki OYJ | 35060 | &nbsp;&nbsp;1230422 |
| \* | Incap OYJ | 4186 | &nbsp;&nbsp;48992 |
|  | Kalmar OYJ, Class B | 15100 | &nbsp;&nbsp;772030 |
| # | Kamux Corp. | 6742 | &nbsp;&nbsp;18289 |
|  | Kemira OYJ | 32708 | &nbsp;&nbsp;769320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kesko OYJ (KESKOA <br>FH), Class A<br>| 26904 | &nbsp;&nbsp;672783 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kesko OYJ (KESKOB <br>FH), Class B<br>| 108737 | &nbsp;&nbsp;2750324 |
| \* | Kojamo OYJ | 24486 | &nbsp;&nbsp;276874 |
|  | Kone OYJ, Class B | 43747 | &nbsp;&nbsp;3143873 |
|  | Konecranes OYJ | 25881 | &nbsp;&nbsp;3047801 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lassila & Tikanoja <br>OYJ<br>| 10839 | &nbsp;&nbsp;96360 |
| \* | Lindex Group OYJ | 23214 | &nbsp;&nbsp;67849 |
|  | Luotea PLC | 10839 | &nbsp;&nbsp;37115 |
|  | Mandatum OYJ | 102038 | &nbsp;&nbsp;832153 |
|  | Marimekko OYJ | 15377 | &nbsp;&nbsp;234623 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Metsa Board OYJ <br>(METSB FH), <br>Class B<br>| 37011 | &nbsp;&nbsp;$114970 |
|  | Metso OYJ | 211132 | &nbsp;&nbsp;4127786 |
|  | Neste OYJ | 51540 | &nbsp;&nbsp;1316586 |
| # | NoHo Partners OYJ | 1855 | &nbsp;&nbsp;17592 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nokia OYJ (NOK US), <br>Sponsored ADR<br>| 34109 | &nbsp;&nbsp;219321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nokia OYJ (NOKIA <br>FH)<br>| 457505 | &nbsp;&nbsp;2946748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nokia OYJ (NOKIA <br>FP)<br>| 66112 | &nbsp;&nbsp;425056 |
|  | Nokian Renkaat OYJ | 14250 | &nbsp;&nbsp;182818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nordea Bank Abp <br>(NDA FH)<br>| 198861 | &nbsp;&nbsp;3842073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nordea Bank Abp <br>(NDA SS)<br>| 201732 | &nbsp;&nbsp;3892416 |
|  | Olvi OYJ, Class A | 5575 | &nbsp;&nbsp;221362 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Oma Saastopankki <br>OYJ<br>| 3577 | &nbsp;&nbsp;54315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oriola OYJ (OKDBV <br>FH), Class B<br>| 42960 | &nbsp;&nbsp;59393 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Orion OYJ (ORNAV <br>FH), Class A<br>| 8695 | &nbsp;&nbsp;713937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orion OYJ (ORNBV <br>FH), Class B<br>| 43783 | &nbsp;&nbsp;3620769 |
|  | Outokumpu OYJ | 109436 | &nbsp;&nbsp;614434 |
|  | Pihlajalinna OYJ | 4982 | &nbsp;&nbsp;85108 |
|  | Ponsse OYJ | 2075 | &nbsp;&nbsp;62894 |
|  | Puuilo OYJ | 27624 | &nbsp;&nbsp;403164 |
| #\* | QT Group OYJ | 5995 | &nbsp;&nbsp;188512 |
|  | Raisio OYJ, Class V | 27644 | &nbsp;&nbsp;89976 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Remedy <br>Entertainment OYJ<br>| 412 | &nbsp;&nbsp;7321 |
|  | Revenio Group OYJ | 6686 | &nbsp;&nbsp;159056 |
|  | Sampo OYJ, Class A | 322327 | &nbsp;&nbsp;3595474 |
|  | Sanoma OYJ | 30643 | &nbsp;&nbsp;350539 |
|  | Scanfil OYJ | 4566 | &nbsp;&nbsp;61311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stora Enso OYJ, <br>Class R<br>| 187526 | &nbsp;&nbsp;2158797 |
|  | Taaleri PLC | 5530 | &nbsp;&nbsp;50215 |
| # | Talenom OYJ | 3546 | &nbsp;&nbsp;10725 |
| Ω | Terveystalo OYJ | 40626 | &nbsp;&nbsp;488197 |
| # | TietoEVRY OYJ | 28422 | &nbsp;&nbsp;616977 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tokmanni Group <br>Corp.<br>| 24258 | &nbsp;&nbsp;221427 |
| # | UPM-Kymmene OYJ | 101986 | &nbsp;&nbsp;2813603 |
|  | Vaisala OYJ, Class A | 6965 | &nbsp;&nbsp;346427 |
| # | Valmet OYJ | 40170 | &nbsp;&nbsp;1376487 |
|  | Wartsila OYJ Abp | 90607 | &nbsp;&nbsp;3673209 |
| #\* | YIT OYJ | 42451 | &nbsp;&nbsp;155322 |
| TOTAL FINLAND | TOTAL FINLAND |  | &nbsp;&nbsp;60246957 |
| FRANCE — (4.8%) | FRANCE — (4.8%) | FRANCE — (4.8%) |  |
| \* | 74Software SA | 4569 | &nbsp;&nbsp;197772 |
|  | ABC arbitrage | 2595 | &nbsp;&nbsp;16811 |
|  | Accor SA | 14972 | &nbsp;&nbsp;814194 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aeroports de Paris <br>SA<br>| 9624 | &nbsp;&nbsp;$1271540 |
| \* | Air France-KLM | 15284 | &nbsp;&nbsp;196065 |
|  | Air Liquide SA | 17825 | &nbsp;&nbsp;3337949 |
|  | Airbus SE | 29200 | &nbsp;&nbsp;6685332 |
|  | AKWEL SADIR | 4438 | &nbsp;&nbsp;41697 |
| \* | Alstom SA | 112232 | &nbsp;&nbsp;3583386 |
|  | Altamir | 4354 | &nbsp;&nbsp;152811 |
|  | Alten SA | 9742 | &nbsp;&nbsp;955017 |
| Ω | Amundi SA | 16864 | &nbsp;&nbsp;1499363 |
| #\*Ω | Aramis Group SAS | 2715 | &nbsp;&nbsp;14830 |
|  | Arkema SA | 17315 | &nbsp;&nbsp;1042745 |
|  | Assystem SA | 2173 | &nbsp;&nbsp;122210 |
|  | Aubay | 2507 | &nbsp;&nbsp;177899 |
|  | AXA SA | 89591 | &nbsp;&nbsp;4085267 |
| Ω | Ayvens SA | 17490 | &nbsp;&nbsp;253567 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Bastide le Confort <br>Medical<br>| 1570 | &nbsp;&nbsp;43296 |
|  | Beneteau SACA | 12120 | &nbsp;&nbsp;113984 |
|  | BioMerieux | 7129 | &nbsp;&nbsp;827866 |
|  | BNP Paribas SA | 71751 | &nbsp;&nbsp;7758609 |
|  | Boiron SA | 2514 | &nbsp;&nbsp;88972 |
|  | Bollore SE | 141009 | &nbsp;&nbsp;803952 |
|  | Bonduelle SCA | 4529 | &nbsp;&nbsp;56797 |
|  | Bouygues SA | 73956 | &nbsp;&nbsp;3997602 |
|  | Bureau Veritas SA | 77376 | &nbsp;&nbsp;2490913 |
|  | Capgemini SE | 23187 | &nbsp;&nbsp;3602751 |
|  | Carrefour SA | 187481 | &nbsp;&nbsp;3070783 |
|  | CBo Territoria | 9164 | &nbsp;&nbsp;40394 |
| \* | Cegedim SA | 2736 | &nbsp;&nbsp;43364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cie de Saint-Gobain <br>SA<br>| 70887 | &nbsp;&nbsp;6996934 |
|  | Cie des Alpes | 7009 | &nbsp;&nbsp;215798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cie Generale des <br>Etablissements <br>Michelin SCA<br>| 181642 | &nbsp;&nbsp;6745389 |
| \* | Claranova SE | 4482 | &nbsp;&nbsp;6698 |
| \* | Clariane SE | 33278 | &nbsp;&nbsp;150291 |
|  | Coface SA | 44297 | &nbsp;&nbsp;810154 |
|  | Credit Agricole SA | 85531 | &nbsp;&nbsp;1852295 |
|  | Danone SA | 37515 | &nbsp;&nbsp;2939671 |
|  | Dassault Aviation SA | 2251 | &nbsp;&nbsp;855774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dassault Systemes <br>SE<br>| 11504 | &nbsp;&nbsp;316415 |
|  | Derichebourg SA | 50289 | &nbsp;&nbsp;473968 |
|  | Edenred SE | 30586 | &nbsp;&nbsp;640648 |
|  | Eiffage SA | 31274 | &nbsp;&nbsp;4638163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Electricite de <br>Strasbourg SA<br>| 236 | &nbsp;&nbsp;60918 |
| #\*Ω | Elior Group SA | 30598 | &nbsp;&nbsp;103251 |
|  | Elis SA | 73732 | &nbsp;&nbsp;2140768 |
| \* | Emeis SA | 2255 | &nbsp;&nbsp;36417 |
|  | Engie SA | 406423 | &nbsp;&nbsp;12134330 |
|  | Equasens | 140 | &nbsp;&nbsp;6586 |
| # | Eramet SA | 2307 | &nbsp;&nbsp;199934 |
|  | EssilorLuxottica SA | 9442 | &nbsp;&nbsp;2886380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Etablissements Maurel <br>et Prom SA<br>| 28084 | &nbsp;&nbsp;219445 |
|  | Eurazeo SE | 15983 | &nbsp;&nbsp;960083 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |  |
| \* | Euroapi SA | 10711 | &nbsp;&nbsp;$26878 |
|  | Eurofins Scientific SE | 35523 | &nbsp;&nbsp;2873561 |
| Ω | Euronext NV | 15958 | &nbsp;&nbsp;2234978 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Eutelsat <br>Communications <br>SACA<br>| 5230 | &nbsp;&nbsp;14197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Exel Industries SA, <br>Class A<br>| 410 | &nbsp;&nbsp;18796 |
|  | FDJ UNITED | 30545 | &nbsp;&nbsp;808401 |
| \* | Figeac Aero | 2158 | &nbsp;&nbsp;27523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fnac Darty SA (FNAC <br>FP)<br>| 3997 | &nbsp;&nbsp;168280 |
| \* | Forvia SE (1EO IM) | 5777 | &nbsp;&nbsp;94420 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Forvia SE (FRVIA <br>FP)<br>| 50613 | &nbsp;&nbsp;826380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gaztransport Et <br>Technigaz SA<br>| 14585 | &nbsp;&nbsp;3142315 |
|  | Getlink SE | 65750 | &nbsp;&nbsp;1301481 |
|  | GL Events SACA | 2338 | &nbsp;&nbsp;89137 |
|  | Groupe Crit SA | 1179 | &nbsp;&nbsp;88911 |
| #\* | Guerbet | 2270 | &nbsp;&nbsp;36924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hermes International <br>SCA<br>| 2123 | &nbsp;&nbsp;5107933 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ID Logistics Group <br>SACA<br>| 1122 | &nbsp;&nbsp;544216 |
|  | Imerys SA | 10735 | &nbsp;&nbsp;334727 |
|  | Infotel SA | 1378 | &nbsp;&nbsp;71101 |
|  | Interparfums SA | 2434 | &nbsp;&nbsp;74098 |
|  | Ipsen SA | 11663 | &nbsp;&nbsp;1905329 |
|  | IPSOS SA | 18653 | &nbsp;&nbsp;791329 |
|  | Jacquet Metals SACA | 4441 | &nbsp;&nbsp;122277 |
|  | JCDecaux SE | 23660 | &nbsp;&nbsp;466664 |
|  | Kaufman & Broad SA | 3835 | &nbsp;&nbsp;142694 |
|  | Kering SA | 6153 | &nbsp;&nbsp;1920829 |
|  | Laurent-Perrier | 647 | &nbsp;&nbsp;69364 |
|  | Legrand SA | 23999 | &nbsp;&nbsp;3831628 |
| # | Linedata Services | 520 | &nbsp;&nbsp;26194 |
|  | LISI SA | 3575 | &nbsp;&nbsp;226644 |
|  | LNA Sante SA | 2281 | &nbsp;&nbsp;62985 |
|  | L'Oreal SA | 10642 | &nbsp;&nbsp;4889350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LVMH Moet Hennessy <br>Louis Vuitton SE<br>| 21810 | &nbsp;&nbsp;14076267 |
|  | Manitou BF SA | 3915 | &nbsp;&nbsp;103219 |
|  | Mersen SA | 5275 | &nbsp;&nbsp;161289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Metropole Television <br>SA<br>| 7877 | &nbsp;&nbsp;112833 |
|  | Nexans SA | 11535 | &nbsp;&nbsp;1816905 |
| \* | Nexity SA | 4626 | &nbsp;&nbsp;52307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;North Atlantic <br>Energies<br>| 1013 | &nbsp;&nbsp;56520 |
|  | NRJ Group | 7637 | &nbsp;&nbsp;65728 |
|  | Oeneo SA | 5165 | &nbsp;&nbsp;56566 |
|  | Opmobility | 19392 | &nbsp;&nbsp;371545 |
|  | Orange SA (ORA FP) | 528044 | &nbsp;&nbsp;9816346 |
|  | Pernod Ricard SA | 19214 | &nbsp;&nbsp;1718051 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pierre Et Vacances <br>SA<br>| 36881 | &nbsp;&nbsp;79158 |
| # | Pluxee NV | 21987 | &nbsp;&nbsp;291284 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Publicis Groupe SA <br>(PUB FP)<br>| 39525 | &nbsp;&nbsp;$3950455 |
|  | Quadient SA | 8674 | &nbsp;&nbsp;164147 |
| # | Remy Cointreau SA | 1827 | &nbsp;&nbsp;87128 |
|  | Renault SA | 64701 | &nbsp;&nbsp;2441775 |
|  | Rexel SA | 77184 | &nbsp;&nbsp;3234439 |
|  | Robertet SA | 148 | &nbsp;&nbsp;148393 |
|  | Rubis SCA | 14682 | &nbsp;&nbsp;594519 |
|  | Safran SA | 19874 | &nbsp;&nbsp;7100804 |
|  | Sanofi SA (SAN FP) | 55079 | &nbsp;&nbsp;5195252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sartorius Stedim <br>Biotech<br>| 1142 | &nbsp;&nbsp;255200 |
|  | Savencia SA | 1762 | &nbsp;&nbsp;124879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Schneider Electric SE <br>(0NWV LI)<br>| 523 | &nbsp;&nbsp;149567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Schneider Electric SE <br>(SU FP)<br>| 16920 | &nbsp;&nbsp;4850995 |
|  | SCOR SE | 48269 | &nbsp;&nbsp;1572950 |
|  | SEB SA | 7970 | &nbsp;&nbsp;449575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seche Environnement <br>SACA<br>| 1125 | &nbsp;&nbsp;104879 |
|  | SES SA | 134276 | &nbsp;&nbsp;1099792 |
| \*Ω | SMCP SA | 15820 | &nbsp;&nbsp;115005 |
|  | Societe BIC SA | 6485 | &nbsp;&nbsp;417757 |
|  | Societe Generale SA | 92987 | &nbsp;&nbsp;8148398 |
|  | Societe LDC SADIR | 2226 | &nbsp;&nbsp;249582 |
|  | Sodexo SA | 25211 | &nbsp;&nbsp;1288070 |
| \* | SOITEC | 3311 | &nbsp;&nbsp;103110 |
| \* | Solutions 30 SE | 18671 | &nbsp;&nbsp;20183 |
|  | Sopra Steria Group | 6130 | &nbsp;&nbsp;1119737 |
|  | SPIE SA | 49568 | &nbsp;&nbsp;2716023 |
|  | Stef SA | 1976 | &nbsp;&nbsp;293268 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;STMicroelectronics <br>NV (STM FP)<br>| 35182 | &nbsp;&nbsp;993470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;STMicroelectronics <br>NV (STM US)<br>| 76347 | &nbsp;&nbsp;2129318 |
|  | Sword Group | 2456 | &nbsp;&nbsp;106298 |
|  | Synergie SE | 3061 | &nbsp;&nbsp;111294 |
|  | Technip Energies NV | 56683 | &nbsp;&nbsp;2221373 |
|  | Teleperformance SE | 16151 | &nbsp;&nbsp;1043280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Television Francaise 1 <br>SA<br>| 13867 | &nbsp;&nbsp;134029 |
|  | TFF Group | 687 | &nbsp;&nbsp;13805 |
|  | Thales SA | 11933 | &nbsp;&nbsp;3652997 |
|  | Thermador Groupe | 1429 | &nbsp;&nbsp;133364 |
|  | Tikehau Capital SCA | 9093 | &nbsp;&nbsp;173612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TotalEnergies SE <br>(TTE FP)<br>| 339187 | &nbsp;&nbsp;24668625 |
|  | Trigano SA | 3519 | &nbsp;&nbsp;700179 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ubisoft Entertainment <br>SA<br>| 15868 | &nbsp;&nbsp;81866 |
|  | Valeo SE | 69993 | &nbsp;&nbsp;977549 |
|  | Vallourec SACA | 74061 | &nbsp;&nbsp;1571793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Veolia Environnement <br>SA (VEOEY US), <br>ADR<br>| 2434 | &nbsp;&nbsp;45662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Veolia Environnement <br>SA (VIE FP)<br>| 59845 | &nbsp;&nbsp;2244616 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |  |
|  | Vetoquinol SA | 997 | &nbsp;&nbsp;$102712 |
|  | Vicat SACA | 6500 | &nbsp;&nbsp;602293 |
|  | VIEL & Cie SA | 945 | &nbsp;&nbsp;20220 |
|  | Vinci SA | 71180 | &nbsp;&nbsp;10234588 |
|  | Virbac SACA | 759 | &nbsp;&nbsp;316403 |
| \* | Viridien | 1577 | &nbsp;&nbsp;238553 |
|  | Vivendi SE | 240931 | &nbsp;&nbsp;672183 |
| #\* | Voltalia SA | 10199 | &nbsp;&nbsp;85803 |
|  | Vusion | 209 | &nbsp;&nbsp;32537 |
| # | Wavestone | 2002 | &nbsp;&nbsp;142934 |
| #\*Ω | Worldline SA | 3859 | &nbsp;&nbsp;6536 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;X-Fab Silicon <br>Foundries SE<br>| 17637 | &nbsp;&nbsp;107096 |
| TOTAL FRANCE | TOTAL FRANCE |  | &nbsp;&nbsp;253456480 |
| GERMANY — (4.8%) | GERMANY — (4.8%) | GERMANY — (4.8%) |  |
|  | 1&1 AG | 12950 | &nbsp;&nbsp;412412 |
| \* | 7C Solarparken AG | 20662 | &nbsp;&nbsp;41511 |
|  | Adesso SE | 970 | &nbsp;&nbsp;93541 |
|  | adidas AG | 18670 | &nbsp;&nbsp;3310257 |
|  | Adtran Networks SE | 1667 | &nbsp;&nbsp;43875 |
|  | AIXTRON SE | 18725 | &nbsp;&nbsp;429577 |
|  | All for One Group SE | 816 | &nbsp;&nbsp;38828 |
|  | Allgeier SE | 2177 | &nbsp;&nbsp;57801 |
|  | Allianz SE (ALV GR) | 19420 | &nbsp;&nbsp;8551046 |
|  | Alzchem Group AG | 1800 | &nbsp;&nbsp;329067 |
|  | Amadeus Fire AG | 1367 | &nbsp;&nbsp;63040 |
| \* | Aroundtown SA | 126486 | &nbsp;&nbsp;401938 |
|  | Atoss Software SE | 3038 | &nbsp;&nbsp;350126 |
| Ω | Aumann AG | 1873 | &nbsp;&nbsp;31196 |
| \* | Aumovio SE | 17274 | &nbsp;&nbsp;828879 |
|  | Aurubis AG | 14817 | &nbsp;&nbsp;2797953 |
|  | BASF SE | 181433 | &nbsp;&nbsp;9836200 |
|  | Bayer AG | 232475 | &nbsp;&nbsp;12295985 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bayerische Motoren <br>Werke AG<br>| 27477 | &nbsp;&nbsp;2829589 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;BayWa AG (BYW6 <br>GR)<br>| 10473 | &nbsp;&nbsp;42425 |
|  | Bechtle AG | 29170 | &nbsp;&nbsp;1511944 |
| Ω | Befesa SA | 10694 | &nbsp;&nbsp;391675 |
|  | Beiersdorf AG | 14057 | &nbsp;&nbsp;1676710 |
|  | Bertrandt AG | 1589 | &nbsp;&nbsp;36165 |
|  | Bijou Brigitte AG | 1462 | &nbsp;&nbsp;75095 |
|  | Bilfinger SE | 8279 | &nbsp;&nbsp;1159960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Borussia Dortmund <br>GmbH & Co. KGaA<br>| 29896 | &nbsp;&nbsp;115499 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;BRANICKS Group <br>AG<br>| 13392 | &nbsp;&nbsp;30804 |
| # | Brenntag SE | 39795 | &nbsp;&nbsp;2421114 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Brockhaus <br>Technologies AG<br>| 1041 | &nbsp;&nbsp;21419 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;CANCOM SE (COK <br>GR)<br>| 7275 | &nbsp;&nbsp;244778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Carl Zeiss Meditec <br>AG<br>| 5019 | &nbsp;&nbsp;166578 |
| \* | Ceconomy AG | 22310 | &nbsp;&nbsp;117895 |
| \* | CENIT AG | 2780 | &nbsp;&nbsp;23117 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cewe Stiftung & Co. <br>KGaA<br>| 3436 | &nbsp;&nbsp;$411551 |
|  | Commerzbank AG | 167433 | &nbsp;&nbsp;6882281 |
|  | Continental AG | 34548 | &nbsp;&nbsp;2718556 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;CTS Eventim AG & <br>Co. KGaA<br>| 19710 | &nbsp;&nbsp;1656448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daimler Truck Holding <br>AG<br>| 107108 | &nbsp;&nbsp;5186055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dermapharm Holding <br>SE<br>| 5013 | &nbsp;&nbsp;207094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Bank AG <br>(DBK GR)<br>| 163012 | &nbsp;&nbsp;6432631 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Beteiligungs <br>AG<br>| 4089 | &nbsp;&nbsp;123546 |
|  | Deutsche Boerse AG | 20517 | &nbsp;&nbsp;5195421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche EuroShop <br>AG<br>| 3358 | &nbsp;&nbsp;76718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Lufthansa <br>AG<br>| 125694 | &nbsp;&nbsp;1294832 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche <br>Pfandbriefbank AG<br>| 36107 | &nbsp;&nbsp;178163 |
|  | Deutsche Post AG | 198622 | &nbsp;&nbsp;11108625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Telekom AG <br>(DTE GR)<br>| 555726 | &nbsp;&nbsp;18649194 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Wohnen <br>SE<br>| 10013 | &nbsp;&nbsp;248946 |
|  | Deutz AG | 3190 | &nbsp;&nbsp;40850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Draegerwerk AG & <br>Co. KGaA<br>| 1349 | &nbsp;&nbsp;113578 |
|  | Duerr AG | 17076 | &nbsp;&nbsp;455134 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;DWS Group GmbH & <br>Co. KGaA<br>| 17869 | &nbsp;&nbsp;1308263 |
|  | E.ON SE | 503516 | &nbsp;&nbsp;10679491 |
|  | Eckert & Ziegler SE | 12987 | &nbsp;&nbsp;229921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elmos Semiconductor <br>SE<br>| 2766 | &nbsp;&nbsp;376411 |
|  | ElringKlinger AG | 10977 | &nbsp;&nbsp;55319 |
| # | Energiekontor AG | 2490 | &nbsp;&nbsp;113156 |
|  | Evonik Industries AG | 77343 | &nbsp;&nbsp;1198036 |
| \* | Evotec SE | 45380 | &nbsp;&nbsp;334197 |
|  | Fabasoft AG | 2009 | &nbsp;&nbsp;36697 |
|  | Fielmann Group AG | 8763 | &nbsp;&nbsp;429501 |
|  | flatexDEGIRO SE | 29434 | &nbsp;&nbsp;1435782 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fraport AG Frankfurt <br>Airport Services <br>Worldwide<br>| 11628 | &nbsp;&nbsp;1075884 |
|  | Freenet AG | 53644 | &nbsp;&nbsp;1937040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fresenius Medical <br>Care AG (FME GR)<br>| 48062 | &nbsp;&nbsp;2163702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fresenius SE & Co. <br>KGaA<br>| 48965 | &nbsp;&nbsp;2738992 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Friedrich Vorwerk <br>Group SE<br>| 3434 | &nbsp;&nbsp;368899 |
|  | FUCHS SE | 9228 | &nbsp;&nbsp;324763 |
|  | GEA Group AG | 59438 | &nbsp;&nbsp;4249985 |
| # | Gerresheimer AG | 8059 | &nbsp;&nbsp;240715 |
|  | Gesco SE | 3358 | &nbsp;&nbsp;59893 |
| # | GFT Technologies SE | 9166 | &nbsp;&nbsp;225717 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grand City Properties <br>SA<br>| 12851 | &nbsp;&nbsp;$144031 |
| # | Grenke AG | 5838 | &nbsp;&nbsp;99647 |
|  | Hannover Rueck SE | 11514 | &nbsp;&nbsp;3255578 |
| #Ω | Hapag-Lloyd AG | 5005 | &nbsp;&nbsp;719025 |
|  | Hawesko Holding SE | 778 | &nbsp;&nbsp;18742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heidelberg Materials <br>AG<br>| 30124 | &nbsp;&nbsp;8250077 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Heidelberger <br>Druckmaschinen <br>AG<br>| 86261 | &nbsp;&nbsp;187545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hella GmbH & Co. <br>KGaA<br>| 134 | &nbsp;&nbsp;12952 |
| \* | HelloFresh SE | 48887 | &nbsp;&nbsp;321109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henkel AG & Co. <br>KGaA<br>| 12889 | &nbsp;&nbsp;1063975 |
| # | Hensoldt AG | 19182 | &nbsp;&nbsp;1905589 |
| # | HOCHTIEF AG | 5257 | &nbsp;&nbsp;2204494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hornbach Holding AG <br>& Co. KGaA<br>| 3806 | &nbsp;&nbsp;363680 |
| # | HUGO BOSS AG | 13959 | &nbsp;&nbsp;578791 |
|  | Indus Holding AG | 3917 | &nbsp;&nbsp;149036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Infineon Technologies <br>AG (IFX GR)<br>| 204693 | &nbsp;&nbsp;10005903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Init Innovation in <br>Traffic Systems SE<br>| 1931 | &nbsp;&nbsp;109752 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Instone Real Estate <br>Group SE<br>| 10303 | &nbsp;&nbsp;105197 |
| \* | IONOS Group SE | 5890 | &nbsp;&nbsp;189894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IVU Traffic <br>Technologies AG<br>| 3219 | &nbsp;&nbsp;80055 |
|  | Jenoptik AG | 13252 | &nbsp;&nbsp;418224 |
| Ω | JOST Werke SE | 4249 | &nbsp;&nbsp;315154 |
| # | K&S AG | 59181 | &nbsp;&nbsp;969666 |
|  | KION Group AG | 22697 | &nbsp;&nbsp;1603198 |
| # | Kloeckner & Co. SE | 10042 | &nbsp;&nbsp;130818 |
|  | Knorr-Bremse AG | 19436 | &nbsp;&nbsp;2263035 |
| \* | Koenig & Bauer AG | 4757 | &nbsp;&nbsp;52395 |
| # | Kontron AG | 13947 | &nbsp;&nbsp;386941 |
|  | Krones AG | 6122 | &nbsp;&nbsp;985151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KWS Saat SE & Co. <br>KGaA<br>| 3782 | &nbsp;&nbsp;335999 |
| # | Lanxess AG | 21942 | &nbsp;&nbsp;453220 |
|  | LEG Immobilien SE | 15125 | &nbsp;&nbsp;1093652 |
| # | Leifheit AG | 2142 | &nbsp;&nbsp;39007 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;LPKF Laser & <br>Electronics SE<br>| 3814 | &nbsp;&nbsp;35368 |
| #\* | Medios AG | 3882 | &nbsp;&nbsp;73579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mercedes-Benz Group <br>AG<br>| 45834 | &nbsp;&nbsp;3132488 |
|  | Merck KGaA | 3786 | &nbsp;&nbsp;564086 |
|  | MLP SE | 29957 | &nbsp;&nbsp;261135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MTU Aero Engines <br>AG<br>| 8162 | &nbsp;&nbsp;3628620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Muenchener <br>Rueckversicherungs-Gesellschaft <br>AG in Muenchen<br>| 8654 | &nbsp;&nbsp;5244985 |
|  | Multitude AG | 915 | &nbsp;&nbsp;6581 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mutares SE & Co. <br>KGaA<br>| 5859 | &nbsp;&nbsp;$226423 |
| # | Nagarro SE | 1536 | &nbsp;&nbsp;129090 |
| # | Nemetschek SE | 16704 | &nbsp;&nbsp;1459501 |
| \* | Nordex SE | 33573 | &nbsp;&nbsp;1344142 |
| # | Norma Group SE | 7392 | &nbsp;&nbsp;128667 |
|  | Patrizia SE | 11045 | &nbsp;&nbsp;111782 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pentixapharm Holding <br>AG<br>| 3524 | &nbsp;&nbsp;7887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pfeiffer Vacuum <br>Technology AG<br>| 1493 | &nbsp;&nbsp;290397 |
|  | ProCredit Holding AG | 6800 | &nbsp;&nbsp;68503 |
| # | Puma SE (PUM GR) | 15305 | &nbsp;&nbsp;391227 |
| \* | PVA TePla AG | 7215 | &nbsp;&nbsp;226550 |
|  | PWO AG | 638 | &nbsp;&nbsp;20352 |
| \* | q.beyond AG | 24466 | &nbsp;&nbsp;23424 |
|  | Rational AG | 1534 | &nbsp;&nbsp;1229219 |
| # | RENK Group AG | 18353 | &nbsp;&nbsp;1181601 |
|  | Rheinmetall AG | 6001 | &nbsp;&nbsp;12715196 |
| # | RTL Group SA | 12174 | &nbsp;&nbsp;530784 |
|  | RWE AG | 75013 | &nbsp;&nbsp;4763615 |
|  | Salzgitter AG | 7562 | &nbsp;&nbsp;405786 |
|  | SAP SE (SAP GR) | 18493 | &nbsp;&nbsp;3694316 |
| # | Schaeffler AG | 51345 | &nbsp;&nbsp;605568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Schott Pharma AG & <br>Co. KGaA<br>| 2111 | &nbsp;&nbsp;35905 |
| Ω | Scout24 SE | 7542 | &nbsp;&nbsp;750890 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Secunet Security <br>Networks AG<br>| 327 | &nbsp;&nbsp;91861 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;SFC Energy AG, <br>Class BR<br>| 2801 | &nbsp;&nbsp;46662 |
| \* | SGL Carbon SE | 8070 | &nbsp;&nbsp;39206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Siemens AG (SIE <br>GR)<br>| 18211 | &nbsp;&nbsp;5505734 |
| \* | Siemens Energy AG | 46535 | &nbsp;&nbsp;7928634 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Siemens Healthineers <br>AG<br>| 10407 | &nbsp;&nbsp;519449 |
| # | Siltronic AG | 2705 | &nbsp;&nbsp;167950 |
|  | Sixt SE | 4885 | &nbsp;&nbsp;382796 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;SMA Solar Technology <br>AG<br>| 5047 | &nbsp;&nbsp;219560 |
|  | Stabilus SE | 5944 | &nbsp;&nbsp;136455 |
|  | STRATEC SE | 1131 | &nbsp;&nbsp;29967 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Stroeer SE & Co. <br>KGaA<br>| 9378 | &nbsp;&nbsp;374945 |
|  | Suedzucker AG | 19604 | &nbsp;&nbsp;224446 |
| # | SUSS MicroTec SE | 5570 | &nbsp;&nbsp;327621 |
| # | Symrise AG | 28049 | &nbsp;&nbsp;2361363 |
| # | TAG Immobilien AG | 47432 | &nbsp;&nbsp;804700 |
|  | Takkt AG | 9190 | &nbsp;&nbsp;39297 |
| \* | Talanx AG | 17751 | &nbsp;&nbsp;2238945 |
| #\*Ω | TeamViewer SE | 33806 | &nbsp;&nbsp;226038 |
|  | Technotrans SE | 1819 | &nbsp;&nbsp;71577 |
|  | thyssenkrupp AG | 150287 | &nbsp;&nbsp;2003435 |
| \* | Tkms AG& Co. KGaA | 7514 | &nbsp;&nbsp;878144 |
| \* | TUI AG | 186434 | &nbsp;&nbsp;1987763 |
|  | United Internet AG | 26796 | &nbsp;&nbsp;871752 |
| #\* | Verbio SE | 3836 | &nbsp;&nbsp;113272 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |  |
|  | Volkswagen AG | 4559 | &nbsp;&nbsp;$553316 |
|  | Vonovia SE | 49695 | &nbsp;&nbsp;1455027 |
| # | Vossloh AG | 3762 | &nbsp;&nbsp;360134 |
| # | Wacker Chemie AG | 3425 | &nbsp;&nbsp;278153 |
|  | Wacker Neuson SE | 12005 | &nbsp;&nbsp;274180 |
|  | Washtec AG | 3925 | &nbsp;&nbsp;223737 |
| \* | Westwing Group SE | 457 | &nbsp;&nbsp;7777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuestenrot & <br>Wuerttembergische <br>AG<br>| 7377 | &nbsp;&nbsp;131310 |
| #\*Ω | Zalando SE | 62219 | &nbsp;&nbsp;1789130 |
|  | Zeal Network SE | 1112 | &nbsp;&nbsp;64010 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp;256167531 |
| GREECE — (0.2%) | GREECE — (0.2%) | GREECE — (0.2%) |  |
|  | Aegean Airlines SA | 12199 | &nbsp;&nbsp;216113 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aktor SA Holding Co. <br>Technical & Energy <br>Projects<br>| 8800 | &nbsp;&nbsp;113217 |
|  | Alpha Bank SA | 283602 | &nbsp;&nbsp;1357591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Athens International <br>Airport SA<br>| 771 | &nbsp;&nbsp;10346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Athens Water Supply <br>& Sewage Co. SA<br>| 5285 | &nbsp;&nbsp;45134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Autohellas Tourist & <br>Trading SA<br>| 5110 | &nbsp;&nbsp;78722 |
|  | Avax SA | 6223 | &nbsp;&nbsp;24803 |
|  | Bank of Greece | 5652 | &nbsp;&nbsp;115251 |
|  | Cenergy Holdings SA | 3368 | &nbsp;&nbsp;77372 |
|  | Ellaktor SA | 28588 | &nbsp;&nbsp;46692 |
| # | ElvalHalcor SA | 16469 | &nbsp;&nbsp;90277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eurobank SA, <br>Class A<br>| 167181 | &nbsp;&nbsp;817009 |
|  | Fourlis Holdings SA | 10258 | &nbsp;&nbsp;53546 |
|  | GEK Terna SA | 13273 | &nbsp;&nbsp;522448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hellenic <br>Telecommunications <br>Organization SA<br>| 13560 | &nbsp;&nbsp;254323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Helleniq Energy <br>Holdings SA<br>| 31775 | &nbsp;&nbsp;341970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Holding Co. ADMIE <br>IPTO SA<br>| 19838 | &nbsp;&nbsp;72126 |
|  | Ideal Holdings SA | 690 | &nbsp;&nbsp;5070 |
|  | Intracom Holdings SA | 21319 | &nbsp;&nbsp;89024 |
|  | Jumbo SA | 15991 | &nbsp;&nbsp;474147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kri-Kri Milk Industry <br>SA<br>| 4410 | &nbsp;&nbsp;113520 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LAMDA Development <br>SA<br>| 12603 | &nbsp;&nbsp;105816 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Metlen Energy & <br>Metals PLC<br>| 12414 | &nbsp;&nbsp;675735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Motor Oil Hellas <br>Corinth Refineries <br>SA<br>| 18487 | &nbsp;&nbsp;744341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Bank of <br>Greece SA<br>| 48124 | &nbsp;&nbsp;849611 |
|  | OPAP SA | 9527 | &nbsp;&nbsp;192133 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GREECE — (Continued) | GREECE — (Continued) | GREECE — (Continued) |  |
|  | Optima bank SA | 5328 | &nbsp;&nbsp;$54683 |
|  | Piraeus Bank SA | 99190 | &nbsp;&nbsp;1000562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Piraeus Port Authority <br>SA<br>| 1557 | &nbsp;&nbsp;73520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Public Power Corp. <br>SA<br>| 11468 | &nbsp;&nbsp;271059 |
|  | Quest Holdings SA | 7220 | &nbsp;&nbsp;60264 |
|  | Sarantis SA | 4363 | &nbsp;&nbsp;70168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thrace Plastics <br>Holding & Co.<br>| 5555 | &nbsp;&nbsp;27868 |
|  | Titan SA (TITC BB) | 2126 | &nbsp;&nbsp;143449 |
|  | Titan SA (TITC GA) | 10347 | &nbsp;&nbsp;694298 |
| TOTAL GREECE | TOTAL GREECE |  | &nbsp;&nbsp;9882208 |
| HONG KONG — (1.0%) | HONG KONG — (1.0%) | HONG KONG — (1.0%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aeon Credit Service <br>Asia Co. Ltd.<br>| 80000 | &nbsp;&nbsp;76336 |
|  | AIA Group Ltd. | 672400 | &nbsp;&nbsp;7757797 |
| \* | Allied Group Ltd. | 128000 | &nbsp;&nbsp;47608 |
|  | APAC Resources Ltd. | 194095 | &nbsp;&nbsp;69402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asia Financial <br>Holdings Ltd.<br>| 72000 | &nbsp;&nbsp;44974 |
|  | ASMPT Ltd. | 61000 | &nbsp;&nbsp;813495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of East Asia <br>Ltd.<br>| 291117 | &nbsp;&nbsp;556063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Best Mart 360 <br>Holdings Ltd.<br>| 96000 | &nbsp;&nbsp;24705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BOC Hong Kong <br>Holdings Ltd.<br>| 285000 | &nbsp;&nbsp;1500807 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bright Smart <br>Securities & <br>Commodities Group <br>Ltd.<br>| 374000 | &nbsp;&nbsp;423615 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Budweiser Brewing <br>Co. APAC Ltd.<br>| 115200 | &nbsp;&nbsp;113584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Build King Holdings <br>Ltd.<br>| 100000 | &nbsp;&nbsp;17902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cafe de Coral <br>Holdings Ltd.<br>| 114000 | &nbsp;&nbsp;68613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cathay Pacific <br>Airways Ltd.<br>| 439454 | &nbsp;&nbsp;689026 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Central New Energy <br>Holding Group Ltd.<br>| 50000 | &nbsp;&nbsp;51646 |
| \* | Chi Kan Holdings Ltd. | 28000 | &nbsp;&nbsp;8254 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Energy <br>Development <br>Holdings Ltd.<br>| 69700 | &nbsp;&nbsp;14088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Motor Bus Co. <br>Ltd.<br>| 2400 | &nbsp;&nbsp;18048 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Star <br>Entertainment Ltd.<br>| 900000 | &nbsp;&nbsp;511962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chinese Estates <br>Holdings Ltd.<br>| 189000 | &nbsp;&nbsp;30711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chow Sang Sang <br>Holdings <br>International Ltd.<br>| 100000 | &nbsp;&nbsp;187227 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CITIC Telecom <br>International <br>Holdings Ltd.<br>| 633000 | &nbsp;&nbsp;$208348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CK Asset Holdings <br>Ltd.<br>| 189677 | &nbsp;&nbsp;1111154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CK Hutchison <br>Holdings Ltd.<br>| 136700 | &nbsp;&nbsp;1102253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CK Infrastructure <br>Holdings Ltd.<br>| 61500 | &nbsp;&nbsp;505115 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CK Life Sciences <br>International <br>Holdings, Inc.<br>| 760000 | &nbsp;&nbsp;81826 |
|  | CLP Holdings Ltd. | 97500 | &nbsp;&nbsp;921622 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;C-Mer Medical <br>Holdings Ltd.<br>| 166000 | &nbsp;&nbsp;32517 |
| #†† | Convoy, Inc. | 1758000 | &nbsp;&nbsp;7044 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cowell e Holdings, <br>Inc.<br>| 38000 | &nbsp;&nbsp;147759 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Crystal International <br>Group Ltd.<br>| 177500 | &nbsp;&nbsp;167370 |
| \* | CSI Properties Ltd. | 2184000 | &nbsp;&nbsp;55318 |
|  | CTF Services Ltd. | 391724 | &nbsp;&nbsp;458880 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;CW Group Holdings <br>Ltd.<br>| 193500 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dah Sing Banking <br>Group Ltd.<br>| 141600 | &nbsp;&nbsp;201703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dah Sing Financial <br>Holdings Ltd.<br>| 59600 | &nbsp;&nbsp;288209 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Deep Source Holdings <br>Ltd.<br>| 1200000 | &nbsp;&nbsp;126551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dickson Concepts <br>International Ltd.<br>| 75000 | &nbsp;&nbsp;54347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dream International <br>Ltd.<br>| 20000 | &nbsp;&nbsp;22726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eagle Nice <br>International <br>Holdings Ltd.<br>| 128000 | &nbsp;&nbsp;56986 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;EcoGreen <br>International Group <br>Ltd.<br>| 50000 | &nbsp;&nbsp;2280 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Emperor Capital <br>Group Ltd.<br>| 948000 | &nbsp;&nbsp;11397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emperor Watch & <br>Jewellery Ltd.<br>| 1340000 | &nbsp;&nbsp;50635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fairwood Holdings <br>Ltd.<br>| 31500 | &nbsp;&nbsp;18236 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Far East Consortium <br>International Ltd.<br>| 542901 | &nbsp;&nbsp;57755 |
|  | First Pacific Co. Ltd. | 778000 | &nbsp;&nbsp;608742 |
| #\*Ω | FIT Hon Teng Ltd. | 476000 | &nbsp;&nbsp;297540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FSE Lifestyle Services <br>Ltd.<br>| 28000 | &nbsp;&nbsp;20416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Galaxy Entertainment <br>Group Ltd.<br>| 225000 | &nbsp;&nbsp;1143172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Giordano International <br>Ltd.<br>| 430000 | &nbsp;&nbsp;80911 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great Eagle Holdings <br>Ltd.<br>| 55925 | &nbsp;&nbsp;$115456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;G-Resources Group <br>Ltd.<br>| 103950 | &nbsp;&nbsp;159818 |
|  | Guoco Group Ltd. | 2000 | &nbsp;&nbsp;18297 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Guotai Junan <br>International <br>Holdings Ltd.<br>| 931000 | &nbsp;&nbsp;318409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hang Lung Group <br>Ltd.<br>| 244000 | &nbsp;&nbsp;525431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hang Lung Properties <br>Ltd.<br>| 587029 | &nbsp;&nbsp;708352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henderson Land <br>Development Co. <br>Ltd.<br>| 140909 | &nbsp;&nbsp;560482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HK Electric <br>Investments & HK <br>Electric Investments <br>Ltd.<br>| 394000 | &nbsp;&nbsp;336824 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HKR International <br>Ltd.<br>| 302560 | &nbsp;&nbsp;47486 |
|  | HKT Trust & HKT Ltd. | 931000 | &nbsp;&nbsp;1395215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hong Kong & China <br>Gas Co. Ltd.<br>| 783168 | &nbsp;&nbsp;737626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hong Kong <br>Exchanges & <br>Clearing Ltd.<br>| 68746 | &nbsp;&nbsp;3790041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hong Kong Ferry <br>Holdings Co. Ltd.<br>| 18000 | &nbsp;&nbsp;11327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hong Kong <br>Technology Venture <br>Co. Ltd.<br>| 144055 | &nbsp;&nbsp;26372 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hongkong & Shanghai <br>Hotels Ltd.<br>| 173683 | &nbsp;&nbsp;139399 |
| \*Ω | Honma Golf Ltd. | 53500 | &nbsp;&nbsp;21358 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hutchison <br>Telecommunications <br>Hong Kong <br>Holdings Ltd.<br>| 548000 | &nbsp;&nbsp;81376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hysan Development <br>Co. Ltd.<br>| 91000 | &nbsp;&nbsp;249920 |
|  | IGG, Inc. | 228000 | &nbsp;&nbsp;107541 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Impro Precision <br>Industries Ltd.<br>| 27000 | &nbsp;&nbsp;22130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jacobson Pharma <br>Corp. Ltd.<br>| 70000 | &nbsp;&nbsp;11090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Electric <br>Holdings Ltd.<br>| 117755 | &nbsp;&nbsp;405609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;K Wah International <br>Holdings Ltd.<br>| 367072 | &nbsp;&nbsp;122033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Karrie International <br>Holdings Ltd.<br>| 112000 | &nbsp;&nbsp;35275 |
|  | Kerry Properties Ltd. | 173500 | &nbsp;&nbsp;526705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KLN Logistics Group <br>Ltd.<br>| 150000 | &nbsp;&nbsp;135415 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kowloon Development <br>Co. Ltd.<br>| 154307 | &nbsp;&nbsp;$96989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Langham Hospitality <br>Investments & <br>Langham Hospitality <br>Investments Ltd.<br>| 509228 | &nbsp;&nbsp;32192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Liu Chong Hing <br>Investment Ltd.<br>| 84000 | &nbsp;&nbsp;47806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luk Fook Holdings <br>International Ltd.<br>| 104000 | &nbsp;&nbsp;427246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Man Wah Holdings <br>Ltd.<br>| 603600 | &nbsp;&nbsp;374381 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Melco International <br>Development Ltd.<br>| 25500 | &nbsp;&nbsp;13785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MGM China Holdings <br>Ltd.<br>| 138400 | &nbsp;&nbsp;221006 |
| \* | Midland Holdings Ltd. | 140000 | &nbsp;&nbsp;54504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Miramar Hotel & <br>Investment<br>| 79000 | &nbsp;&nbsp;109297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Modern Dental Group <br>Ltd.<br>| 140000 | &nbsp;&nbsp;105517 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Modern Innovative <br>Digital Technology <br>Co. Ltd.<br>| 1200000 | &nbsp;&nbsp;18071 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Mongolian Mining <br>Corp.<br>| 183000 | &nbsp;&nbsp;316916 |
| # | MTR Corp. Ltd. | 150333 | &nbsp;&nbsp;664745 |
|  | NagaCorp Ltd. | 330811 | &nbsp;&nbsp;194885 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;New World <br>Development Co. <br>Ltd.<br>| 424952 | &nbsp;&nbsp;618291 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;NewOcean Energy <br>Holdings Ltd.<br>| 370000 | &nbsp;&nbsp;0 |
| # | Nissin Foods Co. Ltd. | 65000 | &nbsp;&nbsp;60712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oriental Watch <br>Holdings<br>| 155596 | &nbsp;&nbsp;67908 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oshidori International <br>Holdings Ltd.<br>| 1594198 | &nbsp;&nbsp;183815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Basin Shipping <br>Ltd.<br>| 2087000 | &nbsp;&nbsp;819634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Textiles <br>Holdings Ltd.<br>| 295000 | &nbsp;&nbsp;46509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paradise <br>Entertainment Ltd.<br>| 8000 | &nbsp;&nbsp;645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PAX Global <br>Technology Ltd.<br>| 292000 | &nbsp;&nbsp;184274 |
|  | PCCW Ltd. | 1216658 | &nbsp;&nbsp;909264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Perfect Medical Health <br>Management Ltd.<br>| 124000 | &nbsp;&nbsp;19218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pico Far East <br>Holdings Ltd.<br>| 286000 | &nbsp;&nbsp;102820 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Planetree International <br>Development Ltd.<br>| 42000 | &nbsp;&nbsp;6132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Plover Bay <br>Technologies Ltd.<br>| 104000 | &nbsp;&nbsp;92818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Power Assets <br>Holdings Ltd.<br>| 75500 | &nbsp;&nbsp;585635 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |  |
|  | PRADA SpA | 59500 | &nbsp;&nbsp;$304186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Public Financial <br>Holdings Ltd.<br>| 144000 | &nbsp;&nbsp;27668 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Regina Miracle <br>International <br>Holdings Ltd.<br>| 81000 | &nbsp;&nbsp;24126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sa Sa International <br>Holdings Ltd.<br>| 480000 | &nbsp;&nbsp;36192 |
| Ω | Samsonite Group SA | 370800 | &nbsp;&nbsp;942080 |
|  | Sands China Ltd. | 145600 | &nbsp;&nbsp;315993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SAS Dragon Holdings <br>Ltd.<br>| 88000 | &nbsp;&nbsp;51644 |
|  | SEA Holdings Ltd. | 36582 | &nbsp;&nbsp;6149 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Hi-Speed <br>Holdings Group <br>Ltd.<br>| 153000 | &nbsp;&nbsp;30870 |
|  | Shangri-La Asia Ltd. | 396000 | &nbsp;&nbsp;246925 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shenwan Hongyuan <br>HK Ltd.<br>| 110000 | &nbsp;&nbsp;19228 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shun Tak Holdings <br>Ltd.<br>| 546000 | &nbsp;&nbsp;46909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Singamas Container <br>Holdings Ltd.<br>| 570000 | &nbsp;&nbsp;46714 |
|  | Sino Land Co. Ltd. | 765955 | &nbsp;&nbsp;1152692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SITC International <br>Holdings Co. Ltd.<br>| 410000 | &nbsp;&nbsp;1531011 |
| #\* | SJM Holdings Ltd. | 479499 | &nbsp;&nbsp;147161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SmarTone <br>Telecommunications <br>Holdings Ltd.<br>| 119000 | &nbsp;&nbsp;74421 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Solomon Systech <br>International Ltd.<br>| 524000 | &nbsp;&nbsp;29171 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Soundwill Holdings <br>Ltd.<br>| 41000 | &nbsp;&nbsp;33975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stella International <br>Holdings Ltd.<br>| 180500 | &nbsp;&nbsp;333697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun Hung Kai & Co. <br>Ltd.<br>| 165000 | &nbsp;&nbsp;90721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun Hung Kai <br>Properties Ltd.<br>| 65500 | &nbsp;&nbsp;1051857 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SUNeVision Holdings <br>Ltd.<br>| 246000 | &nbsp;&nbsp;209882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Swire Pacific Ltd. (19 <br>HK), Class A<br>| 73000 | &nbsp;&nbsp;704442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Swire Pacific Ltd. (87 <br>HK), Class B<br>| 110000 | &nbsp;&nbsp;178590 |
|  | Swire Properties Ltd. | 71600 | &nbsp;&nbsp;217023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TAI Cheung Holdings <br>Ltd.<br>| 108000 | &nbsp;&nbsp;52229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tai Hing Group <br>Holdings Ltd.<br>| 133000 | &nbsp;&nbsp;18369 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Taung Gold <br>International Ltd.<br>| 170000 | &nbsp;&nbsp;11758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Techtronic Industries <br>Co. Ltd.<br>| 132500 | &nbsp;&nbsp;1808823 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Television Broadcasts <br>Ltd.<br>| 110900 | &nbsp;&nbsp;43136 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texhong International <br>Group Ltd.<br>| 122000 | &nbsp;&nbsp;$87126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texwinca Holdings <br>Ltd.<br>| 332000 | &nbsp;&nbsp;55317 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tongda Group <br>Holdings Ltd.<br>| 49799 | &nbsp;&nbsp;23695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Town Health <br>International <br>Medical Group Ltd.<br>| 254000 | &nbsp;&nbsp;7801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tradelink Electronic <br>Commerce Ltd.<br>| 290000 | &nbsp;&nbsp;40120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transport International <br>Holdings Ltd.<br>| 90790 | &nbsp;&nbsp;120652 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Truly International <br>Holdings Ltd.<br>| 596000 | &nbsp;&nbsp;78288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Laboratories <br>International <br>Holdings Ltd.<br>| 452000 | &nbsp;&nbsp;688218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Value Partners Group <br>Ltd.<br>| 303000 | &nbsp;&nbsp;94512 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Vitasoy International <br>Holdings Ltd.<br>| 172000 | &nbsp;&nbsp;153860 |
| \* | Viva Goods Co. Ltd. | 480000 | &nbsp;&nbsp;39325 |
| #\* | Vobile Group Ltd. | 236000 | &nbsp;&nbsp;146348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VSTECS Holdings <br>Ltd.<br>| 326000 | &nbsp;&nbsp;322548 |
| # | VTech Holdings Ltd. | 53400 | &nbsp;&nbsp;415852 |
| Ω | WH Group Ltd. | 2130632 | &nbsp;&nbsp;2514349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wharf Real Estate <br>Investment Co. Ltd.<br>| 201000 | &nbsp;&nbsp;697824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wing Tai Properties <br>Ltd.<br>| 52000 | &nbsp;&nbsp;12904 |
|  | Wynn Macau Ltd. | 292400 | &nbsp;&nbsp;216383 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Xingye Alloy Materials <br>Group Ltd.<br>| 86000 | &nbsp;&nbsp;11302 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Xinyi Glass Holdings <br>Ltd.<br>| 681303 | &nbsp;&nbsp;890268 |
|  | YesAsia Holdings Ltd. | 32000 | &nbsp;&nbsp;14465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yue Yuen Industrial <br>Holdings Ltd.<br>| 229000 | &nbsp;&nbsp;510738 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Yunfeng Financial <br>Group Ltd.<br>| 256000 | &nbsp;&nbsp;105567 |
| TOTAL HONG KONG | TOTAL HONG KONG |  | &nbsp;&nbsp;54885781 |
| HUNGARY — (0.1%) | HUNGARY — (0.1%) | HUNGARY — (0.1%) |  |
| \* | 4iG Nyrt | 16803 | &nbsp;&nbsp;206242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ANY Security Printing <br>Co.<br>| 806 | &nbsp;&nbsp;19197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magyar Telekom <br>Telecommunications <br>PLC<br>| 100745 | &nbsp;&nbsp;624971 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MOL Hungarian Oil & <br>Gas PLC<br>| 69463 | &nbsp;&nbsp;848348 |
|  | Opus Global Nyrt | 27448 | &nbsp;&nbsp;46879 |
|  | OTP Bank Nyrt | 21980 | &nbsp;&nbsp;2765786 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HUNGARY — (Continued) | HUNGARY — (Continued) | HUNGARY — (Continued) |  |
|  | Richter Gedeon Nyrt | 6597 | &nbsp;&nbsp;$220715 |
| TOTAL HUNGARY | TOTAL HUNGARY |  | &nbsp;&nbsp;4732138 |
| INDIA — (4.5%) | INDIA — (4.5%) | INDIA — (4.5%) |  |
|  | 360 ONE WAM Ltd. | 36444 | &nbsp;&nbsp;447505 |
|  | 3M India Ltd. | 64 | &nbsp;&nbsp;23844 |
|  | Aarti Drugs Ltd. | 15323 | &nbsp;&nbsp;63378 |
|  | Aarti Industries Ltd. | 36607 | &nbsp;&nbsp;148146 |
|  | Aarti Pharmalabs Ltd. | 11960 | &nbsp;&nbsp;98835 |
| \* | Aavas Financiers Ltd. | 4162 | &nbsp;&nbsp;65679 |
|  | ABB India Ltd. | 3063 | &nbsp;&nbsp;185428 |
|  | Abbott India Ltd. | 863 | &nbsp;&nbsp;256384 |
|  | ACC Ltd. | 10913 | &nbsp;&nbsp;194960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Accelya Solutions <br>India Ltd.<br>| 740 | &nbsp;&nbsp;10396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Action Construction <br>Equipment Ltd.<br>| 11951 | &nbsp;&nbsp;110602 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Adani Energy <br>Solutions Ltd.<br>| 33685 | &nbsp;&nbsp;327858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Adani Enterprises Ltd. <br>ADE IN<br>| 2174 | &nbsp;&nbsp;47803 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Adani Enterprises Ltd. <br>ADEPP IN<br>| 260 | &nbsp;&nbsp;3166 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Adani Green Energy <br>Ltd.<br>| 6163 | &nbsp;&nbsp;57110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Adani Ports & Special <br>Economic Zone <br>Ltd.<br>| 44017 | &nbsp;&nbsp;678977 |
| \* | Adani Power Ltd. | 385710 | &nbsp;&nbsp;569828 |
|  | Adani Total Gas Ltd. | 15559 | &nbsp;&nbsp;89549 |
|  | ADF Foods Ltd. | 11330 | &nbsp;&nbsp;21769 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aditya Birla Capital <br>Ltd.<br>| 190334 | &nbsp;&nbsp;705800 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aditya Birla Fashion & <br>Retail Ltd.<br>| 37022 | &nbsp;&nbsp;26726 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aditya Birla Lifestyle <br>Brands Ltd.<br>| 37022 | &nbsp;&nbsp;42356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aditya Birla Real <br>Estate Ltd.<br>| 10267 | &nbsp;&nbsp;142526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aditya Birla Sun Life <br>Asset Management <br>Co. Ltd.<br>| 3092 | &nbsp;&nbsp;25714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Enzyme <br>Technologies Ltd.<br>| 14719 | &nbsp;&nbsp;47677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advent Hotels <br>International Pvt <br>Ltd.<br>| 2448 | &nbsp;&nbsp;5283 |
|  | Aegis Logistics Ltd. | 45524 | &nbsp;&nbsp;356755 |
|  | AGI Greenpac Ltd. | 11207 | &nbsp;&nbsp;76237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ahluwalia Contracts <br>India Ltd.<br>| 9019 | &nbsp;&nbsp;83946 |
|  | AIA Engineering Ltd. | 10045 | &nbsp;&nbsp;437339 |
|  | Ajanta Pharma Ltd. | 17411 | &nbsp;&nbsp;524329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ajmera Realty & Infra <br>India Ltd.<br>| 5615 | &nbsp;&nbsp;9229 |
|  | Akzo Nobel India Ltd. | 2300 | &nbsp;&nbsp;70069 |
|  | Alembic Ltd. | 28091 | &nbsp;&nbsp;28267 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alembic <br>Pharmaceuticals <br>Ltd.<br>| 24680 | &nbsp;&nbsp;$210815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alkem Laboratories <br>Ltd.<br>| 6176 | &nbsp;&nbsp;382287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alkyl Amines <br>Chemicals<br>| 3302 | &nbsp;&nbsp;56351 |
|  | Allcargo Global Ltd. | 78973 | &nbsp;&nbsp;19978 |
| \* | Allcargo Logistics Ltd. | 78973 | &nbsp;&nbsp;8917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Allied Digital Services <br>Ltd.<br>| 4502 | &nbsp;&nbsp;6150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amara Raja Energy & <br>Mobility Ltd.<br>| 20590 | &nbsp;&nbsp;187848 |
|  | Ambuja Cements Ltd. | 59988 | &nbsp;&nbsp;333039 |
|  | Anant Raj Ltd. | 34045 | &nbsp;&nbsp;188129 |
|  | Andhra Sugars Ltd.  | 28073 | &nbsp;&nbsp;21472 |
|  | Angel One Ltd. | 11988 | &nbsp;&nbsp;328605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anup Engineering <br>Ltd.<br>| 1045 | &nbsp;&nbsp;20180 |
|  | Apar Industries Ltd. | 4455 | &nbsp;&nbsp;388622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apcotex Industries <br>Ltd.<br>| 3910 | &nbsp;&nbsp;15822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;APL Apollo Tubes <br>Ltd.<br>| 38497 | &nbsp;&nbsp;855800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apollo Hospitals <br>Enterprise Ltd.<br>| 13609 | &nbsp;&nbsp;1029044 |
|  | Apollo Tyres Ltd. | 127582 | &nbsp;&nbsp;683094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aptus Value Housing <br>Finance India Ltd.<br>| 23188 | &nbsp;&nbsp;69709 |
|  | Arvind Fashions Ltd. | 19213 | &nbsp;&nbsp;98152 |
|  | Arvind Ltd. | 61309 | &nbsp;&nbsp;209571 |
|  | Asahi India Glass Ltd. | 21844 | &nbsp;&nbsp;237731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ashapura Minechem <br>Ltd.<br>| 7479 | &nbsp;&nbsp;54767 |
|  | Ashiana Housing Ltd. | 8633 | &nbsp;&nbsp;27618 |
|  | Ashok Leyland Ltd. | 705994 | &nbsp;&nbsp;1518439 |
| \* | Ashoka Buildcon Ltd. | 45156 | &nbsp;&nbsp;73727 |
|  | Asian Paints Ltd. | 22765 | &nbsp;&nbsp;601808 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Aster DM Healthcare <br>Ltd.<br>| 42764 | &nbsp;&nbsp;256919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Astra Microwave <br>Products Ltd.<br>| 16150 | &nbsp;&nbsp;172849 |
|  | Astral Ltd. | 15673 | &nbsp;&nbsp;250388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AstraZeneca Pharma <br>India Ltd.<br>| 1165 | &nbsp;&nbsp;108193 |
|  | Atul Ltd. | 3410 | &nbsp;&nbsp;231346 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;AU Small Finance <br>Bank Ltd.<br>| 27468 | &nbsp;&nbsp;293094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aurobindo Pharma <br>Ltd.<br>| 93734 | &nbsp;&nbsp;1223710 |
|  | Automotive Axles Ltd. | 1309 | &nbsp;&nbsp;26623 |
|  | Avanti Feeds Ltd. | 11662 | &nbsp;&nbsp;101446 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Avenue Supermarts <br>Ltd.<br>| 1757 | &nbsp;&nbsp;70660 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AWL Agri Business <br>Ltd.<br>| 9657 | &nbsp;&nbsp;22481 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Axis Bank Ltd. (AXSB <br>IN)<br>| 231314 | &nbsp;&nbsp;$3442238 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AXISCADES <br>Technologies Ltd.<br>| 4798 | &nbsp;&nbsp;64556 |
|  | Bajaj Auto Ltd. | 5840 | &nbsp;&nbsp;609050 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bajaj Consumer Care <br>Ltd.<br>| 6656 | &nbsp;&nbsp;24594 |
|  | Bajaj Finance Ltd. | 284946 | &nbsp;&nbsp;2886000 |
|  | Bajaj Finserv Ltd. | 24550 | &nbsp;&nbsp;522003 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bajaj Hindusthan <br>Sugar Ltd.<br>| 308050 | &nbsp;&nbsp;55170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bajaj Holdings & <br>Investment Ltd.<br>| 5386 | &nbsp;&nbsp;632078 |
|  | Balaji Amines Ltd. | 2692 | &nbsp;&nbsp;32665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Balkrishna Industries <br>Ltd.<br>| 18116 | &nbsp;&nbsp;454377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Balmer Lawrie & Co. <br>Ltd.<br>| 31202 | &nbsp;&nbsp;58428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Balrampur Chini Mills <br>Ltd.<br>| 63257 | &nbsp;&nbsp;288018 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Products India <br>Ltd.<br>| 13958 | &nbsp;&nbsp;90311 |
| Ω | Bandhan Bank Ltd. | 162527 | &nbsp;&nbsp;273360 |
|  | Bank of Baroda | 192236 | &nbsp;&nbsp;627717 |
|  | Bank of India | 99928 | &nbsp;&nbsp;178422 |
|  | Bank of Maharashtra | 340405 | &nbsp;&nbsp;242681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bannari Amman <br>Sugars Ltd.<br>| 790 | &nbsp;&nbsp;30869 |
|  | BASF India Ltd. | 3176 | &nbsp;&nbsp;125787 |
|  | Bata India Ltd. | 11145 | &nbsp;&nbsp;104280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bayer CropScience <br>Ltd.<br>| 2238 | &nbsp;&nbsp;109108 |
|  | BCL Industries Ltd. | 25237 | &nbsp;&nbsp;7773 |
|  | BEML Ltd. | 5370 | &nbsp;&nbsp;105003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Berger Paints India <br>Ltd.<br>| 41751 | &nbsp;&nbsp;210386 |
| \* | BF Utilities Ltd. | 4868 | &nbsp;&nbsp;27649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bhansali Engineering <br>Polymers Ltd.<br>| 21684 | &nbsp;&nbsp;19581 |
|  | Bharat Bijlee Ltd. | 2736 | &nbsp;&nbsp;83625 |
|  | Bharat Dynamics Ltd. | 2585 | &nbsp;&nbsp;43299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bharat Electronics <br>Ltd.<br>| 289753 | &nbsp;&nbsp;1416367 |
|  | Bharat Forge Ltd. | 56042 | &nbsp;&nbsp;880515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bharat Heavy <br>Electricals Ltd.<br>| 171255 | &nbsp;&nbsp;490864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bharat Petroleum <br>Corp. Ltd.<br>| 154900 | &nbsp;&nbsp;614108 |
|  | Bharat Rasayan Ltd. | 1100 | &nbsp;&nbsp;22336 |
|  | Bharti Airtel Ltd. | 234504 | &nbsp;&nbsp;5029653 |
|  | Biocon Ltd. | 14258 | &nbsp;&nbsp;56962 |
|  | Birla Corp. Ltd. | 9881 | &nbsp;&nbsp;112977 |
|  | BirlaNu Ltd. | 1370 | &nbsp;&nbsp;23493 |
|  | Birlasoft Ltd. | 56177 | &nbsp;&nbsp;255018 |
|  | Black Box Ltd. | 6786 | &nbsp;&nbsp;37666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Blue Dart Express <br>Ltd.<br>| 1828 | &nbsp;&nbsp;109731 |
|  | Blue Star Ltd. | 18366 | &nbsp;&nbsp;365117 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bombay Burmah <br>Trading Co.<br>| 5642 | &nbsp;&nbsp;$105744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bombay Dyeing & <br>Manufacturing Co. <br>Ltd.<br>| 28403 | &nbsp;&nbsp;35573 |
| \* | Borosil Ltd. | 2074 | &nbsp;&nbsp;5668 |
| \* | Borosil Scientific Ltd. | 1555 | &nbsp;&nbsp;1854 |
|  | Bosch Ltd. | 334 | &nbsp;&nbsp;132660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brigade Enterprises <br>Ltd.<br>| 28660 | &nbsp;&nbsp;235527 |
| \* | Brightcom Group Ltd. | 2124 | &nbsp;&nbsp;214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Britannia Industries <br>Ltd.<br>| 12482 | &nbsp;&nbsp;794569 |
|  | BSE Ltd. | 30483 | &nbsp;&nbsp;920137 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Camlin Fine Sciences <br>Ltd.<br>| 5254 | &nbsp;&nbsp;8329 |
|  | Can Fin Homes Ltd. | 29945 | &nbsp;&nbsp;306597 |
|  | Canara Bank | 392098 | &nbsp;&nbsp;628590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cantabil Retail India <br>Ltd.<br>| 4199 | &nbsp;&nbsp;13440 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Capacit'e Infraprojects <br>Ltd.<br>| 8742 | &nbsp;&nbsp;21127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Caplin Point <br>Laboratories Ltd.<br>| 7151 | &nbsp;&nbsp;134824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Carborundum <br>Universal Ltd.<br>| 20508 | &nbsp;&nbsp;175740 |
|  | Care Ratings Ltd. | 5502 | &nbsp;&nbsp;96176 |
| \* | Cartrade Tech Ltd. | 2615 | &nbsp;&nbsp;75158 |
|  | Carysil Ltd. | 1277 | &nbsp;&nbsp;10972 |
|  | Castrol India Ltd. | 122027 | &nbsp;&nbsp;244267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CCL Products India <br>Ltd.<br>| 29206 | &nbsp;&nbsp;308062 |
|  | CE Info Systems Ltd. | 2255 | &nbsp;&nbsp;32404 |
|  | Ceat Ltd. | 9078 | &nbsp;&nbsp;370854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cemindia Projects <br>Ltd.<br>| 28429 | &nbsp;&nbsp;197129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Depository <br>Services India Ltd.<br>| 36509 | &nbsp;&nbsp;524314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Centum Electronics <br>Ltd.<br>| 361 | &nbsp;&nbsp;9140 |
|  | Century Enka Ltd. | 5766 | &nbsp;&nbsp;27164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Century Plyboards <br>India Ltd.<br>| 21503 | &nbsp;&nbsp;188065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cera Sanitaryware <br>Ltd.<br>| 1968 | &nbsp;&nbsp;107134 |
|  | CESC Ltd. | 157900 | &nbsp;&nbsp;257829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CG Power & Industrial <br>Solutions Ltd.<br>| 87042 | &nbsp;&nbsp;556112 |
|  | Chalet Hotels Ltd. | 7284 | &nbsp;&nbsp;68912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chambal Fertilisers & <br>Chemicals Ltd.<br>| 65205 | &nbsp;&nbsp;314681 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chemplast Sanmar <br>Ltd.<br>| 7729 | &nbsp;&nbsp;21619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chennai Petroleum <br>Corp. Ltd.<br>| 12277 | &nbsp;&nbsp;115596 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Choice International <br>Ltd.<br>| 10011 | &nbsp;&nbsp;83149 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cholamandalam <br>Financial Holdings <br>Ltd.<br>| 31559 | &nbsp;&nbsp;$567916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cholamandalam <br>Investment & <br>Finance Co. Ltd.<br>| 88373 | &nbsp;&nbsp;1566713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CIE Automotive India <br>Ltd.<br>| 39842 | &nbsp;&nbsp;182015 |
|  | Cipla Ltd. | 103155 | &nbsp;&nbsp;1487788 |
|  | City Union Bank Ltd. | 137091 | &nbsp;&nbsp;447505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CMS Info Systems <br>Ltd.<br>| 2724 | &nbsp;&nbsp;9363 |
|  | Coal India Ltd. | 102625 | &nbsp;&nbsp;491443 |
| Ω | Cochin Shipyard Ltd. | 4869 | &nbsp;&nbsp;88057 |
|  | Coforge Ltd. | 40225 | &nbsp;&nbsp;723665 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cohance Lifesciences <br>Ltd.<br>| 47775 | &nbsp;&nbsp;196101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Colgate-Palmolive <br>India Ltd.<br>| 23255 | &nbsp;&nbsp;533151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Computer Age <br>Management <br>Services Ltd.<br>| 78265 | &nbsp;&nbsp;592392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Container Corp. of <br>India Ltd.<br>| 57278 | &nbsp;&nbsp;313495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coromandel <br>International Ltd.<br>| 36743 | &nbsp;&nbsp;898029 |
|  | Cosmo First Ltd. | 5608 | &nbsp;&nbsp;36415 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CreditAccess <br>Grameen Ltd.<br>| 8631 | &nbsp;&nbsp;123439 |
|  | CRISIL Ltd. | 6494 | &nbsp;&nbsp;329432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crompton Greaves <br>Consumer <br>Electricals Ltd.<br>| 130930 | &nbsp;&nbsp;316045 |
| \* | CSB Bank Ltd. | 12954 | &nbsp;&nbsp;61321 |
|  | Cummins India Ltd. | 10803 | &nbsp;&nbsp;480805 |
|  | Cyient Ltd. | 19478 | &nbsp;&nbsp;238452 |
| \*Ω | D.P. Abhushan Ltd. | 235 | &nbsp;&nbsp;3248 |
|  | Dabur India Ltd. | 29050 | &nbsp;&nbsp;160055 |
|  | Dalmia Bharat Ltd. | 15075 | &nbsp;&nbsp;340137 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dalmia Bharat <br>Refractories Ltd.<br>| 148 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Datamatics Global <br>Services Ltd.<br>| 3343 | &nbsp;&nbsp;25545 |
|  | DB Corp. Ltd. | 17516 | &nbsp;&nbsp;45572 |
|  | DCB Bank Ltd. | 64869 | &nbsp;&nbsp;141290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DCM Shriram Fine <br>Chemicals Ltd.<br>| 4675 | &nbsp;&nbsp;3079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DCM Shriram <br>Industries Ltd.<br>| 4675 | &nbsp;&nbsp;1928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DCM Shriram <br>International Ltd.<br>| 4675 | &nbsp;&nbsp;3079 |
|  | DCM Shriram Ltd. | 19345 | &nbsp;&nbsp;248605 |
|  | DCW Ltd. | 49031 | &nbsp;&nbsp;24508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deepak Fertilisers & <br>Petrochemicals <br>Corp. Ltd.<br>| 19971 | &nbsp;&nbsp;231119 |
|  | Deepak Nitrite Ltd. | 12191 | &nbsp;&nbsp;218430 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
| \* | Delhivery Ltd. | 9806 | &nbsp;&nbsp;$45474 |
|  | Delta Corp. Ltd. | 32285 | &nbsp;&nbsp;22735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dhanuka Agritech <br>Ltd.<br>| 5532 | &nbsp;&nbsp;67352 |
| \* | Digitide Solutions Ltd. | 19671 | &nbsp;&nbsp;24558 |
| Ω | Dilip Buildcon Ltd. | 9515 | &nbsp;&nbsp;47240 |
| \* | Dish TV India Ltd. | 343258 | &nbsp;&nbsp;13002 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dishman Carbogen <br>Amcis Ltd.<br>| 23993 | &nbsp;&nbsp;56681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Divi's Laboratories <br>Ltd.<br>| 6321 | &nbsp;&nbsp;414680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dixon Technologies <br>India Ltd.<br>| 7880 | &nbsp;&nbsp;895127 |
|  | DLF Ltd. | 58375 | &nbsp;&nbsp;403720 |
|  | Dollar Industries Ltd. | 2788 | &nbsp;&nbsp;9570 |
| Ω | Dr. Lal PathLabs Ltd. | 21128 | &nbsp;&nbsp;321658 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dr. Reddy's <br>Laboratories Ltd., <br>ADR<br>| 75557 | &nbsp;&nbsp;1013975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dr. Reddy's <br>Laboratories Ltd. <br>(DRRD IN)<br>| 76660 | &nbsp;&nbsp;1010259 |
|  | eClerx Services Ltd. | 13297 | &nbsp;&nbsp;674399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Edelweiss Financial <br>Services Ltd.<br>| 141455 | &nbsp;&nbsp;164432 |
|  | Eicher Motors Ltd. | 14278 | &nbsp;&nbsp;1107648 |
| \* | EID Parry India Ltd. | 27575 | &nbsp;&nbsp;276508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EIH Associated <br>Hotels<br>| 7004 | &nbsp;&nbsp;25273 |
|  | EIH Ltd. | 48193 | &nbsp;&nbsp;166468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eimco Elecon India <br>Ltd.<br>| 301 | &nbsp;&nbsp;5753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elecon Engineering <br>Co. Ltd.<br>| 18744 | &nbsp;&nbsp;83032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Electrosteel Castings <br>Ltd.<br>| 126163 | &nbsp;&nbsp;97598 |
|  | Elgi Equipments Ltd. | 36135 | &nbsp;&nbsp;170413 |
|  | Emami Ltd. | 64593 | &nbsp;&nbsp;340183 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Embassy <br>Developments Ltd.<br>| 90923 | &nbsp;&nbsp;65595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emcure <br>Pharmaceuticals <br>Ltd.<br>| 1016 | &nbsp;&nbsp;16204 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Endurance <br>Technologies Ltd.<br>| 6331 | &nbsp;&nbsp;167024 |
|  | Engineers India Ltd. | 88087 | &nbsp;&nbsp;165997 |
|  | Epigral Ltd. | 4041 | &nbsp;&nbsp;45298 |
|  | EPL Ltd. | 35420 | &nbsp;&nbsp;74254 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Equitas Small Finance <br>Bank Ltd.<br>| 103405 | &nbsp;&nbsp;78991 |
| Ω | Eris Lifesciences Ltd. | 11309 | &nbsp;&nbsp;170388 |
|  | ESAB India Ltd. | 1538 | &nbsp;&nbsp;93064 |
|  | Escorts Kubota Ltd. | 7522 | &nbsp;&nbsp;275648 |
| \* | Eternal Ltd. | 99545 | &nbsp;&nbsp;296612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eveready Industries <br>India Ltd.<br>| 747 | &nbsp;&nbsp;2716 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Everest Industries <br>Ltd.<br>| 1905 | &nbsp;&nbsp;$9022 |
|  | Excel Industries Ltd. | 1267 | &nbsp;&nbsp;12886 |
|  | Exide Industries Ltd. | 132617 | &nbsp;&nbsp;464978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fairchem Organics <br>Ltd.<br>| 494 | &nbsp;&nbsp;3498 |
| \* | FDC Ltd. | 17971 | &nbsp;&nbsp;72370 |
|  | Federal Bank Ltd. | 595372 | &nbsp;&nbsp;1863870 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Federal-Mogul Goetze <br>India Ltd.<br>| 2733 | &nbsp;&nbsp;12943 |
|  | FIEM Industries Ltd. | 3998 | &nbsp;&nbsp;94171 |
|  | Filatex India Ltd. | 59200 | &nbsp;&nbsp;29516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fine Organic <br>Industries Ltd.<br>| 1971 | &nbsp;&nbsp;90772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fineotex Chemical <br>Ltd.<br>| 48550 | &nbsp;&nbsp;11774 |
|  | Finolex Cables Ltd. | 22825 | &nbsp;&nbsp;180203 |
|  | Finolex Industries Ltd. | 77237 | &nbsp;&nbsp;148962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Firstsource Solutions <br>Ltd.<br>| 78315 | &nbsp;&nbsp;272207 |
|  | Force Motors Ltd. | 3168 | &nbsp;&nbsp;657849 |
|  | Fortis Healthcare Ltd. | 67018 | &nbsp;&nbsp;620854 |
|  | Gabriel India Ltd. | 27470 | &nbsp;&nbsp;278973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GAIL India Ltd. (GAIL <br>IN)<br>| 498685 | &nbsp;&nbsp;907131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Galaxy Surfactants <br>Ltd.<br>| 2459 | &nbsp;&nbsp;48534 |
|  | Ganesh Housing Ltd. | 5906 | &nbsp;&nbsp;47414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ganesha Ecosphere <br>Ltd.<br>| 592 | &nbsp;&nbsp;4352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Garware Technical <br>Fibres Ltd.<br>| 20415 | &nbsp;&nbsp;145384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gateway Distriparks <br>Ltd.<br>| 110836 | &nbsp;&nbsp;70566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GE Vernova T&D <br>India Ltd.<br>| 16366 | &nbsp;&nbsp;574300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Geojit Financial <br>Services Ltd.<br>| 22705 | &nbsp;&nbsp;16796 |
|  | GHCL Ltd. | 22764 | &nbsp;&nbsp;131937 |
|  | GHCL Textiles Ltd. | 23955 | &nbsp;&nbsp;19753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GIC Housing Finance <br>Ltd.<br>| 18109 | &nbsp;&nbsp;31978 |
|  | Gillette India Ltd. | 2294 | &nbsp;&nbsp;219023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GlaxoSmithKline <br>Pharmaceuticals <br>Ltd.<br>| 8551 | &nbsp;&nbsp;223147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Glenmark <br>Pharmaceuticals <br>Ltd.<br>| 17558 | &nbsp;&nbsp;387104 |
|  | Global Health Ltd. | 8030 | &nbsp;&nbsp;92638 |
|  | GMM Pfaudler Ltd. | 1759 | &nbsp;&nbsp;18712 |
| \* | GMR Airports Ltd. | 217718 | &nbsp;&nbsp;222655 |
|  | GOCL Corp. Ltd. | 2447 | &nbsp;&nbsp;7126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Godawari Power & <br>Ispat Ltd.<br>| 75403 | &nbsp;&nbsp;203676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Godfrey Phillips India <br>Ltd.<br>| 16695 | &nbsp;&nbsp;369552 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
| Ω | Godrej Agrovet Ltd. | 5445 | &nbsp;&nbsp;$31636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Godrej Consumer <br>Products Ltd.<br>| 35807 | &nbsp;&nbsp;449953 |
| \* | Godrej Industries Ltd. | 20703 | &nbsp;&nbsp;218555 |
| \* | Godrej Properties Ltd. | 7841 | &nbsp;&nbsp;134537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldiam International <br>Ltd.<br>| 61 | &nbsp;&nbsp;206 |
|  | Granules India Ltd. | 56623 | &nbsp;&nbsp;352703 |
|  | Graphite India Ltd. | 27037 | &nbsp;&nbsp;179544 |
|  | Grasim Industries Ltd. | 47552 | &nbsp;&nbsp;1457856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grauer & Weil India <br>Ltd.<br>| 25612 | &nbsp;&nbsp;19909 |
|  | Gravita India Ltd. | 892 | &nbsp;&nbsp;15650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great Eastern <br>Shipping Co. Ltd. <br>| 37226 | &nbsp;&nbsp;485625 |
|  | Greaves Cotton Ltd. | 36228 | &nbsp;&nbsp;64249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greenlam Industries <br>Ltd.<br>| 14666 | &nbsp;&nbsp;38456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greenpanel Industries <br>Ltd.<br>| 16581 | &nbsp;&nbsp;39611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greenply Industries <br>Ltd.<br>| 16548 | &nbsp;&nbsp;40475 |
|  | Grindwell Norton Ltd. | 8987 | &nbsp;&nbsp;149125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gufic Biosciences <br>Ltd.<br>| 1603 | &nbsp;&nbsp;5382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gujarat Alkalies & <br>Chemicals Ltd.<br>| 11750 | &nbsp;&nbsp;58425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gujarat Ambuja <br>Exports Ltd.<br>| 72824 | &nbsp;&nbsp;110260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gujarat <br>Fluorochemicals <br>Ltd.<br>| 6700 | &nbsp;&nbsp;222638 |
|  | Gujarat Gas Ltd. | 24930 | &nbsp;&nbsp;115263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gujarat Industries <br>Power Co. Ltd.<br>| 12468 | &nbsp;&nbsp;19025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gujarat Mineral <br>Development Corp. <br>Ltd.<br>| 43682 | &nbsp;&nbsp;272578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gujarat Narmada <br>Valley Fertilizers & <br>Chemicals Ltd.<br>| 24079 | &nbsp;&nbsp;122005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gujarat Pipavav Port <br>Ltd.<br>| 71936 | &nbsp;&nbsp;130630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gujarat State <br>Fertilizers & <br>Chemicals Ltd.<br>| 65661 | &nbsp;&nbsp;131815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gujarat State Petronet <br>Ltd.<br>| 109563 | &nbsp;&nbsp;360727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gulf Oil Lubricants <br>India Ltd.<br>| 4483 | &nbsp;&nbsp;53169 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Harsha Engineers <br>Ltd.<br>| 3373 | &nbsp;&nbsp;13685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hatsun Agro Product <br>Ltd.<br>| 16439 | &nbsp;&nbsp;157086 |
|  | Havells India Ltd. | 35679 | &nbsp;&nbsp;497998 |
|  | HBL Engineering Ltd. | 65276 | &nbsp;&nbsp;556537 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HCL Technologies <br>Ltd.<br>| 125194 | &nbsp;&nbsp;$2304428 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;HDFC Asset <br>Management Co. <br>Ltd.<br>| 25634 | &nbsp;&nbsp;699999 |
|  | HDFC Bank Ltd. | 568274 | &nbsp;&nbsp;5744426 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;HDFC Life Insurance <br>Co. Ltd.<br>| 22041 | &nbsp;&nbsp;174947 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HealthCare Global <br>Enterprises Ltd.<br>| 9266 | &nbsp;&nbsp;59614 |
|  | HEG Ltd. | 29265 | &nbsp;&nbsp;172195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HeidelbergCement <br>India Ltd.<br>| 24203 | &nbsp;&nbsp;45048 |
|  | Heritage Foods Ltd. | 15124 | &nbsp;&nbsp;58964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hero MotoCorp Ltd. <br>(HMCL IN)<br>| 29861 | &nbsp;&nbsp;1797295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hester Biosciences <br>Ltd.<br>| 1115 | &nbsp;&nbsp;18211 |
|  | HFCL Ltd. | 235479 | &nbsp;&nbsp;173754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HG Infra Engineering <br>Ltd.<br>| 5215 | &nbsp;&nbsp;36633 |
|  | Hikal Ltd. | 13133 | &nbsp;&nbsp;27584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Himadri Speciality <br>Chemical Ltd.<br>| 61530 | &nbsp;&nbsp;308136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Himatsingka Seide <br>Ltd.<br>| 8151 | &nbsp;&nbsp;9152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hindalco Industries <br>Ltd.<br>| 279844 | &nbsp;&nbsp;2913587 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hinduja Global <br>Solutions Ltd.<br>| 6335 | &nbsp;&nbsp;28936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hindustan Aeronautics <br>Ltd.<br>| 25408 | &nbsp;&nbsp;1277544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hindustan Copper <br>Ltd.<br>| 65061 | &nbsp;&nbsp;475883 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hindustan Oil <br>Exploration Co. <br>Ltd.<br>| 11080 | &nbsp;&nbsp;18810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hindustan Petroleum <br>Corp. Ltd.<br>| 141325 | &nbsp;&nbsp;654359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hindustan Unilever <br>Ltd.<br>| 36054 | &nbsp;&nbsp;927681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hitachi Energy India <br>Ltd.<br>| 598 | &nbsp;&nbsp;122668 |
|  | HI-Tech Pipes Ltd. | 12979 | &nbsp;&nbsp;10479 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Home First Finance <br>Co. India Ltd.<br>| 2525 | &nbsp;&nbsp;32379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Honda India Power <br>Products Ltd.<br>| 1245 | &nbsp;&nbsp;27500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HPL Electric & Power <br>Ltd.<br>| 2975 | &nbsp;&nbsp;10751 |
|  | Huhtamaki India Ltd. | 7123 | &nbsp;&nbsp;14195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ICICI Bank Ltd. (IBN <br>US), Sponsored <br>ADR<br>| 255427 | &nbsp;&nbsp;7481457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ICICI Bank Ltd. <br>(ICICIBC IN)<br>| 128348 | &nbsp;&nbsp;1894980 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;ICICI Lombard <br>General Insurance <br>Co. Ltd.<br>| 10884 | &nbsp;&nbsp;$214192 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;ICICI Prudential Life <br>Insurance Co. Ltd.<br>| 17268 | &nbsp;&nbsp;118970 |
|  | ICRA Ltd. | 930 | &nbsp;&nbsp;63964 |
|  | IDFC First Bank Ltd. | 1106981 | &nbsp;&nbsp;1006215 |
| \* | IFB Industries Ltd. | 1075 | &nbsp;&nbsp;13004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IIFL Capital Services <br>Ltd.<br>| 40597 | &nbsp;&nbsp;146880 |
|  | IIFL Finance Ltd. | 61664 | &nbsp;&nbsp;353835 |
| \* | India Cements Ltd. | 40895 | &nbsp;&nbsp;204299 |
|  | India Glycols Ltd. | 9152 | &nbsp;&nbsp;86776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;India Nippon <br>Electricals Ltd.<br>| 818 | &nbsp;&nbsp;6268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;India Power Corp. <br>Ltd.<br>| 95714 | &nbsp;&nbsp;9042 |
| \* | Indiabulls Ltd. | 57312 | &nbsp;&nbsp;6611 |
|  | Indian Bank | 65141 | &nbsp;&nbsp;646555 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Indian Energy <br>Exchange Ltd.<br>| 127492 | &nbsp;&nbsp;175806 |
|  | Indian Hotels Co. Ltd. | 59960 | &nbsp;&nbsp;439172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indian Metals & Ferro <br>Alloys Ltd.<br>| 2769 | &nbsp;&nbsp;35156 |
|  | Indian Oil Corp. Ltd. | 177575 | &nbsp;&nbsp;314510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indian Railway <br>Catering & Tourism <br>Corp. Ltd.<br>| 39483 | &nbsp;&nbsp;267729 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Indian Railway <br>Finance Corp. Ltd.<br>| 141713 | &nbsp;&nbsp;185344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indo Count Industries <br>Ltd.<br>| 29913 | &nbsp;&nbsp;76496 |
|  | Indoco Remedies Ltd. | 6213 | &nbsp;&nbsp;14676 |
|  | Indraprastha Gas Ltd. | 124532 | &nbsp;&nbsp;241360 |
| \* | Indus Towers Ltd. | 268556 | &nbsp;&nbsp;1297738 |
| \* | IndusInd Bank Ltd. | 35507 | &nbsp;&nbsp;344944 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Infibeam Avenues <br>Ltd.<br>| 423812 | &nbsp;&nbsp;74934 |
|  | Info Edge India Ltd. | 61217 | &nbsp;&nbsp;833597 |
|  | Infosys Ltd. (INFO IN) | 294627 | &nbsp;&nbsp;5275240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ingersoll Rand India <br>Ltd.<br>| 2188 | &nbsp;&nbsp;79872 |
| \* | Inox Wind Ltd. | 48433 | &nbsp;&nbsp;57005 |
| \* | Insecticides India Ltd. | 1658 | &nbsp;&nbsp;10630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intellect Design Arena <br>Ltd.<br>| 19043 | &nbsp;&nbsp;190051 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;InterGlobe Aviation <br>Ltd.<br>| 14591 | &nbsp;&nbsp;730544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IOL Chemicals & <br>Pharmaceuticals <br>Ltd.<br>| 44275 | &nbsp;&nbsp;35673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ION Exchange India <br>Ltd.<br>| 9414 | &nbsp;&nbsp;36878 |
|  | Ipca Laboratories Ltd. | 27394 | &nbsp;&nbsp;439475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IRB Infrastructure <br>Developers Ltd.<br>| 370150 | &nbsp;&nbsp;167738 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;IRCON International <br>Ltd.<br>| 85488 | &nbsp;&nbsp;$152933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ISGEC Heavy <br>Engineering Ltd.<br>| 2547 | &nbsp;&nbsp;20763 |
| \* | ITC Hotels Ltd. | 27884 | &nbsp;&nbsp;54917 |
|  | ITC Ltd. | 355636 | &nbsp;&nbsp;1247239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;J Kumar Infraprojects <br>Ltd.<br>| 13517 | &nbsp;&nbsp;84381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jagran Prakashan <br>Ltd.<br>| 29376 | &nbsp;&nbsp;21250 |
|  | Jai Corp. Ltd. | 15752 | &nbsp;&nbsp;19373 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jain Irrigation <br>Systems Ltd.<br>| 105210 | &nbsp;&nbsp;41858 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jaiprakash Power <br>Ventures Ltd.<br>| 829868 | &nbsp;&nbsp;138205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jammu & Kashmir <br>Bank Ltd. <br>| 143210 | &nbsp;&nbsp;163659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jamna Auto Industries <br>Ltd.<br>| 27803 | &nbsp;&nbsp;37485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JB Chemicals & <br>Pharmaceuticals <br>Ltd.<br>| 19659 | &nbsp;&nbsp;400432 |
|  | JBM Auto Ltd. | 4806 | &nbsp;&nbsp;29678 |
|  | Jindal Poly Films Ltd. | 2062 | &nbsp;&nbsp;8823 |
|  | Jindal Saw Ltd. | 136410 | &nbsp;&nbsp;259242 |
|  | Jindal Stainless Ltd. | 171783 | &nbsp;&nbsp;1539393 |
|  | Jindal Steel Ltd. | 101206 | &nbsp;&nbsp;1232672 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jio Financial Services <br>Ltd.<br>| 235961 | &nbsp;&nbsp;652198 |
|  | JK Cement Ltd. | 9251 | &nbsp;&nbsp;556343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JK Lakshmi Cement <br>Ltd.<br>| 16149 | &nbsp;&nbsp;136367 |
|  | JK Paper Ltd. | 35115 | &nbsp;&nbsp;125722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JK Tyre & Industries <br>Ltd.<br>| 44973 | &nbsp;&nbsp;252638 |
|  | JM Financial Ltd. | 126883 | &nbsp;&nbsp;178251 |
|  | JSW Energy Ltd. | 57816 | &nbsp;&nbsp;287887 |
|  | JSW Steel Ltd. | 46635 | &nbsp;&nbsp;612899 |
|  | JTEKT India Ltd. | 17667 | &nbsp;&nbsp;26234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jubilant Foodworks <br>Ltd.<br>| 100705 | &nbsp;&nbsp;546243 |
|  | Jubilant Ingrevia Ltd. | 25905 | &nbsp;&nbsp;180216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jubilant Pharmova <br>Ltd.<br>| 24138 | &nbsp;&nbsp;256531 |
| \* | Just Dial Ltd. | 7669 | &nbsp;&nbsp;55839 |
|  | Jyothy Labs Ltd. | 35223 | &nbsp;&nbsp;95557 |
|  | Kajaria Ceramics Ltd. | 31869 | &nbsp;&nbsp;310528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kalpataru Projects <br>International Ltd.<br>| 29193 | &nbsp;&nbsp;363101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kalyan Jewellers India <br>Ltd.<br>| 20187 | &nbsp;&nbsp;79230 |
|  | Kalyani Steels Ltd. | 8932 | &nbsp;&nbsp;68970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kansai Nerolac Paints <br>Ltd.<br>| 18894 | &nbsp;&nbsp;47134 |
|  | Karnataka Bank Ltd.  | 111612 | &nbsp;&nbsp;221389 |
|  | Karur Vysya Bank Ltd. <br>| 195535 | &nbsp;&nbsp;634197 |
|  | Kaveri Seed Co. Ltd. | 8491 | &nbsp;&nbsp;87480 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | KCP Ltd.  | 18420 | &nbsp;&nbsp;$35434 |
|  | KDDL Ltd. | 536 | &nbsp;&nbsp;13413 |
|  | KEC International Ltd. | 39834 | &nbsp;&nbsp;290703 |
|  | KEI Industries Ltd. | 14956 | &nbsp;&nbsp;650021 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kellton Tech Solutions <br>Ltd.<br>| 53725 | &nbsp;&nbsp;9089 |
|  | Kennametal India Ltd. | 1297 | &nbsp;&nbsp;27562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kewal Kiran Clothing <br>Ltd.<br>| 3299 | &nbsp;&nbsp;16513 |
|  | Kfin Technologies Ltd. | 11536 | &nbsp;&nbsp;127253 |
| \* | Kiri Industries Ltd. | 4565 | &nbsp;&nbsp;23100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kirloskar Brothers <br>Ltd.<br>| 6585 | &nbsp;&nbsp;111956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kirloskar Oil Engines <br>Ltd.<br>| 20099 | &nbsp;&nbsp;256464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kirloskar Pneumatic <br>Co. Ltd.<br>| 1534 | &nbsp;&nbsp;18987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KNR Constructions <br>Ltd.<br>| 46328 | &nbsp;&nbsp;74881 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kolte-Patil Developers <br>Ltd.<br>| 10501 | &nbsp;&nbsp;42695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kotak Mahindra Bank <br>Ltd.<br>| 206655 | &nbsp;&nbsp;916017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KPIT Technologies <br>Ltd.<br>| 47929 | &nbsp;&nbsp;546077 |
|  | KPR Mill Ltd. | 43921 | &nbsp;&nbsp;416122 |
|  | KRBL Ltd. | 12438 | &nbsp;&nbsp;46436 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Krishna Institute of <br>Medical Sciences <br>Ltd.<br>| 14480 | &nbsp;&nbsp;94659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Krsnaa Diagnostics <br>Ltd.<br>| 3815 | &nbsp;&nbsp;29635 |
|  | KSB Ltd. | 19515 | &nbsp;&nbsp;148995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kwality Wall's India <br>Ltd.<br>| 36053 | &nbsp;&nbsp;15756 |
|  | L&T Finance Ltd. | 231511 | &nbsp;&nbsp;720906 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;L&T Technology <br>Services Ltd.<br>| 4790 | &nbsp;&nbsp;194296 |
|  | LA Opala RG Ltd. | 1909 | &nbsp;&nbsp;3980 |
|  | Larsen & Toubro Ltd. | 27381 | &nbsp;&nbsp;1172364 |
| Ω | Laurus Labs Ltd. | 57587 | &nbsp;&nbsp;605711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Laxmi Organic <br>Industries Ltd.<br>| 3180 | &nbsp;&nbsp;4947 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Lemon Tree Hotels <br>Ltd.<br>| 47536 | &nbsp;&nbsp;67284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LG Balakrishnan & <br>Bros Ltd.<br>| 7963 | &nbsp;&nbsp;149206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LIC Housing Finance <br>Ltd.<br>| 110169 | &nbsp;&nbsp;631996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lincoln <br>Pharmaceuticals <br>Ltd.<br>| 1483 | &nbsp;&nbsp;7400 |
|  | Linde India Ltd. | 2015 | &nbsp;&nbsp;131559 |
|  | LMW Ltd. | 716 | &nbsp;&nbsp;116250 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Lodha Developers <br>Ltd.<br>| 4798 | &nbsp;&nbsp;50729 |
|  | LT Foods Ltd. | 41256 | &nbsp;&nbsp;166480 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
| Ω | LTIMindtree Ltd. | 14151 | &nbsp;&nbsp;$919251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lumax Auto <br>Technologies Ltd.<br>| 10082 | &nbsp;&nbsp;147884 |
|  | Lumax Industries Ltd. | 1052 | &nbsp;&nbsp;55636 |
|  | Lupin Ltd. | 62163 | &nbsp;&nbsp;1452806 |
|  | LUX Industries Ltd. | 1387 | &nbsp;&nbsp;13890 |
|  | Mahanagar Gas Ltd. | 10030 | &nbsp;&nbsp;114515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maharashtra Scooters <br>Ltd.<br>| 487 | &nbsp;&nbsp;71446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maharashtra <br>Seamless Ltd.<br>| 18958 | &nbsp;&nbsp;107855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mahindra & Mahindra <br>Financial Services <br>Ltd.<br>| 180392 | &nbsp;&nbsp;728672 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mahindra & Mahindra <br>Ltd.<br>| 71093 | &nbsp;&nbsp;2664260 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mahindra Holidays & <br>Resorts India Ltd.<br>| 34822 | &nbsp;&nbsp;110930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mahindra Lifespace <br>Developers Ltd.<br>| 37878 | &nbsp;&nbsp;154549 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Mahindra Logistics <br>Ltd.<br>| 13140 | &nbsp;&nbsp;51234 |
|  | Maithan Alloys Ltd. | 2030 | &nbsp;&nbsp;22068 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Man Industries India <br>Ltd.<br>| 2266 | &nbsp;&nbsp;8041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Man Infraconstruction <br>Ltd.<br>| 30854 | &nbsp;&nbsp;37037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Manali Petrochemicals <br>Ltd.<br>| 12348 | &nbsp;&nbsp;7801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Manappuram Finance <br>Ltd.<br>| 235523 | &nbsp;&nbsp;729701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mangalam Cement <br>Ltd.<br>| 2293 | &nbsp;&nbsp;19523 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mangalore Refinery & <br>Petrochemicals Ltd.<br>| 27248 | &nbsp;&nbsp;52262 |
|  | Mankind Pharma Ltd. | 6971 | &nbsp;&nbsp;161242 |
|  | Marico Ltd. | 102266 | &nbsp;&nbsp;813206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marksans Pharma <br>Ltd.<br>| 74161 | &nbsp;&nbsp;131975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maruti Suzuki India <br>Ltd.<br>| 4897 | &nbsp;&nbsp;776965 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;MAS Financial <br>Services Ltd.<br>| 17424 | &nbsp;&nbsp;61435 |
|  | Mastek Ltd. | 4519 | &nbsp;&nbsp;101184 |
| \* | Max Estates Ltd. | 37 | &nbsp;&nbsp;155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Max Healthcare <br>Institute Ltd.<br>| 28599 | &nbsp;&nbsp;297932 |
| \* | Max India Ltd. | 3390 | &nbsp;&nbsp;5910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mayur Uniquoters <br>Ltd.<br>| 8317 | &nbsp;&nbsp;46414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mazagon Dock <br>Shipbuilders Ltd.<br>| 4176 | &nbsp;&nbsp;117108 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Medi Assist <br>Healthcare Services <br>Ltd.<br>| 3525 | &nbsp;&nbsp;15348 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Medplus Health <br>Services Ltd.<br>| 2552 | &nbsp;&nbsp;22222 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Meghmani Organics <br>Ltd.<br>| 33015 | &nbsp;&nbsp;$21767 |
|  | Metro Brands Ltd. | 1152 | &nbsp;&nbsp;13159 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Metropolis Healthcare <br>Ltd.<br>| 6674 | &nbsp;&nbsp;131616 |
|  | Minda Corp. Ltd. | 11926 | &nbsp;&nbsp;73347 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Mishra Dhatu Nigam <br>Ltd.<br>| 5601 | &nbsp;&nbsp;22767 |
|  | MM Forgings Ltd. | 7250 | &nbsp;&nbsp;32249 |
|  | MOIL Ltd. | 22181 | &nbsp;&nbsp;88782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Monte Carlo Fashions <br>Ltd.<br>| 3649 | &nbsp;&nbsp;22532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morepen Laboratories <br>Ltd.<br>| 106810 | &nbsp;&nbsp;42454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Motherson Sumi <br>Wiring India Ltd.<br>| 781025 | &nbsp;&nbsp;365957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Motilal Oswal <br>Financial Services <br>Ltd.<br>| 49532 | &nbsp;&nbsp;405109 |
|  | Mphasis Ltd. | 33542 | &nbsp;&nbsp;1007305 |
|  | MPS Ltd. | 256 | &nbsp;&nbsp;5232 |
|  | MRF Ltd. | 693 | &nbsp;&nbsp;1002653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mrs Bectors Food <br>Specialities Ltd.<br>| 30230 | &nbsp;&nbsp;73071 |
|  | MSTC Ltd. | 7750 | &nbsp;&nbsp;38987 |
|  | Muthoot Finance Ltd. | 53243 | &nbsp;&nbsp;2211964 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nalwa Sons <br>Investments Ltd.<br>| 187 | &nbsp;&nbsp;11966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Narayana <br>Hrudayalaya Ltd.<br>| 24947 | &nbsp;&nbsp;479553 |
|  | Natco Pharma Ltd. | 20784 | &nbsp;&nbsp;188787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Aluminium <br>Co. Ltd.<br>| 319195 | &nbsp;&nbsp;1321586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Fertilizers <br>Ltd.<br>| 35078 | &nbsp;&nbsp;31711 |
|  | Nava Ltd. | 55260 | &nbsp;&nbsp;336880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Navin Fluorine <br>International Ltd.<br>| 1621 | &nbsp;&nbsp;106344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Navneet Education <br>Ltd.<br>| 38450 | &nbsp;&nbsp;60149 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nazara Technologies <br>Ltd.<br>| 16360 | &nbsp;&nbsp;50553 |
|  | NBCC India Ltd. | 52430 | &nbsp;&nbsp;56577 |
|  | NCC Ltd. | 133271 | &nbsp;&nbsp;212944 |
|  | NCL Industries Ltd. | 8249 | &nbsp;&nbsp;16424 |
|  | NELCO Ltd. | 3872 | &nbsp;&nbsp;27489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Neogen Chemicals <br>Ltd.<br>| 1069 | &nbsp;&nbsp;14166 |
|  | NESCO Ltd. | 8606 | &nbsp;&nbsp;106795 |
|  | Nestle India Ltd. | 46162 | &nbsp;&nbsp;670468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Neuland Laboratories <br>Ltd.<br>| 1127 | &nbsp;&nbsp;162111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Newgen Software <br>Technologies Ltd.<br>| 4385 | &nbsp;&nbsp;27933 |
|  | NHPC Ltd. | 332705 | &nbsp;&nbsp;283336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NIIT Learning <br>Systems Ltd.<br>| 25172 | &nbsp;&nbsp;109622 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | NIIT Ltd. | 36661 | &nbsp;&nbsp;$29699 |
|  | Nilkamal Ltd. | 2650 | &nbsp;&nbsp;39693 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Life India <br>Asset Management <br>Ltd.<br>| 24720 | &nbsp;&nbsp;235356 |
|  | Nitin Spinners Ltd. | 8550 | &nbsp;&nbsp;30900 |
|  | NLC India Ltd. | 66590 | &nbsp;&nbsp;187067 |
|  | NMDC Ltd. | 788721 | &nbsp;&nbsp;692982 |
| \* | NMDC Steel Ltd. | 262907 | &nbsp;&nbsp;120619 |
|  | NOCIL Ltd. | 34528 | &nbsp;&nbsp;49614 |
|  | Novartis India Ltd. | 1821 | &nbsp;&nbsp;15053 |
|  | NRB Bearings Ltd. | 20512 | &nbsp;&nbsp;57132 |
|  | NTPC Ltd. | 245260 | &nbsp;&nbsp;945204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nucleus Software <br>Exports Ltd.<br>| 3058 | &nbsp;&nbsp;30254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nuvama Wealth <br>Management Ltd.<br>| 12443 | &nbsp;&nbsp;181936 |
|  | Oberoi Realty Ltd. | 36793 | &nbsp;&nbsp;596798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oil & Natural Gas <br>Corp. Ltd.<br>| 110895 | &nbsp;&nbsp;324015 |
|  | Oil India Ltd. | 85333 | &nbsp;&nbsp;475160 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Onesource Specialty <br>Pharma Ltd.<br>| 9739 | &nbsp;&nbsp;129516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oracle Financial <br>Services Software <br>Ltd.<br>| 5536 | &nbsp;&nbsp;466196 |
|  | Orient Cement Ltd. | 25342 | &nbsp;&nbsp;43249 |
|  | Orient Electric Ltd. | 25426 | &nbsp;&nbsp;50353 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Orient Green Power <br>Co. Ltd.<br>| 135608 | &nbsp;&nbsp;15331 |
|  | Oriental Hotels Ltd. | 5689 | &nbsp;&nbsp;6257 |
|  | Page Industries Ltd. | 938 | &nbsp;&nbsp;334737 |
|  | Paisalo Digital Ltd. | 133713 | &nbsp;&nbsp;49498 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Panama Petrochem <br>Ltd.<br>| 5121 | &nbsp;&nbsp;16263 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Paradeep Phosphates <br>Ltd.<br>| 25858 | &nbsp;&nbsp;39116 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Parag Milk Foods Ltd., <br>Class F<br>| 9183 | &nbsp;&nbsp;25189 |
|  | Patanjali Foods Ltd. | 19587 | &nbsp;&nbsp;106733 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Patel Engineering <br>Ltd.<br>| 142766 | &nbsp;&nbsp;44563 |
| \* | PB Fintech Ltd. | 11473 | &nbsp;&nbsp;205981 |
| \* | PC Jeweller Ltd. | 661290 | &nbsp;&nbsp;76840 |
|  | PCBL Chemical Ltd. | 61168 | &nbsp;&nbsp;175566 |
| \* | Peninsula Land Ltd. | 4741 | &nbsp;&nbsp;1037 |
| \* | Pennar Industries Ltd. | 19375 | &nbsp;&nbsp;36324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Persistent Systems <br>Ltd.<br>| 21594 | &nbsp;&nbsp;1418689 |
|  | Petronet LNG Ltd. | 271281 | &nbsp;&nbsp;854550 |
|  | Phoenix Mills Ltd.  | 23628 | &nbsp;&nbsp;428032 |
|  | PI Industries Ltd. | 13700 | &nbsp;&nbsp;472486 |
|  | Pidilite Industries Ltd. | 30894 | &nbsp;&nbsp;479120 |
| \* | Piramal Finance Ltd. | 28361 | &nbsp;&nbsp;536466 |
|  | Piramal Pharma Ltd. | 117310 | &nbsp;&nbsp;197628 |
|  | Pitti Engineering Ltd. | 587 | &nbsp;&nbsp;4985 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;PNB Housing Finance <br>Ltd.<br>| 40860 | &nbsp;&nbsp;365287 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | PNC Infratech Ltd. | 41157 | &nbsp;&nbsp;$97540 |
|  | Poly Medicure Ltd. | 4687 | &nbsp;&nbsp;77766 |
|  | Polycab India Ltd. | 6068 | &nbsp;&nbsp;463346 |
|  | Polyplex Corp. Ltd. | 6105 | &nbsp;&nbsp;56552 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Poonawalla Fincorp <br>Ltd.<br>| 59773 | &nbsp;&nbsp;257818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Power Finance Corp. <br>Ltd.<br>| 421622 | &nbsp;&nbsp;1737356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Power Grid Corp. of <br>India Ltd.<br>| 289097 | &nbsp;&nbsp;805290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Power Mech Projects <br>Ltd.<br>| 3950 | &nbsp;&nbsp;88668 |
|  | Praj Industries Ltd. | 26040 | &nbsp;&nbsp;82743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prakash Industries <br>Ltd.<br>| 57269 | &nbsp;&nbsp;76170 |
| Ω | Prataap Snacks Ltd. | 2707 | &nbsp;&nbsp;33402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Precision Wires India <br>Ltd.<br>| 13794 | &nbsp;&nbsp;36775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prestige Estates <br>Projects Ltd.<br>| 37413 | &nbsp;&nbsp;594518 |
|  | Pricol Ltd. | 26229 | &nbsp;&nbsp;157358 |
| \* | Prime Focus Ltd. | 8211 | &nbsp;&nbsp;20206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prince Pipes & <br>Fittings Ltd.<br>| 6881 | &nbsp;&nbsp;17911 |
| \* | Prism Johnson Ltd. | 43150 | &nbsp;&nbsp;59356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Privi Speciality <br>Chemicals Ltd.<br>| 2218 | &nbsp;&nbsp;67689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Procter & Gamble <br>Health Ltd.<br>| 2614 | &nbsp;&nbsp;150555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Procter & Gamble <br>Hygiene & Health <br>Care Ltd.<br>| 1102 | &nbsp;&nbsp;141318 |
|  | PTC India Ltd. | 86024 | &nbsp;&nbsp;161035 |
|  | Punjab National Bank | 271706 | &nbsp;&nbsp;370142 |
| \* | PVR Inox Ltd. | 6962 | &nbsp;&nbsp;74013 |
| Ω | Quess Corp. Ltd. | 11684 | &nbsp;&nbsp;26425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;R Systems <br>International Ltd.<br>| 4412 | &nbsp;&nbsp;18391 |
|  | Radico Khaitan Ltd. | 11298 | &nbsp;&nbsp;346287 |
|  | Rail Vikas Nigam Ltd. | 7351 | &nbsp;&nbsp;27531 |
|  | Rain Industries Ltd. | 61259 | &nbsp;&nbsp;103100 |
| \* | Rajesh Exports Ltd. | 14403 | &nbsp;&nbsp;25488 |
|  | Rallis India Ltd. | 18917 | &nbsp;&nbsp;56638 |
|  | Ramco Cements Ltd. | 27322 | &nbsp;&nbsp;331086 |
|  | Ramco Industries Ltd. | 13704 | &nbsp;&nbsp;47001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ramkrishna Forgings <br>Ltd.<br>| 23190 | &nbsp;&nbsp;128305 |
|  | Rane Holdings Ltd. | 2514 | &nbsp;&nbsp;35772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rashtriya Chemicals <br>& Fertilizers Ltd.<br>| 55235 | &nbsp;&nbsp;82387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ratnamani Metals & <br>Tubes Ltd.<br>| 6518 | &nbsp;&nbsp;152233 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;RattanIndia Power <br>Ltd.<br>| 284216 | &nbsp;&nbsp;26268 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Raymond Lifestyle <br>Ltd.<br>| 11795 | &nbsp;&nbsp;133619 |
| \* | Raymond Ltd. | 14744 | &nbsp;&nbsp;61831 |
| \* | Raymond Realty Ltd. | 14744 | &nbsp;&nbsp;80736 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
| Ω | RBL Bank Ltd. | 141818 | &nbsp;&nbsp;$459252 |
|  | REC Ltd. | 477632 | &nbsp;&nbsp;1895080 |
|  | Redington Ltd. | 224470 | &nbsp;&nbsp;663984 |
|  | Redtape Ltd. | 44420 | &nbsp;&nbsp;59850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Relaxo Footwears <br>Ltd.<br>| 10941 | &nbsp;&nbsp;47013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reliance Industrial <br>Infrastructure Ltd.<br>| 2215 | &nbsp;&nbsp;17183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reliance Industries <br>Ltd. (RIL IN)<br>| 471922 | &nbsp;&nbsp;7179040 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Reliance Infrastructure <br>Ltd.<br>| 40867 | &nbsp;&nbsp;59631 |
| \* | Reliance Power Ltd. | 916309 | &nbsp;&nbsp;282290 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Religare Enterprises <br>Ltd.<br>| 4652 | &nbsp;&nbsp;12113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Repco Home Finance <br>Ltd.<br>| 12674 | &nbsp;&nbsp;56028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rico Auto Industries <br>Ltd.<br>| 31447 | &nbsp;&nbsp;39889 |
|  | RITES Ltd. | 28740 | &nbsp;&nbsp;71448 |
|  | Route Mobile Ltd. | 4960 | &nbsp;&nbsp;32112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RPG Life Sciences <br>Ltd.<br>| 1466 | &nbsp;&nbsp;32151 |
| \* | Sagar Cements Ltd. | 10335 | &nbsp;&nbsp;21888 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Salasar Techno <br>Engineering Ltd.<br>| 137948 | &nbsp;&nbsp;12000 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sammaan Capital <br>Ltd.<br>| 117921 | &nbsp;&nbsp;193041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samvardhana <br>Motherson <br>International Ltd.<br>| 844519 | &nbsp;&nbsp;1034765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sandhar Technologies <br>Ltd.<br>| 3136 | &nbsp;&nbsp;16710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sandur Manganese & <br>Iron Ores Ltd.<br>| 21489 | &nbsp;&nbsp;51254 |
|  | Sangam India Ltd. | 553 | &nbsp;&nbsp;2756 |
|  | Sanghvi Movers Ltd. | 6740 | &nbsp;&nbsp;22069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanofi Consumer <br>Healthcare India <br>Ltd.<br>| 2438 | &nbsp;&nbsp;111329 |
|  | Sanofi India Ltd. | 2438 | &nbsp;&nbsp;106500 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Sansera Engineering <br>Ltd.<br>| 3442 | &nbsp;&nbsp;64391 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sapphire Foods India <br>Ltd.<br>| 20690 | &nbsp;&nbsp;42311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sarda Energy & <br>Minerals Ltd.<br>| 27550 | &nbsp;&nbsp;147458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sasken Technologies <br>Ltd.<br>| 899 | &nbsp;&nbsp;11888 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Satin Creditcare <br>Network Ltd.<br>| 3262 | &nbsp;&nbsp;5572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Savita Oil <br>Technologies Ltd.<br>| 6016 | &nbsp;&nbsp;22850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SBI Cards & Payment <br>Services Ltd.<br>| 16690 | &nbsp;&nbsp;137057 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;SBI Life Insurance Co. <br>Ltd.<br>| 27938 | &nbsp;&nbsp;611189 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | Schaeffler India Ltd. | 5290 | &nbsp;&nbsp;$207321 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Schneider Electric <br>Infrastructure Ltd.<br>| 15960 | &nbsp;&nbsp;120573 |
| \* | SEAMEC Ltd. | 1720 | &nbsp;&nbsp;23693 |
| \* | SEPC Ltd. | 382773 | &nbsp;&nbsp;34299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seshasayee Paper & <br>Boards Ltd.<br>| 6832 | &nbsp;&nbsp;16924 |
| Ω | SH Kelkar & Co. Ltd. | 18152 | &nbsp;&nbsp;28461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shaily Engineering <br>Plastics Ltd.<br>| 939 | &nbsp;&nbsp;19491 |
| \* | Shalby Ltd. | 4833 | &nbsp;&nbsp;8833 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shankara Buildpro <br>Ltd.<br>| 1193 | &nbsp;&nbsp;9740 |
|  | Shanthi Gears Ltd. | 4322 | &nbsp;&nbsp;21155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sharda Cropchem <br>Ltd.<br>| 10452 | &nbsp;&nbsp;115962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sharda Motor <br>Industries Ltd.<br>| 2710 | &nbsp;&nbsp;25246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Share India Securities <br>Ltd.<br>| 17297 | &nbsp;&nbsp;27012 |
|  | Shilpa Medicare Ltd. | 20432 | &nbsp;&nbsp;64881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shipping Corp. of <br>India Land & Assets <br>Ltd.<br>| 59327 | &nbsp;&nbsp;29106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shipping Corp. of <br>India Ltd.<br>| 65823 | &nbsp;&nbsp;161530 |
| \* | Shoppers Stop Ltd. | 11621 | &nbsp;&nbsp;45719 |
|  | Shree Cement Ltd. | 713 | &nbsp;&nbsp;209223 |
|  | Shriram Finance Ltd. | 329700 | &nbsp;&nbsp;3659851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shriram Pistons & <br>Rings Ltd.<br>| 2248 | &nbsp;&nbsp;67748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Siemens Energy India <br>Ltd.<br>| 1925 | &nbsp;&nbsp;52002 |
|  | Siemens Ltd. | 1925 | &nbsp;&nbsp;64696 |
| \* | SIS Ltd. | 16961 | &nbsp;&nbsp;62038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Siyaram Silk Mills <br>Ltd.<br>| 4520 | &nbsp;&nbsp;25488 |
|  | SJS Enterprises Ltd. | 3196 | &nbsp;&nbsp;58033 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SKF India Industrial <br>Ltd.<br>| 5640 | &nbsp;&nbsp;167371 |
|  | SKF India Ltd. | 5640 | &nbsp;&nbsp;103168 |
|  | Skipper Ltd. | 5063 | &nbsp;&nbsp;19861 |
|  | Sobha Ltd. | 8818 | &nbsp;&nbsp;138492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Solar Industries India <br>Ltd.<br>| 6105 | &nbsp;&nbsp;893287 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Solara Active Pharma <br>Sciences Ltd.<br>| 4763 | &nbsp;&nbsp;26070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Somany Ceramics <br>Ltd.<br>| 5724 | &nbsp;&nbsp;25381 |
|  | Sonata Software Ltd. | 59569 | &nbsp;&nbsp;205093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;South Indian Bank <br>Ltd.<br>| 648890 | &nbsp;&nbsp;265867 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Spandana Sphoorty <br>Financial Ltd.<br>| 783 | &nbsp;&nbsp;1918 |
|  | SRF Ltd. | 24207 | &nbsp;&nbsp;739027 |
|  | Star Cement Ltd. | 20987 | &nbsp;&nbsp;49785 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Star Health & Allied <br>Insurance Co. Ltd.<br>| 12501 | &nbsp;&nbsp;$63899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;State Bank of India <br>(SBID LI), GDR<br>| 490 | &nbsp;&nbsp;58057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;State Bank of India <br>(SBIN IN)<br>| 114695 | &nbsp;&nbsp;1344112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;State Bank of India <br>(SBKFF US), GDR<br>| 2177 | &nbsp;&nbsp;257757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Steel Authority of India <br>Ltd.<br>| 331912 | &nbsp;&nbsp;542955 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sterlite Technologies <br>Ltd.<br>| 52825 | &nbsp;&nbsp;60654 |
| \* | STL Networks Ltd. | 52825 | &nbsp;&nbsp;11580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Strides Pharma <br>Science Ltd.<br>| 19479 | &nbsp;&nbsp;185945 |
| \* | Stylam Industries Ltd. | 1806 | &nbsp;&nbsp;43631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Styrenix Performance <br>Materials Ltd.<br>| 603 | &nbsp;&nbsp;12779 |
| \* | Subex Ltd. | 85031 | &nbsp;&nbsp;8573 |
|  | Subros Ltd. | 10122 | &nbsp;&nbsp;89814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sudarshan Chemical <br>Industries Ltd.<br>| 12850 | &nbsp;&nbsp;126802 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sudarshan Colorants <br>India Ltd.<br>| 1829 | &nbsp;&nbsp;7412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Chemical <br>India Ltd.<br>| 18532 | &nbsp;&nbsp;82549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun Pharmaceutical <br>Industries Ltd. <br>(SUNP IN)<br>| 39264 | &nbsp;&nbsp;681240 |
|  | Sun TV Network Ltd. | 29483 | &nbsp;&nbsp;178304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sundaram Finance <br>Ltd.<br>| 12288 | &nbsp;&nbsp;696803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sundaram-Clayton <br>Ltd.<br>| 1656 | &nbsp;&nbsp;22467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sundram Fasteners <br>Ltd.<br>| 23120 | &nbsp;&nbsp;235419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunflag Iron & Steel <br>Co. Ltd.<br>| 5016 | &nbsp;&nbsp;13386 |
|  | Sunteck Realty Ltd. | 18820 | &nbsp;&nbsp;82343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suprajit Engineering <br>Ltd.<br>| 20062 | &nbsp;&nbsp;97380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Supreme Industries <br>Ltd.<br>| 13018 | &nbsp;&nbsp;495625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Supreme Petrochem <br>Ltd.<br>| 22062 | &nbsp;&nbsp;136033 |
|  | Surya Roshni Ltd. | 27536 | &nbsp;&nbsp;74092 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Suryoday Small <br>Finance Bank Ltd.<br>| 15323 | &nbsp;&nbsp;23088 |
| \* | Suzlon Energy Ltd. | 775346 | &nbsp;&nbsp;402695 |
|  | Swaraj Engines Ltd. | 1425 | &nbsp;&nbsp;54123 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Syngene International <br>Ltd.<br>| 25178 | &nbsp;&nbsp;129880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TAJGVK Hotels & <br>Resorts Ltd.<br>| 3470 | &nbsp;&nbsp;13926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Talbros Automotive <br>Components Ltd.<br>| 2544 | &nbsp;&nbsp;7261 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tamil Nadu Newsprint <br>& Papers Ltd.<br>| 15403 | &nbsp;&nbsp;$22214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tamilnadu <br>Petroproducts Ltd.<br>| 8299 | &nbsp;&nbsp;8578 |
|  | Tanla Platforms Ltd. | 8550 | &nbsp;&nbsp;47463 |
| \* | TARC Ltd. | 34062 | &nbsp;&nbsp;56353 |
|  | Tata Chemicals Ltd. | 52847 | &nbsp;&nbsp;428355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tata Communications <br>Ltd.<br>| 23355 | &nbsp;&nbsp;399159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tata Consultancy <br>Services Ltd.<br>| 67519 | &nbsp;&nbsp;2299939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tata Consumer <br>Products Ltd.<br>| 39732 | &nbsp;&nbsp;489680 |
|  | Tata Elxsi Ltd. | 6519 | &nbsp;&nbsp;377540 |
| \* | Tata Motors Ltd./new | 242466 | &nbsp;&nbsp;1205905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tata Motors <br>Passenger Vehicles <br>Ltd.<br>| 242466 | &nbsp;&nbsp;921897 |
|  | Tata Power Co. Ltd. | 176417 | &nbsp;&nbsp;703196 |
|  | Tata Steel Ltd. | 1475346 | &nbsp;&nbsp;3070804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tata Technologies <br>Ltd.<br>| 15610 | &nbsp;&nbsp;109872 |
|  | TCI Express Ltd. | 3754 | &nbsp;&nbsp;22251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TD Power Systems <br>Ltd.<br>| 29800 | &nbsp;&nbsp;233932 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TeamLease Services <br>Ltd.<br>| 973 | &nbsp;&nbsp;14643 |
|  | Tech Mahindra Ltd. | 45211 | &nbsp;&nbsp;853947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Techno Electric & <br>Engineering Co. <br>Ltd.<br>| 12589 | &nbsp;&nbsp;134134 |
|  | Tega Industries Ltd. | 421 | &nbsp;&nbsp;7814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texmaco Rail & <br>Engineering Ltd.<br>| 49331 | &nbsp;&nbsp;68928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thanga Mayil <br>Jewellery Ltd.<br>| 1650 | &nbsp;&nbsp;59812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thejo Engineering <br>Ltd.<br>| 612 | &nbsp;&nbsp;11262 |
|  | Themis Medicare Ltd. | 3727 | &nbsp;&nbsp;3242 |
|  | Thermax Ltd. | 2584 | &nbsp;&nbsp;81199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thirumalai Chemicals <br>Ltd.<br>| 17134 | &nbsp;&nbsp;35610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thomas Cook India <br>Ltd.<br>| 36462 | &nbsp;&nbsp;48795 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Thyrocare <br>Technologies Ltd.<br>| 13206 | &nbsp;&nbsp;60347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tilaknagar Industries <br>Ltd.<br>| 20689 | &nbsp;&nbsp;96787 |
|  | Time Technoplast Ltd. | 104570 | &nbsp;&nbsp;206105 |
|  | Timken India Ltd. | 5493 | &nbsp;&nbsp;177824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Titagarh Rail System <br>Ltd.<br>| 16029 | &nbsp;&nbsp;143977 |
|  | Titan Co. Ltd. | 27228 | &nbsp;&nbsp;1179555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Torrent <br>Pharmaceuticals <br>Ltd.<br>| 20591 | &nbsp;&nbsp;885441 |
|  | Torrent Power Ltd. | 39877 | &nbsp;&nbsp;602210 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tourism Finance Corp. <br>of India Ltd.<br>| 108055 | &nbsp;&nbsp;$75968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transport Corp. of <br>India Ltd.<br>| 9892 | &nbsp;&nbsp;114501 |
|  | Trent Ltd. | 10624 | &nbsp;&nbsp;435293 |
|  | Trident Ltd. | 309053 | &nbsp;&nbsp;87639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Triveni Engineering & <br>Industries Ltd.<br>| 37325 | &nbsp;&nbsp;151204 |
|  | Triveni Turbine Ltd. | 9150 | &nbsp;&nbsp;49916 |
|  | TTK Healthcare Ltd. | 475 | &nbsp;&nbsp;5011 |
|  | TTK Prestige Ltd. | 10094 | &nbsp;&nbsp;64785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tube Investments of <br>India Ltd.<br>| 27497 | &nbsp;&nbsp;698217 |
|  | TVS Holdings Ltd. | 1656 | &nbsp;&nbsp;265648 |
|  | TVS Motor Co. Ltd. | 47653 | &nbsp;&nbsp;1908865 |
|  | TVS Srichakra Ltd. | 1447 | &nbsp;&nbsp;63924 |
|  | Uflex Ltd. | 11771 | &nbsp;&nbsp;59489 |
| \* | Ugro Capital Ltd. | 21291 | &nbsp;&nbsp;34032 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Ujjivan Small Finance <br>Bank Ltd.<br>| 148381 | &nbsp;&nbsp;104596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UltraTech Cement <br>Ltd.<br>| 4812 | &nbsp;&nbsp;665899 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Unichem Laboratories <br>Ltd.<br>| 9550 | &nbsp;&nbsp;39278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Bank of India <br>Ltd.<br>| 199983 | &nbsp;&nbsp;392006 |
|  | United Breweries Ltd. | 3175 | &nbsp;&nbsp;50449 |
|  | United Spirits Ltd. | 39557 | &nbsp;&nbsp;585660 |
|  | UNO Minda Ltd. | 51988 | &nbsp;&nbsp;669126 |
|  | UPL Ltd. | 193634 | &nbsp;&nbsp;1479726 |
| \* | Urja Global Ltd. | 81988 | &nbsp;&nbsp;9117 |
|  | Usha Martin Ltd. | 48729 | &nbsp;&nbsp;216258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UTI Asset <br>Management Co. <br>Ltd.<br>| 14793 | &nbsp;&nbsp;155198 |
|  | VA Tech Wabag Ltd. | 14418 | &nbsp;&nbsp;169301 |
|  | Vadilal Industries Ltd. | 532 | &nbsp;&nbsp;25318 |
|  | Vaibhav Global Ltd. | 17605 | &nbsp;&nbsp;42842 |
| \* | Valor Estate Ltd. | 24477 | &nbsp;&nbsp;28324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vardhman Special <br>Steels Ltd.<br>| 2805 | &nbsp;&nbsp;7757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vardhman Textiles <br>Ltd.<br>| 40668 | &nbsp;&nbsp;191381 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Varroc Engineering <br>Ltd.<br>| 13072 | &nbsp;&nbsp;81215 |
|  | Varun Beverages Ltd. | 111631 | &nbsp;&nbsp;566532 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vascon Engineers <br>Ltd.<br>| 4992 | &nbsp;&nbsp;2251 |
|  | Vedanta Ltd. | 338403 | &nbsp;&nbsp;2497067 |
|  | Veedol Corp. Ltd. | 1030 | &nbsp;&nbsp;16083 |
|  | Venky's India Ltd. | 1715 | &nbsp;&nbsp;28688 |
|  | Vesuvius India Ltd. | 31880 | &nbsp;&nbsp;173220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;V-Guard Industries <br>Ltd.<br>| 35226 | &nbsp;&nbsp;135047 |
|  | Vinati Organics Ltd. | 9335 | &nbsp;&nbsp;154677 |
|  | Vindhya Telelinks Ltd. | 2575 | &nbsp;&nbsp;34053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vishnu Chemicals <br>Ltd.<br>| 4745 | &nbsp;&nbsp;27102 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;VL E-Governance & <br>IT Solutions Ltd.<br>| 2854 | &nbsp;&nbsp;$448 |
| \* | Vodafone Idea Ltd. | 1722808 | &nbsp;&nbsp;209050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Voltamp Transformers <br>Ltd.<br>| 1363 | &nbsp;&nbsp;108900 |
|  | Voltas Ltd. | 14336 | &nbsp;&nbsp;206457 |
|  | VRL Logistics Ltd. | 21374 | &nbsp;&nbsp;62826 |
|  | VST Industries Ltd. | 18447 | &nbsp;&nbsp;47061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VST Tillers Tractors <br>Ltd.<br>| 975 | &nbsp;&nbsp;58601 |
|  | Welspun Corp. Ltd. | 50380 | &nbsp;&nbsp;397799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Welspun Enterprises <br>Ltd.<br>| 19817 | &nbsp;&nbsp;102287 |
|  | Welspun Living Ltd. | 110117 | &nbsp;&nbsp;148882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;West Coast Paper <br>Mills Ltd.<br>| 12552 | &nbsp;&nbsp;54578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westlife Foodworld <br>Ltd.<br>| 15854 | &nbsp;&nbsp;84512 |
|  | Whirlpool of India Ltd. | 4402 | &nbsp;&nbsp;37229 |
|  | Wipro Ltd. | 203012 | &nbsp;&nbsp;522815 |
| \* | Wockhardt Ltd. | 12157 | &nbsp;&nbsp;183763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wonderla Holidays <br>Ltd.<br>| 6827 | &nbsp;&nbsp;37280 |
| \* | Yes Bank Ltd. | 45820 | &nbsp;&nbsp;10673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zee Entertainment <br>Enterprises Ltd.<br>| 231835 | &nbsp;&nbsp;212656 |
| \* | Zee Media Corp. Ltd. | 107388 | &nbsp;&nbsp;9291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zensar Technologies <br>Ltd.<br>| 38222 | &nbsp;&nbsp;270191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zydus Lifesciences <br>Ltd.<br>| 35739 | &nbsp;&nbsp;343787 |
|  | Zydus Wellness Ltd. | 20775 | &nbsp;&nbsp;101637 |
| TOTAL INDIA | TOTAL INDIA |  | &nbsp;&nbsp;236414609 |
| INDONESIA — (0.4%) | INDONESIA — (0.4%) | INDONESIA — (0.4%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ABM Investama Tbk. <br>PT<br>| 144100 | &nbsp;&nbsp;24708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AKR Corporindo Tbk. <br>PT<br>| 1846900 | &nbsp;&nbsp;139145 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alam Sutera Realty <br>Tbk. PT<br>| 4051400 | &nbsp;&nbsp;37815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alamtri Minerals <br>Indonesia Tbk. PT<br>| 873000 | &nbsp;&nbsp;103832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alamtri Resources <br>Indonesia Tbk. PT<br>| 4042400 | &nbsp;&nbsp;531254 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amman Mineral <br>Internasional PT<br>| 37000 | &nbsp;&nbsp;16636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aneka Tambang Tbk. <br>PT<br>| 2147846 | &nbsp;&nbsp;528766 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Armidian Karyatama <br>Tbk. PT<br>| 544900 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arwana Citramulia <br>Tbk. PT<br>| 1326700 | &nbsp;&nbsp;41217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aspirasi Hidup <br>Indonesia Tbk. PT<br>| 1894100 | &nbsp;&nbsp;45105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Astra Agro Lestari <br>Tbk. PT<br>| 162100 | &nbsp;&nbsp;71380 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Astra International <br>Tbk. PT<br>| 2243000 | &nbsp;&nbsp;$850481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Astra Otoparts Tbk. <br>PT<br>| 396000 | &nbsp;&nbsp;59699 |
|  | Avia Avian Tbk. PT | 2167100 | &nbsp;&nbsp;55911 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bank Aladin Syariah <br>Tbk. PT<br>| 602600 | &nbsp;&nbsp;23349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Amar Indonesia <br>Tbk. PT<br>| 503666 | &nbsp;&nbsp;6442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank BTPN Syariah <br>Tbk. PT<br>| 700400 | &nbsp;&nbsp;50258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Central Asia <br>Tbk. PT<br>| 2994300 | &nbsp;&nbsp;1323030 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bank China <br>Construction Bank <br>Indonesia Tbk. PT<br>| 2812000 | &nbsp;&nbsp;12544 |
| \* | Bank Jago Tbk. PT | 185400 | &nbsp;&nbsp;18805 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bank KB Indonesia <br>Tbk. PT<br>| 7881856 | &nbsp;&nbsp;35290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Mandiri Persero <br>Tbk. PT<br>| 4366600 | &nbsp;&nbsp;1256472 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bank Mayapada <br>International Tbk. <br>PT<br>| 3615992 | &nbsp;&nbsp;49541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Maybank <br>Indonesia Tbk. PT<br>| 1445900 | &nbsp;&nbsp;18467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Negara <br>Indonesia Persero <br>Tbk. PT<br>| 1605600 | &nbsp;&nbsp;430951 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bank Neo Commerce <br>Tbk. PT<br>| 2633900 | &nbsp;&nbsp;61413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank OCBC Nisp Tbk. <br>PT<br>| 796500 | &nbsp;&nbsp;68395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Pan Indonesia <br>Tbk. PT<br>| 1283500 | &nbsp;&nbsp;82175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Pembangunan <br>Daerah Jawa Barat <br>Dan Banten Tbk. <br>PT<br>| 820743 | &nbsp;&nbsp;39390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Pembangunan <br>Daerah Jawa Timur <br>Tbk. PT<br>| 1259300 | &nbsp;&nbsp;41706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Rakyat <br>Indonesia Persero <br>Tbk. PT<br>| 3159234 | &nbsp;&nbsp;717158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Syariah <br>Indonesia Tbk. PT<br>| 833160 | &nbsp;&nbsp;111797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Tabungan <br>Negara Persero <br>Tbk. PT<br>| 1737592 | &nbsp;&nbsp;127640 |
| \* | Barito Pacific Tbk. PT | 873282 | &nbsp;&nbsp;112374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barito Renewables <br>Energy Tbk. PT<br>| 44000 | &nbsp;&nbsp;22261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BFI Finance Indonesia <br>Tbk. PT<br>| 2437900 | &nbsp;&nbsp;102550 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BISI International Tbk. <br>PT<br>| 199000 | &nbsp;&nbsp;$10458 |
|  | Blue Bird Tbk. PT | 168500 | &nbsp;&nbsp;16810 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Buana Lintas Lautan <br>Tbk. PT<br>| 3163100 | &nbsp;&nbsp;92997 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bukalapak.com Tbk. <br>PT<br>| 17484300 | &nbsp;&nbsp;151262 |
|  | Bukit Asam Tbk. PT | 1240600 | &nbsp;&nbsp;183709 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Buma Internasional <br>Grup Tbk. PT<br>| 1404500 | &nbsp;&nbsp;26106 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bumi Resources <br>Minerals Tbk. PT<br>| 5308700 | &nbsp;&nbsp;336844 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bumi Resources Tbk. <br>PT<br>| 17330300 | &nbsp;&nbsp;267237 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bumi Serpong Damai <br>Tbk. PT<br>| 1288000 | &nbsp;&nbsp;69008 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Capital Financial <br>Indonesia Tbk. PT<br>| 1344700 | &nbsp;&nbsp;123978 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cemindo Gemilang <br>PT<br>| 689100 | &nbsp;&nbsp;33435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charoen Pokphand <br>Indonesia Tbk. PT<br>| 942300 | &nbsp;&nbsp;249037 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Cikarang Listrindo <br>Tbk. PT<br>| 409000 | &nbsp;&nbsp;17080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ciputra Development <br>Tbk. PT<br>| 2794447 | &nbsp;&nbsp;138532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cisarua Mountain <br>Dairy Tbk. PT<br>| 279700 | &nbsp;&nbsp;85125 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Citra Marga <br>Nusaphala Persada <br>Tbk. PT<br>| 166518 | &nbsp;&nbsp;13536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dayamitra <br>Telekomunikasi PT<br>| 3553900 | &nbsp;&nbsp;117737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dharma Satya <br>Nusantara Tbk. PT<br>| 1298400 | &nbsp;&nbsp;106592 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dian Swastatika <br>Sentosa Tbk. PT<br>| 57900 | &nbsp;&nbsp;344220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elang Mahkota <br>Teknologi Tbk. PT<br>| 3429100 | &nbsp;&nbsp;200302 |
|  | Elnusa Tbk. PT | 1799200 | &nbsp;&nbsp;73996 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Energi Mega Persada <br>Tbk. PT<br>| 3527000 | &nbsp;&nbsp;275401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Erajaya Swasembada <br>Tbk. PT<br>| 3182500 | &nbsp;&nbsp;75277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ESSA Industries <br>Indonesia Tbk. PT<br>| 2376500 | &nbsp;&nbsp;92902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gajah Tunggal Tbk. <br>PT<br>| 649500 | &nbsp;&nbsp;41637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Garudafood Putra <br>Putri Jaya Tbk. PT<br>| 2647400 | &nbsp;&nbsp;55848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Golden Energy Mines <br>Tbk. PT<br>| 50500 | &nbsp;&nbsp;23798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gudang Garam Tbk. <br>PT<br>| 171300 | &nbsp;&nbsp;159788 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Harum Energy Tbk. <br>PT<br>| 505500 | &nbsp;&nbsp;31754 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Impack Pratama <br>Industri Tbk. PT<br>| 1776300 | &nbsp;&nbsp;$250202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indah Kiat Pulp & <br>Paper Tbk. PT<br>| 759900 | &nbsp;&nbsp;413800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indika Energy Tbk. <br>PT<br>| 446900 | &nbsp;&nbsp;85347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indo Tambangraya <br>Megah Tbk. PT<br>| 140900 | &nbsp;&nbsp;184543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indocement Tunggal <br>Prakarsa Tbk. PT<br>| 227200 | &nbsp;&nbsp;90165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indofood CBP Sukses <br>Makmur Tbk. PT<br>| 249600 | &nbsp;&nbsp;118443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indofood Sukses <br>Makmur Tbk. PT<br>| 1133000 | &nbsp;&nbsp;460101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indomobil Sukses <br>Internasional Tbk. <br>PT<br>| 398300 | &nbsp;&nbsp;24964 |
|  | Indosat Tbk. PT | 1060400 | &nbsp;&nbsp;141023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Industri Jamu Dan <br>Farmasi Sido <br>Muncul Tbk. PT<br>| 2078076 | &nbsp;&nbsp;64910 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Inti Agri Resources <br>Tbk. PT<br>| 532800 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Intiland Development <br>Tbk. PT<br>| 873100 | &nbsp;&nbsp;7277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japfa Comfeed <br>Indonesia Tbk. PT<br>| 1792100 | &nbsp;&nbsp;296119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jasa Marga Persero <br>Tbk. PT<br>| 367604 | &nbsp;&nbsp;78113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jaya Real Property <br>Tbk. PT<br>| 957600 | &nbsp;&nbsp;61145 |
|  | Kalbe Farma Tbk. PT | 3005300 | &nbsp;&nbsp;204982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kawasan Industri <br>Jababeka Tbk. PT<br>| 5806510 | &nbsp;&nbsp;78918 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lippo Karawaci Tbk. <br>PT<br>| 10772700 | &nbsp;&nbsp;62303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Map Aktif Adiperkasa <br>PT<br>| 3040400 | &nbsp;&nbsp;127514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Matahari Department <br>Store Tbk. PT<br>| 289600 | &nbsp;&nbsp;32312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mayora Indah Tbk. <br>PT<br>| 633400 | &nbsp;&nbsp;87064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Medco Energi <br>Internasional Tbk. <br>PT<br>| 3468500 | &nbsp;&nbsp;315942 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Media Nusantara Citra <br>Tbk. PT<br>| 2673600 | &nbsp;&nbsp;39879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Medikaloka Hermina <br>Tbk. PT<br>| 2104600 | &nbsp;&nbsp;166198 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Merdeka Battery <br>Materials Tbk. PT<br>| 4273500 | &nbsp;&nbsp;178395 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Merdeka Copper Gold <br>Tbk. PT<br>| 1354142 | &nbsp;&nbsp;255554 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Metro Healthcare <br>Indonesia Tbk. PT<br>| 1818200 | &nbsp;&nbsp;57324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Metrodata Electronics <br>Tbk. PT<br>| 1934000 | &nbsp;&nbsp;65604 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Midi Utama Indonesia <br>Tbk. PT<br>| 405000 | &nbsp;&nbsp;$7450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitra Adiperkasa Tbk. <br>PT<br>| 3535200 | &nbsp;&nbsp;249942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitra Keluarga <br>Karyasehat Tbk. <br>PT<br>| 529000 | &nbsp;&nbsp;75014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitra Pinasthika <br>Mustika Tbk. PT<br>| 655500 | &nbsp;&nbsp;39044 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MNC Digital <br>Entertainment Tbk. <br>PT<br>| 978300 | &nbsp;&nbsp;22178 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MNC Tourism <br>Indonesia Tbk. PT<br>| 19621000 | &nbsp;&nbsp;218915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pabrik Kertas Tjiwi <br>Kimia Tbk. PT<br>| 426900 | &nbsp;&nbsp;187210 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Strategic <br>Financial Tbk. PT<br>| 719300 | &nbsp;&nbsp;65339 |
|  | Pakuwon Jati Tbk. PT | 4627000 | &nbsp;&nbsp;99252 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Panin Financial Tbk. <br>PT<br>| 3727900 | &nbsp;&nbsp;59202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pantai Indah Kapuk <br>Dua Tbk. PT<br>| 75556 | &nbsp;&nbsp;41809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Perusahaan Gas <br>Negara Tbk. PT<br>| 1396500 | &nbsp;&nbsp;176790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Perusahaan <br>Perkebunan London <br>Sumatra Indonesia <br>Tbk. PT<br>| 918500 | &nbsp;&nbsp;63537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Petrindo Jaya Kreasi <br>Tbk. PT<br>| 2642000 | &nbsp;&nbsp;285684 |
|  | Petrosea Tbk. PT | 659800 | &nbsp;&nbsp;279400 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Pool Advista <br>Indonesia Tbk. PT<br>| 107000 | &nbsp;&nbsp;60 |
| \* | PP Persero Tbk. PT | 611000 | &nbsp;&nbsp;12920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Puradelta Lestari Tbk. <br>PT<br>| 3333600 | &nbsp;&nbsp;27809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rukun Raharja Tbk. <br>PT<br>| 207100 | &nbsp;&nbsp;53186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samudera Indonesia <br>Tbk. PT<br>| 2565000 | &nbsp;&nbsp;57957 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sarana Meditama <br>Metropolitan Tbk. <br>PT<br>| 1026800 | &nbsp;&nbsp;20008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sarana Menara <br>Nusantara Tbk. PT<br>| 4605100 | &nbsp;&nbsp;143483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sariguna Primatirta <br>Tbk. PT<br>| 1578200 | &nbsp;&nbsp;37363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sawit Sumbermas <br>Sarana Tbk. PT<br>| 939900 | &nbsp;&nbsp;94076 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Sekawan Intipratama <br>Tbk. PT<br>| 253200 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Selamat Sempurna <br>Tbk. PT<br>| 783200 | &nbsp;&nbsp;81531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Semen Indonesia <br>Persero Tbk. PT<br>| 776710 | &nbsp;&nbsp;113880 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Siloam International <br>Hospitals Tbk. PT<br>| 94968 | &nbsp;&nbsp;$15632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumber Alfaria Trijaya <br>Tbk. PT<br>| 3922400 | &nbsp;&nbsp;408141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumber Tani Agung <br>Resources Tbk. PT<br>| 666200 | &nbsp;&nbsp;48186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Summarecon Agung <br>Tbk. PT<br>| 2680323 | &nbsp;&nbsp;63273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Surya Citra Media <br>Tbk. PT<br>| 4617500 | &nbsp;&nbsp;68841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Surya Semesta <br>Internusa Tbk. PT<br>| 1950500 | &nbsp;&nbsp;182374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telkom Indonesia <br>Persero Tbk. PT <br>(TLK US), ADR<br>| 4314 | &nbsp;&nbsp;91112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telkom Indonesia <br>Persero Tbk. PT <br>(TLKM IJ)<br>| 1953000 | &nbsp;&nbsp;417474 |
|  | Temas Tbk. PT | 3424000 | &nbsp;&nbsp;27565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tempo Scan Pacific <br>Tbk. PT<br>| 231900 | &nbsp;&nbsp;37316 |
|  | Timah Tbk. PT | 691000 | &nbsp;&nbsp;133533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tower Bersama <br>Infrastructure Tbk. <br>PT<br>| 510300 | &nbsp;&nbsp;54201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transcoal Pacific Tbk. <br>PT<br>| 162000 | &nbsp;&nbsp;99377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trimegah Bangun <br>Persada Tbk. PT<br>| 180100 | &nbsp;&nbsp;14671 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Trimegah Sekuritas <br>Indonesia Tbk. PT<br>| 503900 | &nbsp;&nbsp;18256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Triputra Agro Persada <br>PT<br>| 1565000 | &nbsp;&nbsp;139625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tunas Baru Lampung <br>Tbk. PT<br>| 935614 | &nbsp;&nbsp;36544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ultrajaya Milk Industry <br>& Trading Co. Tbk. <br>PT<br>| 494600 | &nbsp;&nbsp;44383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unilever Indonesia <br>Tbk. PT<br>| 549800 | &nbsp;&nbsp;63130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Tractors Tbk. <br>PT<br>| 472500 | &nbsp;&nbsp;736087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vale Indonesia Tbk. <br>PT<br>| 477245 | &nbsp;&nbsp;184002 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Waskita Karya <br>Persero Tbk. PT<br>| 3327686 | &nbsp;&nbsp;7510 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Wijaya Karya Persero <br>Tbk. PT<br>| 2883734 | &nbsp;&nbsp;13143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;XLSMART Telecom <br>Sejahtera Tbk. PT<br>| 1519729 | &nbsp;&nbsp;299394 |
| TOTAL INDONESIA | TOTAL INDONESIA |  | &nbsp;&nbsp;20297313 |
| IRELAND — (0.4%) | IRELAND — (0.4%) | IRELAND — (0.4%) |  |
|  | AIB Group PLC | 659400 | &nbsp;&nbsp;7370859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Ireland Group <br>PLC<br>| 321482 | &nbsp;&nbsp;6531703 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| IRELAND — (Continued) | IRELAND — (Continued) | IRELAND — (Continued) |  |
|  | Cairn Homes PLC | 192959 | &nbsp;&nbsp;$476831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FBD Holdings PLC <br>(FBD ID)<br>| 12798 | &nbsp;&nbsp;244799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Glanbia PLC (GLB <br>ID)<br>| 47217 | &nbsp;&nbsp;909915 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Glenveagh Properties <br>PLC<br>| 186836 | &nbsp;&nbsp;433199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Irish Continental <br>Group PLC (IR5B <br>ID)<br>| 43924 | &nbsp;&nbsp;332377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kerry Group PLC <br>(KYGA ID), Class A<br>| 9053 | &nbsp;&nbsp;804739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kingspan Group PLC <br>(KSP ID)<br>| 33331 | &nbsp;&nbsp;2902283 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Permanent TSB <br>Group Holdings <br>PLC<br>| 27099 | &nbsp;&nbsp;100229 |
| TOTAL IRELAND | TOTAL IRELAND |  | &nbsp;&nbsp;20106934 |
| ISRAEL — (0.9%) | ISRAEL — (0.9%) | ISRAEL — (0.9%) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Adgar Investment & <br>Development Ltd.<br>| 20210 | &nbsp;&nbsp;30799 |
| \* | AFI Properties Ltd. | 3808 | &nbsp;&nbsp;292305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Africa Israel <br>Residences Ltd.<br>| 1024 | &nbsp;&nbsp;95917 |
| \* | Airport City Ltd. | 12331 | &nbsp;&nbsp;229395 |
| \* | Allot Ltd. | 4114 | &nbsp;&nbsp;42239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alony Hetz Properties <br>& Investments Ltd.<br>| 23769 | &nbsp;&nbsp;313637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alrov Properties & <br>Lodgings Ltd.<br>| 2536 | &nbsp;&nbsp;210734 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Amos Luzon <br>Development & <br>Energy Group Ltd.<br>| 42724 | &nbsp;&nbsp;66236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amot Investments <br>Ltd.<br>| 14608 | &nbsp;&nbsp;113121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Analyst IMS <br>Investment <br>Management <br>Services Ltd.<br>| 1267 | &nbsp;&nbsp;63917 |
|  | Arad Ltd. | 4947 | &nbsp;&nbsp;83109 |
| \* | Argo Properties NV | 2506 | &nbsp;&nbsp;101377 |
| \* | Ashdod Refinery Ltd. | 2316 | &nbsp;&nbsp;47861 |
|  | Ashtrom Group Ltd. | 8814 | &nbsp;&nbsp;194864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AudioCodes Ltd. <br>(AUDC US)<br>| 7330 | &nbsp;&nbsp;61206 |
| # | Aura Investments Ltd. | 12697 | &nbsp;&nbsp;89533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Automatic Bank <br>Services Ltd.<br>| 5810 | &nbsp;&nbsp;43474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Azorim-Investment <br>Development & <br>Construction Co. <br>Ltd.<br>| 9305 | &nbsp;&nbsp;59555 |
|  | Azrieli Group Ltd. | 1691 | &nbsp;&nbsp;226772 |
|  | Bank Hapoalim BM | 144881 | &nbsp;&nbsp;3581666 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Leumi Le-Israel <br>BM<br>| 212296 | &nbsp;&nbsp;$5103453 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bet Shemesh Engines <br>Holdings 1997 Ltd.<br>| 1819 | &nbsp;&nbsp;459413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bezeq The Israeli <br>Telecommunication <br>Corp. Ltd.<br>| 239336 | &nbsp;&nbsp;614659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Big Shopping Centers <br>Ltd.<br>| 1233 | &nbsp;&nbsp;296579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Blue Square Real <br>Estate Ltd.<br>| 1552 | &nbsp;&nbsp;226473 |
| \* | Camtek Ltd. | 1451 | &nbsp;&nbsp;216869 |
|  | Carasso Motors Ltd. | 9772 | &nbsp;&nbsp;117172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cellcom Israel Ltd. <br>(CEL IT)<br>| 48962 | &nbsp;&nbsp;581391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Clal Insurance <br>Enterprises <br>Holdings Ltd.<br>| 23464 | &nbsp;&nbsp;1706468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cohen Development <br>Gas & Oil Ltd.<br>| 260 | &nbsp;&nbsp;16405 |
| \* | Compugen Ltd. | 10412 | &nbsp;&nbsp;19930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Danel Adir Yeoshua <br>Ltd.<br>| 2031 | &nbsp;&nbsp;309457 |
|  | Danya Cebus Ltd. | 1918 | &nbsp;&nbsp;89665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Delek Automotive <br>Systems Ltd.<br>| 6426 | &nbsp;&nbsp;47988 |
|  | Delek Group Ltd. | 2779 | &nbsp;&nbsp;782115 |
|  | Delta Galil Ltd. | 5326 | &nbsp;&nbsp;289644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Delta Israel Brands <br>Ltd.<br>| 1199 | &nbsp;&nbsp;56983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Diplomat Holdings <br>Ltd.<br>| 1100 | &nbsp;&nbsp;18497 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Direct Finance of <br>Direct Group 2006 <br>Ltd.<br>| 165 | &nbsp;&nbsp;28984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dor Alon Energy in <br>Israel 1988 Ltd.<br>| 1403 | &nbsp;&nbsp;74835 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Doral Group <br>Renewable Energy <br>Resources Ltd.<br>| 19405 | &nbsp;&nbsp;271459 |
| # | Duniec Brothers Ltd. | 917 | &nbsp;&nbsp;80131 |
| # | El Al Israel Airlines | 55931 | &nbsp;&nbsp;316301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elbit Systems Ltd. <br>(ESLT US)<br>| 311 | &nbsp;&nbsp;218499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Electra Consumer <br>Products 1970 Ltd.<br>| 1849 | &nbsp;&nbsp;59189 |
|  | Electra Ltd. | 11100 | &nbsp;&nbsp;384985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energix-Renewable <br>Energies Ltd.<br>| 19149 | &nbsp;&nbsp;121713 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Enlight Renewable <br>Energy Ltd. (ENLT <br>IT)<br>| 3423 | &nbsp;&nbsp;193170 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Enlight Renewable <br>Energy Ltd. (ENLT <br>US)<br>| 3135 | &nbsp;&nbsp;174212 |
| \* | Equital Ltd. | 7659 | &nbsp;&nbsp;358446 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fattal Holdings 1998 <br>Ltd.<br>| 1780 | &nbsp;&nbsp;$366176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First International <br>Bank of Israel Ltd.<br>| 14348 | &nbsp;&nbsp;1218171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FMS Enterprises <br>Migun Ltd.<br>| 1064 | &nbsp;&nbsp;91854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formula Systems <br>1985 Ltd. (FORTY <br>IT)<br>| 2636 | &nbsp;&nbsp;420691 |
|  | Fox Wizel Ltd. | 3553 | &nbsp;&nbsp;358707 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gilat Satellite <br>Networks Ltd.<br>| 8621 | &nbsp;&nbsp;167094 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Hagag Group Real <br>Estate <br>Development<br>| 11912 | &nbsp;&nbsp;95912 |
|  | Hamat Group Ltd. | 5314 | &nbsp;&nbsp;29231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harel Insurance <br>Investments & <br>Financial Services <br>Ltd.<br>| 26685 | &nbsp;&nbsp;1223998 |
|  | Hilan Ltd. | 4993 | &nbsp;&nbsp;398381 |
| # | Hiper Global Ltd. | 1464 | &nbsp;&nbsp;11900 |
|  | ICL Group Ltd. | 43607 | &nbsp;&nbsp;236779 |
|  | IDI Insurance Co. Ltd. | 3452 | &nbsp;&nbsp;271129 |
| \* | IES Holdings Ltd. | 852 | &nbsp;&nbsp;119683 |
|  | Ilex Medical Ltd. | 1583 | &nbsp;&nbsp;32299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inrom Construction <br>Industries Ltd.<br>| 14455 | &nbsp;&nbsp;94107 |
|  | Isracard Ltd. | 61649 | &nbsp;&nbsp;292422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Israel Canada TR <br>Ltd.<br>| 15422 | &nbsp;&nbsp;87022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Israel Discount Bank <br>Ltd., Class A<br>| 168812 | &nbsp;&nbsp;1988835 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Israel Shipyards <br>Industries Ltd.<br>| 1705 | &nbsp;&nbsp;97488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Isras Investment Co. <br>Ltd.<br>| 575 | &nbsp;&nbsp;181899 |
|  | Issta Ltd. | 4150 | &nbsp;&nbsp;148215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kamada Ltd. (KMDA <br>IT)<br>| 2220 | &nbsp;&nbsp;18660 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kamada Ltd. (KMDA <br>US)<br>| 6695 | &nbsp;&nbsp;55702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kardan Real Estate <br>Enterprise & <br>Development Ltd.<br>| 30989 | &nbsp;&nbsp;60716 |
|  | Kenon Holdings Ltd. | 5202 | &nbsp;&nbsp;370975 |
|  | Kerur Holdings Ltd. | 1856 | &nbsp;&nbsp;55629 |
|  | Kvutzat Acro Ltd. | 4883 | &nbsp;&nbsp;68158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lahav L.R. Real <br>Estate Ltd.<br>| 7178 | &nbsp;&nbsp;22092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Land Development <br>Nimrodi Group Ltd.<br>| 8235 | &nbsp;&nbsp;98671 |
|  | Lapidoth Capital Ltd. | 1405 | &nbsp;&nbsp;44188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;M Yochananof & Sons <br>Ltd.<br>| 1596 | &nbsp;&nbsp;190136 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magic Software <br>Enterprises Ltd. <br>(MGIC IT)<br>| 1425 | &nbsp;&nbsp;$37131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magic Software <br>Enterprises Ltd. <br>(MGIC US)<br>| 11223 | &nbsp;&nbsp;288319 |
| \* | Malam - Team Ltd. | 2662 | &nbsp;&nbsp;112835 |
|  | Matrix IT Ltd. | 9410 | &nbsp;&nbsp;422364 |
|  | Max Stock Ltd. | 23380 | &nbsp;&nbsp;211022 |
| #\* | Maytronics Ltd. | 16664 | &nbsp;&nbsp;19523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mediterranean Towers <br>Ltd.<br>| 32870 | &nbsp;&nbsp;163363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mega Or Holdings <br>Ltd.<br>| 4762 | &nbsp;&nbsp;518179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meitav Investment <br>House Ltd.<br>| 16138 | &nbsp;&nbsp;628446 |
|  | Melisron Ltd. | 1840 | &nbsp;&nbsp;241073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MENIF - Financial <br>Services Ltd.<br>| 3440 | &nbsp;&nbsp;27717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Menora Mivtachim <br>Holdings Ltd.<br>| 5554 | &nbsp;&nbsp;713662 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Meshek Energy <br>Renewable <br>Energies Ltd.<br>| 44062 | &nbsp;&nbsp;152522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meshulam Levinstein <br>Contracting & <br>Engineering Ltd.<br>| 646 | &nbsp;&nbsp;130367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Migdal Insurance & <br>Financial Holdings <br>Ltd.<br>| 103517 | &nbsp;&nbsp;555433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mivne Real Estate KD <br>Ltd.<br>| 70674 | &nbsp;&nbsp;329350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mivtach Shamir <br>Holdings Ltd.<br>| 2074 | &nbsp;&nbsp;274365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mizrahi Tefahot Bank <br>Ltd.<br>| 21980 | &nbsp;&nbsp;1719441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Naphtha Israel <br>Petroleum Corp. <br>Ltd.<br>| 6012 | &nbsp;&nbsp;52124 |
|  | Nawi Group Ltd. | 5014 | &nbsp;&nbsp;88814 |
| \* | Nayax Ltd. | 521 | &nbsp;&nbsp;29249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Neto Malinda Trading <br>Ltd.<br>| 2327 | &nbsp;&nbsp;134049 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Neto ME Holdings <br>Ltd.<br>| 161 | &nbsp;&nbsp;13859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Next Vision Stabilized <br>Systems Ltd.<br>| 13571 | &nbsp;&nbsp;1224120 |
| \* | Nice Ltd. (NICE IT) | 193 | &nbsp;&nbsp;20414 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Nice Ltd. (NICE US), <br>Sponsored ADR<br>| 702 | &nbsp;&nbsp;74700 |
| \* | Nova Ltd. (NVMI IT) | 586 | &nbsp;&nbsp;286053 |
|  | Novolog Ltd. | 74680 | &nbsp;&nbsp;29608 |
|  | Oil Refineries Ltd. | 638286 | &nbsp;&nbsp;209893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;One Software <br>Technologies Ltd.<br>| 15054 | &nbsp;&nbsp;432753 |
| \* | OPC Energy Ltd. | 6083 | &nbsp;&nbsp;165490 |
| \* | OY Nofar Energy Ltd. | 2215 | &nbsp;&nbsp;110634 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Palram Industries <br>1990 Ltd.<br>| 5010 | &nbsp;&nbsp;$91464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Partner <br>Communications <br>Co. Ltd.<br>| 51349 | &nbsp;&nbsp;623952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paz Retail & Energy <br>Ltd.<br>| 3262 | &nbsp;&nbsp;798273 |
| \* | Perion Network Ltd. | 10726 | &nbsp;&nbsp;92930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Phoenix Financial <br>Ltd.<br>| 43541 | &nbsp;&nbsp;2113378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Plasson Industries <br>Ltd.<br>| 1203 | &nbsp;&nbsp;66647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Polyram Plastic <br>Industries Ltd.<br>| 4798 | &nbsp;&nbsp;16022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prashkovsky <br>Investments & <br>Construction Ltd.<br>| 2012 | &nbsp;&nbsp;101579 |
| #\* | Priortech Ltd. | 1631 | &nbsp;&nbsp;136244 |
|  | Qualitau Ltd. | 2085 | &nbsp;&nbsp;450874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rami Levy Chain <br>Stores Hashikma <br>Marketing 2006 <br>Ltd.<br>| 3487 | &nbsp;&nbsp;397380 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rani Zim Shopping <br>Centers Ltd.<br>| 14142 | &nbsp;&nbsp;22221 |
|  | Retailors Ltd. | 5865 | &nbsp;&nbsp;83703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sano-Brunos <br>Enterprises Ltd.<br>| 288 | &nbsp;&nbsp;38783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Scope Metals Group <br>Ltd.<br>| 2905 | &nbsp;&nbsp;171679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shapir Engineering & <br>Industry Ltd.<br>| 5788 | &nbsp;&nbsp;55618 |
| \* | Shikun & Binui Ltd. | 48163 | &nbsp;&nbsp;280799 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shikun & Binui Soltec <br>Renewable Energy<br>| 50044 | &nbsp;&nbsp;54983 |
|  | Shufersal Ltd. | 26366 | &nbsp;&nbsp;340518 |
|  | Strauss Group Ltd. | 2516 | &nbsp;&nbsp;94960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Summit Real Estate <br>Holdings Ltd.<br>| 15262 | &nbsp;&nbsp;310544 |
| # | Tadiran Group Ltd. | 843 | &nbsp;&nbsp;41788 |
| Ω | Tamar Petroleum Ltd. | 20723 | &nbsp;&nbsp;227974 |
| \* | TAT Technologies Ltd. | 930 | &nbsp;&nbsp;45723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tel Aviv Stock <br>Exchange Ltd.<br>| 20243 | &nbsp;&nbsp;777743 |
|  | Telsys Ltd. | 786 | &nbsp;&nbsp;57962 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Teva Pharmaceutical <br>Industries Ltd. <br>(TEVA IT)<br>| 30689 | &nbsp;&nbsp;1041228 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Teva Pharmaceutical <br>Industries Ltd. <br>(TEVA US), <br>Sponsored ADR<br>| 66494 | &nbsp;&nbsp;2266116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tiv Taam Holdings 1 <br>Ltd.<br>| 17262 | &nbsp;&nbsp;62092 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tower Semiconductor <br>Ltd. (TSEM US)<br>| 3902 | &nbsp;&nbsp;525716 |
|  | Turpaz Industries Ltd. | 5660 | &nbsp;&nbsp;142699 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Veridis Environment <br>Ltd.<br>| 2880 | &nbsp;&nbsp;$33257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Victory Supermarket <br>Chain Ltd.<br>| 1508 | &nbsp;&nbsp;26859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YD More Investments <br>Ltd.<br>| 9388 | &nbsp;&nbsp;145370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YH Dimri Construction <br>& Development <br>Ltd.<br>| 879 | &nbsp;&nbsp;111601 |
| TOTAL ISRAEL | TOTAL ISRAEL |  | &nbsp;&nbsp;49365273 |
| ITALY — (2.3%) | ITALY — (2.3%) | ITALY — (2.3%) |  |
|  | A2A SpA | 574705 | &nbsp;&nbsp;1733769 |
|  | ACEA SpA | 17230 | &nbsp;&nbsp;480239 |
| # | Amplifon SpA | 24895 | &nbsp;&nbsp;401374 |
| #\* | Aquafil SpA | 10154 | &nbsp;&nbsp;17267 |
|  | Ariston Holding NV | 13708 | &nbsp;&nbsp;77309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arnoldo Mondadori <br>Editore SpA<br>| 66336 | &nbsp;&nbsp;167690 |
|  | Ascopiave SpA | 20805 | &nbsp;&nbsp;82987 |
|  | Avio SpA | 619 | &nbsp;&nbsp;25476 |
|  | Azimut Holding SpA | 45890 | &nbsp;&nbsp;1938573 |
|  | Banca Generali SpA | 21043 | &nbsp;&nbsp;1417878 |
|  | Banca IFIS SpA | 8519 | &nbsp;&nbsp;277415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banca Mediolanum <br>SpA<br>| 80142 | &nbsp;&nbsp;1879987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banca Monte dei <br>Paschi di Siena <br>SpA<br>| 689456 | &nbsp;&nbsp;7152274 |
|  | Banca Profilo SpA | 46925 | &nbsp;&nbsp;9953 |
| \*Ω | Banca Sistema SpA | 18647 | &nbsp;&nbsp;35260 |
|  | Banco BPM SpA | 403551 | &nbsp;&nbsp;6048952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco di Desio e della <br>Brianza SpA<br>| 18839 | &nbsp;&nbsp;208333 |
| # | BasicNet SpA | 5690 | &nbsp;&nbsp;48168 |
| \*Ω | BFF Bank SpA | 59627 | &nbsp;&nbsp;571774 |
| # | Biesse SpA | 2426 | &nbsp;&nbsp;17928 |
|  | BPER Banca SpA | 739498 | &nbsp;&nbsp;10414672 |
|  | Brembo NV | 16904 | &nbsp;&nbsp;203344 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Brunello Cucinelli <br>SpA<br>| 12044 | &nbsp;&nbsp;1154348 |
|  | Buzzi SpA | 30301 | &nbsp;&nbsp;1724794 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cairo Communication <br>SpA<br>| 20451 | &nbsp;&nbsp;68024 |
|  | Cembre SpA | 1546 | &nbsp;&nbsp;127651 |
|  | Cementir Holding NV | 16157 | &nbsp;&nbsp;363289 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CIR SpA-Compagnie <br>Industriali<br>| 281282 | &nbsp;&nbsp;233144 |
| # | Comer Industries SpA | 343 | &nbsp;&nbsp;20974 |
|  | Credito Emiliano SpA | 37931 | &nbsp;&nbsp;697668 |
| #\* | Cy4gate SpA | 3411 | &nbsp;&nbsp;30863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;d'Amico International <br>Shipping SA<br>| 18806 | &nbsp;&nbsp;132832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Danieli & C Officine <br>Meccaniche SpA <br>(DAN IM)<br>| 4771 | &nbsp;&nbsp;352234 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Danieli & C Officine <br>Meccaniche SpA <br>(DANR IM)<br>| 14987 | &nbsp;&nbsp;$773200 |
|  | Datalogic SpA | 7679 | &nbsp;&nbsp;37835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Davide <br>Campari-Milano NV<br>| 39086 | &nbsp;&nbsp;278574 |
|  | De' Longhi SpA | 5829 | &nbsp;&nbsp;257684 |
| \*Ω | doValue SpA | 14473 | &nbsp;&nbsp;44979 |
|  | Emak SpA | 23116 | &nbsp;&nbsp;25842 |
| Ω | Enav SpA | 24621 | &nbsp;&nbsp;142101 |
|  | Enel SpA | 756545 | &nbsp;&nbsp;8358725 |
|  | Eni SpA (ENI IM) | 413747 | &nbsp;&nbsp;8456619 |
|  | ERG SpA | 13003 | &nbsp;&nbsp;346061 |
|  | Esprinet SpA | 13585 | &nbsp;&nbsp;99979 |
|  | Euronext NV | 393 | &nbsp;&nbsp;54884 |
|  | Ferrari NV (RACE IM) | 9037 | &nbsp;&nbsp;3014320 |
| # | Ferretti SpA | 32804 | &nbsp;&nbsp;139895 |
|  | Fiera Milano SpA | 6134 | &nbsp;&nbsp;50614 |
|  | Fila SpA | 13113 | &nbsp;&nbsp;142420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FinecoBank Banca <br>Fineco SpA<br>| 142072 | &nbsp;&nbsp;3766362 |
|  | FNM SpA | 63935 | &nbsp;&nbsp;37591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Garofalo Health Care <br>SpA<br>| 7304 | &nbsp;&nbsp;48381 |
|  | Gefran SpA | 1857 | &nbsp;&nbsp;23928 |
|  | Generali | 14547 | &nbsp;&nbsp;593378 |
| # | GPI SpA | 1522 | &nbsp;&nbsp;32522 |
|  | Hera SpA | 276415 | &nbsp;&nbsp;1367896 |
|  | IMMSI SpA | 88096 | &nbsp;&nbsp;55680 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Infrastrutture Wireless <br>Italiane SpA<br>| 20900 | &nbsp;&nbsp;184770 |
| # | Intercos SpA | 2611 | &nbsp;&nbsp;39512 |
|  | Intesa Sanpaolo SpA | 769891 | &nbsp;&nbsp;5450355 |
|  | Iren SpA | 145146 | &nbsp;&nbsp;464589 |
|  | Italgas SpA | 167444 | &nbsp;&nbsp;2011702 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Italian Sea Group <br>SpA<br>| 4884 | &nbsp;&nbsp;24608 |
|  | Italmobiliare SpA | 5539 | &nbsp;&nbsp;182899 |
|  | Iveco Group NV | 63417 | &nbsp;&nbsp;1418542 |
|  | Leonardo SpA | 23513 | &nbsp;&nbsp;1571294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lottomatica Group <br>SpA<br>| 23055 | &nbsp;&nbsp;567110 |
|  | Maire SpA | 50309 | &nbsp;&nbsp;879016 |
| # | MARR SpA | 3876 | &nbsp;&nbsp;41172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MFE-MediaForEurope <br>NV, Class A<br>| 62780 | &nbsp;&nbsp;230689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MFE-MediaForEurope <br>NV (MFEA IM), <br>Class A<br>| 44852 | &nbsp;&nbsp;167312 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;MFE-MediaForEurope <br>NV (MFEB IM), <br>Class B<br>| 12611 | &nbsp;&nbsp;60623 |
|  | Moltiply Group SpA | 6507 | &nbsp;&nbsp;268823 |
|  | Moncler SpA | 34925 | &nbsp;&nbsp;2034859 |
| \* | NewPrinces SpA | 6439 | &nbsp;&nbsp;149890 |
| #Ω | Nexi SpA | 134584 | &nbsp;&nbsp;574601 |
|  | Orsero SpA | 2438 | &nbsp;&nbsp;56394 |
| Ω | OVS SpA | 86178 | &nbsp;&nbsp;487107 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |  |
|  | Pharmanutra SpA | 668 | &nbsp;&nbsp;$50015 |
| # | Piaggio & C SpA | 32470 | &nbsp;&nbsp;67150 |
| Ω | Pirelli & C SpA | 123131 | &nbsp;&nbsp;927202 |
| Ω | Poste Italiane SpA | 34795 | &nbsp;&nbsp;916436 |
|  | Prysmian SpA | 43242 | &nbsp;&nbsp;5121723 |
| Ω | RAI Way SpA | 45846 | &nbsp;&nbsp;310868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Recordati Industria <br>Chimica e <br>Farmaceutica SpA<br>| 21981 | &nbsp;&nbsp;1211138 |
|  | Reply SpA | 6245 | &nbsp;&nbsp;818738 |
| \* | Revo SpA | 1993 | &nbsp;&nbsp;52848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rizzoli Corriere Della <br>Sera Mediagroup <br>SpA<br>| 38378 | &nbsp;&nbsp;44352 |
|  | Sabaf SpA | 1655 | &nbsp;&nbsp;27097 |
| \* | Safilo Group SpA | 47686 | &nbsp;&nbsp;120871 |
| # | Saipem SpA | 537870 | &nbsp;&nbsp;1986491 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Salvatore Ferragamo <br>SpA<br>| 3459 | &nbsp;&nbsp;27249 |
| # | Sanlorenzo SpA | 3355 | &nbsp;&nbsp;128550 |
|  | Sesa SpA | 2358 | &nbsp;&nbsp;250132 |
|  | Snam SpA | 144354 | &nbsp;&nbsp;992099 |
|  | Sogefi SpA | 26838 | &nbsp;&nbsp;102227 |
|  | SOL SpA | 12728 | &nbsp;&nbsp;685258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stellantis NV (STLAM <br>IM)<br>| 245379 | &nbsp;&nbsp;2407768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tamburi Investment <br>Partners SpA<br>| 29041 | &nbsp;&nbsp;328769 |
| Ω | Technogym SpA | 36534 | &nbsp;&nbsp;762936 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Telecom Italia SpA <br>(TIT IM)<br>| 4402566 | &nbsp;&nbsp;2986405 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Telecom Italia SpA <br>(TITR IM)<br>| 2030282 | &nbsp;&nbsp;1612095 |
|  | Tenaris SA (TEN IM) | 46810 | &nbsp;&nbsp;1039788 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tenaris SA (TS US), <br>ADR<br>| 10020 | &nbsp;&nbsp;443886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Terna - Rete Elettrica <br>Nazionale<br>| 161736 | &nbsp;&nbsp;1752622 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TREVI - Finanziaria <br>Industriale SpA<br>| 52648 | &nbsp;&nbsp;43694 |
| # | TXT e-solutions SpA | 1579 | &nbsp;&nbsp;53361 |
|  | UniCredit SpA | 126879 | &nbsp;&nbsp;11057001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unipol Assicurazioni <br>SpA<br>| 170742 | &nbsp;&nbsp;3802725 |
|  | Webuild SpA | 170551 | &nbsp;&nbsp;706406 |
| # | Wiit SpA | 2903 | &nbsp;&nbsp;89913 |
| # | Zignago Vetro SpA | 1915 | &nbsp;&nbsp;17201 |
| TOTAL ITALY | TOTAL ITALY |  | &nbsp;&nbsp;124076794 |
| JAPAN — (14.3%) | JAPAN — (14.3%) | JAPAN — (14.3%) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;&Do Holdings Co. <br>Ltd.<br>| 2900 | &nbsp;&nbsp;20468 |
|  | 77 Bank Ltd. | 20800 | &nbsp;&nbsp;1142326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;A&D HOLON Holdings <br>Co. Ltd.<br>| 11800 | &nbsp;&nbsp;174305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AB & Company Co. <br>Ltd.<br>| 5100 | &nbsp;&nbsp;39801 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | ABC-Mart, Inc. | 21400 | &nbsp;&nbsp;$342828 |
| # | Achilles Corp. | 4500 | &nbsp;&nbsp;42404 |
|  | Acom Co. Ltd. | 95300 | &nbsp;&nbsp;315255 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;AD Works Group Co. <br>Ltd.<br>| 22810 | &nbsp;&nbsp;65377 |
|  | ADEKA Corp. | 28200 | &nbsp;&nbsp;838226 |
| # | Ad-sol Nissin Corp. | 3200 | &nbsp;&nbsp;36540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Adtec Plasma <br>Technology Co. <br>Ltd.<br>| 1000 | &nbsp;&nbsp;10412 |
|  | Advan Group Co. Ltd. | 6600 | &nbsp;&nbsp;40553 |
|  | Advantest Corp. | 59900 | &nbsp;&nbsp;9906650 |
|  | Aeon Co. Ltd. | 201672 | &nbsp;&nbsp;2758388 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Aeon Fantasy Co. <br>Ltd.<br>| 3100 | &nbsp;&nbsp;57085 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;AEON Financial <br>Service Co. Ltd.<br>| 33900 | &nbsp;&nbsp;370042 |
| # | Aeon Hokkaido Corp. | 15900 | &nbsp;&nbsp;96330 |
|  | Aeon Kyushu Co. Ltd. | 1500 | &nbsp;&nbsp;28232 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;AFC-HD AMS Life <br>Science Co. Ltd.<br>| 4100 | &nbsp;&nbsp;23433 |
|  | AGC, Inc. | 24900 | &nbsp;&nbsp;918797 |
| # | Ahresty Corp. | 9600 | &nbsp;&nbsp;51394 |
|  | Ai Holdings Corp. | 3700 | &nbsp;&nbsp;63786 |
|  | Aica Kogyo Co. Ltd. | 14800 | &nbsp;&nbsp;335939 |
|  | Aichi Corp. | 11200 | &nbsp;&nbsp;98745 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Aichi Financial Group, <br>Inc.<br>| 10889 | &nbsp;&nbsp;386349 |
|  | Aichi Steel Corp. | 16800 | &nbsp;&nbsp;334534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aichi Tokei Denki Co. <br>Ltd.<br>| 3600 | &nbsp;&nbsp;64915 |
|  | Aida Engineering Ltd. | 14200 | &nbsp;&nbsp;109998 |
|  | Aiful Corp. | 112400 | &nbsp;&nbsp;399662 |
| \* | Aiming, Inc. | 11900 | &nbsp;&nbsp;17635 |
|  | Ain Holdings, Inc. | 7800 | &nbsp;&nbsp;325726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ainavo Holdings Co. <br>Ltd.<br>| 1600 | &nbsp;&nbsp;7870 |
|  | Aiphone Co. Ltd. | 4500 | &nbsp;&nbsp;86469 |
|  | Air Water, Inc. | 54400 | &nbsp;&nbsp;825749 |
| # | Airman Corp. | 8800 | &nbsp;&nbsp;109859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Airport Facilities Co. <br>Ltd.<br>| 10500 | &nbsp;&nbsp;66681 |
| # | Airtech Japan Ltd. | 1600 | &nbsp;&nbsp;12753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aisan Industry Co. <br>Ltd.<br>| 16500 | &nbsp;&nbsp;234855 |
|  | Aisin Corp. | 103000 | &nbsp;&nbsp;1845245 |
|  | AIT Corp. | 3900 | &nbsp;&nbsp;56573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aizawa Securities <br>Group Co. Ltd.<br>| 5300 | &nbsp;&nbsp;48666 |
|  | Ajinomoto Co., Inc. | 50300 | &nbsp;&nbsp;1150705 |
|  | Akatsuki Corp. | 8500 | &nbsp;&nbsp;34204 |
|  | Akatsuki, Inc. | 3200 | &nbsp;&nbsp;52685 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Akebono Brake <br>Industry Co. Ltd.<br>| 56400 | &nbsp;&nbsp;41283 |
|  | Akita Bank Ltd. | 5900 | &nbsp;&nbsp;193883 |
|  | Albis Co. Ltd. | 2300 | &nbsp;&nbsp;38957 |
|  | Alconix Corp. | 11500 | &nbsp;&nbsp;201797 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alfresa Holdings <br>Corp.<br>| 46200 | &nbsp;&nbsp;$744045 |
|  | Alinco, Inc. | 7300 | &nbsp;&nbsp;52902 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Alleanza Holdings Co. <br>Ltd.<br>| 4100 | &nbsp;&nbsp;28624 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Allied Telesis Holdings <br>KK<br>| 17200 | &nbsp;&nbsp;35361 |
| # | Alpen Co. Ltd. | 5600 | &nbsp;&nbsp;78588 |
| # | Alpha Systems, Inc. | 1900 | &nbsp;&nbsp;46544 |
|  | Alps Alpine Co. Ltd. | 53344 | &nbsp;&nbsp;698694 |
|  | ALSOK Co. Ltd. | 69100 | &nbsp;&nbsp;535312 |
| # | Altech Corp. | 6710 | &nbsp;&nbsp;114094 |
|  | Amada Co. Ltd. | 80000 | &nbsp;&nbsp;1024852 |
|  | Amano Corp. | 21400 | &nbsp;&nbsp;543123 |
|  | Amiyaki Tei Co. Ltd. | 3300 | &nbsp;&nbsp;29627 |
|  | Amuse, Inc. | 4500 | &nbsp;&nbsp;58663 |
| # | Amvis Holdings, Inc. | 17700 | &nbsp;&nbsp;54625 |
|  | ANA Holdings, Inc. | 11800 | &nbsp;&nbsp;229096 |
|  | Anabuki Kosan, Inc. | 1900 | &nbsp;&nbsp;28612 |
|  | Anest Iwata Corp. | 8600 | &nbsp;&nbsp;91955 |
|  | Anicom Holdings, Inc. | 18800 | &nbsp;&nbsp;127917 |
|  | Anrakutei Co. Ltd. | 600 | &nbsp;&nbsp;14427 |
|  | Anycolor, Inc. | 5700 | &nbsp;&nbsp;162716 |
| # | AnyMind Group, Inc. | 6000 | &nbsp;&nbsp;26010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AOI Electronics Co. <br>Ltd.<br>| 1100 | &nbsp;&nbsp;18669 |
|  | AOKI Holdings, Inc. | 13600 | &nbsp;&nbsp;162407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aoyama Trading Co. <br>Ltd.<br>| 10200 | &nbsp;&nbsp;173130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aoyama Zaisan <br>Networks Co. Ltd.<br>| 7300 | &nbsp;&nbsp;71417 |
|  | Aozora Bank Ltd. | 31300 | &nbsp;&nbsp;507094 |
|  | Appier Group, Inc. | 6200 | &nbsp;&nbsp;41643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arakawa Chemical <br>Industries Ltd.<br>| 6700 | &nbsp;&nbsp;56994 |
|  | Arata Corp. | 9400 | &nbsp;&nbsp;187537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Araya Industrial Co. <br>Ltd.<br>| 900 | &nbsp;&nbsp;30634 |
|  | ARCLANDS Corp. | 9179 | &nbsp;&nbsp;113657 |
| # | Arcs Co. Ltd. | 12280 | &nbsp;&nbsp;275886 |
|  | ARE Holdings, Inc. | 23300 | &nbsp;&nbsp;546225 |
|  | Arealink Co. Ltd. | 18400 | &nbsp;&nbsp;132223 |
|  | Argo Graphics, Inc. | 16800 | &nbsp;&nbsp;156466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arisawa <br>Manufacturing Co. <br>Ltd.<br>| 10600 | &nbsp;&nbsp;122497 |
|  | Artience Co. Ltd. | 14300 | &nbsp;&nbsp;342833 |
| # | Artnature, Inc. | 5822 | &nbsp;&nbsp;31079 |
| # | Artner Co. Ltd. | 2000 | &nbsp;&nbsp;26817 |
|  | As One Corp. | 14300 | &nbsp;&nbsp;214800 |
|  | Asahi Co. Ltd. | 6500 | &nbsp;&nbsp;54202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asahi Diamond <br>Industrial Co. Ltd.<br>| 16600 | &nbsp;&nbsp;97150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asahi Group Holdings <br>Ltd.<br>| 176600 | &nbsp;&nbsp;1848799 |
|  | Asahi Intecc Co. Ltd. | 32200 | &nbsp;&nbsp;536779 |
|  | Asahi Kasei Corp. | 226718 | &nbsp;&nbsp;2199393 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asahi Kogyosha Co. <br>Ltd.<br>| 4400 | &nbsp;&nbsp;$102567 |
| # | Asahi Net, Inc. | 6400 | &nbsp;&nbsp;29389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asahi Printing Co. <br>Ltd.<br>| 1800 | &nbsp;&nbsp;10404 |
|  | Asahi Yukizai Corp. | 6800 | &nbsp;&nbsp;237590 |
|  | Asanuma Corp. | 30000 | &nbsp;&nbsp;205048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asia Pile Holdings <br>Corp.<br>| 14000 | &nbsp;&nbsp;127445 |
|  | Asics Corp. | 85600 | &nbsp;&nbsp;2060621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASKA Pharmaceutical <br>Holdings Co. Ltd.<br>| 8300 | &nbsp;&nbsp;134220 |
|  | ASKUL Corp. | 13300 | &nbsp;&nbsp;117473 |
|  | Astellas Pharma, Inc. | 220800 | &nbsp;&nbsp;3071303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Astena Holdings Co. <br>Ltd.<br>| 13800 | &nbsp;&nbsp;42703 |
|  | Atrae, Inc. | 4600 | &nbsp;&nbsp;20639 |
|  | Aucnet, Inc. | 8000 | &nbsp;&nbsp;106388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Autobacs Seven Co. <br>Ltd.<br>| 18600 | &nbsp;&nbsp;198138 |
|  | Aval Data Corp. | 2100 | &nbsp;&nbsp;40156 |
|  | Avant Group Corp. | 7100 | &nbsp;&nbsp;75428 |
|  | Avex, Inc. | 8500 | &nbsp;&nbsp;65785 |
|  | Awa Bank Ltd. | 17600 | &nbsp;&nbsp;591837 |
| # | Axell Corp. | 1500 | &nbsp;&nbsp;11912 |
|  | Axial Retailing, Inc. | 20900 | &nbsp;&nbsp;156945 |
|  | Azbil Corp. | 89600 | &nbsp;&nbsp;784153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AZ-COM MARUWA <br>Holdings, Inc.<br>| 22900 | &nbsp;&nbsp;146985 |
|  | AZOOM Co. Ltd. | 1800 | &nbsp;&nbsp;52733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bandai Namco <br>Holdings, Inc.<br>| 48900 | &nbsp;&nbsp;1268892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bando Chemical <br>Industries Ltd.<br>| 14200 | &nbsp;&nbsp;186023 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Innovation, <br>Inc.<br>| 600 | &nbsp;&nbsp;24372 |
|  | Bank of Iwate Ltd. | 4400 | &nbsp;&nbsp;174020 |
|  | Bank of Nagoya Ltd. | 12495 | &nbsp;&nbsp;395922 |
|  | Bank of Saga Ltd. | 4794 | &nbsp;&nbsp;142697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of the Ryukyus <br>Ltd.<br>| 13100 | &nbsp;&nbsp;186913 |
|  | Base Co. Ltd. | 2400 | &nbsp;&nbsp;47298 |
| \* | baudroie, Inc. | 2800 | &nbsp;&nbsp;37042 |
|  | BayCurrent, Inc. | 22800 | &nbsp;&nbsp;803365 |
|  | Beauty Garage, Inc. | 3100 | &nbsp;&nbsp;29349 |
|  | Belc Co. Ltd. | 3900 | &nbsp;&nbsp;193207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bell System24 <br>Holdings, Inc.<br>| 14900 | &nbsp;&nbsp;138165 |
|  | Belluna Co. Ltd. | 16900 | &nbsp;&nbsp;106430 |
| # | Bewith, Inc. | 3400 | &nbsp;&nbsp;36520 |
|  | Bic Camera, Inc. | 32300 | &nbsp;&nbsp;358919 |
|  | BIPROGY, Inc. | 17300 | &nbsp;&nbsp;574522 |
|  | B-Lot Co. Ltd. | 4000 | &nbsp;&nbsp;38922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Blue Zones Holdings <br>Co. Ltd.<br>| 6800 | &nbsp;&nbsp;390196 |
|  | BML, Inc. | 8000 | &nbsp;&nbsp;202455 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bookoff Group <br>Holdings Ltd.<br>| 5300 | &nbsp;&nbsp;54351 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Bourbon Corp. | 700 | &nbsp;&nbsp;$12312 |
| \*†† | Bourbon Corp. SA | 4401 | &nbsp;&nbsp;0 |
| # | Br Holdings Corp. | 10200 | &nbsp;&nbsp;23284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;B-R31 Ice Cream Co. <br>Ltd.<br>| 500 | &nbsp;&nbsp;12896 |
|  | Bridgestone Corp. | 160200 | &nbsp;&nbsp;3606784 |
| # | Broadmedia Corp. | 1000 | &nbsp;&nbsp;12526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brother Industries <br>Ltd.<br>| 55700 | &nbsp;&nbsp;1135589 |
| # | Buffalo, Inc. | 1800 | &nbsp;&nbsp;52419 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bull-Dog Sauce Co. <br>Ltd.<br>| 3500 | &nbsp;&nbsp;42454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bunka Shutter Co. <br>Ltd.<br>| 16400 | &nbsp;&nbsp;214433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Business Brain <br>Showa-Ota, Inc.<br>| 4000 | &nbsp;&nbsp;86951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Business Engineering <br>Corp.<br>| 8500 | &nbsp;&nbsp;78805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;C Uyemura & Co. <br>Ltd.<br>| 2000 | &nbsp;&nbsp;231293 |
|  | CAC Holdings Corp. | 3100 | &nbsp;&nbsp;40212 |
|  | Calbee, Inc. | 20600 | &nbsp;&nbsp;403060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canon Marketing <br>Japan, Inc.<br>| 13400 | &nbsp;&nbsp;584623 |
|  | Canon, Inc. (7751 JP) | 32000 | &nbsp;&nbsp;974044 |
|  | Capcom Co. Ltd. | 48200 | &nbsp;&nbsp;1228565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Career Design Center <br>Co. Ltd.<br>| 2000 | &nbsp;&nbsp;31647 |
| # | Careerlink Co. Ltd. | 2500 | &nbsp;&nbsp;42699 |
| # | Carlit Co. Ltd. | 6600 | &nbsp;&nbsp;96882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Casio Computer Co. <br>Ltd.<br>| 44300 | &nbsp;&nbsp;433121 |
|  | Cawachi Ltd. | 6000 | &nbsp;&nbsp;120255 |
|  | CCI Group, Inc. | 74000 | &nbsp;&nbsp;443854 |
| # | CDS Co. Ltd. | 1800 | &nbsp;&nbsp;21151 |
|  | Celsys, Inc. | 10800 | &nbsp;&nbsp;101039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Automotive <br>Products Ltd.<br>| 12300 | &nbsp;&nbsp;166311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Glass Co. <br>Ltd.<br>| 9600 | &nbsp;&nbsp;226308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Japan Railway <br>Co.<br>| 26000 | &nbsp;&nbsp;725350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Security <br>Patrols Co. Ltd.<br>| 2100 | &nbsp;&nbsp;39605 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Central Sports Co. <br>Ltd.<br>| 1900 | &nbsp;&nbsp;29922 |
| # | Ceres, Inc. | 2400 | &nbsp;&nbsp;28473 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Change Holdings, <br>Inc.<br>| 9600 | &nbsp;&nbsp;65301 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Charm Care Corp. <br>KK<br>| 7200 | &nbsp;&nbsp;60712 |
|  | Chiba Bank Ltd.  | 66700 | &nbsp;&nbsp;903032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chiba Kogyo Bank <br>Ltd.<br>| 17300 | &nbsp;&nbsp;222553 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chikaranomoto <br>Holdings Co. Ltd.<br>| 3600 | &nbsp;&nbsp;33432 |
|  | Chino Corp. | 6200 | &nbsp;&nbsp;56398 |
|  | Chiyoda Co. Ltd. | 4900 | &nbsp;&nbsp;34822 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| #\* | Chiyoda Corp. | 7800 | &nbsp;&nbsp;$64835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chiyoda Integre Co. <br>Ltd.<br>| 5000 | &nbsp;&nbsp;106965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chofu Seisakusho Co. <br>Ltd.<br>| 6100 | &nbsp;&nbsp;78951 |
|  | Chori Co. Ltd. | 5000 | &nbsp;&nbsp;127697 |
| # | Choushimaru Co. Ltd. | 1900 | &nbsp;&nbsp;19961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chubu Electric Power <br>Co., Inc.<br>| 54600 | &nbsp;&nbsp;793262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chubu Shiryo Co. <br>Ltd.<br>| 8400 | &nbsp;&nbsp;98265 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chubu Steel Plate Co. <br>Ltd.<br>| 4100 | &nbsp;&nbsp;58494 |
|  | Chudenko Corp. | 9800 | &nbsp;&nbsp;279527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chuetsu Pulp & Paper <br>Co. Ltd.<br>| 3200 | &nbsp;&nbsp;41733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chugai <br>Pharmaceutical Co. <br>Ltd.<br>| 40200 | &nbsp;&nbsp;2296252 |
|  | Chugai Ro Co. Ltd. | 2300 | &nbsp;&nbsp;69750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chugin Financial <br>Group, Inc.<br>| 50900 | &nbsp;&nbsp;921303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chugoku Electric <br>Power Co., Inc.<br>| 53900 | &nbsp;&nbsp;344048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chugoku Marine <br>Paints Ltd.<br>| 12500 | &nbsp;&nbsp;352549 |
| # | Chuo Spring Co. Ltd. | 8000 | &nbsp;&nbsp;176749 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chuo Warehouse Co. <br>Ltd.<br>| 1600 | &nbsp;&nbsp;17698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citizen Watch Co. <br>Ltd.<br>| 72700 | &nbsp;&nbsp;642537 |
|  | CKD Corp. | 14800 | &nbsp;&nbsp;394778 |
| # | CK-San-Etsu Co. Ltd. | 1500 | &nbsp;&nbsp;41489 |
|  | Cleanup Corp. | 8300 | &nbsp;&nbsp;46901 |
|  | CMK Corp. | 19100 | &nbsp;&nbsp;67646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola Bottlers <br>Japan Holdings, <br>Inc.<br>| 32456 | &nbsp;&nbsp;723986 |
|  | COLOPL, Inc. | 22700 | &nbsp;&nbsp;65542 |
| # | Colowide Co. Ltd. | 21900 | &nbsp;&nbsp;249828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Computer Engineering <br>& Consulting Ltd.<br>| 6300 | &nbsp;&nbsp;89822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COMSYS Holdings <br>Corp.<br>| 26405 | &nbsp;&nbsp;824996 |
|  | Comture Corp. | 10100 | &nbsp;&nbsp;106059 |
| \* | COOKPAD, Inc. | 11100 | &nbsp;&nbsp;10547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Copro-Holdings Co. <br>Ltd.<br>| 6800 | &nbsp;&nbsp;47292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Core Concept <br>Technologies, Inc.<br>| 4000 | &nbsp;&nbsp;32931 |
| # | Core Corp. | 1800 | &nbsp;&nbsp;26746 |
| # | Corona Corp. | 5700 | &nbsp;&nbsp;35041 |
| # | Cosel Co. Ltd. | 8100 | &nbsp;&nbsp;61087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cosmo Energy <br>Holdings Co. Ltd.<br>| 47200 | &nbsp;&nbsp;1415392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cosmos Initia Co. <br>Ltd.<br>| 5600 | &nbsp;&nbsp;42526 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cosmos <br>Pharmaceutical <br>Corp.<br>| 8000 | &nbsp;&nbsp;$358370 |
| # | Cota Co. Ltd. | 5291 | &nbsp;&nbsp;40188 |
| #\* | Cover Corp. | 11700 | &nbsp;&nbsp;123109 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Create Restaurants <br>Holdings, Inc.<br>| 72200 | &nbsp;&nbsp;345541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Create SD Holdings <br>Co. Ltd.<br>| 10600 | &nbsp;&nbsp;222654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Credit Saison Co. <br>Ltd.<br>| 55608 | &nbsp;&nbsp;1501309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Creek & River Co. <br>Ltd.<br>| 4300 | &nbsp;&nbsp;42317 |
|  | Cresco Ltd. | 9200 | &nbsp;&nbsp;99888 |
| # | Cross Cat Co. Ltd. | 3100 | &nbsp;&nbsp;20793 |
| \* | CrowdWorks, Inc. | 3500 | &nbsp;&nbsp;17596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CTI Engineering Co. <br>Ltd.<br>| 9800 | &nbsp;&nbsp;187331 |
|  | CTS Co. Ltd. | 8900 | &nbsp;&nbsp;58696 |
| #\* | CUC, Inc. | 2000 | &nbsp;&nbsp;10953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Curves Holdings Co. <br>Ltd.<br>| 19500 | &nbsp;&nbsp;94047 |
|  | CyberAgent, Inc. | 63900 | &nbsp;&nbsp;579706 |
| #\* | CYBERDYNE, Inc. | 45600 | &nbsp;&nbsp;80892 |
|  | Cybozu, Inc. | 10200 | &nbsp;&nbsp;157310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dai Nippon Printing <br>Co. Ltd.<br>| 48400 | &nbsp;&nbsp;868403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dai Nippon Toryo Co. <br>Ltd.<br>| 7000 | &nbsp;&nbsp;62397 |
|  | Daicel Corp. | 78900 | &nbsp;&nbsp;744831 |
|  | Dai-Dan Co. Ltd. | 34800 | &nbsp;&nbsp;603628 |
| # | Daido Metal Co. Ltd. | 12900 | &nbsp;&nbsp;85820 |
|  | Daido Steel Co. Ltd. | 41500 | &nbsp;&nbsp;533102 |
|  | Daiei Kankyo Co. Ltd. | 1500 | &nbsp;&nbsp;39563 |
|  | Daifuku Co. Ltd. | 29700 | &nbsp;&nbsp;1065434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daihatsu Infinearth <br>Mfg Co. Ltd.<br>| 7700 | &nbsp;&nbsp;122438 |
|  | Daiho Corp. | 12500 | &nbsp;&nbsp;63522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dai-Ichi Cutter Kogyo <br>KK<br>| 5000 | &nbsp;&nbsp;44528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiichi Jitsugyo Co. <br>Ltd.<br>| 8100 | &nbsp;&nbsp;166723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiichi Kensetsu <br>Corp.<br>| 1800 | &nbsp;&nbsp;43927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiichi Kigenso <br>Kagaku-Kogyo Co. <br>Ltd.<br>| 5300 | &nbsp;&nbsp;80032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dai-ichi Life Holdings, <br>Inc.<br>| 268800 | &nbsp;&nbsp;2363866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiichi Sankyo Co. <br>Ltd.<br>| 27500 | &nbsp;&nbsp;503789 |
|  | Daiichikosho Co. Ltd. | 23382 | &nbsp;&nbsp;252821 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Daiki Aluminium <br>Industry Co. Ltd.<br>| 16500 | &nbsp;&nbsp;140005 |
|  | Daikin Industries Ltd. | 18600 | &nbsp;&nbsp;2228845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daikoku Denki Co. <br>Ltd.<br>| 4300 | &nbsp;&nbsp;79078 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daikokutenbussan Co. <br>Ltd.<br>| 2000 | &nbsp;&nbsp;$65667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daikyonishikawa <br>Corp.<br>| 15400 | &nbsp;&nbsp;81642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dainichiseika Color & <br>Chemicals <br>Manufacturing Co. <br>Ltd.<br>| 4400 | &nbsp;&nbsp;123940 |
|  | Daio Paper Corp. | 28900 | &nbsp;&nbsp;181359 |
|  | Daiseki Co. Ltd. | 10520 | &nbsp;&nbsp;236443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daishi Hokuetsu <br>Financial Group, <br>Inc.<br>| 91500 | &nbsp;&nbsp;1090871 |
| # | Daishinku Corp. | 10400 | &nbsp;&nbsp;39619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daisue Construction <br>Co. Ltd.<br>| 3800 | &nbsp;&nbsp;94158 |
| # | Daisyo Corp. | 1700 | &nbsp;&nbsp;12558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daito Pharmaceutical <br>Co. Ltd.<br>| 7670 | &nbsp;&nbsp;66213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daito Trust <br>Construction Co. <br>Ltd.<br>| 38000 | &nbsp;&nbsp;771302 |
|  | Daitron Co. Ltd. | 6600 | &nbsp;&nbsp;108198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiwa House Industry <br>Co. Ltd.<br>| 81600 | &nbsp;&nbsp;2780444 |
|  | Daiwa Industries Ltd. | 11800 | &nbsp;&nbsp;118666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiwa Securities <br>Group, Inc.<br>| 165800 | &nbsp;&nbsp;1615619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiwabo Holdings Co. <br>Ltd.<br>| 39700 | &nbsp;&nbsp;780733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DCM Holdings Co. <br>Ltd.<br>| 44100 | &nbsp;&nbsp;464979 |
|  | Dear Life Co. Ltd. | 11300 | &nbsp;&nbsp;83826 |
| # | DeNA Co. Ltd. | 19200 | &nbsp;&nbsp;314859 |
| # | Denka Co. Ltd. | 24550 | &nbsp;&nbsp;472534 |
|  | Denso Corp. | 76300 | &nbsp;&nbsp;1058644 |
|  | Dentsu Group, Inc. | 28200 | &nbsp;&nbsp;547405 |
|  | Dentsu Soken, Inc. | 22800 | &nbsp;&nbsp;359398 |
|  | Denyo Co. Ltd. | 6100 | &nbsp;&nbsp;144659 |
|  | Dexerials Corp. | 57900 | &nbsp;&nbsp;1015811 |
|  | DIC Corp. | 24000 | &nbsp;&nbsp;587397 |
|  | Digital Arts, Inc. | 3400 | &nbsp;&nbsp;123487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Digital Hearts <br>Holdings Co. Ltd.<br>| 4100 | &nbsp;&nbsp;24401 |
| \* | Digital Holdings, Inc. | 5700 | &nbsp;&nbsp;74397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Digital Information <br>Technologies Corp.<br>| 6200 | &nbsp;&nbsp;51032 |
| # | Dip Corp. | 9800 | &nbsp;&nbsp;130070 |
|  | Disco Corp. | 7400 | &nbsp;&nbsp;3154254 |
|  | DKK Co. Ltd. | 3400 | &nbsp;&nbsp;58932 |
| # | DKS Co. Ltd. | 2800 | &nbsp;&nbsp;185882 |
|  | DMG Mori Co. Ltd. | 46000 | &nbsp;&nbsp;811819 |
|  | Doshisha Co. Ltd. | 6800 | &nbsp;&nbsp;142155 |
|  | Double Standard, Inc. | 2600 | &nbsp;&nbsp;28300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Doutor Nichires <br>Holdings Co. Ltd.<br>| 8700 | &nbsp;&nbsp;158631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dowa Holdings Co. <br>Ltd.<br>| 16195 | &nbsp;&nbsp;959197 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | DTS Corp. | 48800 | &nbsp;&nbsp;$397549 |
|  | Duskin Co. Ltd. | 8400 | &nbsp;&nbsp;230718 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;DyDo Group Holdings, <br>Inc.<br>| 5600 | &nbsp;&nbsp;89372 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Eagle Industry Co. <br>Ltd.<br>| 6400 | &nbsp;&nbsp;128189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;East Japan Railway <br>Co.<br>| 31700 | &nbsp;&nbsp;795804 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;EAT&HOLDINGS Co. <br>Ltd.<br>| 2900 | &nbsp;&nbsp;38712 |
| # | Ebara Corp. | 83700 | &nbsp;&nbsp;2534003 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ebara Foods Industry, <br>Inc.<br>| 2300 | &nbsp;&nbsp;38815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ebara Jitsugyo Co. <br>Ltd.<br>| 5600 | &nbsp;&nbsp;77589 |
|  | Ebase Co. Ltd. | 6400 | &nbsp;&nbsp;18073 |
| # | Eco's Co. Ltd. | 4000 | &nbsp;&nbsp;78854 |
|  | EDION Corp. | 17900 | &nbsp;&nbsp;245023 |
|  | eGuarantee, Inc. | 11100 | &nbsp;&nbsp;125814 |
| # | Ehime Bank Ltd. | 12500 | &nbsp;&nbsp;137498 |
|  | Eisai Co. Ltd. | 20109 | &nbsp;&nbsp;560628 |
|  | Eizo Corp. | 9500 | &nbsp;&nbsp;133020 |
|  | EJ Holdings, Inc. | 2600 | &nbsp;&nbsp;30261 |
|  | Elan Corp. | 6701 | &nbsp;&nbsp;29056 |
|  | Elecom Co. Ltd. | 10300 | &nbsp;&nbsp;110077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Electric Power <br>Development Co. <br>Ltd.<br>| 19000 | &nbsp;&nbsp;403526 |
|  | EM Systems Co. Ltd. | 11200 | &nbsp;&nbsp;52724 |
|  | en, Inc. | 10100 | &nbsp;&nbsp;93859 |
|  | Endo Lighting Corp. | 5800 | &nbsp;&nbsp;89261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ENEOS Holdings, <br>Inc.<br>| 493700 | &nbsp;&nbsp;4172709 |
| # | Enplas Corp. | 2000 | &nbsp;&nbsp;117562 |
|  | Entrust, Inc. | 1600 | &nbsp;&nbsp;11660 |
|  | ERI Holdings Co. Ltd. | 1700 | &nbsp;&nbsp;47415 |
|  | ES-Con Japan Ltd. | 10700 | &nbsp;&nbsp;82617 |
|  | Eslead Corp. | 3700 | &nbsp;&nbsp;161880 |
|  | ESPEC Corp. | 4400 | &nbsp;&nbsp;97856 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Eternal Hospitality <br>Group Co. Ltd.<br>| 2900 | &nbsp;&nbsp;66170 |
|  | eWeLL Co. Ltd. | 1200 | &nbsp;&nbsp;19431 |
|  | Exedy Corp. | 12100 | &nbsp;&nbsp;445891 |
|  | EXEO Group, Inc. | 44290 | &nbsp;&nbsp;738944 |
|  | Ezaki Glico Co. Ltd. | 8700 | &nbsp;&nbsp;312512 |
|  | F&M Co. Ltd. | 3200 | &nbsp;&nbsp;50416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FALCO HOLDINGS <br>Co. Ltd.<br>| 2100 | &nbsp;&nbsp;36341 |
|  | FANUC Corp. | 10100 | &nbsp;&nbsp;405561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fast Retailing Co. <br>Ltd.<br>| 11600 | &nbsp;&nbsp;4425781 |
|  | FCC Co. Ltd. | 12300 | &nbsp;&nbsp;299451 |
|  | Feed One Co. Ltd. | 8680 | &nbsp;&nbsp;62592 |
| # | Ferrotec Corp. | 17100 | &nbsp;&nbsp;653793 |
| # | FFRI Security, Inc. | 1400 | &nbsp;&nbsp;84100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FIDEA Holdings Co. <br>Ltd.<br>| 7220 | &nbsp;&nbsp;93681 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Financial Partners <br>Group Co. Ltd.<br>| 21500 | &nbsp;&nbsp;$282455 |
| # | FINDEX, Inc. | 5100 | &nbsp;&nbsp;28357 |
|  | Fintech Global, Inc. | 24800 | &nbsp;&nbsp;23476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Bank of Toyama <br>Ltd.<br>| 19500 | &nbsp;&nbsp;280880 |
| # | Fixstars Corp. | 10200 | &nbsp;&nbsp;100220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FJ Next Holdings Co. <br>Ltd.<br>| 7900 | &nbsp;&nbsp;74943 |
| # | Focus Systems Corp. | 3400 | &nbsp;&nbsp;40381 |
|  | Food & Life Cos. Ltd. | 33500 | &nbsp;&nbsp;1830104 |
|  | Forval Corp. | 1400 | &nbsp;&nbsp;10347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Foster Electric Co. <br>Ltd.<br>| 6100 | &nbsp;&nbsp;109512 |
|  | FP Corp. | 14000 | &nbsp;&nbsp;238321 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;France Bed Holdings <br>Co. Ltd.<br>| 9800 | &nbsp;&nbsp;84368 |
| # | Freebit Co. Ltd. | 6000 | &nbsp;&nbsp;63969 |
| #\* | Fronteo, Inc. | 8600 | &nbsp;&nbsp;46537 |
|  | FTGroup Co. Ltd. | 6700 | &nbsp;&nbsp;55546 |
|  | Fudo Tetra Corp. | 4750 | &nbsp;&nbsp;92266 |
|  | Fuji Corp. (6134 JP) | 26400 | &nbsp;&nbsp;650413 |
|  | Fuji Corp. Ltd. | 9500 | &nbsp;&nbsp;50722 |
|  | Fuji Die Co. Ltd. | 2300 | &nbsp;&nbsp;16543 |
|  | Fuji Electric Co. Ltd. | 27200 | &nbsp;&nbsp;1937527 |
|  | Fuji Kyuko Co. Ltd. | 6700 | &nbsp;&nbsp;88758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fuji Media Holdings, <br>Inc.<br>| 12900 | &nbsp;&nbsp;324838 |
|  | Fuji Oil Co. Ltd. | 10200 | &nbsp;&nbsp;267011 |
|  | Fuji Pharma Co. Ltd. | 5100 | &nbsp;&nbsp;63027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fuji Seal International, <br>Inc.<br>| 11986 | &nbsp;&nbsp;247878 |
| # | Fujibo Holdings, Inc. | 3100 | &nbsp;&nbsp;172674 |
| # | Fujicco Co. Ltd. | 6000 | &nbsp;&nbsp;62719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FUJIFILM Holdings <br>Corp.<br>| 48200 | &nbsp;&nbsp;962808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fujikura Composites, <br>Inc.<br>| 8600 | &nbsp;&nbsp;126282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fujikura Kasei Co. <br>Ltd.<br>| 10400 | &nbsp;&nbsp;50090 |
|  | Fujikura Ltd. | 35400 | &nbsp;&nbsp;4449317 |
|  | Fujimi, Inc. | 8400 | &nbsp;&nbsp;148484 |
|  | Fujishoji Co. Ltd. | 3200 | &nbsp;&nbsp;22573 |
|  | Fujita Kanko, Inc. | 11500 | &nbsp;&nbsp;185356 |
|  | Fujitsu Ltd. | 104900 | &nbsp;&nbsp;2914729 |
|  | FuKoKu Co. Ltd. | 6200 | &nbsp;&nbsp;80566 |
|  | Fukuda Corp. | 2600 | &nbsp;&nbsp;131167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fukuda Denshi Co. <br>Ltd.<br>| 5800 | &nbsp;&nbsp;318035 |
|  | Fukui Bank Ltd. | 6500 | &nbsp;&nbsp;122803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fukui Computer <br>Holdings, Inc.<br>| 3500 | &nbsp;&nbsp;71635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fukuoka Financial <br>Group, Inc.<br>| 28432 | &nbsp;&nbsp;1033896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fukuyama <br>Transporting Co. <br>Ltd.<br>| 6200 | &nbsp;&nbsp;184384 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FULLCAST Holdings <br>Co. Ltd.<br>| 6400 | &nbsp;&nbsp;$69676 |
|  | Fumakilla Ltd. | 3000 | &nbsp;&nbsp;22474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Funai Soken Holdings, <br>Inc.<br>| 21540 | &nbsp;&nbsp;156137 |
|  | Furukawa Co. Ltd. | 9281 | &nbsp;&nbsp;277953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Furukawa Electric Co. <br>Ltd.<br>| 24500 | &nbsp;&nbsp;2134169 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Furuno Electric Co. <br>Ltd.<br>| 10200 | &nbsp;&nbsp;470748 |
|  | Furuya Metal Co. Ltd. | 3600 | &nbsp;&nbsp;98284 |
|  | Furyu Corp. | 8200 | &nbsp;&nbsp;54718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fuso Chemical Co. <br>Ltd.<br>| 7400 | &nbsp;&nbsp;356663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fuso Pharmaceutical <br>Industries Ltd.<br>| 2900 | &nbsp;&nbsp;42658 |
| # | Futaba Corp. | 3500 | &nbsp;&nbsp;14517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Futaba Industrial Co. <br>Ltd.<br>| 22700 | &nbsp;&nbsp;152735 |
|  | Future Corp. | 16700 | &nbsp;&nbsp;204929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fuyo General Lease <br>Co. Ltd.<br>| 25800 | &nbsp;&nbsp;725546 |
|  | G-7 Holdings, Inc. | 8100 | &nbsp;&nbsp;76477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GA Technologies Co. <br>Ltd.<br>| 7800 | &nbsp;&nbsp;78484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gakken Holdings Co. <br>Ltd.<br>| 11000 | &nbsp;&nbsp;74552 |
|  | Gakkyusha Co. Ltd. | 3000 | &nbsp;&nbsp;46590 |
|  | Gakujo Co. Ltd. | 3500 | &nbsp;&nbsp;40156 |
|  | Galilei Co. Ltd. | 8600 | &nbsp;&nbsp;214532 |
|  | Gecoss Corp. | 5700 | &nbsp;&nbsp;58410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genki Global Dining <br>Concepts Corp.<br>| 4000 | &nbsp;&nbsp;80400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genky DrugStores Co. <br>Ltd.<br>| 8400 | &nbsp;&nbsp;229055 |
|  | Geo Holdings Corp. | 7600 | &nbsp;&nbsp;89528 |
| # | Gift Holdings, Inc. | 3800 | &nbsp;&nbsp;90184 |
| # | Giken Ltd. | 1900 | &nbsp;&nbsp;24584 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Global Security <br>Experts, Inc.<br>| 600 | &nbsp;&nbsp;11465 |
|  | GLOBERIDE, Inc. | 8800 | &nbsp;&nbsp;125161 |
|  | Glory Ltd. | 14000 | &nbsp;&nbsp;364670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GLtechno Holdings, <br>Inc.<br>| 2750 | &nbsp;&nbsp;57900 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;GMO Financial Gate, <br>Inc.<br>| 1000 | &nbsp;&nbsp;32887 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;GMO Financial <br>Holdings, Inc.<br>| 11600 | &nbsp;&nbsp;66756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GMO GlobalSign <br>Holdings KK<br>| 1200 | &nbsp;&nbsp;17489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GMO internet group, <br>Inc.<br>| 27100 | &nbsp;&nbsp;675364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GMO Payment <br>Gateway, Inc.<br>| 8400 | &nbsp;&nbsp;485150 |
|  | Godo Steel Ltd. | 4200 | &nbsp;&nbsp;108726 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Gokurakuyu Holdings <br>Co. Ltd.<br>| 8600 | &nbsp;&nbsp;27074 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Goldcrest Co. Ltd. | 7200 | &nbsp;&nbsp;$154758 |
|  | Goldwin, Inc. | 16500 | &nbsp;&nbsp;275371 |
|  | Grandy House Corp. | 4200 | &nbsp;&nbsp;17074 |
|  | GREE Holdings, Inc. | 25900 | &nbsp;&nbsp;67891 |
|  | Greens Co. Ltd. | 2600 | &nbsp;&nbsp;35512 |
|  | grems, Inc. | 3300 | &nbsp;&nbsp;51332 |
|  | GS Yuasa Corp. | 25616 | &nbsp;&nbsp;596302 |
|  | GSI Creos Corp. | 3600 | &nbsp;&nbsp;58461 |
|  | G-Tekt Corp. | 7530 | &nbsp;&nbsp;95556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gun-Ei Chemical <br>Industry Co. Ltd.<br>| 1900 | &nbsp;&nbsp;60112 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GungHo Online <br>Entertainment, Inc.<br>| 1010 | &nbsp;&nbsp;17166 |
|  | Gunma Bank Ltd. | 120400 | &nbsp;&nbsp;1515801 |
|  | Gunze Ltd. | 11400 | &nbsp;&nbsp;331385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;H.U. Group Holdings, <br>Inc.<br>| 6360 | &nbsp;&nbsp;132103 |
|  | H2O Retailing Corp. | 28400 | &nbsp;&nbsp;388906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hachijuni Nagano <br>Bank Ltd.<br>| 95019 | &nbsp;&nbsp;1187107 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hagihara Industries, <br>Inc.<br>| 4900 | &nbsp;&nbsp;54000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hagiwara Electric <br>Holdings Co. Ltd.<br>| 3300 | &nbsp;&nbsp;78680 |
| # | Hakudo Co. Ltd. | 2400 | &nbsp;&nbsp;36446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hakuhodo DY <br>Holdings, Inc.<br>| 57600 | &nbsp;&nbsp;430386 |
|  | Halows Co. Ltd. | 3100 | &nbsp;&nbsp;91168 |
|  | Hamakyorex Co. Ltd. | 25600 | &nbsp;&nbsp;303662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hamamatsu Photonics <br>KK<br>| 27500 | &nbsp;&nbsp;307292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hankyu Hanshin <br>Holdings, Inc.<br>| 28900 | &nbsp;&nbsp;806976 |
|  | Hanwa Co. Ltd. | 12800 | &nbsp;&nbsp;650933 |
|  | Happinet Corp. | 14200 | &nbsp;&nbsp;254370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hard Off Corp. Co. <br>Ltd.<br>| 4500 | &nbsp;&nbsp;59172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harima Chemicals <br>Group, Inc.<br>| 6100 | &nbsp;&nbsp;38828 |
|  | Haseko Corp. | 80900 | &nbsp;&nbsp;1658156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hashimoto Sogyo <br>Holdings Co. Ltd.<br>| 1400 | &nbsp;&nbsp;11803 |
|  | Hazama Ando Corp. | 58800 | &nbsp;&nbsp;760355 |
|  | Heiwa Corp. | 7200 | &nbsp;&nbsp;94314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heiwa Real Estate <br>Co. Ltd.<br>| 12800 | &nbsp;&nbsp;187306 |
| # | Heiwado Co. Ltd. | 10115 | &nbsp;&nbsp;192749 |
| # | Hennge KK | 5300 | &nbsp;&nbsp;39785 |
|  | Hibino Corp. | 1100 | &nbsp;&nbsp;22925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hibiya Engineering <br>Ltd.<br>| 6300 | &nbsp;&nbsp;196210 |
|  | Hiday Hidaka Corp. | 7700 | &nbsp;&nbsp;154741 |
|  | Hikari Tsushin, Inc. | 1100 | &nbsp;&nbsp;303799 |
| # | HI-LEX Corp. | 7200 | &nbsp;&nbsp;161146 |
| \* | Hino Motors Ltd. | 92400 | &nbsp;&nbsp;248714 |
|  | Hioki EE Corp. | 2700 | &nbsp;&nbsp;107531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hirakawa Hewtech <br>Corp.<br>| 4200 | &nbsp;&nbsp;74783 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hirano Tecseed Co. <br>Ltd.<br>| 2000 | &nbsp;&nbsp;$23816 |
|  | Hirata Corp. | 8900 | &nbsp;&nbsp;147891 |
|  | Hirogin Holdings, Inc. | 82300 | &nbsp;&nbsp;932122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hirose Electric Co. <br>Ltd.<br>| 5755 | &nbsp;&nbsp;621320 |
|  | Hirose Tusyo, Inc. | 1900 | &nbsp;&nbsp;45455 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hiroshima Gas Co. <br>Ltd.<br>| 9300 | &nbsp;&nbsp;22144 |
|  | HIS Co. Ltd. | 16500 | &nbsp;&nbsp;137048 |
|  | Hisaka Works Ltd. | 6800 | &nbsp;&nbsp;67831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hisamitsu <br>Pharmaceutical Co., <br>Inc.<br>| 9400 | &nbsp;&nbsp;387235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hitachi Construction <br>Machinery Co. Ltd.<br>| 29700 | &nbsp;&nbsp;971160 |
|  | Hitachi Ltd. (6501 JP) | 323400 | &nbsp;&nbsp;11222015 |
|  | Hochiki Corp. | 5600 | &nbsp;&nbsp;179107 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hodogaya Chemical <br>Co. Ltd.<br>| 5000 | &nbsp;&nbsp;73835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hokkaido Coca-Cola <br>Bottling Co. Ltd.<br>| 1400 | &nbsp;&nbsp;36007 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hokkaido Electric <br>Power Co., Inc.<br>| 31900 | &nbsp;&nbsp;216493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hokkaido Gas Co. <br>Ltd.<br>| 23500 | &nbsp;&nbsp;125228 |
|  | Hokkan Holdings Ltd. | 4300 | &nbsp;&nbsp;64952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hokko Chemical <br>Industry Co. Ltd.<br>| 8500 | &nbsp;&nbsp;96316 |
| # | Hokuetsu Corp. | 45100 | &nbsp;&nbsp;265093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hokuhoku Financial <br>Group, Inc.<br>| 54100 | &nbsp;&nbsp;1859354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hokuriku Electric <br>Industry Co. Ltd.<br>| 3300 | &nbsp;&nbsp;64561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hokuriku Electric <br>Power Co.<br>| 32300 | &nbsp;&nbsp;204298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hokuriku Electrical <br>Construction Co. <br>Ltd.<br>| 6000 | &nbsp;&nbsp;61094 |
|  | Hokuto Corp. | 6400 | &nbsp;&nbsp;82059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Honda Motor Co. Ltd. <br>(7267 JP)<br>| 361500 | &nbsp;&nbsp;3635798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Honda Motor Co. Ltd. <br>(HMC US), <br>Sponsored ADR<br>| 4900 | &nbsp;&nbsp;148617 |
|  | H-One Co. Ltd. | 7300 | &nbsp;&nbsp;68381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Honeys Holdings Co. <br>Ltd.<br>| 6900 | &nbsp;&nbsp;65738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hoosiers Holdings Co. <br>Ltd.<br>| 10800 | &nbsp;&nbsp;92656 |
|  | Horiba Ltd. | 10100 | &nbsp;&nbsp;1197917 |
|  | Hoshizaki Corp. | 9400 | &nbsp;&nbsp;309872 |
|  | Hosiden Corp. | 22400 | &nbsp;&nbsp;373162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hosokawa Micron <br>Corp.<br>| 3800 | &nbsp;&nbsp;150730 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hotland Holdings Co. <br>Ltd.<br>| 4200 | &nbsp;&nbsp;52892 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;House Foods Group, <br>Inc.<br>| 17093 | &nbsp;&nbsp;$331078 |
| # | Howa Machinery Ltd. | 5400 | &nbsp;&nbsp;48248 |
|  | Hoya Corp. | 26300 | &nbsp;&nbsp;4411978 |
|  | HS Holdings Co. Ltd. | 7900 | &nbsp;&nbsp;66593 |
|  | Hulic Co. Ltd. | 84895 | &nbsp;&nbsp;1011686 |
|  | Hyakugo Bank Ltd. | 81100 | &nbsp;&nbsp;737543 |
|  | Hyakujushi Bank Ltd. | 8700 | &nbsp;&nbsp;470435 |
|  | Ibiden Co. Ltd. | 34200 | &nbsp;&nbsp;1802844 |
|  | IBJ, Inc. | 7100 | &nbsp;&nbsp;33208 |
| # | Ichibanya Co. Ltd. | 15500 | &nbsp;&nbsp;89881 |
|  | Ichiken Co. Ltd. | 2000 | &nbsp;&nbsp;64557 |
|  | Ichikoh Industries Ltd. | 17800 | &nbsp;&nbsp;59227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ichinen Holdings Co. <br>Ltd.<br>| 8100 | &nbsp;&nbsp;110574 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ichiyoshi Securities <br>Co. Ltd.<br>| 7100 | &nbsp;&nbsp;55338 |
| # | Icom, Inc. | 3300 | &nbsp;&nbsp;63812 |
|  | ID Holdings Corp. | 5550 | &nbsp;&nbsp;71798 |
|  | Idec Corp. | 5600 | &nbsp;&nbsp;104371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Idemitsu Kosan Co. <br>Ltd.<br>| 144645 | &nbsp;&nbsp;1227350 |
|  | IDOM, Inc. | 26700 | &nbsp;&nbsp;262856 |
|  | Ifuji Sangyo Co. Ltd. | 700 | &nbsp;&nbsp;9402 |
| # | IG Port, Inc. | 3200 | &nbsp;&nbsp;24999 |
|  | IHI Corp. | 33600 | &nbsp;&nbsp;777376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Iida Group Holdings <br>Co. Ltd.<br>| 31200 | &nbsp;&nbsp;515290 |
|  | Iino Kaiun Kaisha Ltd. | 36600 | &nbsp;&nbsp;371380 |
|  | IKK Holdings, Inc. | 2300 | &nbsp;&nbsp;11854 |
|  | I'll, Inc. | 2800 | &nbsp;&nbsp;44947 |
|  | i-mobile Co. Ltd. | 7200 | &nbsp;&nbsp;24142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Imuraya Group Co. <br>Ltd.<br>| 2700 | &nbsp;&nbsp;43507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inaba Denki Sangyo <br>Co. Ltd.<br>| 20000 | &nbsp;&nbsp;333125 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Inaba Seisakusho Co. <br>Ltd.<br>| 4800 | &nbsp;&nbsp;49614 |
|  | Inabata & Co. Ltd. | 19800 | &nbsp;&nbsp;501148 |
| # | I-NE Co. Ltd. | 2800 | &nbsp;&nbsp;24229 |
|  | Ines Corp. | 5600 | &nbsp;&nbsp;68022 |
|  | Infomart Corp. | 43000 | &nbsp;&nbsp;125660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;INFRONEER <br>Holdings, Inc.<br>| 73120 | &nbsp;&nbsp;1095161 |
|  | Innotech Corp. | 6300 | &nbsp;&nbsp;86402 |
|  | Inpex Corp. | 289300 | &nbsp;&nbsp;6481540 |
|  | Insource Co. Ltd. | 15600 | &nbsp;&nbsp;73177 |
| # | Intelligent Wave, Inc. | 4800 | &nbsp;&nbsp;29534 |
|  | Inter Action Corp. | 1300 | &nbsp;&nbsp;12188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Internet Initiative <br>Japan, Inc.<br>| 30900 | &nbsp;&nbsp;499286 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Inui Global Logistics <br>Co. Ltd.<br>| 3300 | &nbsp;&nbsp;27661 |
|  | IPS, Inc. | 3900 | &nbsp;&nbsp;74575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Iriso Electronics Co. <br>Ltd.<br>| 6300 | &nbsp;&nbsp;136059 |
|  | ISB Corp. | 2500 | &nbsp;&nbsp;29334 |
|  | Ise Chemicals Corp. | 6000 | &nbsp;&nbsp;230546 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Iseki & Co. Ltd. | 3700 | &nbsp;&nbsp;$42812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Isetan Mitsukoshi <br>Holdings Ltd.<br>| 61500 | &nbsp;&nbsp;986987 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ishihara Chemical Co. <br>Ltd.<br>| 4000 | &nbsp;&nbsp;59904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ishihara Sangyo <br>Kaisha Ltd.<br>| 13300 | &nbsp;&nbsp;252511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ishizuka Glass Co. <br>Ltd.<br>| 1300 | &nbsp;&nbsp;30874 |
| # | Istyle, Inc. | 22100 | &nbsp;&nbsp;64835 |
|  | Isuzu Motors Ltd. | 156600 | &nbsp;&nbsp;2522795 |
|  | Itfor, Inc. | 5500 | &nbsp;&nbsp;60330 |
| # | ITmedia, Inc. | 2600 | &nbsp;&nbsp;28912 |
|  | Ito En Ltd. | 15800 | &nbsp;&nbsp;291986 |
|  | ITOCHU Corp. | 180000 | &nbsp;&nbsp;2304463 |
|  | Itochu Enex Co. Ltd. | 23400 | &nbsp;&nbsp;289904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Itochu-Shokuhin Co. <br>Ltd.<br>| 2500 | &nbsp;&nbsp;178582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Itoham Yonekyu <br>Holdings, Inc.<br>| 9980 | &nbsp;&nbsp;388535 |
|  | Itoki Corp. | 20600 | &nbsp;&nbsp;347446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IwaiCosmo Holdings, <br>Inc.<br>| 7900 | &nbsp;&nbsp;177787 |
|  | Iwaki Co. Ltd. | 2800 | &nbsp;&nbsp;48561 |
|  | Iwatani Corp. | 74000 | &nbsp;&nbsp;877713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Iwatsuka <br>Confectionery Co. <br>Ltd.<br>| 3200 | &nbsp;&nbsp;63115 |
|  | Iyogin Holdings, Inc. | 65700 | &nbsp;&nbsp;1223003 |
|  | Izumi Co. Ltd. | 11600 | &nbsp;&nbsp;229475 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;J Front Retailing Co. <br>Ltd.<br>| 81000 | &nbsp;&nbsp;1182527 |
|  | J Trust Co. Ltd. | 17800 | &nbsp;&nbsp;56260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JAC Recruitment Co. <br>Ltd.<br>| 26100 | &nbsp;&nbsp;167024 |
|  | Jaccs Co. Ltd. | 9900 | &nbsp;&nbsp;271376 |
| #\* | Jade Group, Inc. | 3300 | &nbsp;&nbsp;35632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JAFCO Group Co. <br>Ltd.<br>| 24300 | &nbsp;&nbsp;383604 |
| # | JANOME Corp. | 7000 | &nbsp;&nbsp;54311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Airlines Co. <br>Ltd.<br>| 38100 | &nbsp;&nbsp;719907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Airport Terminal <br>Co. Ltd.<br>| 18500 | &nbsp;&nbsp;579299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Aviation <br>Electronics Industry <br>Ltd.<br>| 14800 | &nbsp;&nbsp;231225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Business <br>Systems, Inc.<br>| 5200 | &nbsp;&nbsp;61638 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Japan <br>Communications, <br>Inc.<br>| 42200 | &nbsp;&nbsp;38985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Electronic <br>Materials Corp.<br>| 3700 | &nbsp;&nbsp;114142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Elevator <br>Service Holdings <br>Co. Ltd.<br>| 52400 | &nbsp;&nbsp;551723 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Exchange <br>Group, Inc.<br>| 132200 | &nbsp;&nbsp;$1442595 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Japan Foundation <br>Engineering Co. <br>Ltd.<br>| 5100 | &nbsp;&nbsp;22088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Hospice <br>Holdings, Inc.<br>| 1300 | &nbsp;&nbsp;8691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Investment <br>Adviser Co. Ltd.<br>| 8700 | &nbsp;&nbsp;125331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Lifeline Co. <br>Ltd.<br>| 14800 | &nbsp;&nbsp;147832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Material Co. <br>Ltd.<br>| 17500 | &nbsp;&nbsp;202941 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Japan Petroleum <br>Exploration Co. <br>Ltd.<br>| 40000 | &nbsp;&nbsp;492468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Post Bank Co. <br>Ltd.<br>| 83900 | &nbsp;&nbsp;1490685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Post Holdings <br>Co. Ltd.<br>| 81100 | &nbsp;&nbsp;975861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Post Insurance <br>Co. Ltd.<br>| 24100 | &nbsp;&nbsp;746427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Property <br>Management <br>Center Co. Ltd.<br>| 4600 | &nbsp;&nbsp;38104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Pulp & Paper <br>Co. Ltd.<br>| 44000 | &nbsp;&nbsp;274212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Securities <br>Finance Co. Ltd.<br>| 29000 | &nbsp;&nbsp;398897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Steel Works <br>Ltd.<br>| 11574 | &nbsp;&nbsp;640651 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Japan System <br>Techniques Co. <br>Ltd.<br>| 5200 | &nbsp;&nbsp;81598 |
|  | Japan Tobacco, Inc. | 20400 | &nbsp;&nbsp;737290 |
|  | Japan Transcity Corp. | 14800 | &nbsp;&nbsp;116890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Wool Textile <br>Co. Ltd.<br>| 18700 | &nbsp;&nbsp;225357 |
|  | JBCC Holdings, Inc. | 16000 | &nbsp;&nbsp;154119 |
|  | JCU Corp. | 9700 | &nbsp;&nbsp;354557 |
|  | JDC Corp. | 16200 | &nbsp;&nbsp;66065 |
|  | Jeol Ltd. | 13200 | &nbsp;&nbsp;532528 |
|  | JFE Holdings, Inc. | 74100 | &nbsp;&nbsp;997622 |
|  | JFE Systems, Inc. | 1800 | &nbsp;&nbsp;26396 |
|  | JGC Holdings Corp. | 56800 | &nbsp;&nbsp;795999 |
| #\* | JIG-SAW, Inc. | 1500 | &nbsp;&nbsp;26174 |
| # | JINS Holdings, Inc. | 3800 | &nbsp;&nbsp;127201 |
|  | JINUSHI Co. Ltd. | 4500 | &nbsp;&nbsp;92251 |
|  | JK Holdings Co. Ltd. | 6500 | &nbsp;&nbsp;60260 |
|  | J-Lease Co. Ltd. | 4000 | &nbsp;&nbsp;37130 |
| # | JM Holdings Co. Ltd. | 10800 | &nbsp;&nbsp;125142 |
|  | JMS Co. Ltd. | 4100 | &nbsp;&nbsp;11618 |
|  | J-Oil Mills, Inc. | 6600 | &nbsp;&nbsp;86720 |
|  | Joshin Denki Co. Ltd. | 5000 | &nbsp;&nbsp;88809 |
|  | Joyful Honda Co. Ltd. | 15200 | &nbsp;&nbsp;209079 |
| # | JP-Holdings, Inc. | 21100 | &nbsp;&nbsp;95492 |
|  | JSB Co. Ltd. | 2600 | &nbsp;&nbsp;54483 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | JSP Corp. | 4700 | &nbsp;&nbsp;$74133 |
|  | JTEKT Corp. | 55700 | &nbsp;&nbsp;657697 |
|  | Juki Corp. | 8500 | &nbsp;&nbsp;29545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Juroku Financial <br>Group, Inc.<br>| 10200 | &nbsp;&nbsp;542385 |
|  | Justsystems Corp. | 8500 | &nbsp;&nbsp;262538 |
|  | JVCKenwood Corp. | 80300 | &nbsp;&nbsp;652670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;K&O Energy Group, <br>Inc.<br>| 5900 | &nbsp;&nbsp;161924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kadoya Sesame Mills, <br>Inc.<br>| 1000 | &nbsp;&nbsp;25905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kaga Electronics Co. <br>Ltd.<br>| 16600 | &nbsp;&nbsp;416892 |
|  | Kagome Co. Ltd. | 20600 | &nbsp;&nbsp;364797 |
|  | Kajima Corp. | 48300 | &nbsp;&nbsp;1970435 |
|  | Kakaku.com, Inc. | 36300 | &nbsp;&nbsp;495428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kaken Pharmaceutical <br>Co. Ltd.<br>| 7400 | &nbsp;&nbsp;194498 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kamakura Shinsho <br>Ltd.<br>| 9100 | &nbsp;&nbsp;34079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kameda Seika Co. <br>Ltd.<br>| 2500 | &nbsp;&nbsp;63041 |
|  | Kamei Corp. | 8600 | &nbsp;&nbsp;171718 |
|  | Kamigumi Co. Ltd. | 23700 | &nbsp;&nbsp;829400 |
| # | Kanaden Corp. | 6900 | &nbsp;&nbsp;95158 |
|  | Kanadevia Corp. | 74700 | &nbsp;&nbsp;493222 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kanagawa Chuo <br>Kotsu Co. Ltd.<br>| 2100 | &nbsp;&nbsp;49871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kanamic Network Co. <br>Ltd.<br>| 5700 | &nbsp;&nbsp;18189 |
|  | Kanamoto Co. Ltd. | 9700 | &nbsp;&nbsp;233954 |
|  | Kandenko Co. Ltd. | 25600 | &nbsp;&nbsp;921661 |
|  | Kaneka Corp. | 13400 | &nbsp;&nbsp;406340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kaneko Seeds Co. <br>Ltd.<br>| 3900 | &nbsp;&nbsp;37509 |
|  | Kanematsu Corp. | 69000 | &nbsp;&nbsp;906293 |
|  | Kanemi Co. Ltd. | 600 | &nbsp;&nbsp;13668 |
| # | Kanro, Inc. | 7500 | &nbsp;&nbsp;78302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kansai Electric Power <br>Co., Inc. <br>| 67300 | &nbsp;&nbsp;1073767 |
|  | Kansai Paint Co. Ltd. | 43000 | &nbsp;&nbsp;686253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kanto Denka Kogyo <br>Co. Ltd.<br>| 16448 | &nbsp;&nbsp;137625 |
|  | Kao Corp. | 32120 | &nbsp;&nbsp;1284879 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kappa Create Co. <br>Ltd.<br>| 6900 | &nbsp;&nbsp;70368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Katakura Industries <br>Co. Ltd.<br>| 8000 | &nbsp;&nbsp;152088 |
|  | Katitas Co. Ltd. | 16000 | &nbsp;&nbsp;316137 |
|  | Kato Sangyo Co. Ltd. | 5700 | &nbsp;&nbsp;239918 |
|  | Kato Works Co. Ltd. | 5200 | &nbsp;&nbsp;46006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kawada Technologies, <br>Inc.<br>| 5700 | &nbsp;&nbsp;172618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kawai Musical <br>Instruments <br>Manufacturing Co. <br>Ltd.<br>| 2600 | &nbsp;&nbsp;45537 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kawasaki Heavy <br>Industries Ltd.<br>| 13300 | &nbsp;&nbsp;$1110233 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kawasaki Kisen <br>Kaisha Ltd.<br>| 41466 | &nbsp;&nbsp;599186 |
|  | KDDI Corp. | 298000 | &nbsp;&nbsp;5031425 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;KeePer Technical <br>Laboratory Co. Ltd.<br>| 4700 | &nbsp;&nbsp;97311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keihan Holdings Co. <br>Ltd.<br>| 26300 | &nbsp;&nbsp;584221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keihanshin Building <br>Co. Ltd.<br>| 7700 | &nbsp;&nbsp;95487 |
|  | Keikyu Corp. | 31500 | &nbsp;&nbsp;309592 |
|  | Keio Corp. | 16700 | &nbsp;&nbsp;416521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keisei Electric Railway <br>Co. Ltd.<br>| 36357 | &nbsp;&nbsp;287297 |
|  | KEIWA, Inc. | 2400 | &nbsp;&nbsp;20605 |
|  | Keiyo Bank Ltd. | 31000 | &nbsp;&nbsp;372468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kenko Mayonnaise <br>Co. Ltd.<br>| 4700 | &nbsp;&nbsp;60934 |
|  | Kewpie Corp. | 27400 | &nbsp;&nbsp;768951 |
|  | Keyence Corp. | 3800 | &nbsp;&nbsp;1394069 |
|  | KH Neochem Co. Ltd. | 10058 | &nbsp;&nbsp;165440 |
| # | Kibun Foods, Inc. | 4200 | &nbsp;&nbsp;29898 |
|  | Kikkoman Corp. | 63900 | &nbsp;&nbsp;578012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kimura Chemical <br>Plants Co. Ltd.<br>| 5900 | &nbsp;&nbsp;48209 |
|  | Kimura Unity Co. Ltd. | 2800 | &nbsp;&nbsp;16561 |
|  | Kinden Corp. | 23600 | &nbsp;&nbsp;1044299 |
| # | King Jim Co. Ltd. | 4200 | &nbsp;&nbsp;22072 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kintetsu Department <br>Store Co. Ltd.<br>| 3100 | &nbsp;&nbsp;36419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kintetsu Group <br>Holdings Co. Ltd.<br>| 23000 | &nbsp;&nbsp;477338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kirin Holdings Co. <br>Ltd.<br>| 70200 | &nbsp;&nbsp;1091416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kissei Pharmaceutical <br>Co. Ltd.<br>| 11300 | &nbsp;&nbsp;336571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ki-Star Real Estate <br>Co. Ltd.<br>| 4300 | &nbsp;&nbsp;175890 |
|  | Kitagawa Corp. | 4300 | &nbsp;&nbsp;49235 |
|  | Kita-Nippon Bank Ltd. | 3100 | &nbsp;&nbsp;94184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kitano Construction <br>Corp.<br>| 6400 | &nbsp;&nbsp;64204 |
| # | Kitanotatsujin Corp. | 18900 | &nbsp;&nbsp;17493 |
|  | Kitz Corp. | 25100 | &nbsp;&nbsp;327594 |
|  | Kiyo Bank Ltd. | 29500 | &nbsp;&nbsp;720442 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;KNT-CT Holdings Co. <br>Ltd.<br>| 3800 | &nbsp;&nbsp;42920 |
|  | Koa Corp. | 12400 | &nbsp;&nbsp;124954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koa Shoji Holdings <br>Co. Ltd.<br>| 2400 | &nbsp;&nbsp;13032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koatsu Gas Kogyo <br>Co. Ltd.<br>| 11200 | &nbsp;&nbsp;81294 |
|  | Kobe Bussan Co. Ltd. | 17000 | &nbsp;&nbsp;415471 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kobe Electric Railway <br>Co. Ltd.<br>| 1600 | &nbsp;&nbsp;25611 |
|  | Kobe Steel Ltd. | 154000 | &nbsp;&nbsp;2216800 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koei Tecmo Holdings <br>Co. Ltd.<br>| 5620 | &nbsp;&nbsp;$62338 |
|  | Kohnan Shoji Co. Ltd. | 10700 | &nbsp;&nbsp;269285 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kohoku Kogyo Co. <br>Ltd.<br>| 2400 | &nbsp;&nbsp;49885 |
|  | Kohsoku Corp. | 3200 | &nbsp;&nbsp;62211 |
|  | Koike-ya, Inc. | 1200 | &nbsp;&nbsp;35914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koito Manufacturing <br>Co. Ltd.<br>| 38000 | &nbsp;&nbsp;594898 |
|  | Kojima Co. Ltd. | 11600 | &nbsp;&nbsp;93727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kokusai Electric <br>Corp.<br>| 30100 | &nbsp;&nbsp;1249641 |
|  | Kokuyo Co. Ltd. | 91600 | &nbsp;&nbsp;536680 |
|  | Komatsu Ltd. | 125000 | &nbsp;&nbsp;4784399 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Komatsu Matere Co. <br>Ltd.<br>| 10900 | &nbsp;&nbsp;61263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Komatsu Wall Industry <br>Co. Ltd.<br>| 5100 | &nbsp;&nbsp;93598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KOMEDA Holdings <br>Co. Ltd.<br>| 14900 | &nbsp;&nbsp;273151 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Komehyo Holdings <br>Co. Ltd.<br>| 3700 | &nbsp;&nbsp;79874 |
|  | Komeri Co. Ltd. | 9700 | &nbsp;&nbsp;206986 |
|  | Komori Corp. | 14000 | &nbsp;&nbsp;151962 |
|  | Konami Group Corp. | 9900 | &nbsp;&nbsp;1445630 |
| # | Kondotec, Inc. | 7700 | &nbsp;&nbsp;74256 |
|  | Konica Minolta, Inc. | 131600 | &nbsp;&nbsp;576045 |
|  | Konishi Co. Ltd. | 20200 | &nbsp;&nbsp;170401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Konoike Transport Co. <br>Ltd.<br>| 10300 | &nbsp;&nbsp;221687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Konoshima Chemical <br>Co. Ltd.<br>| 3900 | &nbsp;&nbsp;41146 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kosaido Holdings Co. <br>Ltd.<br>| 12700 | &nbsp;&nbsp;40991 |
|  | Kose Holdings Corp. | 9500 | &nbsp;&nbsp;338923 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Koshidaka Holdings <br>Co. Ltd.<br>| 17900 | &nbsp;&nbsp;138209 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kotobuki Spirits Co. <br>Ltd.<br>| 35600 | &nbsp;&nbsp;413453 |
| #\* | Kourakuen Corp. | 3700 | &nbsp;&nbsp;26928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kozo Keikaku <br>Engineering <br>Holdings, Inc.<br>| 1000 | &nbsp;&nbsp;20240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KPP Group Holdings <br>Co. Ltd.<br>| 16100 | &nbsp;&nbsp;92018 |
|  | Kraftia Corp. | 11200 | &nbsp;&nbsp;584099 |
|  | Krosaki Harima Corp. | 6400 | &nbsp;&nbsp;173651 |
|  | KRS Corp. | 5400 | &nbsp;&nbsp;104302 |
|  | K's Holdings Corp. | 57600 | &nbsp;&nbsp;599034 |
|  | KU Holdings Co. Ltd. | 4300 | &nbsp;&nbsp;35005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kubota Corp. (6326 <br>JP)<br>| 124300 | &nbsp;&nbsp;1904482 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kumagai Gumi Co. <br>Ltd.<br>| 49200 | &nbsp;&nbsp;552178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kumiai Chemical <br>Industry Co. Ltd.<br>| 25263 | &nbsp;&nbsp;114930 |
|  | Kura Sushi, Inc. | 4300 | &nbsp;&nbsp;94593 |
|  | Kurabo Industries Ltd. | 5100 | &nbsp;&nbsp;299612 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Kuraray Co. Ltd. | 96400 | &nbsp;&nbsp;$1040687 |
|  | Kureha Corp. | 13700 | &nbsp;&nbsp;389070 |
| # | Kurimoto Ltd. | 17000 | &nbsp;&nbsp;188793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kurita Water <br>Industries Ltd.<br>| 25700 | &nbsp;&nbsp;1285508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuriyama Holdings <br>Corp.<br>| 5600 | &nbsp;&nbsp;61584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kusuri No. Aoki <br>Holdings Co. Ltd.<br>| 17400 | &nbsp;&nbsp;456058 |
|  | KYB Corp. | 14200 | &nbsp;&nbsp;403432 |
|  | Kyocera Corp. | 152004 | &nbsp;&nbsp;2280486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyodo Printing Co. <br>Ltd.<br>| 10800 | &nbsp;&nbsp;114318 |
|  | Kyoei Steel Ltd. | 6800 | &nbsp;&nbsp;109599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyokuto Boeki Kaisha <br>Ltd.<br>| 6000 | &nbsp;&nbsp;74318 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyokuto Kaihatsu <br>Kogyo Co. Ltd.<br>| 13200 | &nbsp;&nbsp;281962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyokuto Securities <br>Co. Ltd.<br>| 7300 | &nbsp;&nbsp;81615 |
|  | Kyokuyo Co. Ltd. | 3700 | &nbsp;&nbsp;123177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyorin Pharmaceutical <br>Co. Ltd.<br>| 10900 | &nbsp;&nbsp;114402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyoritsu Maintenance <br>Co. Ltd.<br>| 23300 | &nbsp;&nbsp;423684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyosan Electric <br>Manufacturing Co. <br>Ltd.<br>| 17000 | &nbsp;&nbsp;73975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyoto Financial <br>Group, Inc.<br>| 53500 | &nbsp;&nbsp;1292470 |
|  | Kyowa Kirin Co. Ltd. | 23100 | &nbsp;&nbsp;375008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyushu Electric Power <br>Co., Inc.<br>| 58200 | &nbsp;&nbsp;647877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyushu Financial <br>Group, Inc.<br>| 109299 | &nbsp;&nbsp;819290 |
|  | Kyushu Railway Co. | 21100 | &nbsp;&nbsp;537322 |
| # | LA Holdings Co. Ltd. | 2100 | &nbsp;&nbsp;135741 |
| # | Lacto Japan Co. Ltd. | 2400 | &nbsp;&nbsp;54654 |
|  | Lasertec Corp. | 8500 | &nbsp;&nbsp;1952768 |
|  | LEC, Inc. | 5500 | &nbsp;&nbsp;36623 |
|  | Leopalace21 Corp. | 70800 | &nbsp;&nbsp;316494 |
|  | Life Corp. | 12400 | &nbsp;&nbsp;204655 |
|  | Lifedrink Co., Inc. | 13200 | &nbsp;&nbsp;138417 |
| # | LIFULL Co. Ltd. | 17200 | &nbsp;&nbsp;19532 |
| # | LIKE, Inc. | 3000 | &nbsp;&nbsp;29660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Link & Motivation, <br>Inc.<br>| 12800 | &nbsp;&nbsp;41709 |
|  | Lintec Corp. | 15338 | &nbsp;&nbsp;473218 |
|  | Lion Corp. | 53800 | &nbsp;&nbsp;576732 |
|  | LITALICO, Inc. | 6100 | &nbsp;&nbsp;46930 |
|  | Lixil Corp. | 62300 | &nbsp;&nbsp;714689 |
|  | Loadstar Capital KK | 3000 | &nbsp;&nbsp;58492 |
| # | Look Holdings, Inc. | 2300 | &nbsp;&nbsp;36710 |
|  | LY Corp. | 204700 | &nbsp;&nbsp;524118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;M&A Capital Partners <br>Co. Ltd.<br>| 2300 | &nbsp;&nbsp;46848 |
|  | M3, Inc. | 29300 | &nbsp;&nbsp;361534 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mabuchi Motor Co. <br>Ltd.<br>| 54800 | &nbsp;&nbsp;$514785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Macnica Holdings, <br>Inc.<br>| 54597 | &nbsp;&nbsp;936097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maeda Kosen Co. <br>Ltd.<br>| 18000 | &nbsp;&nbsp;215428 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Maezawa Industries, <br>Inc.<br>| 2800 | &nbsp;&nbsp;38022 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Maezawa Kasei <br>Industries Co. Ltd.<br>| 5600 | &nbsp;&nbsp;83492 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Maezawa Kyuso <br>Industries Co. Ltd.<br>| 6800 | &nbsp;&nbsp;71923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Makino Milling <br>Machine Co. Ltd.<br>| 9300 | &nbsp;&nbsp;685381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Makita Corp. (6586 <br>JP)<br>| 20400 | &nbsp;&nbsp;708809 |
|  | Mamiya-Op Co. Ltd. | 1800 | &nbsp;&nbsp;19866 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Management <br>Solutions Co. Ltd.<br>| 3500 | &nbsp;&nbsp;29486 |
|  | Mandom Corp. | 13300 | &nbsp;&nbsp;272650 |
|  | Mani, Inc. | 21200 | &nbsp;&nbsp;209155 |
|  | MarkLines Co. Ltd. | 3600 | &nbsp;&nbsp;36383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mars Group Holdings <br>Corp.<br>| 3500 | &nbsp;&nbsp;73838 |
|  | Marubeni Corp. | 64700 | &nbsp;&nbsp;2144685 |
|  | Marubun Corp. | 6700 | &nbsp;&nbsp;59395 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Maruchiyo Yamaokaya <br>Corp.<br>| 2600 | &nbsp;&nbsp;55294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marudai Food Co. <br>Ltd.<br>| 6000 | &nbsp;&nbsp;88977 |
|  | Maruha Nichiro Corp. | 60699 | &nbsp;&nbsp;546684 |
|  | Marui Group Co. Ltd. | 40600 | &nbsp;&nbsp;794538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maruichi Steel Tube <br>Ltd.<br>| 57000 | &nbsp;&nbsp;564806 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Marusan Securities <br>Co. Ltd.<br>| 17700 | &nbsp;&nbsp;121009 |
|  | Maruwa Co. Ltd. | 1900 | &nbsp;&nbsp;584169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maruyama <br>Manufacturing Co., <br>Inc.<br>| 900 | &nbsp;&nbsp;13847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maruzen Showa Unyu <br>Co. Ltd.<br>| 4800 | &nbsp;&nbsp;261127 |
|  | Marvelous, Inc. | 7200 | &nbsp;&nbsp;22352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Matching Service <br>Japan Co. Ltd.<br>| 2600 | &nbsp;&nbsp;17702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Matsuda Sangyo Co. <br>Ltd.<br>| 6500 | &nbsp;&nbsp;258208 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Matsui Construction <br>Co. Ltd.<br>| 6600 | &nbsp;&nbsp;64020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Matsui Securities Co. <br>Ltd.<br>| 34200 | &nbsp;&nbsp;201216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MatsukiyoCocokara & <br>Co.<br>| 56540 | &nbsp;&nbsp;905706 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Matsuyafoods <br>Holdings Co. Ltd.<br>| 1800 | &nbsp;&nbsp;76729 |
|  | Max Co. Ltd. | 6000 | &nbsp;&nbsp;253718 |
|  | Maxell Ltd. | 15600 | &nbsp;&nbsp;224422 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maxvalu Tokai Co. <br>Ltd.<br>| 2400 | &nbsp;&nbsp;$58144 |
| # | Mazda Motor Corp. | 116600 | &nbsp;&nbsp;897278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;McDonald's Holdings <br>Co. Japan Ltd.<br>| 12300 | &nbsp;&nbsp;533371 |
|  | MCJ Co. Ltd. | 34200 | &nbsp;&nbsp;348511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mebuki Financial <br>Group, Inc.<br>| 234190 | &nbsp;&nbsp;1766775 |
|  | MEC Co. Ltd. | 5100 | &nbsp;&nbsp;183101 |
|  | Media Do Co. Ltd. | 2600 | &nbsp;&nbsp;27579 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Medical System <br>Network Co. Ltd.<br>| 12800 | &nbsp;&nbsp;43079 |
|  | Medikit Co. Ltd. | 600 | &nbsp;&nbsp;11578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Medipal Holdings <br>Corp.<br>| 40200 | &nbsp;&nbsp;728599 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Medius Holdings Co. <br>Ltd.<br>| 3700 | &nbsp;&nbsp;19633 |
| #\* | Medley, Inc. | 2400 | &nbsp;&nbsp;37062 |
|  | Megachips Corp. | 500 | &nbsp;&nbsp;27386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Megmilk Snow Brand <br>Co. Ltd.<br>| 14500 | &nbsp;&nbsp;315795 |
|  | Meidensha Corp. | 15600 | &nbsp;&nbsp;611370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meiho Facility Works <br>Ltd.<br>| 3300 | &nbsp;&nbsp;23402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meiji Electric <br>Industries Co. Ltd.<br>| 2500 | &nbsp;&nbsp;38108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MEIJI Holdings Co. <br>Ltd.<br>| 46600 | &nbsp;&nbsp;1093331 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Meiji Shipping Group <br>Co. Ltd.<br>| 6900 | &nbsp;&nbsp;31980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meiko Electronics Co. <br>Ltd.<br>| 8000 | &nbsp;&nbsp;656084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meisei Industrial Co. <br>Ltd.<br>| 17000 | &nbsp;&nbsp;189447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MEITEC Group <br>Holdings, Inc.<br>| 26000 | &nbsp;&nbsp;581591 |
|  | Meito Co. Ltd. | 3300 | &nbsp;&nbsp;54796 |
|  | Meiwa Corp. | 11400 | &nbsp;&nbsp;68166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meiwa Estate Co. <br>Ltd.<br>| 3900 | &nbsp;&nbsp;28803 |
| # | Menicon Co. Ltd. | 22100 | &nbsp;&nbsp;231757 |
| \* | Mercari, Inc. | 18273 | &nbsp;&nbsp;405519 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mercuria Holdings Co. <br>Ltd.<br>| 4100 | &nbsp;&nbsp;21945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;METAWATER Co. <br>Ltd.<br>| 3400 | &nbsp;&nbsp;72824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Micronics Japan Co. <br>Ltd.<br>| 9600 | &nbsp;&nbsp;555059 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Midac Holdings Co. <br>Ltd.<br>| 2700 | &nbsp;&nbsp;34948 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mie Kotsu Group <br>Holdings, Inc.<br>| 16900 | &nbsp;&nbsp;60542 |
|  | Milbon Co. Ltd. | 3300 | &nbsp;&nbsp;54219 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;MIMAKI <br>ENGINEERING Co. <br>Ltd.<br>| 7300 | &nbsp;&nbsp;83471 |
|  | Minebea Mitsumi, Inc. | 72961 | &nbsp;&nbsp;1491099 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mirai Industry Co. <br>Ltd.<br>| 2400 | &nbsp;&nbsp;$51993 |
|  | Mirait One Corp. | 35000 | &nbsp;&nbsp;839855 |
| # | Mirarth Holdings, Inc. | 31754 | &nbsp;&nbsp;81062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Miroku Jyoho Service <br>Co. Ltd.<br>| 5900 | &nbsp;&nbsp;73685 |
|  | MISUMI Group, Inc. | 26200 | &nbsp;&nbsp;433093 |
|  | Mitani Corp. | 7600 | &nbsp;&nbsp;117055 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mitani Sangyo Co. <br>Ltd.<br>| 9700 | &nbsp;&nbsp;37838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitani Sekisan Co. <br>Ltd.<br>| 2200 | &nbsp;&nbsp;108941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mito Securities Co. <br>Ltd.<br>| 24400 | &nbsp;&nbsp;95017 |
| # | Mitsuba Corp. | 11300 | &nbsp;&nbsp;95494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Chemical <br>Group Corp.<br>| 309700 | &nbsp;&nbsp;2044701 |
|  | Mitsubishi Corp. | 157590 | &nbsp;&nbsp;4186588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Electric <br>Corp.<br>| 72000 | &nbsp;&nbsp;2250856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Estate Co. <br>Ltd.<br>| 55200 | &nbsp;&nbsp;1406822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Gas <br>Chemical Co., Inc.<br>| 37900 | &nbsp;&nbsp;751849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi HC Capital, <br>Inc.<br>| 299200 | &nbsp;&nbsp;2611100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Heavy <br>Industries Ltd.<br>| 77600 | &nbsp;&nbsp;2284849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Kakoki <br>Kaisha Ltd.<br>| 9600 | &nbsp;&nbsp;203824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Logisnext <br>Co. Ltd.<br>| 16000 | &nbsp;&nbsp;162006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Logistics <br>Corp.<br>| 68000 | &nbsp;&nbsp;580853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Materials <br>Corp.<br>| 39000 | &nbsp;&nbsp;1121800 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Motors <br>Corp.<br>| 187600 | &nbsp;&nbsp;461182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Paper Mills <br>Ltd.<br>| 8900 | &nbsp;&nbsp;38425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Pencil Co. <br>Ltd.<br>| 5000 | &nbsp;&nbsp;74170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Research <br>Institute, Inc.<br>| 3000 | &nbsp;&nbsp;94220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Steel <br>Manufacturing Co. <br>Ltd.<br>| 3400 | &nbsp;&nbsp;41326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ <br>Financial Group, <br>Inc. (8306 JP)<br>| 557200 | &nbsp;&nbsp;10091089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsuboshi Belting <br>Ltd.<br>| 6300 | &nbsp;&nbsp;164122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsui & Co. Ltd. <br>(8031 JP)<br>| 120200 | &nbsp;&nbsp;3926337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsui & Co. Ltd. <br>(MITSY US), <br>Sponsored ADR<br>| 170 | &nbsp;&nbsp;111498 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Mitsui Chemicals, Inc. | 74220 | &nbsp;&nbsp;$1084434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsui DM Sugar Co. <br>Ltd.<br>| 6200 | &nbsp;&nbsp;134770 |
|  | Mitsui E&S Co. Ltd. | 26400 | &nbsp;&nbsp;1173191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsui Fudosan Co. <br>Ltd.<br>| 124800 | &nbsp;&nbsp;1431069 |
| # | Mitsui High-Tec, Inc. | 31300 | &nbsp;&nbsp;151351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsui Kinzoku Co. <br>Ltd.<br>| 19400 | &nbsp;&nbsp;2531871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsui Matsushima <br>Holdings Co. Ltd.<br>| 21000 | &nbsp;&nbsp;194171 |
| # | Mitsui OSK Lines Ltd. | 47300 | &nbsp;&nbsp;1482616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsui-Soko Holdings <br>Co. Ltd.<br>| 22500 | &nbsp;&nbsp;526300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsuuroko Group <br>Holdings Co. Ltd.<br>| 14700 | &nbsp;&nbsp;206775 |
|  | Miura Co. Ltd. | 9400 | &nbsp;&nbsp;193283 |
|  | MIXI, Inc. | 11000 | &nbsp;&nbsp;193638 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Miyaji Engineering <br>Group, Inc.<br>| 8400 | &nbsp;&nbsp;105811 |
|  | Miyazaki Bank Ltd. | 4900 | &nbsp;&nbsp;246985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Miyoshi Oil & Fat Co. <br>Ltd.<br>| 3800 | &nbsp;&nbsp;61289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mizuho Financial <br>Group, Inc. (8411 <br>JP)<br>| 139800 | &nbsp;&nbsp;6069823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mizuho Leasing Co. <br>Ltd.<br>| 75200 | &nbsp;&nbsp;694299 |
|  | Mizuho Medy Co. Ltd. | 3600 | &nbsp;&nbsp;41515 |
|  | Mizuno Corp. | 21300 | &nbsp;&nbsp;441298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mochida <br>Pharmaceutical Co. <br>Ltd.<br>| 6400 | &nbsp;&nbsp;150037 |
|  | Modec, Inc. | 2900 | &nbsp;&nbsp;282801 |
|  | Monogatari Corp. | 8800 | &nbsp;&nbsp;236295 |
|  | MonotaRO Co. Ltd. | 40800 | &nbsp;&nbsp;550349 |
|  | Morinaga & Co. Ltd. | 19500 | &nbsp;&nbsp;341032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morinaga Milk Industry <br>Co. Ltd.<br>| 33400 | &nbsp;&nbsp;862519 |
|  | Moriroku Co. Ltd. | 1800 | &nbsp;&nbsp;28281 |
|  | Morita Holdings Corp. | 9700 | &nbsp;&nbsp;175959 |
|  | Morito Co. Ltd. | 6400 | &nbsp;&nbsp;74560 |
|  | Morozoff Ltd. | 4100 | &nbsp;&nbsp;41213 |
| # | Mory Industries, Inc. | 8000 | &nbsp;&nbsp;51890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MOS Food Services, <br>Inc.<br>| 900 | &nbsp;&nbsp;24518 |
|  | MrMax Holdings Ltd. | 10500 | &nbsp;&nbsp;53381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MS&AD Insurance <br>Group Holdings, <br>Inc.<br>| 125700 | &nbsp;&nbsp;3202529 |
|  | MTG Co. Ltd. | 700 | &nbsp;&nbsp;19139 |
| # | MTI Ltd. | 2400 | &nbsp;&nbsp;11425 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mugen Estate Co. <br>Ltd.<br>| 4500 | &nbsp;&nbsp;60750 |
|  | m-up Holdings, Inc. | 24800 | &nbsp;&nbsp;132517 |
|  | Murakami Corp. | 2200 | &nbsp;&nbsp;92362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Murata Manufacturing <br>Co. Ltd.<br>| 58016 | &nbsp;&nbsp;1178627 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Musashi Seimitsu <br>Industry Co. Ltd.<br>| 16200 | &nbsp;&nbsp;$286703 |
|  | Musashino Bank Ltd. | 8400 | &nbsp;&nbsp;299785 |
|  | Muto Seiko Co. | 2000 | &nbsp;&nbsp;28936 |
|  | Nabtesco Corp. | 6500 | &nbsp;&nbsp;176135 |
|  | Nachi-Fujikoshi Corp. | 4838 | &nbsp;&nbsp;153158 |
|  | Nafco Co. Ltd. | 5700 | &nbsp;&nbsp;80296 |
|  | Nagano Keiki Co. Ltd. | 5600 | &nbsp;&nbsp;96478 |
|  | Nagase & Co. Ltd. | 40800 | &nbsp;&nbsp;1060418 |
|  | Nagase Brothers, Inc. | 4000 | &nbsp;&nbsp;68630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nagoya Railroad Co. <br>Ltd.<br>| 33700 | &nbsp;&nbsp;376641 |
|  | Nakabayashi Co. Ltd. | 9300 | &nbsp;&nbsp;35453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nakamoto Packs Co. <br>Ltd.<br>| 1400 | &nbsp;&nbsp;17964 |
| # | Nakamuraya Co. Ltd. | 1900 | &nbsp;&nbsp;37517 |
|  | Nakanishi, Inc. | 13500 | &nbsp;&nbsp;189284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nakayama Steel <br>Works Ltd.<br>| 13800 | &nbsp;&nbsp;56180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Namura Shipbuilding <br>Co. Ltd.<br>| 18000 | &nbsp;&nbsp;490683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nankai Electric <br>Railway Co. Ltd.<br>| 19200 | &nbsp;&nbsp;355539 |
|  | Nanto Bank Ltd. | 8800 | &nbsp;&nbsp;379797 |
|  | Nanyo Corp. | 1600 | &nbsp;&nbsp;15506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Narasaki Sangyo Co. <br>Ltd.<br>| 1400 | &nbsp;&nbsp;36017 |
| # | Natori Co. Ltd. | 2500 | &nbsp;&nbsp;30460 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;NCD Co. <br>Ltd./Shinagawa<br>| 1700 | &nbsp;&nbsp;35257 |
| #\* | NE, Inc. | 3200 | &nbsp;&nbsp;14991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NEC Capital Solutions <br>Ltd.<br>| 5300 | &nbsp;&nbsp;139565 |
|  | NEC Corp. | 42000 | &nbsp;&nbsp;1423785 |
|  | Neturen Co. Ltd. | 11900 | &nbsp;&nbsp;101698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New Art Holdings Co. <br>Ltd.<br>| 3079 | &nbsp;&nbsp;28973 |
|  | Nexon Co. Ltd. | 14000 | &nbsp;&nbsp;334939 |
| # | Nextage Co. Ltd. | 12300 | &nbsp;&nbsp;260578 |
| \* | NexTone, Inc. | 1100 | &nbsp;&nbsp;12043 |
|  | NGK Insulators Ltd. | 56900 | &nbsp;&nbsp;1363209 |
|  | NH Foods Ltd. | 17600 | &nbsp;&nbsp;799067 |
|  | NHK Spring Co. Ltd. | 70863 | &nbsp;&nbsp;1287842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nicca Chemical Co. <br>Ltd.<br>| 2100 | &nbsp;&nbsp;21913 |
|  | Nice Corp. | 2400 | &nbsp;&nbsp;30127 |
|  | Nichias Corp. | 23800 | &nbsp;&nbsp;1194019 |
| # | Nichiban Co. Ltd. | 4000 | &nbsp;&nbsp;50789 |
|  | Nichicon Corp. | 21000 | &nbsp;&nbsp;229818 |
|  | Nichiden Corp. | 5400 | &nbsp;&nbsp;88194 |
|  | Nichiha Corp. | 9600 | &nbsp;&nbsp;211309 |
|  | Nichirei Corp. | 64600 | &nbsp;&nbsp;801625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nichireki Group Co. <br>Ltd.<br>| 10800 | &nbsp;&nbsp;168308 |
|  | Nichirin Co. Ltd. | 4500 | &nbsp;&nbsp;106952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NIDEC Corp. (6594 <br>JP)<br>| 117800 | &nbsp;&nbsp;1685101 |
|  | Nifco, Inc. | 26800 | &nbsp;&nbsp;834390 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon Dempa Kogyo <br>Co. Ltd.<br>| 7900 | &nbsp;&nbsp;$52300 |
| # | Nihon Dengi Co. Ltd. | 2800 | &nbsp;&nbsp;191761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon Denkei Co. <br>Ltd.<br>| 3900 | &nbsp;&nbsp;59508 |
|  | Nihon Flush Co. Ltd. | 7095 | &nbsp;&nbsp;37677 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nihon House Holdings <br>Co. Ltd.<br>| 12300 | &nbsp;&nbsp;25860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon Kagaku Sangyo <br>Co. Ltd.<br>| 5600 | &nbsp;&nbsp;95799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon M&A Center <br>Holdings, Inc.<br>| 91600 | &nbsp;&nbsp;420687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon Nohyaku Co. <br>Ltd.<br>| 12200 | &nbsp;&nbsp;80094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon Parkerizing Co. <br>Ltd.<br>| 27200 | &nbsp;&nbsp;259293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon Tokushu Toryo <br>Co. Ltd.<br>| 5000 | &nbsp;&nbsp;75737 |
|  | Nikkiso Co. Ltd. | 15200 | &nbsp;&nbsp;175339 |
| # | Nikko Co. Ltd. | 10500 | &nbsp;&nbsp;55350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nikkon Holdings Co. <br>Ltd.<br>| 29694 | &nbsp;&nbsp;703912 |
|  | Nikon Corp. | 52500 | &nbsp;&nbsp;660800 |
|  | Nintendo Co. Ltd. | 13500 | &nbsp;&nbsp;835994 |
|  | Nippi, Inc. | 300 | &nbsp;&nbsp;27242 |
|  | Nippn Corp. | 17300 | &nbsp;&nbsp;295319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Air <br>Conditioning <br>Services Co. Ltd.<br>| 6100 | &nbsp;&nbsp;58359 |
|  | Nippon Aqua Co. Ltd. | 5000 | &nbsp;&nbsp;28604 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Avionics Co. <br>Ltd.<br>| 2000 | &nbsp;&nbsp;66020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Beet Sugar <br>Manufacturing Co. <br>Ltd.<br>| 4800 | &nbsp;&nbsp;128652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Carbide <br>Industries Co., Inc.<br>| 3800 | &nbsp;&nbsp;66757 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Carbon Co. <br>Ltd.<br>| 1900 | &nbsp;&nbsp;56619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Care Supply <br>Co. Ltd.<br>| 800 | &nbsp;&nbsp;13765 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Chemical <br>Industrial Co. Ltd.<br>| 3000 | &nbsp;&nbsp;63467 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Chemi-Con <br>Corp.<br>| 5600 | &nbsp;&nbsp;54363 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Coke & <br>Engineering Co. <br>Ltd.<br>| 76400 | &nbsp;&nbsp;54315 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Concrete <br>Industries Co. Ltd.<br>| 16800 | &nbsp;&nbsp;37338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Denko Co. <br>Ltd.<br>| 40192 | &nbsp;&nbsp;99934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Densetsu <br>Kogyo Co. Ltd.<br>| 13300 | &nbsp;&nbsp;299998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Dry-Chemical <br>Co. Ltd.<br>| 2100 | &nbsp;&nbsp;145930 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Electric Glass <br>Co. Ltd.<br>| 31400 | &nbsp;&nbsp;$1365585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Express <br>Holdings, Inc.<br>| 73200 | &nbsp;&nbsp;1662710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Fine Chemical <br>Co. Ltd.<br>| 4300 | &nbsp;&nbsp;72918 |
|  | Nippon Gas Co. Ltd. | 38600 | &nbsp;&nbsp;732050 |
|  | Nippon Hume Corp. | 14400 | &nbsp;&nbsp;149498 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Kayaku Co. <br>Ltd.<br>| 38700 | &nbsp;&nbsp;449758 |
| # | Nippon Kodoshi Corp. | 3100 | &nbsp;&nbsp;67486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Light Metal <br>Holdings Co. Ltd.<br>| 17940 | &nbsp;&nbsp;316500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Paint Holdings <br>Co. Ltd.<br>| 104500 | &nbsp;&nbsp;693882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Paper <br>Industries Co. Ltd.<br>| 31400 | &nbsp;&nbsp;238435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Parking <br>Development Co. <br>Ltd.<br>| 76500 | &nbsp;&nbsp;141129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Rietec Co. <br>Ltd.<br>| 2400 | &nbsp;&nbsp;34609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Sanso <br>Holdings Corp.<br>| 29200 | &nbsp;&nbsp;886020 |
|  | Nippon Seiki Co. Ltd. | 11300 | &nbsp;&nbsp;183005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Seisen Co. <br>Ltd.<br>| 3500 | &nbsp;&nbsp;28410 |
|  | Nippon Sharyo Ltd. | 3200 | &nbsp;&nbsp;76064 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Sheet Glass <br>Co. Ltd.<br>| 34300 | &nbsp;&nbsp;152393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Shinyaku Co. <br>Ltd.<br>| 15100 | &nbsp;&nbsp;504036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Shokubai Co. <br>Ltd.<br>| 32000 | &nbsp;&nbsp;460889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Signal Co. <br>Ltd.<br>| 14900 | &nbsp;&nbsp;127774 |
|  | Nippon Soda Co. Ltd. | 18000 | &nbsp;&nbsp;429574 |
|  | Nippon Steel Corp. | 455495 | &nbsp;&nbsp;1898072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Television <br>Holdings, Inc.<br>| 7700 | &nbsp;&nbsp;185060 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Thompson Co. <br>Ltd.<br>| 20000 | &nbsp;&nbsp;118940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Yakin Kogyo <br>Co. Ltd.<br>| 3890 | &nbsp;&nbsp;120405 |
|  | Nippon Yusen KK | 63300 | &nbsp;&nbsp;2080346 |
|  | Nipro Corp. | 45897 | &nbsp;&nbsp;421778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nishikawa Rubber Co. <br>Ltd.<br>| 7600 | &nbsp;&nbsp;181310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nishimatsu <br>Construction Co. <br>Ltd.<br>| 11800 | &nbsp;&nbsp;439111 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nishimatsuya Chain <br>Co. Ltd.<br>| 5200 | &nbsp;&nbsp;71932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nishi-Nippon Financial <br>Holdings, Inc.<br>| 47600 | &nbsp;&nbsp;1152922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nishi-Nippon Railroad <br>Co. Ltd.<br>| 11300 | &nbsp;&nbsp;208104 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nishio Holdings Co. <br>Ltd.<br>| 7100 | &nbsp;&nbsp;$220564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nissan Chemical <br>Corp.<br>| 30100 | &nbsp;&nbsp;1037532 |
| \* | Nissan Motor Co. Ltd. | 234300 | &nbsp;&nbsp;571074 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nissan Shatai Co. <br>Ltd.<br>| 19600 | &nbsp;&nbsp;126038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nissan Tokyo Sales <br>Holdings Co. Ltd.<br>| 10900 | &nbsp;&nbsp;37186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nissei ASB Machine <br>Co. Ltd.<br>| 1900 | &nbsp;&nbsp;77233 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nissei Plastic <br>Industrial Co. Ltd.<br>| 5600 | &nbsp;&nbsp;31569 |
|  | Nissha Co. Ltd. | 12200 | &nbsp;&nbsp;98638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nisshin Group <br>Holdings Co. Ltd.<br>| 14000 | &nbsp;&nbsp;73062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nisshin Oillio Group <br>Ltd.<br>| 11500 | &nbsp;&nbsp;419873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nisshin Seifun Group, <br>Inc.<br>| 41000 | &nbsp;&nbsp;520648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nisshinbo Holdings, <br>Inc.<br>| 43148 | &nbsp;&nbsp;400052 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nissin Foods Holdings <br>Co. Ltd.<br>| 32800 | &nbsp;&nbsp;665536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nisso Holdings Co. <br>Ltd.<br>| 3700 | &nbsp;&nbsp;16567 |
|  | Nissui Corp. | 135500 | &nbsp;&nbsp;1142272 |
|  | Niterra Co. Ltd. | 42100 | &nbsp;&nbsp;1840690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nitori Holdings Co. <br>Ltd.<br>| 49800 | &nbsp;&nbsp;851280 |
|  | Nitta Corp. | 6400 | &nbsp;&nbsp;168621 |
|  | Nitta Gelatin, Inc. | 5000 | &nbsp;&nbsp;40685 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nittetsu Mining Co. <br>Ltd.<br>| 22000 | &nbsp;&nbsp;510516 |
| # | Nitto Boseki Co. Ltd. | 1800 | &nbsp;&nbsp;171781 |
|  | Nitto Denko Corp. | 118500 | &nbsp;&nbsp;2633465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nitto Fuji Flour Milling <br>Co. Ltd.<br>| 1000 | &nbsp;&nbsp;45161 |
| # | Nitto Kogyo Corp. | 8000 | &nbsp;&nbsp;214021 |
|  | Nitto Kohki Co. Ltd. | 4300 | &nbsp;&nbsp;52154 |
|  | Nitto Seiko Co. Ltd. | 9400 | &nbsp;&nbsp;43851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nittoc Construction <br>Co. Ltd.<br>| 10600 | &nbsp;&nbsp;89289 |
|  | Nittoku Co. Ltd. | 5500 | &nbsp;&nbsp;83411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Noevir Holdings Co. <br>Ltd.<br>| 4400 | &nbsp;&nbsp;132851 |
|  | NOF Corp. | 40300 | &nbsp;&nbsp;778374 |
|  | Nojima Corp. | 73716 | &nbsp;&nbsp;514365 |
|  | NOK Corp. | 20200 | &nbsp;&nbsp;393406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nomura Holdings, Inc. <br>(8604 JP)<br>| 247000 | &nbsp;&nbsp;2238397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nomura Holdings, Inc. <br>(NMR US), <br>Sponsored ADR<br>| 9532 | &nbsp;&nbsp;84549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nomura Micro <br>Science Co. Ltd.<br>| 1300 | &nbsp;&nbsp;29377 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nomura Real Estate <br>Holdings, Inc.<br>| 132700 | &nbsp;&nbsp;$881823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nomura Research <br>Institute Ltd.<br>| 22409 | &nbsp;&nbsp;681690 |
|  | Noritake Co. Ltd. | 8400 | &nbsp;&nbsp;333709 |
|  | Noritsu Koki Co. Ltd. | 27300 | &nbsp;&nbsp;389127 |
|  | Noritz Corp. | 9600 | &nbsp;&nbsp;128356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;North Pacific Bank <br>Ltd.<br>| 95800 | &nbsp;&nbsp;572319 |
|  | NPC, Inc. | 5000 | &nbsp;&nbsp;23892 |
|  | NPR-RIKEN Corp. | 6748 | &nbsp;&nbsp;158711 |
| # | NS Solutions Corp. | 12100 | &nbsp;&nbsp;319675 |
|  | NS Tool Co. Ltd. | 5600 | &nbsp;&nbsp;30406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NS United Kaiun <br>Kaisha Ltd.<br>| 5100 | &nbsp;&nbsp;227523 |
|  | NSD Co. Ltd. | 22540 | &nbsp;&nbsp;473076 |
|  | NSK Ltd. | 93100 | &nbsp;&nbsp;647469 |
|  | NSW, Inc. | 3100 | &nbsp;&nbsp;49558 |
|  | NTN Corp. | 89900 | &nbsp;&nbsp;215466 |
|  | NTT, Inc. | 1415000 | &nbsp;&nbsp;1421904 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nxera Pharma Co. <br>Ltd.<br>| 22800 | &nbsp;&nbsp;120175 |
|  | Oat Agrio Co. Ltd. | 4000 | &nbsp;&nbsp;55035 |
| # | Obara Group, Inc. | 2500 | &nbsp;&nbsp;61072 |
|  | Obayashi Corp. | 80800 | &nbsp;&nbsp;1823925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OBIC Business <br>Consultants Co. <br>Ltd.<br>| 1200 | &nbsp;&nbsp;53158 |
|  | Obic Co. Ltd. | 14900 | &nbsp;&nbsp;414130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Odakyu Electric <br>Railway Co. Ltd.<br>| 41699 | &nbsp;&nbsp;446645 |
| # | Oenon Holdings, Inc. | 16000 | &nbsp;&nbsp;46140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ogaki Kyoritsu Bank <br>Ltd.<br>| 14300 | &nbsp;&nbsp;522278 |
| # | Ohara, Inc. | 2000 | &nbsp;&nbsp;13855 |
|  | Ohashi Technica, Inc. | 8000 | &nbsp;&nbsp;59312 |
|  | Ohba Co. Ltd. | 4600 | &nbsp;&nbsp;34330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ohki Healthcare <br>Holdings Co. Ltd.<br>| 800 | &nbsp;&nbsp;7489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ohsho Food Service <br>Corp.<br>| 9300 | &nbsp;&nbsp;189359 |
|  | OIE Sangyo Co. Ltd. | 1100 | &nbsp;&nbsp;18180 |
|  | Oiles Corp. | 7700 | &nbsp;&nbsp;121124 |
|  | Oita Bank Ltd. | 4700 | &nbsp;&nbsp;249370 |
|  | Oji Holdings Corp. | 248300 | &nbsp;&nbsp;1470797 |
| # | Okabe Co. Ltd. | 12300 | &nbsp;&nbsp;75893 |
| # | Okada Aiyon Corp. | 800 | &nbsp;&nbsp;12113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Okamoto Industries, <br>Inc.<br>| 3200 | &nbsp;&nbsp;113947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Okamoto Machine <br>Tool Works Ltd.<br>| 1900 | &nbsp;&nbsp;59639 |
|  | Okamura Corp. | 24200 | &nbsp;&nbsp;371424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Okasan Securities <br>Group, Inc.<br>| 45600 | &nbsp;&nbsp;261129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oki Electric Industry <br>Co. Ltd.<br>| 26174 | &nbsp;&nbsp;345366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Okinawa Cellular <br>Telephone Co.<br>| 17000 | &nbsp;&nbsp;356355 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Okinawa Electric <br>Power Co., Inc.<br>| 7207 | &nbsp;&nbsp;$51188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Okinawa Financial <br>Group, Inc.<br>| 5600 | &nbsp;&nbsp;190763 |
|  | OKUMA Corp. | 13798 | &nbsp;&nbsp;342450 |
|  | Okumura Corp. | 10100 | &nbsp;&nbsp;420628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Okura Industrial Co. <br>Ltd.<br>| 3400 | &nbsp;&nbsp;104832 |
| # | Okuwa Co. Ltd. | 9400 | &nbsp;&nbsp;52905 |
|  | Olympus Corp. | 129200 | &nbsp;&nbsp;1543230 |
|  | Omron Corp. | 37100 | &nbsp;&nbsp;946597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ono Pharmaceutical <br>Co. Ltd.<br>| 77746 | &nbsp;&nbsp;1158287 |
|  | Onoken Co. Ltd. | 6700 | &nbsp;&nbsp;61726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Onward Holdings Co. <br>Ltd.<br>| 31700 | &nbsp;&nbsp;150335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ootoya Holdings Co. <br>Ltd.<br>| 1300 | &nbsp;&nbsp;55076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Open House Group <br>Co. Ltd.<br>| 23800 | &nbsp;&nbsp;1400434 |
|  | Open Up Group, Inc. | 14400 | &nbsp;&nbsp;173108 |
|  | Optex Group Co. Ltd. | 8620 | &nbsp;&nbsp;133833 |
| #\* | Optim Corp. | 900 | &nbsp;&nbsp;2896 |
|  | Oracle Corp. Japan | 3500 | &nbsp;&nbsp;236828 |
|  | Organo Corp. | 9400 | &nbsp;&nbsp;992559 |
| # | Orient Corp. | 18140 | &nbsp;&nbsp;128960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oriental Land Co. <br>Ltd.<br>| 35300 | &nbsp;&nbsp;617976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oriental Shiraishi <br>Corp.<br>| 55500 | &nbsp;&nbsp;147372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ORIX Corp. (8591 <br>JP)<br>| 87900 | &nbsp;&nbsp;2678787 |
|  | Oro Co. Ltd. | 2100 | &nbsp;&nbsp;28539 |
|  | Osaka Gas Co. Ltd. | 31300 | &nbsp;&nbsp;1175085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Osaka Organic <br>Chemical Industry <br>Ltd.<br>| 5000 | &nbsp;&nbsp;131521 |
| # | Osaka Steel Co. Ltd. | 4700 | &nbsp;&nbsp;95728 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;OSAKA Titanium <br>Technologies Co. <br>Ltd.<br>| 6900 | &nbsp;&nbsp;102751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Osaki Electric Co. <br>Ltd.<br>| 13700 | &nbsp;&nbsp;110086 |
|  | OSG Corp. | 19306 | &nbsp;&nbsp;326014 |
|  | Otsuka Corp. | 26400 | &nbsp;&nbsp;523419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Otsuka Holdings Co. <br>Ltd.<br>| 29800 | &nbsp;&nbsp;1784078 |
|  | OUG Holdings, Inc. | 1200 | &nbsp;&nbsp;30886 |
|  | Oyo Corp. | 7500 | &nbsp;&nbsp;139642 |
| # | Ozu Corp. | 2400 | &nbsp;&nbsp;28005 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Industrial Co. <br>Ltd.<br>| 17200 | &nbsp;&nbsp;335347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Metals Co. <br>Ltd.<br>| 3200 | &nbsp;&nbsp;60335 |
|  | Pack Corp. | 9600 | &nbsp;&nbsp;80507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PAL GROUP Holdings <br>Co. Ltd.<br>| 29200 | &nbsp;&nbsp;313424 |
|  | PALTAC Corp. | 8400 | &nbsp;&nbsp;262871 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pan Pacific <br>International <br>Holdings Corp.<br>| 168500 | &nbsp;&nbsp;$997611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Panasonic Holdings <br>Corp.<br>| 221200 | &nbsp;&nbsp;3032805 |
|  | Paraca, Inc. | 2700 | &nbsp;&nbsp;35373 |
|  | Park24 Co. Ltd. | 35500 | &nbsp;&nbsp;494716 |
| # | Pasona Group, Inc. | 9600 | &nbsp;&nbsp;123636 |
|  | Pegasus Co. Ltd. | 6000 | &nbsp;&nbsp;28164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Penta-Ocean <br>Construction Co. <br>Ltd.<br>| 101300 | &nbsp;&nbsp;1063163 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;People Dreams & <br>Technologies Group <br>Co. Ltd.<br>| 3400 | &nbsp;&nbsp;33850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Persol Holdings Co. <br>Ltd.<br>| 433000 | &nbsp;&nbsp;758364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pharma Foods <br>International Co. <br>Ltd.<br>| 3100 | &nbsp;&nbsp;13478 |
|  | PHC Holdings Corp. | 10500 | &nbsp;&nbsp;73694 |
| #\* | PIA Corp. | 2300 | &nbsp;&nbsp;39709 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Pickles Holdings Co. <br>Ltd.<br>| 4300 | &nbsp;&nbsp;34807 |
|  | Pigeon Corp. | 26200 | &nbsp;&nbsp;273047 |
|  | PILLAR Corp. | 7600 | &nbsp;&nbsp;317351 |
|  | Pilot Corp. | 7600 | &nbsp;&nbsp;238949 |
|  | Piolax, Inc. | 8500 | &nbsp;&nbsp;95557 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;PKSHA Technology, <br>Inc.<br>| 700 | &nbsp;&nbsp;14292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Plus Alpha Consulting <br>Co. Ltd.<br>| 8300 | &nbsp;&nbsp;119235 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Pole To Win Holdings, <br>Inc.<br>| 10000 | &nbsp;&nbsp;20463 |
| # | Port, Inc. | 3300 | &nbsp;&nbsp;46500 |
|  | PR Times Corp. | 2500 | &nbsp;&nbsp;42735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Premium Group Co. <br>Ltd.<br>| 13600 | &nbsp;&nbsp;158759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Premium Water <br>Holdings, Inc.<br>| 1800 | &nbsp;&nbsp;38900 |
|  | Press Kogyo Co. Ltd. | 25900 | &nbsp;&nbsp;146383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prestige International, <br>Inc.<br>| 29600 | &nbsp;&nbsp;132660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prima Meat Packers <br>Ltd.<br>| 9000 | &nbsp;&nbsp;160770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Procrea Holdings, <br>Inc.<br>| 7401 | &nbsp;&nbsp;128316 |
| # | Pronexus, Inc. | 4200 | &nbsp;&nbsp;31444 |
| # | Pro-Ship, Inc. | 5400 | &nbsp;&nbsp;56390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PS Construction Co. <br>Ltd.<br>| 5040 | &nbsp;&nbsp;99030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;QB Net Holdings Co. <br>Ltd.<br>| 3700 | &nbsp;&nbsp;33244 |
|  | Qol Holdings Co. Ltd. | 7700 | &nbsp;&nbsp;105735 |
|  | Quick Co. Ltd. | 12000 | &nbsp;&nbsp;67493 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Raccoon Holdings, <br>Inc.<br>| 6000 | &nbsp;&nbsp;24999 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Raito Kogyo Co. Ltd. | 16600 | &nbsp;&nbsp;$375364 |
|  | Raiznext Corp. | 13300 | &nbsp;&nbsp;216900 |
|  | Raksul, Inc. | 14600 | &nbsp;&nbsp;191902 |
|  | Rakus Co. Ltd. | 65800 | &nbsp;&nbsp;374489 |
| \* | Rakuten Bank Ltd. | 14800 | &nbsp;&nbsp;708301 |
| \* | Rakuten Group, Inc. | 37800 | &nbsp;&nbsp;226638 |
| # | Rasa Corp. | 4400 | &nbsp;&nbsp;58304 |
|  | Rasa Industries Ltd. | 2900 | &nbsp;&nbsp;137228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Recruit Holdings Co. <br>Ltd.<br>| 98000 | &nbsp;&nbsp;5162029 |
|  | Relo Group, Inc. | 26100 | &nbsp;&nbsp;296487 |
| # | Renaissance, Inc. | 3700 | &nbsp;&nbsp;26049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Renesas Electronics <br>Corp.<br>| 113100 | &nbsp;&nbsp;1880339 |
|  | Rengo Co. Ltd. | 71900 | &nbsp;&nbsp;615949 |
| #\* | RENOVA, Inc. | 13800 | &nbsp;&nbsp;61713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Resol Holdings Co. <br>Ltd.<br>| 500 | &nbsp;&nbsp;25085 |
|  | Resona Holdings, Inc. | 111650 | &nbsp;&nbsp;1301850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Resonac Holdings <br>Corp.<br>| 65500 | &nbsp;&nbsp;3803909 |
|  | Resorttrust, Inc. | 67000 | &nbsp;&nbsp;780722 |
|  | Restar Corp. | 5100 | &nbsp;&nbsp;97079 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Retail Partners Co. <br>Ltd.<br>| 8300 | &nbsp;&nbsp;72498 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rheon Automatic <br>Machinery Co. Ltd.<br>| 6000 | &nbsp;&nbsp;59720 |
| # | Rhythm Co. Ltd. | 2400 | &nbsp;&nbsp;63058 |
|  | Ricoh Co. Ltd. | 90400 | &nbsp;&nbsp;799918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ricoh Leasing Co. <br>Ltd.<br>| 6700 | &nbsp;&nbsp;259640 |
|  | Riken Keiki Co. Ltd. | 6800 | &nbsp;&nbsp;145227 |
|  | Riken Technos Corp. | 14600 | &nbsp;&nbsp;157375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Riken Vitamin Co. <br>Ltd.<br>| 4400 | &nbsp;&nbsp;88465 |
| # | Ringer Hut Co. Ltd. | 4300 | &nbsp;&nbsp;62623 |
|  | Rinnai Corp. | 25100 | &nbsp;&nbsp;659261 |
|  | Rion Co. Ltd. | 2700 | &nbsp;&nbsp;47927 |
|  | Riso Kagaku Corp. | 2800 | &nbsp;&nbsp;22106 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Riso Kyoiku Group <br>Corp.<br>| 14136 | &nbsp;&nbsp;18858 |
|  | Rohm Co. Ltd. | 73600 | &nbsp;&nbsp;1288865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rohto Pharmaceutical <br>Co. Ltd.<br>| 37400 | &nbsp;&nbsp;619186 |
| # | Rokko Butter Co. Ltd. | 5300 | &nbsp;&nbsp;40722 |
|  | Roland Corp. | 5000 | &nbsp;&nbsp;123416 |
| # | Rorze Corp. | 32000 | &nbsp;&nbsp;677890 |
|  | Round One Corp. | 70700 | &nbsp;&nbsp;499482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Royal Holdings Co. <br>Ltd.<br>| 23400 | &nbsp;&nbsp;200637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RS Technologies Co. <br>Ltd.<br>| 2100 | &nbsp;&nbsp;51645 |
|  | Ryobi Ltd. | 7500 | &nbsp;&nbsp;132045 |
|  | RYODEN Corp. | 6400 | &nbsp;&nbsp;152564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ryohin Keikaku Co. <br>Ltd.<br>| 84600 | &nbsp;&nbsp;1687330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ryoyo Ryosan <br>Holdings, Inc.<br>| 7816 | &nbsp;&nbsp;157521 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | S Foods, Inc. | 6900 | &nbsp;&nbsp;$135905 |
|  | S&B Foods, Inc. | 5400 | &nbsp;&nbsp;152532 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sac's Bar Holdings, <br>Inc.<br>| 5800 | &nbsp;&nbsp;30537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saibu Gas Holdings <br>Co. Ltd.<br>| 5400 | &nbsp;&nbsp;83447 |
|  | Saizeriya Co. Ltd. | 9200 | &nbsp;&nbsp;372150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sakai Chemical <br>Industry Co. Ltd.<br>| 5400 | &nbsp;&nbsp;116213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sakai Heavy <br>Industries Ltd.<br>| 2800 | &nbsp;&nbsp;39783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sakai Moving Service <br>Co. Ltd.<br>| 5120 | &nbsp;&nbsp;96646 |
|  | Sakata INX Corp. | 16000 | &nbsp;&nbsp;245362 |
|  | Sakata Seed Corp. | 8900 | &nbsp;&nbsp;234098 |
|  | Sala Corp. | 18339 | &nbsp;&nbsp;131520 |
|  | San Holdings, Inc. | 8000 | &nbsp;&nbsp;76824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;San ju San Financial <br>Group, Inc.<br>| 7790 | &nbsp;&nbsp;252728 |
|  | San-A Co. Ltd. | 9800 | &nbsp;&nbsp;186824 |
|  | San-Ai Obbli Co. Ltd. | 26600 | &nbsp;&nbsp;378020 |
|  | Sangetsu Corp. | 14900 | &nbsp;&nbsp;304177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;San-In Godo Bank <br>Ltd.<br>| 51000 | &nbsp;&nbsp;521697 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Sanken Electric Co. <br>Ltd.<br>| 7800 | &nbsp;&nbsp;367659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanki Engineering Co. <br>Ltd.<br>| 15700 | &nbsp;&nbsp;676362 |
|  | Sanko Gosei Ltd. | 6000 | &nbsp;&nbsp;37385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanko Metal Industrial <br>Co. Ltd.<br>| 7000 | &nbsp;&nbsp;65225 |
|  | Sankyo Co. Ltd. | 53500 | &nbsp;&nbsp;836875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sankyo Frontier Co. <br>Ltd.<br>| 2000 | &nbsp;&nbsp;27510 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sankyo Seiko Co. <br>Ltd.<br>| 9600 | &nbsp;&nbsp;48897 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sankyo Tateyama, <br>Inc.<br>| 10700 | &nbsp;&nbsp;44564 |
|  | Sankyu, Inc. | 19500 | &nbsp;&nbsp;1161719 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sanoh Industrial Co. <br>Ltd.<br>| 10000 | &nbsp;&nbsp;55207 |
|  | Sanrio Co. Ltd. | 23900 | &nbsp;&nbsp;739429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sansei Technologies, <br>Inc.<br>| 2300 | &nbsp;&nbsp;36142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanshin Electronics <br>Co. Ltd.<br>| 2900 | &nbsp;&nbsp;58822 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Santec Holdings <br>Corp.<br>| 1600 | &nbsp;&nbsp;107779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Santen <br>Pharmaceutical Co. <br>Ltd.<br>| 80300 | &nbsp;&nbsp;903345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanwa Holdings <br>Corp.<br>| 31600 | &nbsp;&nbsp;715781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanyo Chemical <br>Industries Ltd.<br>| 4400 | &nbsp;&nbsp;157193 |
|  | Sanyo Denki Co. Ltd. | 12000 | &nbsp;&nbsp;322651 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sanyo Electric <br>Railway Co. Ltd.<br>| 4200 | &nbsp;&nbsp;$55041 |
|  | Sanyo Shokai Ltd. | 3400 | &nbsp;&nbsp;96703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanyo Trading Co. <br>Ltd.<br>| 8758 | &nbsp;&nbsp;90006 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sapporo Holdings <br>Ltd.<br>| 43000 | &nbsp;&nbsp;459068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sata Construction Co. <br>Ltd.<br>| 4100 | &nbsp;&nbsp;32222 |
|  | Sato Corp. | 8135 | &nbsp;&nbsp;122059 |
|  | Sato Shoji Corp. | 5200 | &nbsp;&nbsp;79190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Satori Electric Co. <br>Ltd.<br>| 3600 | &nbsp;&nbsp;43775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sawai Group Holdings <br>Co. Ltd.<br>| 29400 | &nbsp;&nbsp;450959 |
|  | SAXA, Inc. | 2100 | &nbsp;&nbsp;89527 |
| #\* | SBI ARUHI Corp. | 7200 | &nbsp;&nbsp;41355 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SBI Global Asset <br>Management Co. <br>Ltd.<br>| 5900 | &nbsp;&nbsp;24263 |
|  | SBI Holdings, Inc. | 68400 | &nbsp;&nbsp;1546798 |
| # | SBS Holdings, Inc. | 5900 | &nbsp;&nbsp;147082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SCREEN Holdings <br>Co. Ltd.<br>| 13600 | &nbsp;&nbsp;1732001 |
|  | Scroll Corp. | 13800 | &nbsp;&nbsp;116342 |
|  | SEC Carbon Ltd. | 3600 | &nbsp;&nbsp;62391 |
|  | Secom Co. Ltd. | 17000 | &nbsp;&nbsp;622771 |
|  | Seed Co. Ltd. | 3100 | &nbsp;&nbsp;11591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sega Sammy <br>Holdings, Inc.<br>| 18000 | &nbsp;&nbsp;282329 |
| # | Segue Group Co. Ltd. | 2500 | &nbsp;&nbsp;8296 |
|  | Seibu Holdings, Inc. | 27000 | &nbsp;&nbsp;715397 |
|  | Seika Corp. | 11100 | &nbsp;&nbsp;166989 |
|  | Seikagaku Corp. | 14400 | &nbsp;&nbsp;65069 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Seikitokyu Kogyo Co. <br>Ltd.<br>| 7000 | &nbsp;&nbsp;75632 |
|  | Seiko Epson Corp. | 80674 | &nbsp;&nbsp;1038089 |
|  | Seiko Group Corp. | 11400 | &nbsp;&nbsp;569486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seino Holdings Co. <br>Ltd.<br>| 34400 | &nbsp;&nbsp;535519 |
|  | Seiren Co. Ltd. | 12700 | &nbsp;&nbsp;259903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sekisui Chemical Co. <br>Ltd.<br>| 64100 | &nbsp;&nbsp;1133761 |
| # | Sekisui House Ltd. | 58300 | &nbsp;&nbsp;1299320 |
|  | Sekisui Jushi Corp. | 9000 | &nbsp;&nbsp;121100 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sekisui Kasei Co. <br>Ltd.<br>| 9100 | &nbsp;&nbsp;24867 |
|  | SEMITEC Corp. | 1600 | &nbsp;&nbsp;24890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Senko Group Holdings <br>Co. Ltd.<br>| 53800 | &nbsp;&nbsp;670153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Senshu Electric Co. <br>Ltd.<br>| 3200 | &nbsp;&nbsp;119579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Senshu Ikeda <br>Holdings, Inc.<br>| 83500 | &nbsp;&nbsp;442022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Septeni Holdings Co. <br>Ltd.<br>| 10000 | &nbsp;&nbsp;28211 |
|  | Seria Co. Ltd. | 12100 | &nbsp;&nbsp;287505 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seven & i Holdings <br>Co. Ltd.<br>| 355800 | &nbsp;&nbsp;$5095268 |
|  | Seven Bank Ltd. | 182200 | &nbsp;&nbsp;350722 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SFP Holdings Co. <br>Ltd.<br>| 1700 | &nbsp;&nbsp;24338 |
|  | SG Holdings Co. Ltd. | 32900 | &nbsp;&nbsp;316721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sharingtechnology, <br>Inc.<br>| 8000 | &nbsp;&nbsp;60124 |
| \* | Sharp Corp. | 45254 | &nbsp;&nbsp;206524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shibaura Machine Co. <br>Ltd.<br>| 8700 | &nbsp;&nbsp;239516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shibaura <br>Mechatronics Corp.<br>| 3900 | &nbsp;&nbsp;587957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shibusawa Logistics <br>Corp.<br>| 16800 | &nbsp;&nbsp;141201 |
|  | Shibuya Corp. | 6000 | &nbsp;&nbsp;136636 |
| #\* | SHIFT, Inc. | 46500 | &nbsp;&nbsp;220453 |
|  | Shiga Bank Ltd. | 14500 | &nbsp;&nbsp;741574 |
|  | Shikibo Ltd. | 4500 | &nbsp;&nbsp;31422 |
|  | Shikoku Bank Ltd. | 12700 | &nbsp;&nbsp;167402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shikoku Electric <br>Power Co., Inc.<br>| 31400 | &nbsp;&nbsp;317847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shikoku Kasei <br>Holdings Corp.<br>| 11500 | &nbsp;&nbsp;320225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shima Seiki <br>Manufacturing Ltd.<br>| 4100 | &nbsp;&nbsp;27001 |
|  | Shimadaya Corp. | 1800 | &nbsp;&nbsp;20827 |
|  | Shimadzu Corp. | 22400 | &nbsp;&nbsp;607087 |
|  | Shimamura Co. Ltd. | 11200 | &nbsp;&nbsp;750680 |
|  | Shimano, Inc. | 5474 | &nbsp;&nbsp;623967 |
|  | Shimizu Bank Ltd. | 4300 | &nbsp;&nbsp;69839 |
|  | Shimizu Corp. | 59200 | &nbsp;&nbsp;1051328 |
|  | Shimojima Co. Ltd. | 4300 | &nbsp;&nbsp;38514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shin Nippon Air <br>Technologies Co. <br>Ltd.<br>| 5800 | &nbsp;&nbsp;123319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinagawa Refra Co. <br>Ltd.<br>| 13500 | &nbsp;&nbsp;187378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shindengen Electric <br>Manufacturing Co. <br>Ltd.<br>| 3400 | &nbsp;&nbsp;80521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shin-Etsu Chemical <br>Co. Ltd.<br>| 93800 | &nbsp;&nbsp;3084572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shin-Etsu Polymer <br>Co. Ltd.<br>| 18100 | &nbsp;&nbsp;236433 |
| # | Shinki Bus Co. Ltd. | 1000 | &nbsp;&nbsp;12795 |
|  | Shinko Shoji Co. Ltd. | 11400 | &nbsp;&nbsp;79497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinmaywa Industries <br>Ltd.<br>| 20300 | &nbsp;&nbsp;286838 |
|  | Shinnihon Corp. | 13500 | &nbsp;&nbsp;174281 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shinnihonseiyaku Co. <br>Ltd.<br>| 3100 | &nbsp;&nbsp;41241 |
|  | Shinsho Corp. | 6600 | &nbsp;&nbsp;113485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinwa Co. Ltd. (3447 <br>JP)<br>| 2800 | &nbsp;&nbsp;17169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinwa Co. Ltd. (7607 <br>JP)<br>| 2500 | &nbsp;&nbsp;50604 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Shionogi & Co. Ltd. | 92100 | &nbsp;&nbsp;$1896264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ship Healthcare <br>Holdings, Inc.<br>| 28600 | &nbsp;&nbsp;471439 |
|  | Shiseido Co. Ltd. | 41000 | &nbsp;&nbsp;700268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shizuoka Financial <br>Group, Inc.<br>| 75000 | &nbsp;&nbsp;1225199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shizuoka Gas Co. <br>Ltd.<br>| 14000 | &nbsp;&nbsp;110816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SHO-BOND Holdings <br>Co. Ltd.<br>| 39600 | &nbsp;&nbsp;355479 |
|  | Shoei Co. Ltd. | 17600 | &nbsp;&nbsp;202538 |
|  | Shoei Foods Corp. | 2200 | &nbsp;&nbsp;57953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Showa Sangyo Co. <br>Ltd.<br>| 6200 | &nbsp;&nbsp;126300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SIGMAXYZ Holdings, <br>Inc.<br>| 24000 | &nbsp;&nbsp;121257 |
|  | Siix Corp. | 11500 | &nbsp;&nbsp;93999 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Simplex Holdings, <br>Inc.<br>| 40000 | &nbsp;&nbsp;247982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinanen Holdings Co. <br>Ltd.<br>| 1600 | &nbsp;&nbsp;65968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinfonia Technology <br>Co. Ltd.<br>| 8800 | &nbsp;&nbsp;595550 |
|  | Sinko Industries Ltd. | 17400 | &nbsp;&nbsp;167078 |
|  | Sintokogio Ltd. | 12700 | &nbsp;&nbsp;93639 |
|  | SK Kaken Co. Ltd. | 2000 | &nbsp;&nbsp;138004 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SK-Electronics Co. <br>Ltd.<br>| 2900 | &nbsp;&nbsp;62504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SKY Perfect JSAT <br>Holdings, Inc.<br>| 53800 | &nbsp;&nbsp;777672 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Skylark Holdings Co. <br>Ltd.<br>| 60800 | &nbsp;&nbsp;1238878 |
|  | Skymark Airlines, Inc. | 4600 | &nbsp;&nbsp;11845 |
| # | Smaregi, Inc. | 2900 | &nbsp;&nbsp;51256 |
|  | SMC Corp. | 4100 | &nbsp;&nbsp;1593962 |
|  | SMK Corp. | 1799 | &nbsp;&nbsp;32325 |
|  | SMS Co. Ltd. | 18600 | &nbsp;&nbsp;196837 |
|  | Socionext, Inc. | 49300 | &nbsp;&nbsp;659696 |
|  | Soda Nikka Co. Ltd. | 8400 | &nbsp;&nbsp;63575 |
|  | Sodick Co. Ltd. | 16900 | &nbsp;&nbsp;114281 |
|  | SoftBank Corp. | 1669000 | &nbsp;&nbsp;2268603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SoftBank Group <br>Corp.<br>| 508176 | &nbsp;&nbsp;13876959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Softcreate Holdings <br>Corp.<br>| 6400 | &nbsp;&nbsp;85874 |
|  | Software Service, Inc. | 900 | &nbsp;&nbsp;74377 |
|  | Sojitz Corp. | 42540 | &nbsp;&nbsp;1551234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Soken Chemical & <br>Engineering Co. <br>Ltd.<br>| 6000 | &nbsp;&nbsp;109447 |
|  | Solasto Corp. | 14200 | &nbsp;&nbsp;84073 |
| # | Soliton Systems KK | 3100 | &nbsp;&nbsp;39195 |
|  | Sompo Holdings, Inc. | 96500 | &nbsp;&nbsp;3327755 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sony Financial Group, <br>Inc. 8729 JP<br>| 538000 | &nbsp;&nbsp;541495 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sony Financial Group, <br>Inc. SFGYY US, <br>ADR<br>| 9299 | &nbsp;&nbsp;46216 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sony Group Corp. <br>(6758 JP)<br>| 538000 | &nbsp;&nbsp;$11861774 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sony Group Corp. <br>(SONY US), <br>Sponsored ADR<br>| 46500 | &nbsp;&nbsp;1027650 |
|  | Sotetsu Holdings, Inc. | 15000 | &nbsp;&nbsp;271108 |
|  | Space Co. Ltd. | 5050 | &nbsp;&nbsp;50404 |
|  | Sparx Group Co. Ltd. | 7580 | &nbsp;&nbsp;80734 |
|  | SPK Corp. | 3600 | &nbsp;&nbsp;54061 |
|  | S-Pool, Inc. | 12800 | &nbsp;&nbsp;21311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Square Enix Holdings <br>Co. Ltd.<br>| 6900 | &nbsp;&nbsp;119242 |
| # | SRA Holdings | 3800 | &nbsp;&nbsp;138161 |
| # | SRE Holdings Corp. | 2900 | &nbsp;&nbsp;55481 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SRS Holdings Co. <br>Ltd.<br>| 9600 | &nbsp;&nbsp;77332 |
|  | ST Corp. | 3000 | &nbsp;&nbsp;29632 |
| # | ST HD Co. Ltd. | 11700 | &nbsp;&nbsp;210560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stanley Electric Co. <br>Ltd.<br>| 32500 | &nbsp;&nbsp;640257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Star Mica Holdings <br>Co. Ltd.<br>| 10200 | &nbsp;&nbsp;96307 |
|  | Startia Holdings, Inc. | 2700 | &nbsp;&nbsp;49116 |
|  | Starts Corp., Inc. | 12500 | &nbsp;&nbsp;396563 |
|  | Starzen Co. Ltd. | 17700 | &nbsp;&nbsp;151199 |
|  | Stella Chemifa Corp. | 2900 | &nbsp;&nbsp;99647 |
|  | Step Co. Ltd. | 2900 | &nbsp;&nbsp;45921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;STI Foods Holdings, <br>Inc.<br>| 3300 | &nbsp;&nbsp;27825 |
|  | Strike Co. Ltd. | 3200 | &nbsp;&nbsp;87217 |
| # | Studio Alice Co. Ltd. | 3700 | &nbsp;&nbsp;47653 |
|  | Subaru Corp. | 168116 | &nbsp;&nbsp;3609141 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Subaru Enterprise Co. <br>Ltd.<br>| 3000 | &nbsp;&nbsp;58656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sugi Holdings Co. <br>Ltd.<br>| 27800 | &nbsp;&nbsp;638962 |
|  | Sugimoto & Co. Ltd. | 7600 | &nbsp;&nbsp;69794 |
|  | SUMCO Corp. | 100000 | &nbsp;&nbsp;1044001 |
|  | Sumida Corp. | 10500 | &nbsp;&nbsp;80398 |
|  | Suminoe Co. Ltd. | 2400 | &nbsp;&nbsp;19725 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sumiseki Holdings, <br>Inc.<br>| 7800 | &nbsp;&nbsp;33908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Bakelite <br>Co. Ltd.<br>| 25900 | &nbsp;&nbsp;912196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Chemical <br>Co. Ltd.<br>| 306800 | &nbsp;&nbsp;933323 |
|  | Sumitomo Corp. | 72900 | &nbsp;&nbsp;2960403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Electric <br>Industries Ltd.<br>| 111700 | &nbsp;&nbsp;4890172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Forestry <br>Co. Ltd.<br>| 141900 | &nbsp;&nbsp;1538524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Heavy <br>Industries Ltd.<br>| 32900 | &nbsp;&nbsp;1024329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Metal <br>Mining Co. Ltd.<br>| 26200 | &nbsp;&nbsp;1480519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui <br>Financial Group, <br>Inc. (8316 JP)<br>| 217800 | &nbsp;&nbsp;7664479 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Trust <br>Group, Inc.<br>| 45200 | &nbsp;&nbsp;$1509625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Osaka <br>Cement Co. Ltd.<br>| 10200 | &nbsp;&nbsp;274918 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Pharma <br>Co. Ltd.<br>| 7100 | &nbsp;&nbsp;105655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Realty & <br>Development Co. <br>Ltd.<br>| 71000 | &nbsp;&nbsp;1977136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Rubber <br>Industries Ltd.<br>| 59228 | &nbsp;&nbsp;954531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Seika <br>Chemicals Co. Ltd.<br>| 3085 | &nbsp;&nbsp;106959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Warehouse <br>Co. Ltd.<br>| 24700 | &nbsp;&nbsp;592504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun Frontier <br>Fudousan Co. Ltd.<br>| 15900 | &nbsp;&nbsp;252208 |
|  | Sundrug Co. Ltd. | 19600 | &nbsp;&nbsp;521910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suntory Beverage & <br>Food Ltd.<br>| 14200 | &nbsp;&nbsp;449842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun-Wa Technos <br>Corp.<br>| 4300 | &nbsp;&nbsp;83526 |
|  | Suruga Bank Ltd. | 34500 | &nbsp;&nbsp;433319 |
|  | Suzuden Corp. | 1000 | &nbsp;&nbsp;11100 |
|  | Suzuken Co. Ltd. | 17070 | &nbsp;&nbsp;688086 |
|  | Suzuki Co. Ltd. | 6500 | &nbsp;&nbsp;105066 |
|  | Suzuki Motor Corp. | 184000 | &nbsp;&nbsp;2508853 |
|  | SWCC Corp. | 14200 | &nbsp;&nbsp;1058342 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Synchro Food Co. <br>Ltd.<br>| 3200 | &nbsp;&nbsp;12392 |
|  | Sysmex Corp. | 66000 | &nbsp;&nbsp;624509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;System Research Co. <br>Ltd.<br>| 5300 | &nbsp;&nbsp;67376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;System Support <br>Holdings, Inc.<br>| 4600 | &nbsp;&nbsp;41575 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Systems Engineering <br>Consultants Co. <br>Ltd.<br>| 1400 | &nbsp;&nbsp;31251 |
|  | Systena Corp. | 103500 | &nbsp;&nbsp;339635 |
| # | Syuppin Co. Ltd. | 8000 | &nbsp;&nbsp;60008 |
|  | T Hasegawa Co. Ltd. | 9500 | &nbsp;&nbsp;174765 |
|  | T RAD Co. Ltd. | 2200 | &nbsp;&nbsp;121492 |
|  | T&D Holdings, Inc. | 61900 | &nbsp;&nbsp;1528867 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tachibana Eletech Co. <br>Ltd.<br>| 6280 | &nbsp;&nbsp;123670 |
| # | Tachikawa Corp. | 4700 | &nbsp;&nbsp;58769 |
|  | Tachi-S Co. Ltd. | 9900 | &nbsp;&nbsp;134950 |
|  | Tadano Ltd. | 30600 | &nbsp;&nbsp;226147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taihei Dengyo Kaisha <br>Ltd.<br>| 11400 | &nbsp;&nbsp;164685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiheiyo Cement <br>Corp.<br>| 33909 | &nbsp;&nbsp;931797 |
|  | Taiho Kogyo Co. Ltd. | 4900 | &nbsp;&nbsp;26851 |
|  | Taikisha Ltd. | 11200 | &nbsp;&nbsp;250198 |
|  | Taiko Bank Ltd. | 3600 | &nbsp;&nbsp;55248 |
|  | Taisei Corp. | 6800 | &nbsp;&nbsp;678287 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taisei Lamick Group <br>Head Quarter & <br>Innovation Co. Ltd.<br>| 2700 | &nbsp;&nbsp;$45072 |
|  | Taisei Oncho Co. Ltd. | 1100 | &nbsp;&nbsp;33444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiyo Holdings Co. <br>Ltd.<br>| 26800 | &nbsp;&nbsp;867433 |
|  | Taiyo Yuden Co. Ltd. | 38900 | &nbsp;&nbsp;822560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takamatsu <br>Construction Group <br>Co. Ltd.<br>| 5500 | &nbsp;&nbsp;136057 |
|  | Takamiya Co. Ltd. | 13500 | &nbsp;&nbsp;38588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takaoka Toko Co. <br>Ltd.<br>| 4200 | &nbsp;&nbsp;125554 |
|  | Takara & Co. Ltd. | 2400 | &nbsp;&nbsp;65855 |
|  | Takara Bio, Inc. | 14201 | &nbsp;&nbsp;74602 |
|  | Takara Holdings, Inc. | 44800 | &nbsp;&nbsp;462706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takara Standard Co. <br>Ltd.<br>| 14900 | &nbsp;&nbsp;284510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takasago International <br>Corp.<br>| 25500 | &nbsp;&nbsp;249004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takasago Thermal <br>Engineering Co. <br>Ltd.<br>| 16400 | &nbsp;&nbsp;474136 |
| # | Takashima & Co. Ltd. | 13600 | &nbsp;&nbsp;79640 |
|  | Takashimaya Co. Ltd. | 87200 | &nbsp;&nbsp;1089954 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Take & Give Needs <br>Co. Ltd.<br>| 2200 | &nbsp;&nbsp;11330 |
| # | TAKEBISHI Corp. | 3200 | &nbsp;&nbsp;47313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takeda <br>Pharmaceutical Co. <br>Ltd. (4502 JP)<br>| 134453 | &nbsp;&nbsp;4576740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takeuchi <br>Manufacturing Co. <br>Ltd.<br>| 13000 | &nbsp;&nbsp;538252 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Taki Chemical Co. <br>Ltd.<br>| 1600 | &nbsp;&nbsp;40659 |
| # | Tama Home Co. Ltd. | 4400 | &nbsp;&nbsp;105699 |
|  | Tamron Co. Ltd. | 44000 | &nbsp;&nbsp;293709 |
|  | Tamura Corp. | 28300 | &nbsp;&nbsp;116642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tanabe Engineering <br>Corp.<br>| 1500 | &nbsp;&nbsp;27090 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tauns Laboratories, <br>Inc.<br>| 7600 | &nbsp;&nbsp;26201 |
|  | Tayca Corp. | 6000 | &nbsp;&nbsp;54073 |
|  | Tazmo Co. Ltd. | 2700 | &nbsp;&nbsp;44145 |
|  | TBS Holdings, Inc. | 6300 | &nbsp;&nbsp;244270 |
| # | TDC Soft, Inc. | 8400 | &nbsp;&nbsp;66557 |
|  | TDK Corp. (6762 JP) | 216999 | &nbsp;&nbsp;2799987 |
|  | TechMatrix Corp. | 14000 | &nbsp;&nbsp;191487 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Techno Medica Co. <br>Ltd.<br>| 2700 | &nbsp;&nbsp;38888 |
|  | Techno Ryowa Ltd. | 1900 | &nbsp;&nbsp;95693 |
|  | Techno Smart Corp. | 800 | &nbsp;&nbsp;10698 |
|  | Teijin Ltd. | 47063 | &nbsp;&nbsp;455305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Teikoku Electric <br>Manufacturing Co. <br>Ltd.<br>| 4300 | &nbsp;&nbsp;84747 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Teikoku Sen-I Co. <br>Ltd.<br>| 4500 | &nbsp;&nbsp;$87371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Teikoku Tsushin <br>Kogyo Co. Ltd.<br>| 3200 | &nbsp;&nbsp;56690 |
|  | Tekken Corp. | 3800 | &nbsp;&nbsp;119672 |
| # | Temairazu, Inc. | 1200 | &nbsp;&nbsp;24107 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tenpos Holdings Co. <br>Ltd.<br>| 500 | &nbsp;&nbsp;12171 |
|  | Tera Probe, Inc. | 1200 | &nbsp;&nbsp;57015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Terasaki Electric Co. <br>Ltd.<br>| 1100 | &nbsp;&nbsp;31502 |
|  | Terumo Corp. | 26800 | &nbsp;&nbsp;350578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tess Holdings Co. <br>Ltd.<br>| 14200 | &nbsp;&nbsp;33828 |
|  | THK Co. Ltd. | 21200 | &nbsp;&nbsp;633399 |
|  | Tigers Polymer Corp. | 3500 | &nbsp;&nbsp;21803 |
|  | TIS, Inc. | 39600 | &nbsp;&nbsp;1152301 |
|  | TKC Corp. | 5900 | &nbsp;&nbsp;155129 |
|  | Toa Corp. (1885 JP) | 27600 | &nbsp;&nbsp;561279 |
|  | Toa Corp. (6809 JP) | 8800 | &nbsp;&nbsp;94034 |
|  | TOA ROAD Corp. | 11500 | &nbsp;&nbsp;129634 |
|  | Toagosei Co. Ltd. | 44700 | &nbsp;&nbsp;508083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TOBISHIMA <br>HOLDINGS, Inc.<br>| 6890 | &nbsp;&nbsp;108270 |
|  | Tobu Railway Co. Ltd. | 22700 | &nbsp;&nbsp;400755 |
|  | TOC Co. Ltd. | 9100 | &nbsp;&nbsp;49255 |
|  | Tocalo Co. Ltd. | 26300 | &nbsp;&nbsp;439994 |
|  | Tochigi Bank Ltd. | 36200 | &nbsp;&nbsp;196376 |
|  | Toda Corp. | 76500 | &nbsp;&nbsp;667748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toei Animation Co. <br>Ltd.<br>| 10100 | &nbsp;&nbsp;167890 |
|  | Toei Co. Ltd. | 5400 | &nbsp;&nbsp;196572 |
|  | Toell Co. Ltd. | 2100 | &nbsp;&nbsp;11747 |
|  | Toenec Corp. | 18500 | &nbsp;&nbsp;245080 |
|  | Toho Bank Ltd. | 57700 | &nbsp;&nbsp;224706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toho Co. Ltd. (8142 <br>JP)<br>| 7200 | &nbsp;&nbsp;59583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toho Co. Ltd. (9602 <br>JP)<br>| 4800 | &nbsp;&nbsp;244704 |
|  | Toho Gas Co. Ltd. | 13600 | &nbsp;&nbsp;450519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toho Holdings Co. <br>Ltd.<br>| 17200 | &nbsp;&nbsp;514215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toho Titanium Co. <br>Ltd.<br>| 11900 | &nbsp;&nbsp;143088 |
|  | Tohoku Bank Ltd. | 4300 | &nbsp;&nbsp;42468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tohoku Electric Power <br>Co., Inc.<br>| 60900 | &nbsp;&nbsp;439264 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tohokushinsha Film <br>Corp.<br>| 14100 | &nbsp;&nbsp;57901 |
|  | Tokai Carbon Co. Ltd. | 64500 | &nbsp;&nbsp;446299 |
|  | Tokai Corp. | 6700 | &nbsp;&nbsp;106797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TOKAI Holdings <br>Corp.<br>| 31091 | &nbsp;&nbsp;230996 |
|  | Tokai Rika Co. Ltd. | 15618 | &nbsp;&nbsp;316555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokai Tokyo Financial <br>Holdings, Inc.<br>| 66500 | &nbsp;&nbsp;318605 |
|  | Token Corp. | 2200 | &nbsp;&nbsp;211415 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokio Marine <br>Holdings, Inc. (8766 <br>JP)<br>| 147300 | &nbsp;&nbsp;$5490244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokushu Tokai Paper <br>Co. Ltd.<br>| 9000 | &nbsp;&nbsp;96124 |
|  | Tokuyama Corp. | 24877 | &nbsp;&nbsp;650391 |
|  | Tokyo Century Corp. | 56800 | &nbsp;&nbsp;791261 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Electric Power <br>Co. Holdings, Inc.<br>| 155900 | &nbsp;&nbsp;585609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Electron Device <br>Ltd.<br>| 9000 | &nbsp;&nbsp;205895 |
|  | Tokyo Electron Ltd. | 30000 | &nbsp;&nbsp;7993765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Energy & <br>Systems, Inc.<br>| 8800 | &nbsp;&nbsp;104647 |
|  | Tokyo Gas Co. Ltd. | 30800 | &nbsp;&nbsp;1366461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Kiraboshi <br>Financial Group, <br>Inc.<br>| 10800 | &nbsp;&nbsp;705126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Ohka Kogyo <br>Co. Ltd.<br>| 20100 | &nbsp;&nbsp;948752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Rope <br>Manufacturing Co. <br>Ltd.<br>| 3500 | &nbsp;&nbsp;37972 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Sangyo Co. <br>Ltd.<br>| 7700 | &nbsp;&nbsp;47579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Seimitsu Co. <br>Ltd.<br>| 13300 | &nbsp;&nbsp;1204987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Steel <br>Manufacturing Co. <br>Ltd.<br>| 16900 | &nbsp;&nbsp;165007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Tatemono Co. <br>Ltd.<br>| 63500 | &nbsp;&nbsp;1494296 |
| # | Tokyo Tekko Co. Ltd. | 4000 | &nbsp;&nbsp;159389 |
|  | Tokyotokeiba Co. Ltd. | 6100 | &nbsp;&nbsp;211295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyu Construction <br>Co. Ltd.<br>| 22500 | &nbsp;&nbsp;185923 |
|  | Tokyu Corp. | 32700 | &nbsp;&nbsp;369181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyu Fudosan <br>Holdings Corp.<br>| 178000 | &nbsp;&nbsp;1648193 |
|  | Toli Corp. | 17400 | &nbsp;&nbsp;85773 |
|  | Tomato Bank Ltd. | 3000 | &nbsp;&nbsp;31226 |
| # | Tomen Devices Corp. | 1300 | &nbsp;&nbsp;98094 |
|  | Tomoe Corp. | 9200 | &nbsp;&nbsp;120568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tomoe Engineering <br>Co. Ltd.<br>| 7800 | &nbsp;&nbsp;97399 |
|  | Tomoku Co. Ltd. | 4500 | &nbsp;&nbsp;100880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TOMONY Holdings, <br>Inc.<br>| 67654 | &nbsp;&nbsp;382887 |
|  | Tomy Co. Ltd. | 24921 | &nbsp;&nbsp;440068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TOPPAN Holdings, <br>Inc.<br>| 24220 | &nbsp;&nbsp;748150 |
|  | Topre Corp. | 11900 | &nbsp;&nbsp;193855 |
|  | Topy Industries Ltd. | 4700 | &nbsp;&nbsp;95256 |
|  | Toray Industries, Inc. | 172200 | &nbsp;&nbsp;1270183 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Torex Semiconductor <br>Ltd.<br>| 3700 | &nbsp;&nbsp;35274 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Toridoll Holdings <br>Corp.<br>| 14600 | &nbsp;&nbsp;$393834 |
| # | Torigoe Co. Ltd. | 6600 | &nbsp;&nbsp;44705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Torishima Pump <br>Manufacturing Co. <br>Ltd.<br>| 8500 | &nbsp;&nbsp;118872 |
|  | Tosei Corp. | 22200 | &nbsp;&nbsp;226163 |
|  | Toshiba TEC Corp. | 9600 | &nbsp;&nbsp;161443 |
|  | Tosho Co. Ltd. | 5000 | &nbsp;&nbsp;24186 |
|  | Tosoh Corp. | 84300 | &nbsp;&nbsp;1375827 |
|  | Totech Corp. | 6200 | &nbsp;&nbsp;161323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Totetsu Kogyo Co. <br>Ltd.<br>| 6700 | &nbsp;&nbsp;201734 |
| # | TOTO Ltd. | 32199 | &nbsp;&nbsp;1011979 |
| # | Tottori Bank Ltd. | 4100 | &nbsp;&nbsp;45408 |
|  | Tow Co. Ltd. | 15200 | &nbsp;&nbsp;37187 |
|  | Towa Bank Ltd. | 12100 | &nbsp;&nbsp;90297 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Towa Pharmaceutical <br>Co. Ltd.<br>| 10260 | &nbsp;&nbsp;238961 |
|  | Toyo Corp. | 7900 | &nbsp;&nbsp;91455 |
| # | Toyo Gosei Co. Ltd. | 1700 | &nbsp;&nbsp;97456 |
| # | Toyo Innovex Co. Ltd. | 6400 | &nbsp;&nbsp;28139 |
|  | Toyo Kanetsu KK | 6800 | &nbsp;&nbsp;117078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toyo Seikan Group <br>Holdings Ltd.<br>| 34000 | &nbsp;&nbsp;853055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toyo Suisan Kaisha <br>Ltd.<br>| 7600 | &nbsp;&nbsp;542614 |
| # | Toyo Tanso Co. Ltd. | 4900 | &nbsp;&nbsp;171201 |
|  | Toyo Tire Corp. | 43100 | &nbsp;&nbsp;1161533 |
|  | Toyobo Co. Ltd. | 25700 | &nbsp;&nbsp;220554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toyoda Gosei Co. <br>Ltd.<br>| 22500 | &nbsp;&nbsp;611278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Boshoku <br>Corp.<br>| 25700 | &nbsp;&nbsp;431553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Industries <br>Corp.<br>| 8100 | &nbsp;&nbsp;1036444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Motor Corp. <br>(7203 JP)<br>| 854715 | &nbsp;&nbsp;19372532 |
|  | Toyota Tsusho Corp. | 104100 | &nbsp;&nbsp;3791241 |
|  | TPR Co. Ltd. | 14400 | &nbsp;&nbsp;125144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Traders Holdings Co. <br>Ltd.<br>| 4960 | &nbsp;&nbsp;31192 |
|  | Transaction Co. Ltd. | 9800 | &nbsp;&nbsp;75588 |
|  | Transcosmos, Inc. | 6500 | &nbsp;&nbsp;158517 |
|  | TRE Holdings Corp. | 17352 | &nbsp;&nbsp;192561 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Treasure Factory Co. <br>Ltd.<br>| 5100 | &nbsp;&nbsp;56148 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Trend Micro, Inc. <br>(4704 JP)<br>| 17100 | &nbsp;&nbsp;670798 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tri Chemical <br>Laboratories, Inc.<br>| 2800 | &nbsp;&nbsp;60019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trusco Nakayama <br>Corp.<br>| 14200 | &nbsp;&nbsp;224424 |
|  | TS Tech Co. Ltd. | 26114 | &nbsp;&nbsp;320813 |
|  | TSI Holdings Co. Ltd. | 18400 | &nbsp;&nbsp;125507 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Tsubaki Nakashima <br>Co. Ltd.<br>| 16100 | &nbsp;&nbsp;36304 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tsubakimoto Chain <br>Co.<br>| 31500 | &nbsp;&nbsp;$483206 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tsubakimoto Kogyo <br>Co. Ltd.<br>| 5100 | &nbsp;&nbsp;94256 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tsuburaya Fields <br>Holdings, Inc.<br>| 10600 | &nbsp;&nbsp;125587 |
|  | Tsugami Corp. | 15200 | &nbsp;&nbsp;316149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tsukishima Holdings <br>Co. Ltd.<br>| 11200 | &nbsp;&nbsp;215188 |
| # | Tsukuba Bank Ltd. | 27700 | &nbsp;&nbsp;91599 |
|  | Tsumura & Co. | 19000 | &nbsp;&nbsp;502261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tsuruha Holdings, <br>Inc.<br>| 78375 | &nbsp;&nbsp;1248887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tsurumi Manufacturing <br>Co. Ltd.<br>| 8800 | &nbsp;&nbsp;124218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tsutsumi Jewelry Co. <br>Ltd.<br>| 2700 | &nbsp;&nbsp;46036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tsuzuki Denki Co. <br>Ltd.<br>| 1500 | &nbsp;&nbsp;35339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TV Asahi Holdings <br>Corp.<br>| 8100 | &nbsp;&nbsp;187329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tv Tokyo Holdings <br>Corp.<br>| 3500 | &nbsp;&nbsp;103524 |
| # | TWOSTONE&Sons | 1500 | &nbsp;&nbsp;6480 |
|  | TYK Corp. | 5300 | &nbsp;&nbsp;21163 |
|  | UACJ Corp. | 54932 | &nbsp;&nbsp;869437 |
|  | UBE Corp. | 25300 | &nbsp;&nbsp;437520 |
|  | Uchida Yoko Co. Ltd. | 12500 | &nbsp;&nbsp;168032 |
|  | Ukai Co. Ltd. | 500 | &nbsp;&nbsp;10817 |
|  | ULS Group, Inc. | 7000 | &nbsp;&nbsp;25808 |
|  | Ulvac, Inc. | 11300 | &nbsp;&nbsp;606721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;U-Next Holdings Co. <br>Ltd.<br>| 20400 | &nbsp;&nbsp;245581 |
|  | Unicharm Corp. | 111300 | &nbsp;&nbsp;675947 |
|  | Unipres Corp. | 10323 | &nbsp;&nbsp;91305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UNISOL Holdings <br>Corp.<br>| 7553 | &nbsp;&nbsp;111574 |
|  | United Arrows Ltd. | 8000 | &nbsp;&nbsp;124552 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;United Super Markets <br>Holdings, Inc.<br>| 22173 | &nbsp;&nbsp;133644 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Universal <br>Entertainment <br>Corp.<br>| 6800 | &nbsp;&nbsp;34295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Urbanet Corp. Co. <br>Ltd.<br>| 8600 | &nbsp;&nbsp;31458 |
|  | User Local, Inc. | 2500 | &nbsp;&nbsp;29936 |
|  | Ushio, Inc. | 32400 | &nbsp;&nbsp;582443 |
|  | USS Co. Ltd. | 75900 | &nbsp;&nbsp;838644 |
|  | UT Group Co. Ltd. | 150000 | &nbsp;&nbsp;200224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;V Technology Co. <br>Ltd.<br>| 3500 | &nbsp;&nbsp;70608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valor Holdings Co. <br>Ltd.<br>| 14201 | &nbsp;&nbsp;321519 |
|  | Valqua Ltd. | 5600 | &nbsp;&nbsp;158824 |
| # | Value HR Co. Ltd. | 6600 | &nbsp;&nbsp;59259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ValueCommerce Co. <br>Ltd.<br>| 5600 | &nbsp;&nbsp;23477 |
|  | Vector, Inc. | 6200 | &nbsp;&nbsp;58653 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Vertex Corp. | 23640 | &nbsp;&nbsp;$202558 |
|  | Vision, Inc. | 12000 | &nbsp;&nbsp;100621 |
| \* | Visional, Inc. | 7100 | &nbsp;&nbsp;391281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vital KSK Holdings, <br>Inc.<br>| 10978 | &nbsp;&nbsp;99679 |
|  | VT Holdings Co. Ltd. | 28400 | &nbsp;&nbsp;99831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wacoal Holdings <br>Corp.<br>| 10900 | &nbsp;&nbsp;307334 |
|  | Wacom Co. Ltd. | 52300 | &nbsp;&nbsp;253448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wakachiku <br>Construction Co. <br>Ltd.<br>| 2700 | &nbsp;&nbsp;80329 |
|  | Wakita & Co. Ltd. | 15800 | &nbsp;&nbsp;205889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Warabeya Nichiyo <br>Holdings Co. Ltd.<br>| 3800 | &nbsp;&nbsp;84593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Waseda Academy Co. <br>Ltd.<br>| 2700 | &nbsp;&nbsp;36421 |
|  | Watahan & Co. Ltd. | 5000 | &nbsp;&nbsp;45806 |
|  | WATAMI Co. Ltd. | 4700 | &nbsp;&nbsp;28996 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;WDB Holdings Co. <br>Ltd.<br>| 2700 | &nbsp;&nbsp;28002 |
|  | Weathernews, Inc. | 3000 | &nbsp;&nbsp;79079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wellneo Sugar Co. <br>Ltd.<br>| 2800 | &nbsp;&nbsp;51781 |
|  | Wellnet Corp. | 7500 | &nbsp;&nbsp;32041 |
| # | West Holdings Corp. | 9350 | &nbsp;&nbsp;96215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;West Japan Railway <br>Co.<br>| 30200 | &nbsp;&nbsp;617120 |
|  | Will Group, Inc. | 6900 | &nbsp;&nbsp;53106 |
| \* | WingArc1st, Inc. | 5500 | &nbsp;&nbsp;115881 |
|  | Workman Co. Ltd. | 2600 | &nbsp;&nbsp;106965 |
|  | World Co. Ltd. | 9700 | &nbsp;&nbsp;196843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;World Holdings Co. <br>Ltd.<br>| 2400 | &nbsp;&nbsp;39287 |
|  | Wowow, Inc. | 2300 | &nbsp;&nbsp;21559 |
| #\* | W-Scope Corp. | 8000 | &nbsp;&nbsp;8749 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Xebio Holdings Co. <br>Ltd.<br>| 8500 | &nbsp;&nbsp;59193 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;YAC Holdings Co. <br>Ltd.<br>| 3400 | &nbsp;&nbsp;24356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yahagi Construction <br>Co. Ltd.<br>| 6500 | &nbsp;&nbsp;97563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yakult Honsha Co. <br>Ltd.<br>| 34300 | &nbsp;&nbsp;554277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YAKUODO Holdings <br>Co. Ltd.<br>| 4100 | &nbsp;&nbsp;53176 |
|  | YAMABIKO Corp. | 14000 | &nbsp;&nbsp;291451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YAMADA Consulting <br>Group Co. Ltd.<br>| 4000 | &nbsp;&nbsp;44775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamada Holdings Co. <br>Ltd.<br>| 114428 | &nbsp;&nbsp;401156 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yamae Group <br>Holdings Co. Ltd.<br>| 5200 | &nbsp;&nbsp;94073 |
| # | Yamagata Bank Ltd. | 6600 | &nbsp;&nbsp;94481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamaguchi Financial <br>Group, Inc.<br>| 47000 | &nbsp;&nbsp;748660 |
|  | Yamaha Corp. | 74200 | &nbsp;&nbsp;539320 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamaha Motor Co. <br>Ltd.<br>| 183000 | &nbsp;&nbsp;$1381961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamaichi Electronics <br>Co. Ltd.<br>| 10400 | &nbsp;&nbsp;395246 |
| # | Yamami Co. | 1200 | &nbsp;&nbsp;37858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamanashi Chuo <br>Bank Ltd.<br>| 8700 | &nbsp;&nbsp;266996 |
|  | Yamatane Corp. | 7600 | &nbsp;&nbsp;111119 |
|  | Yamato Corp. | 7100 | &nbsp;&nbsp;107345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamato Holdings Co. <br>Ltd.<br>| 46510 | &nbsp;&nbsp;608105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamato Kogyo Co. <br>Ltd.<br>| 10700 | &nbsp;&nbsp;771385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamau Holdings Co. <br>Ltd.<br>| 1100 | &nbsp;&nbsp;17847 |
| # | Yamaura Corp. | 2400 | &nbsp;&nbsp;22831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamazaki Baking Co. <br>Ltd.<br>| 35500 | &nbsp;&nbsp;752155 |
|  | Yamazen Corp. | 14200 | &nbsp;&nbsp;130971 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yashima Denki Co. <br>Ltd.<br>| 5500 | &nbsp;&nbsp;109286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yaskawa Electric <br>Corp.<br>| 10300 | &nbsp;&nbsp;328768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yasuda Logistics <br>Corp.<br>| 6700 | &nbsp;&nbsp;96544 |
|  | Yellow Hat Ltd. | 25400 | &nbsp;&nbsp;277310 |
|  | Yodoko Ltd. | 43500 | &nbsp;&nbsp;394101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yokogawa Bridge <br>Holdings Corp.<br>| 11600 | &nbsp;&nbsp;233473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yokogawa Electric <br>Corp.<br>| 29800 | &nbsp;&nbsp;993498 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yokohama Financial <br>Group, Inc.<br>| 154617 | &nbsp;&nbsp;1408210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yokohama Rubber <br>Co. Ltd. <br>| 48300 | &nbsp;&nbsp;1906415 |
| # | Yokorei Co. Ltd. | 13200 | &nbsp;&nbsp;108396 |
|  | Yokowo Co. Ltd. | 8200 | &nbsp;&nbsp;116797 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yomeishu Seizo Co. <br>Ltd.<br>| 1700 | &nbsp;&nbsp;46992 |
|  | Yondenko Corp. | 10200 | &nbsp;&nbsp;110525 |
|  | Yonex Co. Ltd. | 22100 | &nbsp;&nbsp;465926 |
| # | Yorozu Corp. | 7600 | &nbsp;&nbsp;50057 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Yoshimura Food <br>Holdings KK<br>| 2900 | &nbsp;&nbsp;16354 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yoshinoya Holdings <br>Co. Ltd.<br>| 15000 | &nbsp;&nbsp;296245 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yossix Holdings Co. <br>Ltd.<br>| 1300 | &nbsp;&nbsp;26439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yotai Refractories Co. <br>Ltd.<br>| 500 | &nbsp;&nbsp;5886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuasa Trading Co. <br>Ltd.<br>| 7100 | &nbsp;&nbsp;260218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yukiguni Factory Co. <br>Ltd.<br>| 8900 | &nbsp;&nbsp;61130 |
|  | Yurtec Corp. | 15000 | &nbsp;&nbsp;263732 |
| # | Yushin Co. | 4200 | &nbsp;&nbsp;20674 |
|  | Yushiro, Inc. | 3700 | &nbsp;&nbsp;72654 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Yutaka Giken Co. Ltd. | 1900 | &nbsp;&nbsp;$40443 |
|  | Zacros Corp. | 20800 | &nbsp;&nbsp;156611 |
|  | Zaoh Co. Ltd. | 1500 | &nbsp;&nbsp;24891 |
| # | Zenitaka Corp. | 1000 | &nbsp;&nbsp;50872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zenkoku Hosho Co. <br>Ltd.<br>| 30700 | &nbsp;&nbsp;610365 |
|  | Zenrin Co. Ltd. | 10800 | &nbsp;&nbsp;73253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zensho Holdings Co. <br>Ltd.<br>| 14577 | &nbsp;&nbsp;790028 |
|  | Zeon Corp. | 52000 | &nbsp;&nbsp;635432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZERIA Pharmaceutical <br>Co. Ltd.<br>| 7500 | &nbsp;&nbsp;99602 |
|  | ZIGExN Co. Ltd. | 15100 | &nbsp;&nbsp;45780 |
|  | Zojirushi Corp. | 7600 | &nbsp;&nbsp;75974 |
|  | ZOZO, Inc. | 67000 | &nbsp;&nbsp;553383 |
| # | Zuiko Corp. | 5900 | &nbsp;&nbsp;38324 |
| TOTAL JAPAN | TOTAL JAPAN |  | &nbsp;&nbsp;757160949 |
| KUWAIT — (0.2%) | KUWAIT — (0.2%) | KUWAIT — (0.2%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;A'ayan Leasing & <br>Investment Co. <br>KSCP<br>| 212894 | &nbsp;&nbsp;144938 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Acico Industries Co. <br>KSC<br>| 78758 | &nbsp;&nbsp;106763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Agility Public <br>Warehousing Co. <br>KSCC<br>| 388123 | &nbsp;&nbsp;170156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al Ahli Bank of Kuwait <br>KSCP<br>| 287679 | &nbsp;&nbsp;276858 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Al Argan International <br>Real Estate Co. <br>KSCP<br>| 59335 | &nbsp;&nbsp;19220 |
| †† | Al-Eid Food KSC | 63719 | &nbsp;&nbsp;33613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ali Alghanim Sons <br>Automotive Co. <br>KSCC<br>| 55081 | &nbsp;&nbsp;198746 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alimtiaz Investment <br>Group KSC<br>| 415070 | &nbsp;&nbsp;68016 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Arabi Group Holding <br>KSC<br>| 11040 | &nbsp;&nbsp;2588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arzan Financial Group <br>for Financing & <br>Investment KPSC<br>| 211790 | &nbsp;&nbsp;231547 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Asiya Capital <br>Investments Co. <br>KSCP<br>| 238493 | &nbsp;&nbsp;31016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beyout Holding Co. <br>KPSC<br>| 38962 | &nbsp;&nbsp;45639 |
|  | Boubyan Bank KSCP | 35670 | &nbsp;&nbsp;78721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boubyan <br>Petrochemicals Co. <br>KSCP<br>| 137857 | &nbsp;&nbsp;254066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boursa Kuwait <br>Securities Co. <br>KPSC<br>| 34953 | &nbsp;&nbsp;358563 |
|  | Burgan Bank SAK | 207034 | &nbsp;&nbsp;134346 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| KUWAIT — (Continued) | KUWAIT — (Continued) | KUWAIT — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Combined Group <br>Contracting Co. <br>SAK<br>| 34732 | &nbsp;&nbsp;$111715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commercial Facilities <br>Co. SAKP<br>| 149075 | &nbsp;&nbsp;131842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commercial Real <br>Estate Co. KSC<br>| 326642 | &nbsp;&nbsp;219474 |
|  | Gulf Bank KSCP | 469155 | &nbsp;&nbsp;526709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gulf Cables & <br>Electrical Industries <br>Group Co. KSCP<br>| 43638 | &nbsp;&nbsp;284735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heavy Engineering & <br>Ship Building Co. <br>KSCP<br>| 33371 | &nbsp;&nbsp;85382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Humansoft Holding <br>Co. KSC<br>| 28369 | &nbsp;&nbsp;244577 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IFA Hotels & <br>Resorts-KPSC<br>| 13490 | &nbsp;&nbsp;37641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Integrated Holding Co. <br>KCSC<br>| 62758 | &nbsp;&nbsp;87207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JTC Logistics <br>Transportation & <br>Stevedoring Co. <br>KSCP<br>| 17152 | &nbsp;&nbsp;24059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KAMCO Investment <br>Co. KSC<br>| 57693 | &nbsp;&nbsp;39505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuwait Business Town <br>Real Estate Co. <br>KSCP<br>| 46181 | &nbsp;&nbsp;12060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuwait Cement Co. <br>KSC<br>| 128229 | &nbsp;&nbsp;172512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuwait Finance House <br>KSCP<br>| 657392 | &nbsp;&nbsp;1729917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuwait Financial <br>Centre SAK<br>| 121256 | &nbsp;&nbsp;55647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuwait International <br>Bank KSCP<br>| 406965 | &nbsp;&nbsp;360447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuwait Investment Co. <br>SAK<br>| 97197 | &nbsp;&nbsp;67081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuwait Portland <br>Cement Co. KSC<br>| 18152 | &nbsp;&nbsp;37344 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kuwait Real Estate <br>Co. KSC<br>| 218046 | &nbsp;&nbsp;248205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuwait <br>Telecommunications <br>Co.<br>| 89948 | &nbsp;&nbsp;192297 |
|  | Mabanee Co. KPSC | 101327 | &nbsp;&nbsp;331629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mezzan Holding Co. <br>KSCC<br>| 44467 | &nbsp;&nbsp;148392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mobile <br>Telecommunications <br>Co. KSCP<br>| 631416 | &nbsp;&nbsp;1052086 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Munshaat Real Estate <br>Projects Co. KSCP<br>| 42428 | &nbsp;&nbsp;31160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Bank of <br>Kuwait SAKP<br>| 439901 | &nbsp;&nbsp;1362980 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| KUWAIT — (Continued) | KUWAIT — (Continued) | KUWAIT — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National Consumer <br>Holding Co. SAK<br>| 117998 | &nbsp;&nbsp;$39177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Industries <br>Group Holding SAK<br>| 451968 | &nbsp;&nbsp;388495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Investments <br>Co. KSCP<br>| 215412 | &nbsp;&nbsp;190075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oula Fuel Marketing <br>Co.<br>| 67634 | &nbsp;&nbsp;56339 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Privatization Holding <br>Co. KSCP<br>| 218356 | &nbsp;&nbsp;48566 |
| \* | Rasiyat Holding Co. | 8886 | &nbsp;&nbsp;10634 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Real Estate Trade <br>Centers Co. KSC<br>| 6348 | &nbsp;&nbsp;5052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Salhia Real Estate <br>Co. KSCP<br>| 100574 | &nbsp;&nbsp;127877 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Securities House <br>KSC<br>| 134324 | &nbsp;&nbsp;30604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shamal Az-Zour <br>Al-Oula for the First <br>Phase of Az-Zour <br>Power Plant KSC<br>| 133500 | &nbsp;&nbsp;62619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Specialities Group <br>Holding Co. KSCC<br>| 21540 | &nbsp;&nbsp;10500 |
| \* | Warba Bank KSCP | 757380 | &nbsp;&nbsp;699039 |
| TOTAL KUWAIT | TOTAL KUWAIT |  | &nbsp;&nbsp;11418376 |
| MALAYSIA — (0.5%) | MALAYSIA — (0.5%) | MALAYSIA — (0.5%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;7-Eleven Malaysia <br>Holdings Bhd., <br>Class B<br>| 134004 | &nbsp;&nbsp;67889 |
|  | Able Global Bhd. | 36500 | &nbsp;&nbsp;15482 |
| # | Aeon Co. M Bhd. | 145400 | &nbsp;&nbsp;45661 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;AEON Credit Service <br>M Bhd.<br>| 60198 | &nbsp;&nbsp;89569 |
| #\* | AFFIN Bank Bhd. | 217675 | &nbsp;&nbsp;147793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ajinomoto Malaysia <br>Bhd.<br>| 5800 | &nbsp;&nbsp;20083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alliance Bank <br>Malaysia Bhd.<br>| 289494 | &nbsp;&nbsp;384529 |
|  | Allianz Malaysia Bhd. | 18500 | &nbsp;&nbsp;107954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AME Elite Consortium <br>Bhd.<br>| 96100 | &nbsp;&nbsp;36580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AMMB Holdings Bhd. <br>(AMM MK)<br>| 388600 | &nbsp;&nbsp;635559 |
| # | Ancom Nylex Bhd. | 253661 | &nbsp;&nbsp;59867 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Astro Malaysia <br>Holdings Bhd.<br>| 608000 | &nbsp;&nbsp;14676 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Aurelius Technologies <br>Bhd.<br>| 93900 | &nbsp;&nbsp;17311 |
|  | Axiata Group Bhd. | 687190 | &nbsp;&nbsp;400663 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bank Islam Malaysia <br>Bhd.<br>| 199900 | &nbsp;&nbsp;125269 |
|  | Batu Kawan Bhd. | 10900 | &nbsp;&nbsp;53490 |
| \* | Berjaya Corp. Bhd. | 786982 | &nbsp;&nbsp;53766 |
| \* | Berjaya Land Bhd. | 466800 | &nbsp;&nbsp;32647 |
| \* | Bermaz Auto Bhd. | 272800 | &nbsp;&nbsp;57338 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;British American <br>Tobacco Malaysia <br>Bhd.<br>| 38700 | &nbsp;&nbsp;$45753 |
| \* | Bumi Armada Bhd. | 871200 | &nbsp;&nbsp;67615 |
| # | Bursa Malaysia Bhd. | 181450 | &nbsp;&nbsp;415348 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cahya Mata Sarawak <br>Bhd.<br>| 110700 | &nbsp;&nbsp;40408 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Carlsberg Brewery <br>Malaysia Bhd.<br>| 53000 | &nbsp;&nbsp;235811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CCK Consolidated <br>Holdings Bhd.<br>| 32400 | &nbsp;&nbsp;11161 |
|  | CelcomDigi Bhd. | 164300 | &nbsp;&nbsp;135886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CIMB Group Holdings <br>Bhd.<br>| 762241 | &nbsp;&nbsp;1660704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crescendo Corp. <br>Bhd.<br>| 22200 | &nbsp;&nbsp;7095 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;D&O Green <br>Technologies Bhd.<br>| 237300 | &nbsp;&nbsp;37528 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Dagang NeXchange <br>Bhd.<br>| 672000 | &nbsp;&nbsp;50346 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dayang Enterprise <br>Holdings Bhd.<br>| 182300 | &nbsp;&nbsp;83131 |
| # | Dialog Group Bhd. | 302100 | &nbsp;&nbsp;125991 |
|  | DRB-Hicom Bhd. | 266700 | &nbsp;&nbsp;73062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duopharma Biotech <br>Bhd.<br>| 68089 | &nbsp;&nbsp;23672 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dutch Lady Milk <br>Industries Bhd.<br>| 4500 | &nbsp;&nbsp;37610 |
|  | DXN Holdings Bhd. | 30500 | &nbsp;&nbsp;3909 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Eastern & Oriental <br>Bhd.<br>| 373500 | &nbsp;&nbsp;69548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eco World <br>Development Group <br>Bhd.<br>| 290100 | &nbsp;&nbsp;164158 |
| # | EG Industries Bhd. | 146500 | &nbsp;&nbsp;41993 |
| \* | Ekovest Bhd. | 703100 | &nbsp;&nbsp;46213 |
|  | Farm Fresh Bhd. | 238800 | &nbsp;&nbsp;173472 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Formosa Prosonic <br>Industries Bhd.<br>| 55700 | &nbsp;&nbsp;16229 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Fraser & Neave <br>Holdings Bhd.<br>| 19800 | &nbsp;&nbsp;179134 |
| # | Frontken Corp. Bhd. | 394750 | &nbsp;&nbsp;384791 |
|  | Gamuda Bhd. | 117968 | &nbsp;&nbsp;132635 |
|  | Gas Malaysia Bhd. | 81500 | &nbsp;&nbsp;95440 |
|  | Genting Bhd. | 477700 | &nbsp;&nbsp;346145 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Genting Malaysia <br>Bhd.<br>| 664200 | &nbsp;&nbsp;333651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genting Plantations <br>Bhd.<br>| 60500 | &nbsp;&nbsp;79223 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Greatech Technology <br>Bhd.<br>| 187600 | &nbsp;&nbsp;83840 |
|  | Guan Chong Bhd. | 282533 | &nbsp;&nbsp;49348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HAP Seng <br>Consolidated Bhd.<br>| 92700 | &nbsp;&nbsp;70274 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hap Seng Plantations <br>Holdings Bhd.<br>| 48500 | &nbsp;&nbsp;28110 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |  |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Hartalega Holdings <br>Bhd.<br>| 434100 | &nbsp;&nbsp;$101640 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Heineken Malaysia <br>Bhd.<br>| 36100 | &nbsp;&nbsp;218872 |
|  | Hextar Global Bhd. | 342000 | &nbsp;&nbsp;72995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hiap Teck Venture <br>Bhd.<br>| 410500 | &nbsp;&nbsp;28328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hibiscus Petroleum <br>Bhd.<br>| 182000 | &nbsp;&nbsp;71902 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hong Leong Bank <br>Bhd.<br>| 22580 | &nbsp;&nbsp;147769 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hong Leong Financial <br>Group Bhd.<br>| 24978 | &nbsp;&nbsp;141670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hong Leong Industries <br>Bhd.<br>| 19300 | &nbsp;&nbsp;82819 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hume Cement <br>Industries Bhd.<br>| 23800 | &nbsp;&nbsp;21663 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hup Seng Industries <br>Bhd.<br>| 73100 | &nbsp;&nbsp;19292 |
|  | IHH Healthcare Bhd. | 60700 | &nbsp;&nbsp;137817 |
| # | IJM Corp. Bhd. | 427700 | &nbsp;&nbsp;290694 |
| # | Inari Amertron Bhd. | 144425 | &nbsp;&nbsp;59033 |
| # | IOI Corp. Bhd. | 87900 | &nbsp;&nbsp;88761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IOI Properties Group <br>Bhd.<br>| 350425 | &nbsp;&nbsp;283435 |
|  | ITMAX SYSTEM Bhd. | 90500 | &nbsp;&nbsp;116536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JAKS Resources <br>Bhd.<br>| 841400 | &nbsp;&nbsp;21431 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Jaya Tiasa Holdings <br>Bhd.<br>| 174000 | &nbsp;&nbsp;46414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keck Seng Malaysia <br>Bhd.<br>| 28200 | &nbsp;&nbsp;39522 |
| # | Kelington Group Bhd. | 140000 | &nbsp;&nbsp;187867 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kenanga Investment <br>Bank Bhd.<br>| 38300 | &nbsp;&nbsp;8369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kerjaya Prospek <br>Group Bhd.<br>| 105989 | &nbsp;&nbsp;72955 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kim Loong Resources <br>Bhd.<br>| 78000 | &nbsp;&nbsp;47501 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kossan Rubber <br>Industries Bhd.<br>| 421600 | &nbsp;&nbsp;108316 |
| # | KPJ Healthcare Bhd. | 282100 | &nbsp;&nbsp;198223 |
|  | Kretam Holdings Bhd. | 69600 | &nbsp;&nbsp;12161 |
| # | KSL Holdings Bhd. | 104655 | &nbsp;&nbsp;81038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuala Lumpur Kepong <br>Bhd.<br>| 43536 | &nbsp;&nbsp;215454 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Lagenda Properties <br>Bhd.<br>| 99600 | &nbsp;&nbsp;37875 |
|  | LBS Bina Group Bhd. | 202600 | &nbsp;&nbsp;20822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Leong Hup <br>International Bhd.<br>| 318300 | &nbsp;&nbsp;63887 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Lotte Chemical Titan <br>Holding Bhd.<br>| 160100 | &nbsp;&nbsp;15613 |
|  | LPI Capital Bhd. | 64540 | &nbsp;&nbsp;247670 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Magni-Tech Industries <br>Bhd.<br>| 146900 | &nbsp;&nbsp;76842 |
| # | Magnum Bhd. | 274315 | &nbsp;&nbsp;91917 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |  |
|  | Mah Sing Group Bhd. | 437775 | &nbsp;&nbsp;$127816 |
| # | Malakoff Corp. Bhd. | 364600 | &nbsp;&nbsp;72168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Malayan Banking <br>Bhd.<br>| 201297 | &nbsp;&nbsp;602457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Malayan Cement <br>Bhd.<br>| 16800 | &nbsp;&nbsp;34043 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Malayan Flour Mills <br>Bhd.<br>| 308600 | &nbsp;&nbsp;49288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Malaysia Smelting <br>Corp. Bhd.<br>| 70800 | &nbsp;&nbsp;34285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Malaysian Pacific <br>Industries Bhd.<br>| 19200 | &nbsp;&nbsp;156037 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Malaysian Resources <br>Corp. Bhd.<br>| 545720 | &nbsp;&nbsp;48545 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Matrix Concepts <br>Holdings Bhd.<br>| 460198 | &nbsp;&nbsp;167455 |
| # | Maxis Bhd. | 150400 | &nbsp;&nbsp;145958 |
|  | MBM Resources Bhd. | 57700 | &nbsp;&nbsp;77260 |
|  | MBSB Bhd. | 714632 | &nbsp;&nbsp;132507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mega First Corp. <br>Bhd.<br>| 182800 | &nbsp;&nbsp;150991 |
|  | Mi Technovation Bhd. | 73500 | &nbsp;&nbsp;58657 |
|  | MISC Bhd. | 111600 | &nbsp;&nbsp;226371 |
| # | MKH Bhd. | 100700 | &nbsp;&nbsp;26146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MKH Oil Palm East <br>Kalimantan Bhd.<br>| 14385 | &nbsp;&nbsp;2241 |
|  | MNRB Holdings Bhd. | 182774 | &nbsp;&nbsp;120058 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Mr. DIY Group M <br>Bhd.<br>| 504300 | &nbsp;&nbsp;234555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Muhibbah Engineering <br>M Bhd.<br>| 185600 | &nbsp;&nbsp;25747 |
|  | Nestle Malaysia Bhd. | 5700 | &nbsp;&nbsp;161930 |
| \* | NEXG Bhd. | 385800 | &nbsp;&nbsp;28805 |
| †† | Nylex Malaysia Bhd. | 2335 | &nbsp;&nbsp;27 |
| # | OCK Group Bhd. | 205000 | &nbsp;&nbsp;19541 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Oriental Holdings <br>Bhd.<br>| 77700 | &nbsp;&nbsp;135592 |
| # | OSK Holdings Bhd. | 616124 | &nbsp;&nbsp;262394 |
|  | Padini Holdings Bhd. | 145450 | &nbsp;&nbsp;71746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Panasonic <br>Manufacturing <br>Malaysia Bhd.<br>| 5300 | &nbsp;&nbsp;9790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pantech Group <br>Holdings Bhd.<br>| 131400 | &nbsp;&nbsp;21772 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Paramount Corp. <br>Bhd.<br>| 146300 | &nbsp;&nbsp;38982 |
|  | Pecca Group Bhd. | 44400 | &nbsp;&nbsp;18939 |
| # | Perak Transit Bhd. | 169750 | &nbsp;&nbsp;11415 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Petronas Chemicals <br>Group Bhd.<br>| 134800 | &nbsp;&nbsp;110664 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Petronas Dagangan <br>Bhd.<br>| 34000 | &nbsp;&nbsp;182770 |
| # | Petronas Gas Bhd. | 27100 | &nbsp;&nbsp;126362 |
|  | PPB Group Bhd. | 124920 | &nbsp;&nbsp;357473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Press Metal <br>Aluminium Holdings <br>Bhd.<br>| 291100 | &nbsp;&nbsp;558018 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |  |
|  | Public Bank Bhd. | 1063600 | &nbsp;&nbsp;$1314602 |
| # | QL Resources Bhd. | 296737 | &nbsp;&nbsp;302462 |
| \* | Ranhill Utilities Bhd. | 168104 | &nbsp;&nbsp;73270 |
| # | RCE Capital Bhd. | 177200 | &nbsp;&nbsp;52140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RGB International <br>Bhd.<br>| 365300 | &nbsp;&nbsp;24089 |
|  | RHB Bank Bhd. | 146376 | &nbsp;&nbsp;313693 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sam Engineering & <br>Equipment M Bhd.<br>| 69800 | &nbsp;&nbsp;62043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sarawak Oil Palms <br>Bhd.<br>| 100150 | &nbsp;&nbsp;97324 |
|  | Scientex Bhd. | 292500 | &nbsp;&nbsp;286535 |
|  | SD Guthrie Bhd. | 210136 | &nbsp;&nbsp;311082 |
|  | Sime Darby Bhd. | 694370 | &nbsp;&nbsp;380296 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sime Darby Property <br>Bhd.<br>| 751470 | &nbsp;&nbsp;286312 |
|  | SKP Resources Bhd. | 262649 | &nbsp;&nbsp;40355 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Solarvest Holdings <br>Bhd.<br>| 122200 | &nbsp;&nbsp;77923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Cable Group <br>Bhd.<br>| 42500 | &nbsp;&nbsp;22350 |
|  | SP Setia Bhd. Group | 580379 | &nbsp;&nbsp;144812 |
| # | Sports Toto Bhd. | 220724 | &nbsp;&nbsp;72830 |
| # | Sunway Bhd. | 116754 | &nbsp;&nbsp;170274 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunway Construction <br>Group Bhd.<br>| 88890 | &nbsp;&nbsp;133489 |
| #\* | Supermax Corp. Bhd. | 572578 | &nbsp;&nbsp;43860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Syarikat Takaful <br>Malaysia Keluarga <br>Bhd.<br>| 104145 | &nbsp;&nbsp;91668 |
| # | Ta Ann Holdings Bhd. | 86480 | &nbsp;&nbsp;101797 |
|  | Taliworks Corp. Bhd. | 122766 | &nbsp;&nbsp;14661 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telekom Malaysia <br>Bhd.<br>| 124912 | &nbsp;&nbsp;250556 |
|  | Tenaga Nasional Bhd. | 111700 | &nbsp;&nbsp;395207 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Teo Seng Capital <br>Bhd.<br>| 44400 | &nbsp;&nbsp;12177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thong Guan <br>Industries Bhd.<br>| 59400 | &nbsp;&nbsp;17479 |
|  | TIME dotCom Bhd. | 106400 | &nbsp;&nbsp;161156 |
|  | Top Glove Corp. Bhd. | 1579700 | &nbsp;&nbsp;244315 |
| #\* | Tropicana Corp. Bhd. | 247716 | &nbsp;&nbsp;74618 |
|  | TSH Resources Bhd. | 142000 | &nbsp;&nbsp;44432 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Uchi Technologies <br>Bhd.<br>| 83700 | &nbsp;&nbsp;64848 |
| # | UEM Sunrise Bhd. | 400200 | &nbsp;&nbsp;66516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Plantations <br>Bhd.<br>| 51000 | &nbsp;&nbsp;390619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UOA Development <br>Bhd.<br>| 176020 | &nbsp;&nbsp;83481 |
| \* | Vantris Energy Bhd. | 94990 | &nbsp;&nbsp;8916 |
|  | Velesto Energy Bhd. | 1107073 | &nbsp;&nbsp;85429 |
|  | ViTrox Corp. Bhd. | 80900 | &nbsp;&nbsp;89404 |
| # | VS Industry Bhd. | 641067 | &nbsp;&nbsp;68179 |
|  | Wasco Bhd. | 75600 | &nbsp;&nbsp;17698 |
| #\* | WCT Holdings Bhd. | 364227 | &nbsp;&nbsp;54505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wellcall Holdings <br>Bhd.<br>| 127300 | &nbsp;&nbsp;42654 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Westports Holdings <br>Bhd.<br>| 105217 | &nbsp;&nbsp;$163137 |
|  | Yinson Holdings Bhd. | 440269 | &nbsp;&nbsp;263591 |
| # | YTL Corp. Bhd. | 959340 | &nbsp;&nbsp;505842 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;YTL Power <br>International Bhd.<br>| 179384 | &nbsp;&nbsp;146838 |
|  | Zetrix Ai Bhd. | 1421456 | &nbsp;&nbsp;290384 |
| TOTAL MALAYSIA | TOTAL MALAYSIA |  | &nbsp;&nbsp;23761116 |
| MEXICO — (0.7%) | MEXICO — (0.7%) | MEXICO — (0.7%) |  |
| \* | Alpek SAB de CV | 713775 | &nbsp;&nbsp;371264 |
|  | Alsea SAB de CV | 109033 | &nbsp;&nbsp;332602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;America Movil SAB de <br>CV (2228390D US), <br>ADR<br>| 2021 | &nbsp;&nbsp;41835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;America Movil SAB de <br>CV (AMXB MM)<br>| 1262696 | &nbsp;&nbsp;1305614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arca Continental SAB <br>de CV<br>| 37700 | &nbsp;&nbsp;424654 |
| \* | Axtel SAB de CV | 423298 | &nbsp;&nbsp;68063 |
| Ω | Banco del Bajio SA | 218152 | &nbsp;&nbsp;638253 |
| # | Becle SAB de CV | 83268 | &nbsp;&nbsp;87766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bolsa Mexicana de <br>Valores SAB de CV<br>| 96880 | &nbsp;&nbsp;194359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cemex SAB de CV <br>(CEMEXCPO MM)<br>| 2131083 | &nbsp;&nbsp;2648611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cemex SAB de CV <br>(CX US), <br>Sponsored ADR<br>| 106419 | &nbsp;&nbsp;1328109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola Femsa <br>SAB de CV <br>(KOFUBL MM)<br>| 68466 | &nbsp;&nbsp;718039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Consorcio ARA SAB <br>de CV<br>| 312104 | &nbsp;&nbsp;70543 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Controladora AXTEL <br>SAB de CV<br>| 1784541 | &nbsp;&nbsp;89860 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Controladora Vuela <br>Cia de Aviacion <br>SAB de CV <br>(VOLARA MM), <br>Class A<br>| 209154 | &nbsp;&nbsp;202141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corp. Inmobiliaria <br>Vesta SAB de CV<br>| 126344 | &nbsp;&nbsp;390325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corporativo Fragua <br>SAB de CV<br>| 380 | &nbsp;&nbsp;11525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;El Puerto de Liverpool <br>SAB de CV, <br>Class C1<br>| 29011 | &nbsp;&nbsp;174969 |
| #\*†† | &nbsp;&nbsp;&nbsp;&nbsp;Empresas ICA SAB <br>de CV<br>| 42400 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fomento Economico <br>Mexicano SAB de <br>CV (FEMSAUBD <br>MM)<br>| 50113 | &nbsp;&nbsp;522952 |
|  | GCC SAB de CV | 53330 | &nbsp;&nbsp;574070 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genomma Lab <br>Internacional SAB <br>de CV, Class B<br>| 156950 | &nbsp;&nbsp;$149352 |
|  | Gentera SAB de CV | 389915 | &nbsp;&nbsp;1083667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gruma SAB de CV, <br>Class B<br>| 39470 | &nbsp;&nbsp;711323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Aeroportuario <br>del Centro Norte <br>SAB de CV<br>| 80213 | &nbsp;&nbsp;1171249 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Aeroportuario <br>del Pacifico SAB de <br>CV (GAPB MM), <br>Class B<br>| 25644 | &nbsp;&nbsp;704961 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Aeroportuario <br>del Pacifico SAB de <br>CV (PAC US), ADR<br>| 3264 | &nbsp;&nbsp;897306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Aeroportuario <br>del Sureste SAB de <br>CV (ASR US), ADR<br>| 204 | &nbsp;&nbsp;70407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Aeroportuario <br>del Sureste SAB de <br>CV (ASURB MM), <br>Class B<br>| 11168 | &nbsp;&nbsp;386260 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Bimbo SAB de <br>CV<br>| 197989 | &nbsp;&nbsp;688135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Carso SAB de <br>CV<br>| 34899 | &nbsp;&nbsp;237419 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Comercial <br>Chedraui SA de CV<br>| 87257 | &nbsp;&nbsp;597158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Financiero <br>Banorte SAB de <br>CV, Class O<br>| 191668 | &nbsp;&nbsp;2160813 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Financiero <br>Inbursa SAB de CV, <br>Class O<br>| 290256 | &nbsp;&nbsp;728464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Herdez SAB de <br>CV<br>| 54050 | &nbsp;&nbsp;228435 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Hotelero Santa <br>Fe SAB de CV<br>| 60872 | &nbsp;&nbsp;13706 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Industrial <br>Saltillo SAB de CV<br>| 7630 | &nbsp;&nbsp;5719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Mexico SAB de <br>CV<br>| 177888 | &nbsp;&nbsp;1962814 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Nutrisa SAB de <br>CV<br>| 54050 | &nbsp;&nbsp;13918 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Rotoplas SAB <br>de CV<br>| 43386 | &nbsp;&nbsp;29270 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Simec SAB de <br>CV (SIMECB MM)<br>| 33392 | &nbsp;&nbsp;341076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Televisa SAB <br>(TLEVICPO MM)<br>| 466624 | &nbsp;&nbsp;307594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Televisa SAB <br>(TV US), Sponsored <br>ADR<br>| 12209 | &nbsp;&nbsp;39923 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Traxion SAB de <br>CV<br>| 63274 | &nbsp;&nbsp;50109 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Industrias CH SAB de <br>CV<br>| 73798 | &nbsp;&nbsp;$734771 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Industrias Penoles <br>SAB de CV<br>| 47800 | &nbsp;&nbsp;2770737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kimberly-Clark de <br>Mexico SAB de CV, <br>Class A<br>| 231975 | &nbsp;&nbsp;513833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;La Comer SAB de <br>CV<br>| 186773 | &nbsp;&nbsp;400243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Megacable Holdings <br>SAB de CV<br>| 282305 | &nbsp;&nbsp;991040 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Minera Frisco SAB de <br>CV, Class A1<br>| 307440 | &nbsp;&nbsp;233975 |
| \*Ω | Nemak SAB de CV | 781806 | &nbsp;&nbsp;150760 |
| \* | Ollamani SAB | 21064 | &nbsp;&nbsp;90627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Operadora De Sites <br>Mexicanos SAB de <br>CV, Class A-1<br>| 67046 | &nbsp;&nbsp;62343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orbia Advance Corp. <br>SAB de CV<br>| 158347 | &nbsp;&nbsp;167988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Organizacion Cultiba <br>SAB de CV<br>| 15310 | &nbsp;&nbsp;9724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Organizacion Soriana <br>SAB de CV, <br>Class B<br>| 50685 | &nbsp;&nbsp;103829 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Promotora de Hoteles <br>Norte 19 SAB de <br>CV<br>| 142020 | &nbsp;&nbsp;51360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Promotora y <br>Operadora de <br>Infraestructura SAB <br>de CV (PINFRA <br>MM)<br>| 54078 | &nbsp;&nbsp;846323 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Promotora y <br>Operadora de <br>Infraestructura SAB <br>de CV (PINFRAL <br>MM), Class L<br>| 7273 | &nbsp;&nbsp;87392 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Qualitas Controladora <br>SAB de CV<br>| 61572 | &nbsp;&nbsp;573300 |
|  | Regional SAB de CV | 84693 | &nbsp;&nbsp;759552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sigma Foods SAB de <br>CV<br>| 2058476 | &nbsp;&nbsp;2035389 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Sitios Latinoamerica <br>SAB de CV<br>| 233407 | &nbsp;&nbsp;73190 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vista Energy SAB de <br>CV (VIST US), <br>ADR<br>| 4662 | &nbsp;&nbsp;282004 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Vista Energy SAB de <br>CV (VISTAA MM)<br>| 1130 | &nbsp;&nbsp;68346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wal-Mart de Mexico <br>SAB de CV<br>| 194783 | &nbsp;&nbsp;618143 |
| TOTAL MEXICO | TOTAL MEXICO |  | &nbsp;&nbsp;34399501 |
| NETHERLANDS — (2.4%) | NETHERLANDS — (2.4%) | NETHERLANDS — (2.4%) |  |
|  | Aalberts NV | 35456 | &nbsp;&nbsp;1361458 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |  |
| Ω | ABN AMRO Bank NV | 114996 | &nbsp;&nbsp;$4236826 |
|  | Acomo NV | 5847 | &nbsp;&nbsp;172450 |
| \*Ω | Adyen NV | 1106 | &nbsp;&nbsp;1640025 |
|  | Aegon Ltd. (AEG US) | 37459 | &nbsp;&nbsp;291805 |
|  | Aegon Ltd. (AGN NA) | 368518 | &nbsp;&nbsp;2894516 |
| # | Akzo Nobel NV | 43431 | &nbsp;&nbsp;3042702 |
|  | Allfunds Group PLC | 121224 | &nbsp;&nbsp;1174791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AMG Critical Materials <br>NV<br>| 10344 | &nbsp;&nbsp;442514 |
|  | Aperam SA | 13700 | &nbsp;&nbsp;589489 |
| # | Arcadis NV | 30386 | &nbsp;&nbsp;1364639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ArcelorMittal SA (MT <br>NA)<br>| 51013 | &nbsp;&nbsp;2770415 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;ArcelorMittal SA (MT <br>US)<br>| 9714 | &nbsp;&nbsp;524265 |
|  | ASM International NV | 5632 | &nbsp;&nbsp;4729941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASML Holding NV <br>(ASML NA)<br>| 4870 | &nbsp;&nbsp;6983118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASML Holding NV <br>(ASML US)<br>| 22102 | &nbsp;&nbsp;31451146 |
|  | ASR Nederland NV | 50989 | &nbsp;&nbsp;3703364 |
| #\* | Avantium NV | 3710 | &nbsp;&nbsp;29016 |
| \*Ω | Basic-Fit NV | 16265 | &nbsp;&nbsp;620041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BE Semiconductor <br>Industries NV<br>| 10172 | &nbsp;&nbsp;1979912 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Brunel International <br>NV<br>| 6759 | &nbsp;&nbsp;59978 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola Europacific <br>Partners PLC<br>| 33278 | &nbsp;&nbsp;3043061 |
|  | Corbion NV | 16505 | &nbsp;&nbsp;396438 |
| Ω | CTP NV | 25558 | &nbsp;&nbsp;557182 |
| #\* | Fastned BV | 686 | &nbsp;&nbsp;17853 |
| \* | Flow Traders Ltd. | 12372 | &nbsp;&nbsp;402492 |
|  | ForFarmers NV | 13915 | &nbsp;&nbsp;92023 |
|  | Fugro NV | 20323 | &nbsp;&nbsp;280836 |
|  | HAL Trust | 658 | &nbsp;&nbsp;121452 |
|  | Havas NV | 16710 | &nbsp;&nbsp;345262 |
|  | Heineken NV | 20373 | &nbsp;&nbsp;1681783 |
| # | IMCD NV | 14656 | &nbsp;&nbsp;1369932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ING Groep NV (ING <br>US), Sponsored <br>ADR<br>| 6500 | &nbsp;&nbsp;191035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ING Groep NV (INGA <br>NA)<br>| 196229 | &nbsp;&nbsp;5786969 |
| \* | InPost SA | 81642 | &nbsp;&nbsp;1279641 |
|  | JDE Peet's NV | 16391 | &nbsp;&nbsp;617074 |
|  | Kendrion NV | 5103 | &nbsp;&nbsp;89892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koninklijke Ahold <br>Delhaize NV (AD <br>NA)<br>| 166464 | &nbsp;&nbsp;6508756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koninklijke BAM <br>Groep NV<br>| 116385 | &nbsp;&nbsp;1220611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koninklijke Heijmans <br>NV<br>| 14198 | &nbsp;&nbsp;1156858 |
|  | Koninklijke KPN NV | 1505567 | &nbsp;&nbsp;7373533 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Koninklijke Philips NV <br>(PHG US)<br>| 43974 | &nbsp;&nbsp;1262054 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koninklijke Philips NV <br>(PHIA NA)<br>| 57458 | &nbsp;&nbsp;$1649953 |
|  | Koninklijke Vopak NV | 20794 | &nbsp;&nbsp;1037807 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Magnum Ice Cream <br>Co. NV<br>| 3020 | &nbsp;&nbsp;53618 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Magnum Ice Cream <br>Co. NV MICC NA<br>| 1298 | &nbsp;&nbsp;23069 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Magnum Ice Cream <br>Co. NV MICC US<br>| 34289 | &nbsp;&nbsp;608630 |
|  | Nedap NV | 2056 | &nbsp;&nbsp;212218 |
|  | NN Group NV | 86738 | &nbsp;&nbsp;6875478 |
| \* | NX Filtration NV | 1991 | &nbsp;&nbsp;5002 |
| \* | Pharming Group NV | 169497 | &nbsp;&nbsp;345568 |
|  | PostNL NV | 41442 | &nbsp;&nbsp;58033 |
|  | Prosus NV (PRX NA) | 62008 | &nbsp;&nbsp;3565537 |
|  | Prosus NV (PRX SJ) | 1987 | &nbsp;&nbsp;114231 |
| # | Randstad NV | 36450 | &nbsp;&nbsp;1304419 |
|  | SBM Offshore NV | 58977 | &nbsp;&nbsp;2118468 |
| #\* | SIF Holding NV | 5614 | &nbsp;&nbsp;51083 |
| Ω | Signify NV | 38437 | &nbsp;&nbsp;816000 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sligro Food Group <br>NV<br>| 7429 | &nbsp;&nbsp;100085 |
|  | TKH Group NV | 15293 | &nbsp;&nbsp;671127 |
| \* | TomTom NV | 11376 | &nbsp;&nbsp;85472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Music <br>Group NV<br>| 80489 | &nbsp;&nbsp;1973392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Van Lanschot Kempen <br>NV<br>| 12655 | &nbsp;&nbsp;767387 |
|  | Wolters Kluwer NV | 27120 | &nbsp;&nbsp;2546649 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | &nbsp;&nbsp;128840374 |
| NEW ZEALAND — (0.2%) | NEW ZEALAND — (0.2%) | NEW ZEALAND — (0.2%) |  |
| # | a2 Milk Co. Ltd.  | 56181 | &nbsp;&nbsp;333866 |
|  | Air New Zealand Ltd. | 541844 | &nbsp;&nbsp;189162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Auckland International <br>Airport Ltd.<br>| 67727 | &nbsp;&nbsp;337484 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Channel Infrastructure <br>NZ Ltd.<br>| 121181 | &nbsp;&nbsp;212522 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chorus Ltd. (CNU <br>NZ)<br>| 172535 | &nbsp;&nbsp;986585 |
|  | Contact Energy Ltd. | 130868 | &nbsp;&nbsp;737548 |
|  | EBOS Group Ltd. | 26501 | &nbsp;&nbsp;410545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fisher & Paykel <br>Healthcare Corp. <br>Ltd.<br>| 27438 | &nbsp;&nbsp;640988 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fletcher Building Ltd. <br>(FBU AU)<br>| 3423 | &nbsp;&nbsp;7692 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fletcher Building Ltd. <br>(FBU NZ)<br>| 243118 | &nbsp;&nbsp;546573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fonterra Co-Operative <br>Group Ltd.<br>| 20324 | &nbsp;&nbsp;100228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Freightways Group <br>Ltd.<br>| 58334 | &nbsp;&nbsp;512368 |
|  | Genesis Energy Ltd. | 157518 | &nbsp;&nbsp;230524 |
| \* | Gentrack Group Ltd. | 12157 | &nbsp;&nbsp;55830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hallenstein Glasson <br>Holdings Ltd.<br>| 26041 | &nbsp;&nbsp;155504 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Heartland Group <br>Holdings Ltd.<br>| 248158 | &nbsp;&nbsp;$180006 |
|  | Infratil Ltd. | 39073 | &nbsp;&nbsp;259924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Investore Property <br>Ltd.<br>| 61732 | &nbsp;&nbsp;41049 |
| \* | KMD Brands Ltd. | 197467 | &nbsp;&nbsp;32606 |
|  | Mainfreight Ltd. | 8479 | &nbsp;&nbsp;343227 |
|  | Mercury NZ Ltd. | 39370 | &nbsp;&nbsp;150197 |
|  | Meridian Energy Ltd. | 30407 | &nbsp;&nbsp;103152 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Napier Port Holdings <br>Ltd.<br>| 14348 | &nbsp;&nbsp;32556 |
|  | NZME Ltd. (NZM AU) | 54459 | &nbsp;&nbsp;37204 |
|  | NZX Ltd. | 110419 | &nbsp;&nbsp;100327 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oceania Healthcare <br>Ltd.<br>| 238522 | &nbsp;&nbsp;121482 |
| # | Port of Tauranga Ltd. | 37905 | &nbsp;&nbsp;183054 |
| \* | Rakon Ltd. | 28043 | &nbsp;&nbsp;23864 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ryman Healthcare <br>Ltd.<br>| 125466 | &nbsp;&nbsp;210278 |
|  | Sanford Ltd. | 20591 | &nbsp;&nbsp;90641 |
|  | Scales Corp. Ltd. | 49657 | &nbsp;&nbsp;171723 |
| \* | Serko Ltd. | 3631 | &nbsp;&nbsp;6454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Skellerup Holdings <br>Ltd.<br>| 64548 | &nbsp;&nbsp;200987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SKY Network <br>Television Ltd.<br>| 56838 | &nbsp;&nbsp;114159 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;SKYCITY <br>Entertainment <br>Group Ltd.<br>| 306429 | &nbsp;&nbsp;170806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Spark New Zealand <br>Ltd.<br>| 176310 | &nbsp;&nbsp;239987 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Steel & Tube Holdings <br>Ltd.<br>| 32029 | &nbsp;&nbsp;12889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Summerset Group <br>Holdings Ltd.<br>| 97010 | &nbsp;&nbsp;674659 |
| # | Tourism Holdings Ltd. | 44694 | &nbsp;&nbsp;69366 |
|  | TOWER Ltd. | 123362 | &nbsp;&nbsp;143402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Turners Automotive <br>Group Ltd.<br>| 26026 | &nbsp;&nbsp;135057 |
|  | Vector Ltd. | 26039 | &nbsp;&nbsp;75604 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vista Group <br>International Ltd.<br>| 32932 | &nbsp;&nbsp;36750 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Warehouse Group <br>Ltd.<br>| 33171 | &nbsp;&nbsp;14595 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  | &nbsp;&nbsp;9433424 |
| NORWAY — (0.5%) | NORWAY — (0.5%) | NORWAY — (0.5%) |  |
|  | 2020 Bulkers Ltd. | 5584 | &nbsp;&nbsp;82927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ABG Sundal Collier <br>Holding ASA<br>| 105016 | &nbsp;&nbsp;88369 |
|  | AF Gruppen ASA | 9872 | &nbsp;&nbsp;189037 |
|  | Akastor ASA | 52076 | &nbsp;&nbsp;72438 |
|  | Aker ASA, Class A | 1200 | &nbsp;&nbsp;110528 |
| #\* | Aker BioMarine ASA | 1327 | &nbsp;&nbsp;13329 |
|  | Aker BP ASA | 43444 | &nbsp;&nbsp;1278899 |
|  | Aker Solutions ASA | 101751 | &nbsp;&nbsp;371802 |
|  | Archer Ltd. | 15404 | &nbsp;&nbsp;40616 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arendals <br>Fossekompani ASA<br>| 161 | &nbsp;&nbsp;$2587 |
|  | Atea ASA | 16472 | &nbsp;&nbsp;263600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Austevoll Seafood <br>ASA<br>| 27631 | &nbsp;&nbsp;265618 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;AutoStore Holdings <br>Ltd.<br>| 17990 | &nbsp;&nbsp;20854 |
|  | B2 Impact ASA | 75199 | &nbsp;&nbsp;162248 |
| # | Bakkafrost P | 4071 | &nbsp;&nbsp;196658 |
|  | Bluenord ASA | 7735 | &nbsp;&nbsp;361542 |
|  | Bonheur ASA | 7630 | &nbsp;&nbsp;199734 |
|  | Borregaard ASA | 21124 | &nbsp;&nbsp;425108 |
| # | Bouvet ASA | 25196 | &nbsp;&nbsp;152234 |
| #\* | BW Energy Ltd. | 4594 | &nbsp;&nbsp;22146 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;BW LPG Ltd. BWLPG <br>NO<br>| 28644 | &nbsp;&nbsp;453453 |
|  | BW Offshore Ltd. | 30988 | &nbsp;&nbsp;151007 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cadeler AS (CADLR <br>NO)<br>| 13474 | &nbsp;&nbsp;80209 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Cadeler AS (CDLR <br>US), ADR<br>| 817 | &nbsp;&nbsp;19526 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cloudberry Clean <br>Energy ASA<br>| 69815 | &nbsp;&nbsp;89720 |
| # | DNB Bank ASA | 53478 | &nbsp;&nbsp;1533393 |
|  | DNO ASA | 140932 | &nbsp;&nbsp;239382 |
|  | DOF Group ASA | 29659 | &nbsp;&nbsp;347131 |
| Ω | Elkem ASA | 85851 | &nbsp;&nbsp;255033 |
| Ω | Elmera Group ASA | 32302 | &nbsp;&nbsp;134879 |
|  | Elopak ASA | 35209 | &nbsp;&nbsp;182991 |
| Ω | Entra ASA | 9405 | &nbsp;&nbsp;110148 |
|  | Equinor ASA | 118246 | &nbsp;&nbsp;3178276 |
| Ω | Europris ASA | 64160 | &nbsp;&nbsp;589431 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;FLEX LNG Ltd. <br>(FLNG NO)<br>| 4924 | &nbsp;&nbsp;131471 |
|  | Frontline PLC | 22423 | &nbsp;&nbsp;638272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gjensidige Forsikring <br>ASA<br>| 3393 | &nbsp;&nbsp;96573 |
| \* | Grieg Seafood ASA | 10179 | &nbsp;&nbsp;78816 |
|  | Hafnia Ltd. | 70806 | &nbsp;&nbsp;434030 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Hexagon Composites <br>ASA<br>| 27404 | &nbsp;&nbsp;22095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Himalaya Shipping <br>Ltd. HSHP US<br>| 4085 | &nbsp;&nbsp;44363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hoegh Autoliners <br>ASA<br>| 37835 | &nbsp;&nbsp;421591 |
| Ω | Kid ASA | 10802 | &nbsp;&nbsp;139785 |
|  | Kitron ASA | 41228 | &nbsp;&nbsp;354370 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Klaveness <br>Combination <br>Carriers ASA<br>| 6871 | &nbsp;&nbsp;63109 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kongsberg Automotive <br>ASA<br>| 238423 | &nbsp;&nbsp;53465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kongsberg Gruppen <br>ASA<br>| 14970 | &nbsp;&nbsp;514236 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Leroy Seafood Group <br>ASA<br>| 18430 | &nbsp;&nbsp;90820 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LINK Mobility Group <br>Holding ASA<br>| 51065 | &nbsp;&nbsp;178070 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |  |
|  | Magnora ASA | 12127 | &nbsp;&nbsp;$26355 |
|  | Medistim ASA | 2742 | &nbsp;&nbsp;63714 |
|  | Mowi ASA | 13640 | &nbsp;&nbsp;314430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MPC Container Ships <br>ASA<br>| 89881 | &nbsp;&nbsp;174191 |
| Ω | Multiconsult ASA | 4197 | &nbsp;&nbsp;74101 |
| \* | Napatech AS | 3160 | &nbsp;&nbsp;11018 |
| #\* | NEL ASA | 84582 | &nbsp;&nbsp;19295 |
|  | Norbit ASA | 7952 | &nbsp;&nbsp;152837 |
| \* | Nordic Mining ASA | 12200 | &nbsp;&nbsp;15096 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nordic Semiconductor <br>ASA<br>| 3453 | &nbsp;&nbsp;46372 |
|  | Norsk Hydro ASA | 81216 | &nbsp;&nbsp;721026 |
| #\*Ω | Norske Skog ASA | 19271 | &nbsp;&nbsp;37347 |
| \* | Northern Ocean Ltd. | 39963 | &nbsp;&nbsp;38021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Norwegian Air Shuttle <br>ASA<br>| 62645 | &nbsp;&nbsp;105743 |
|  | Odfjell Drilling Ltd. | 45977 | &nbsp;&nbsp;457631 |
|  | Odfjell SE, Class A | 6204 | &nbsp;&nbsp;87521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Odfjell Technology <br>Ltd.<br>| 10957 | &nbsp;&nbsp;66902 |
| \* | OKEA ASA | 15569 | &nbsp;&nbsp;37953 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Okeanis Eco Tankers <br>Corp.<br>| 3789 | &nbsp;&nbsp;152801 |
| # | Orkla ASA | 13548 | &nbsp;&nbsp;161199 |
|  | Panoro Energy ASA | 26853 | &nbsp;&nbsp;61528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paratus Energy <br>Services Ltd.<br>| 6702 | &nbsp;&nbsp;32564 |
|  | Pareto Bank ASA | 13851 | &nbsp;&nbsp;116414 |
|  | Pexip Holding ASA | 16259 | &nbsp;&nbsp;130244 |
| \* | PhotoCure ASA | 1570 | &nbsp;&nbsp;11250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Protector Forsikring <br>ASA<br>| 10065 | &nbsp;&nbsp;545231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Public Property Invest <br>AS<br>| 15571 | &nbsp;&nbsp;38603 |
|  | Rana Gruber ASA | 10326 | &nbsp;&nbsp;83294 |
|  | Rogaland Sparebank | 1120 | &nbsp;&nbsp;16080 |
| # | Salmar ASA | 1486 | &nbsp;&nbsp;88539 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Salmon Evolution <br>ASA<br>| 66994 | &nbsp;&nbsp;34109 |
|  | SATS ASA | 37953 | &nbsp;&nbsp;158186 |
| \*Ω | Scatec ASA | 29500 | &nbsp;&nbsp;352421 |
| \* | Sea1 offshore, Inc. | 23032 | &nbsp;&nbsp;59720 |
|  | Selvaag Bolig ASA | 11511 | &nbsp;&nbsp;41446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Solstad Maritime <br>Holding AS<br>| 25802 | &nbsp;&nbsp;58521 |
|  | Solstad Offshore ASA | 11178 | &nbsp;&nbsp;59154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SpareBank 1 <br>Helgeland<br>| 832 | &nbsp;&nbsp;14674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sparebank 1 <br>Oestlandet<br>| 11518 | &nbsp;&nbsp;234128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SpareBank 1 <br>Sor-Norge ASA<br>| 28743 | &nbsp;&nbsp;579441 |
|  | Sparebanken More | 7775 | &nbsp;&nbsp;88452 |
|  | Stolt-Nielsen Ltd. | 9437 | &nbsp;&nbsp;296031 |
|  | Storebrand ASA | 82626 | &nbsp;&nbsp;1445943 |
|  | Subsea 7 SA | 32553 | &nbsp;&nbsp;832123 |
|  | Telenor ASA | 37309 | &nbsp;&nbsp;628755 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |  |
|  | TGS ASA | 47580 | &nbsp;&nbsp;$501509 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;TOMRA Systems <br>ASA<br>| 12707 | &nbsp;&nbsp;168573 |
|  | Var Energi ASA | 53628 | &nbsp;&nbsp;196087 |
|  | Veidekke ASA | 36972 | &nbsp;&nbsp;681341 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Vend Marketplaces <br>ASA, Class B<br>| 3904 | &nbsp;&nbsp;108089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wallenius Wilhelmsen <br>ASA<br>| 29037 | &nbsp;&nbsp;337372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wilh Wilhelmsen <br>Holding ASA, <br>Class A<br>| 4613 | &nbsp;&nbsp;328432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wilh Wilhelmsen <br>Holding ASA, <br>Class B<br>| 281 | &nbsp;&nbsp;17802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yara International <br>ASA<br>| 9060 | &nbsp;&nbsp;416423 |
| \* | Zaptec ASA | 3296 | &nbsp;&nbsp;7888 |
| TOTAL NORWAY | TOTAL NORWAY |  | &nbsp;&nbsp;26479839 |
| PERU — (0.0%) | PERU — (0.0%) | PERU — (0.0%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cementos Pacasmayo <br>SAA, ADR<br>| 3792 | &nbsp;&nbsp;41749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia de Minas <br>Buenaventura SAA, <br>ADR<br>| 1300 | &nbsp;&nbsp;44538 |
|  | Credicorp Ltd. | 1916 | &nbsp;&nbsp;683686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intercorp Financial <br>Services, Inc.<br>| 1299 | &nbsp;&nbsp;63625 |
| TOTAL PERU | TOTAL PERU |  | &nbsp;&nbsp;833598 |
| PHILIPPINES — (0.2%) | PHILIPPINES — (0.2%) | PHILIPPINES — (0.2%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aboitiz Equity <br>Ventures, Inc.<br>| 203820 | &nbsp;&nbsp;109966 |
|  | Aboitiz Power Corp. | 127900 | &nbsp;&nbsp;93282 |
|  | ACEN Corp. | 2075821 | &nbsp;&nbsp;93195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alliance Global Group, <br>Inc.<br>| 791500 | &nbsp;&nbsp;99809 |
|  | Apex Mining Co., Inc. | 1093000 | &nbsp;&nbsp;270849 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Atlas Consolidated <br>Mining & <br>Development Corp.<br>| 10800 | &nbsp;&nbsp;1886 |
|  | Ayala Corp. | 21495 | &nbsp;&nbsp;184713 |
|  | Ayala Land, Inc. | 593700 | &nbsp;&nbsp;214070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of the Philippine <br>Islands<br>| 179528 | &nbsp;&nbsp;378162 |
|  | BDO Unibank, Inc. | 367599 | &nbsp;&nbsp;842513 |
|  | Belle Corp. | 1052000 | &nbsp;&nbsp;24586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bloomberry Resorts <br>Corp.<br>| 755200 | &nbsp;&nbsp;36480 |
| \* | Cebu Air, Inc. | 41200 | &nbsp;&nbsp;22762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Century Pacific Food, <br>Inc.<br>| 312700 | &nbsp;&nbsp;202112 |
|  | China Banking Corp. | 339992 | &nbsp;&nbsp;369689 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Converge Information <br>& Communications <br>Technology <br>Solutions, Inc.<br>| 626800 | &nbsp;&nbsp;$165090 |
|  | Cosco Capital, Inc. | 487200 | &nbsp;&nbsp;60376 |
|  | D&L Industries, Inc. | 433400 | &nbsp;&nbsp;29448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DigiPlus Interactive <br>Corp.<br>| 40900 | &nbsp;&nbsp;9040 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;DITO CME Holdings <br>Corp.<br>| 894000 | &nbsp;&nbsp;10308 |
|  | DMCI Holdings, Inc. | 665500 | &nbsp;&nbsp;122431 |
| \* | DoubleDragon Corp. | 260700 | &nbsp;&nbsp;44449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;East West Banking <br>Corp.<br>| 202850 | &nbsp;&nbsp;42569 |
|  | Emperador, Inc. | 83300 | &nbsp;&nbsp;21909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Philippine <br>Holdings Corp.<br>| 64910 | &nbsp;&nbsp;84675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ginebra San Miguel, <br>Inc.<br>| 18440 | &nbsp;&nbsp;91092 |
|  | Globe Telecom, Inc. | 5774 | &nbsp;&nbsp;154743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GT Capital Holdings, <br>Inc.<br>| 25488 | &nbsp;&nbsp;290304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Container <br>Terminal Services, <br>Inc.<br>| 53530 | &nbsp;&nbsp;586311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JG Summit Holdings, <br>Inc.<br>| 446466 | &nbsp;&nbsp;211205 |
|  | Jollibee Foods Corp. | 57750 | &nbsp;&nbsp;200993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keepers Holdings, <br>Inc.<br>| 341000 | &nbsp;&nbsp;13267 |
|  | LT Group, Inc. | 624500 | &nbsp;&nbsp;169405 |
|  | Manila Electric Co. | 13600 | &nbsp;&nbsp;136104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Manila Water Co., <br>Inc.<br>| 276900 | &nbsp;&nbsp;190850 |
|  | Megaworld Corp. | 2379600 | &nbsp;&nbsp;88763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Bank & <br>Trust Co.<br>| 218306 | &nbsp;&nbsp;270743 |
| Ω | Monde Nissin Corp. | 238300 | &nbsp;&nbsp;23028 |
|  | Nickel Asia Corp. | 1306480 | &nbsp;&nbsp;119416 |
|  | Petron Corp. | 1056700 | &nbsp;&nbsp;48451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philcomsat Holdings <br>Corp.<br>| 23890 | &nbsp;&nbsp;43401 |
|  | Philex Mining Corp. | 510400 | &nbsp;&nbsp;97609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philippine National <br>Bank<br>| 128372 | &nbsp;&nbsp;139680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philippine Seven <br>Corp.<br>| 19620 | &nbsp;&nbsp;11491 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Phoenix Petroleum <br>Philippines, Inc.<br>| 107200 | &nbsp;&nbsp;1420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PLDT, Inc. (PHI US), <br>Sponsored ADR<br>| 839 | &nbsp;&nbsp;18928 |
|  | PLDT, Inc. (TEL PM) | 10025 | &nbsp;&nbsp;228802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Puregold Price Club, <br>Inc.<br>| 253800 | &nbsp;&nbsp;153841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rizal Commercial <br>Banking Corp.<br>| 104115 | &nbsp;&nbsp;44383 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Robinsons Land <br>Corp.<br>| 419738 | &nbsp;&nbsp;$129375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Robinsons Retail <br>Holdings, Inc.<br>| 67680 | &nbsp;&nbsp;42558 |
|  | San Miguel Corp. | 104660 | &nbsp;&nbsp;142276 |
|  | Security Bank Corp. | 99670 | &nbsp;&nbsp;110064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Semirara Mining & <br>Power Corp.<br>| 273080 | &nbsp;&nbsp;147930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shakey's Pizza Asia <br>Ventures, Inc.<br>| 84300 | &nbsp;&nbsp;9570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SM Investments <br>Corp.<br>| 2270 | &nbsp;&nbsp;26980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SM Prime Holdings, <br>Inc.<br>| 203700 | &nbsp;&nbsp;74586 |
|  | SSI Group, Inc. | 143000 | &nbsp;&nbsp;6559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;STI Education <br>Systems Holdings, <br>Inc.<br>| 431000 | &nbsp;&nbsp;9222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Synergy Grid & <br>Development Phils, <br>Inc.<br>| 247500 | &nbsp;&nbsp;80482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Bank of the <br>Philippines<br>| 196148 | &nbsp;&nbsp;85915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Robina <br>Corp.<br>| 134360 | &nbsp;&nbsp;161758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vista Land & <br>Lifescapes, Inc.<br>| 1160900 | &nbsp;&nbsp;23327 |
|  | Vistamalls, Inc. | 88000 | &nbsp;&nbsp;1820 |
|  | Wilcon Depot, Inc. | 287300 | &nbsp;&nbsp;32643 |
| TOTAL PHILIPPINES | TOTAL PHILIPPINES |  | &nbsp;&nbsp;7953664 |
| POLAND — (0.4%) | POLAND — (0.4%) | POLAND — (0.4%) |  |
| \* | 11 bit studios SA | 69 | &nbsp;&nbsp;2813 |
|  | AB SA | 2766 | &nbsp;&nbsp;92687 |
| \* | Action SA | 5598 | &nbsp;&nbsp;50746 |
|  | Agora SA | 12934 | &nbsp;&nbsp;33534 |
|  | Alior Bank SA | 46733 | &nbsp;&nbsp;1525349 |
| \*Ω | Allegro.eu SA | 17418 | &nbsp;&nbsp;143086 |
|  | Amica SA | 2272 | &nbsp;&nbsp;38415 |
| # | AmRest Holdings SE | 23304 | &nbsp;&nbsp;88960 |
| \* | Arctic Paper SA | 9228 | &nbsp;&nbsp;21157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASBISc Enterprises <br>PLC<br>| 13274 | &nbsp;&nbsp;143586 |
|  | Asseco Poland SA | 18130 | &nbsp;&nbsp;1104044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asseco South Eastern <br>Europe SA<br>| 3183 | &nbsp;&nbsp;67151 |
| # | Auto Partner SA | 17966 | &nbsp;&nbsp;95268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Handlowy w <br>Warszawie SA<br>| 10468 | &nbsp;&nbsp;339946 |
| \* | Bank Millennium SA | 70399 | &nbsp;&nbsp;340556 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Bank Ochrony <br>Srodowiska SA<br>| 20762 | &nbsp;&nbsp;59426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Polska Kasa <br>Opieki SA<br>| 23488 | &nbsp;&nbsp;1428493 |
| #\* | Benefit Systems SA | 723 | &nbsp;&nbsp;778629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BNPP Bank Polska <br>SA<br>| 2753 | &nbsp;&nbsp;113305 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| POLAND — (Continued) | POLAND — (Continued) | POLAND — (Continued) |  |
|  | Boryszew SA | 29053 | &nbsp;&nbsp;$47076 |
| # | Budimex SA | 2184 | &nbsp;&nbsp;422195 |
| #\* | CCC SA | 8341 | &nbsp;&nbsp;275693 |
|  | CD Projekt SA | 2091 | &nbsp;&nbsp;152636 |
| \* | Celon Pharma SA | 3548 | &nbsp;&nbsp;21803 |
| \* | CI Games SA | 23337 | &nbsp;&nbsp;15368 |
| #\* | Cognor Holding SA | 32298 | &nbsp;&nbsp;45973 |
| # | Cyber Folks SA | 2370 | &nbsp;&nbsp;137344 |
| #\* | Cyfrowy Polsat SA | 57516 | &nbsp;&nbsp;216252 |
| \* | Datawalk SA | 732 | &nbsp;&nbsp;35052 |
|  | Develia SA | 105136 | &nbsp;&nbsp;275927 |
| \*Ω | Dino Polska SA | 40090 | &nbsp;&nbsp;424134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dom Development <br>SA<br>| 2718 | &nbsp;&nbsp;205748 |
|  | Echo Investment SA | 10592 | &nbsp;&nbsp;15477 |
| # | Elektrotim SA | 885 | &nbsp;&nbsp;12320 |
| \* | Enea SA | 102173 | &nbsp;&nbsp;630943 |
| #\* | Eurocash SA | 16735 | &nbsp;&nbsp;32019 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fabryki Mebli Forte <br>SA<br>| 3906 | &nbsp;&nbsp;27321 |
|  | Ferro SA | 648 | &nbsp;&nbsp;5578 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Globe Trade Centre <br>SA<br>| 30781 | &nbsp;&nbsp;25788 |
| #\* | Grupa Azoty SA | 15444 | &nbsp;&nbsp;77144 |
|  | Grupa Kety SA | 3397 | &nbsp;&nbsp;974838 |
| \*Ω | HUUUGE, Inc. | 10756 | &nbsp;&nbsp;76112 |
|  | ING Bank Slaski SA | 4302 | &nbsp;&nbsp;470108 |
|  | Inter Cars SA | 2063 | &nbsp;&nbsp;368234 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jastrzebska Spolka <br>Weglowa SA<br>| 17979 | &nbsp;&nbsp;149455 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;KGHM Polska Miedz <br>SA<br>| 18041 | &nbsp;&nbsp;1673963 |
|  | KRUK SA | 5294 | &nbsp;&nbsp;727917 |
|  | LPP SA | 125 | &nbsp;&nbsp;690316 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lubelski Wegiel <br>Bogdanka SA<br>| 4699 | &nbsp;&nbsp;28107 |
| \* | mBank SA | 1382 | &nbsp;&nbsp;403131 |
|  | Mirbud SA | 18519 | &nbsp;&nbsp;68341 |
|  | Mo-BRUK SA | 603 | &nbsp;&nbsp;61045 |
| \* | Mostostal Zabrze SA | 9282 | &nbsp;&nbsp;16881 |
|  | Neuca SA | 441 | &nbsp;&nbsp;98321 |
|  | Newag SA | 1426 | &nbsp;&nbsp;49994 |
|  | Orange Polska SA | 102086 | &nbsp;&nbsp;330067 |
|  | ORLEN SA | 45363 | &nbsp;&nbsp;1378699 |
|  | PCC Rokita SA | 524 | &nbsp;&nbsp;10701 |
|  | Pepco Group NV | 43134 | &nbsp;&nbsp;352485 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PGE Polska Grupa <br>Energetyczna SA<br>| 251459 | &nbsp;&nbsp;709205 |
| \* | PKP Cargo SA | 7534 | &nbsp;&nbsp;29038 |
|  | PlayWay SA | 336 | &nbsp;&nbsp;26545 |
| \* | Polimex-Mostostal SA | 38961 | &nbsp;&nbsp;92207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Powszechna Kasa <br>Oszczednosci Bank <br>Polski SA<br>| 35041 | &nbsp;&nbsp;911447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Powszechny Zaklad <br>Ubezpieczen SA<br>| 51386 | &nbsp;&nbsp;1011088 |
|  | Rainbow Tours SA | 1244 | &nbsp;&nbsp;53544 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| POLAND — (Continued) | POLAND — (Continued) | POLAND — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Santander Bank <br>Polska SA<br>| 1780 | &nbsp;&nbsp;$279254 |
| \* | Selvita SA | 1674 | &nbsp;&nbsp;20247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stalexport Autostrady <br>SA<br>| 30531 | &nbsp;&nbsp;24253 |
|  | Synektik SA | 2522 | &nbsp;&nbsp;209289 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tauron Polska Energia <br>SA<br>| 416659 | &nbsp;&nbsp;1288602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TEN Square Games <br>SA<br>| 1066 | &nbsp;&nbsp;34414 |
| # | Text SA | 3006 | &nbsp;&nbsp;35841 |
|  | Torpol SA | 4879 | &nbsp;&nbsp;80213 |
| \* | Toya SA | 4239 | &nbsp;&nbsp;11672 |
|  | Unimot SA | 1479 | &nbsp;&nbsp;56593 |
|  | Votum SA | 537 | &nbsp;&nbsp;7247 |
|  | Voxel SA | 582 | &nbsp;&nbsp;22573 |
| \* | VRG SA | 37269 | &nbsp;&nbsp;52128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Warsaw Stock <br>Exchange<br>| 2489 | &nbsp;&nbsp;49819 |
|  | Wawel SA | 12 | &nbsp;&nbsp;2837 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Wirtualna Polska <br>Holding SA<br>| 3878 | &nbsp;&nbsp;67288 |
| Ω | XTB SA | 22194 | &nbsp;&nbsp;528952 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zespol <br>Elektrocieplowni <br>Wroclawskich <br>Kogeneracja SA<br>| 1940 | &nbsp;&nbsp;42511 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zespol Elektrowni <br>Patnow Adamow <br>Konin SA<br>| 4127 | &nbsp;&nbsp;22660 |
| TOTAL POLAND | TOTAL POLAND |  | &nbsp;&nbsp;23167124 |
| PORTUGAL — (0.2%) | PORTUGAL — (0.2%) | PORTUGAL — (0.2%) |  |
| # | Altri SGPS SA | 29560 | &nbsp;&nbsp;151671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Comercial <br>Portugues SA, <br>Class R<br>| 3670426 | &nbsp;&nbsp;3972876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corticeira Amorim <br>SGPS SA<br>| 8194 | &nbsp;&nbsp;64998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CTT-Correios de <br>Portugal SA<br>| 23076 | &nbsp;&nbsp;185660 |
|  | EDP Renovaveis SA | 54499 | &nbsp;&nbsp;827915 |
|  | EDP SA (EDP PL) | 366729 | &nbsp;&nbsp;1875248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Galp Energia SGPS <br>SA<br>| 115204 | &nbsp;&nbsp;2292287 |
|  | Ibersol SGPS SA | 8870 | &nbsp;&nbsp;111926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jeronimo Martins <br>SGPS SA<br>| 30682 | &nbsp;&nbsp;723514 |
| # | Mota-Engil SGPS SA | 34573 | &nbsp;&nbsp;182604 |
| # | Navigator Co. SA | 60047 | &nbsp;&nbsp;227292 |
|  | NOS SGPS SA | 63506 | &nbsp;&nbsp;330134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;REN - Redes <br>Energeticas <br>Nacionais SGPS <br>SA<br>| 91426 | &nbsp;&nbsp;372592 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| PORTUGAL — (Continued) | PORTUGAL — (Continued) | PORTUGAL — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Semapa-Sociedade <br>de Investimento e <br>Gestao<br>| 7088 | &nbsp;&nbsp;$188010 |
|  | Sonae SGPS SA | 308562 | &nbsp;&nbsp;647529 |
| TOTAL PORTUGAL | TOTAL PORTUGAL |  | &nbsp;&nbsp;12154256 |
| QATAR — (0.2%) | QATAR — (0.2%) | QATAR — (0.2%) |  |
|  | Aamal Co. | 868127 | &nbsp;&nbsp;204943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al Khaleej Takaful <br>Group QSC<br>| 72860 | &nbsp;&nbsp;47060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al Meera Consumer <br>Goods Co. QSC<br>| 34245 | &nbsp;&nbsp;138376 |
|  | Al Rayan Bank | 728158 | &nbsp;&nbsp;454866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alijarah Holding Co. <br>QPSC<br>| 103023 | &nbsp;&nbsp;20177 |
| \* | Baladna | 214383 | &nbsp;&nbsp;72973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barwa Real Estate <br>Co.<br>| 568627 | &nbsp;&nbsp;427730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commercial Bank <br>PSQC <br>| 276042 | &nbsp;&nbsp;360808 |
|  | Doha Bank QPSC | 721345 | &nbsp;&nbsp;547151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Doha Insurance Co. <br>QSC<br>| 102131 | &nbsp;&nbsp;76976 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Estithmar Holding <br>QPSC<br>| 134490 | &nbsp;&nbsp;148845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gulf International <br>Services QSC<br>| 347844 | &nbsp;&nbsp;266643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gulf Warehousing <br>Co.<br>| 96772 | &nbsp;&nbsp;66576 |
|  | Industries Qatar QSC | 23363 | &nbsp;&nbsp;81548 |
|  | Lesha Bank LLC | 287795 | &nbsp;&nbsp;148006 |
|  | Mannai Corp. QSC | 40666 | &nbsp;&nbsp;54383 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mazaya Real Estate <br>Development <br>QPSC<br>| 281270 | &nbsp;&nbsp;44912 |
|  | Medicare Group | 60265 | &nbsp;&nbsp;106376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mesaieed <br>Petrochemical <br>Holding Co.<br>| 858533 | &nbsp;&nbsp;258058 |
|  | Nebras Energy | 44633 | &nbsp;&nbsp;187725 |
|  | Ooredoo QPSC | 185855 | &nbsp;&nbsp;730833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qatar Aluminum <br>Manufacturing Co.<br>| 521011 | &nbsp;&nbsp;271125 |
|  | Qatar Fuel QSC | 49111 | &nbsp;&nbsp;209109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qatar Gas Transport <br>Co. Ltd.<br>| 394237 | &nbsp;&nbsp;519268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qatar Industrial <br>Manufacturing Co. <br>QSC<br>| 72555 | &nbsp;&nbsp;46153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qatar Insurance Co. <br>SAQ<br>| 329469 | &nbsp;&nbsp;198429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qatar International <br>Islamic Bank QSC<br>| 133173 | &nbsp;&nbsp;417896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qatar Islamic Bank <br>QPSC<br>| 32774 | &nbsp;&nbsp;225089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qatar Islamic <br>Insurance Group<br>| 22820 | &nbsp;&nbsp;54553 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| QATAR — (Continued) | QATAR — (Continued) | QATAR — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qatar National Bank <br>QPSC<br>| 430563 | &nbsp;&nbsp;$2345877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qatar National <br>Cement Co. QSC<br>| 138869 | &nbsp;&nbsp;109118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qatar Navigation <br>QSC<br>| 276752 | &nbsp;&nbsp;859789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;QLM Life & Medical <br>Insurance Co. WLL<br>| 20001 | &nbsp;&nbsp;13440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Salam International <br>Investment Ltd. <br>QSC<br>| 377474 | &nbsp;&nbsp;79502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Development <br>Co. QSC<br>| 551610 | &nbsp;&nbsp;146281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vodafone Qatar <br>PQSC<br>| 704895 | &nbsp;&nbsp;493818 |
| \* | Widam Food Co. | 33153 | &nbsp;&nbsp;13207 |
|  | Zad Holding Co. | 3845 | &nbsp;&nbsp;15330 |
| TOTAL QATAR | TOTAL QATAR |  | &nbsp;&nbsp;10462949 |
| RUSSIA — (0.0%) | RUSSIA — (0.0%) | RUSSIA — (0.0%) |  |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Gazprom PJSC <br>(OGZD LI), <br>Sponsored ADR<br>| 134073 | &nbsp;&nbsp;0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Gazprom PJSC <br>(OGZPY US), <br>Sponsored ADR<br>| 26988 | &nbsp;&nbsp;0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Magnitogorsk Iron & <br>Steel Works PJSC <br>(MMK LI), <br>Sponsored GDR<br>| 28061 | &nbsp;&nbsp;0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Mechel PJSC, <br>Sponsored ADR<br>| 6898 | &nbsp;&nbsp;0 |
| \*†† | PhosAgro PJSC | 136 | &nbsp;&nbsp;0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Polyus PJSC (PLZL <br>LI), GDR<br>| 2588 | &nbsp;&nbsp;0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;RusHydro PJSC <br>(HYDR LI), ADR<br>| 131916 | &nbsp;&nbsp;0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;RusHydro PJSC <br>(RSHYY US), ADR<br>| 62793 | &nbsp;&nbsp;0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Sberbank of Russia <br>PJSC (SBER LI), <br>Sponsored ADR<br>| 65441 | &nbsp;&nbsp;0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Severstal PAO <br>(SVJTY US), GDR<br>| 14770 | &nbsp;&nbsp;0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Severstal PAO (SVST <br>LI), GDR<br>| 6022 | &nbsp;&nbsp;0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;VTB Bank PJSC <br>(VTBR LI), GDR<br>| 330257 | &nbsp;&nbsp;0 |
| SAUDI ARABIA — (0.7%) | SAUDI ARABIA — (0.7%) | SAUDI ARABIA — (0.7%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Abdullah Al Othaim <br>Markets Co.<br>| 126686 | &nbsp;&nbsp;224946 |
| \* | ACWA Power Co. | 5152 | &nbsp;&nbsp;257124 |
|  | Ades Holding Co. | 23001 | &nbsp;&nbsp;117852 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Advanced <br>Petrochemical Co.<br>| 26479 | &nbsp;&nbsp;183176 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al Babtain Power & <br>Telecommunication <br>Co.<br>| 14290 | &nbsp;&nbsp;$266717 |
|  | Al Hammadi Holding | 11852 | &nbsp;&nbsp;87764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al Hassan Ghazi <br>Ibrahim Shaker Co.<br>| 8138 | &nbsp;&nbsp;39382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al Jouf Agricultural <br>Development Co.<br>| 1033 | &nbsp;&nbsp;13760 |
| \* | Al Jouf Cement Co. | 9833 | &nbsp;&nbsp;16224 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Al Khaleej Training & <br>Education Co.<br>| 8735 | &nbsp;&nbsp;48402 |
|  | Al Rajhi Bank | 143679 | &nbsp;&nbsp;4102940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al Yamamah Steel <br>Industries Co.<br>| 5821 | &nbsp;&nbsp;58703 |
|  | Alamar Foods | 4350 | &nbsp;&nbsp;50956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alandalus Property <br>Co.<br>| 9476 | &nbsp;&nbsp;44176 |
|  | Alaseel Co. | 63346 | &nbsp;&nbsp;62543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al-Dawaa Medical <br>Services Co.<br>| 7886 | &nbsp;&nbsp;107720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aldrees Petroleum & <br>Transport Services <br>Co.<br>| 17459 | &nbsp;&nbsp;555934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al-Etihad Cooperative <br>Insurance Co.<br>| 12241 | &nbsp;&nbsp;26461 |
|  | Alinma Bank | 182002 | &nbsp;&nbsp;1382449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AlJazira Takaful <br>Ta'awuni Co.<br>| 14040 | &nbsp;&nbsp;45617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AlKhorayef Water & <br>Power Technologies <br>Co.<br>| 3510 | &nbsp;&nbsp;115777 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Allianz Saudi Fransi <br>Cooperative <br>Insurance Co.<br>| 11757 | &nbsp;&nbsp;34105 |
|  | Almarai Co. JSC | 89044 | &nbsp;&nbsp;1050399 |
|  | Alujain Corp. | 11647 | &nbsp;&nbsp;81120 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amlak International <br>Finance Co.<br>| 8292 | &nbsp;&nbsp;24849 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Anaam International <br>Holding Group Co.<br>| 5064 | &nbsp;&nbsp;16438 |
|  | Arab National Bank | 120306 | &nbsp;&nbsp;730167 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arabia Insurance <br>Cooperative Co.<br>| 4637 | &nbsp;&nbsp;11240 |
|  | Arabian Cement Co. | 17316 | &nbsp;&nbsp;100695 |
| Ω | Arabian Centres Co. | 25688 | &nbsp;&nbsp;133874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arabian Internet & <br>Communications <br>Services Co.<br>| 4461 | &nbsp;&nbsp;278816 |
|  | Arabian Pipes Co. | 28040 | &nbsp;&nbsp;38883 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arabian Shield <br>Cooperative <br>Insurance Co.<br>| 5123 | &nbsp;&nbsp;16210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arriyadh Development <br>Co.<br>| 23530 | &nbsp;&nbsp;136085 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ARTEX Industrial <br>Investment Co.<br>| 16986 | &nbsp;&nbsp;48940 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Astra Industrial Group <br>Co.<br>| 8086 | &nbsp;&nbsp;$323264 |
|  | Ataa Educational Co. | 1211 | &nbsp;&nbsp;17958 |
|  | Bank AlBilad | 131708 | &nbsp;&nbsp;932570 |
| \* | Bank Al-Jazira | 178683 | &nbsp;&nbsp;596822 |
|  | Banque Saudi Fransi | 132858 | &nbsp;&nbsp;639526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Basic Chemical <br>Industries Ltd.<br>| 3936 | &nbsp;&nbsp;27623 |
| \* | Bawan Co. | 9685 | &nbsp;&nbsp;125821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BinDawood Holding <br>Co.<br>| 82885 | &nbsp;&nbsp;109031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bupa Arabia for <br>Cooperative <br>Insurance Co.<br>| 12408 | &nbsp;&nbsp;545100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Catrion Catering <br>Holding Co.<br>| 13997 | &nbsp;&nbsp;302306 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chubb Arabia <br>Cooperative <br>Insurance Co.<br>| 3840 | &nbsp;&nbsp;23609 |
|  | City Cement Co. | 27332 | &nbsp;&nbsp;98632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Co. for Cooperative <br>Insurance <br>| 15738 | &nbsp;&nbsp;574266 |
|  | Dallah Healthcare Co. | 2932 | &nbsp;&nbsp;96701 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dar Al Arkan Real <br>Estate Development <br>Co.<br>| 187611 | &nbsp;&nbsp;935186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dr. Sulaiman Al Habib <br>Medical Services <br>Group Co.<br>| 8871 | &nbsp;&nbsp;618680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;East Pipes Integrated <br>Co. for Industry<br>| 4748 | &nbsp;&nbsp;190966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eastern Province <br>Cement Co.<br>| 17399 | &nbsp;&nbsp;113732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Electrical Industries <br>Co.<br>| 221800 | &nbsp;&nbsp;807447 |
|  | Elm Co. | 391 | &nbsp;&nbsp;80870 |
| \* | Emaar Economic City | 65967 | &nbsp;&nbsp;173275 |
|  | Etihad Etisalat Co. | 121849 | &nbsp;&nbsp;2292967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Etihad GO Telecom <br>Co.<br>| 1418 | &nbsp;&nbsp;35524 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fawaz Abdulaziz Al <br>Hokair & Co.<br>| 10423 | &nbsp;&nbsp;47891 |
|  | First Milling Co. | 2137 | &nbsp;&nbsp;28796 |
|  | Fitaihi Holding Group | 53140 | &nbsp;&nbsp;41437 |
|  | Gulf Insurance Group | 5785 | &nbsp;&nbsp;37284 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gulf Union <br>Cooperative <br>Insurance Co.<br>| 11598 | &nbsp;&nbsp;34634 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Herfy Food Services <br>Co.<br>| 6369 | &nbsp;&nbsp;26946 |
|  | Jarir Marketing Co. | 94840 | &nbsp;&nbsp;360802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Leejam Sports Co. <br>JSC<br>| 6450 | &nbsp;&nbsp;174180 |
| \* | Lumi Rental Co. | 4377 | &nbsp;&nbsp;55916 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mediterranean & Gulf <br>Cooperative <br>Insurance & <br>Reinsurance Co.<br>| 16980 | &nbsp;&nbsp;$61238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Middle East <br>Healthcare Co.<br>| 8457 | &nbsp;&nbsp;80065 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Middle East Paper <br>Co.<br>| 16242 | &nbsp;&nbsp;89538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Middle East <br>Specialized Cables <br>Co.<br>| 7836 | &nbsp;&nbsp;47669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mobile <br>Telecommunications <br>Co. Saudi Arabia<br>| 151525 | &nbsp;&nbsp;447064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mouwasat Medical <br>Services Co.<br>| 10863 | &nbsp;&nbsp;201635 |
|  | Nahdi Medical Co. | 8206 | &nbsp;&nbsp;215465 |
| \* | Najran Cement Co. | 24708 | &nbsp;&nbsp;44057 |
| \* | Nama Chemicals Co. | 1455 | &nbsp;&nbsp;8821 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National Agriculture <br>Development Co. <br>| 52908 | &nbsp;&nbsp;278832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Co. for Glass <br>Industries <br>| 7092 | &nbsp;&nbsp;69474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Co. for <br>Learning & <br>Education<br>| 2634 | &nbsp;&nbsp;90544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Gas & <br>Industrialization Co.<br>| 7898 | &nbsp;&nbsp;187381 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National <br>Industrialization Co.<br>| 121274 | &nbsp;&nbsp;301447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Medical Care <br>Co.<br>| 3319 | &nbsp;&nbsp;139983 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National Metal <br>Manufacturing & <br>Casting Co.<br>| 3385 | &nbsp;&nbsp;12619 |
|  | Nayifat Finance Co. | 3554 | &nbsp;&nbsp;11414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northern Region <br>Cement Co.<br>| 31034 | &nbsp;&nbsp;58522 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Power & Water Utility <br>Co. for Jubail & <br>Yanbu<br>| 13716 | &nbsp;&nbsp;118632 |
|  | Qassim Cement Co. | 15343 | &nbsp;&nbsp;174895 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rabigh Refining & <br>Petrochemical Co.<br>| 68556 | &nbsp;&nbsp;130090 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Red Sea International <br>Co.<br>| 871 | &nbsp;&nbsp;6285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Retal Urban <br>Development Co.<br>| 22605 | &nbsp;&nbsp;76839 |
|  | Riyad Bank | 151061 | &nbsp;&nbsp;1133661 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Riyadh Cables Group <br>Co.<br>| 3109 | &nbsp;&nbsp;108208 |
|  | Riyadh Cement Co. | 7167 | &nbsp;&nbsp;47375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SABIC Agri-Nutrients <br>Co.<br>| 24772 | &nbsp;&nbsp;825330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sahara International <br>Petrochemical Co.<br>| 103655 | &nbsp;&nbsp;423522 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Arabian Amiantit <br>Co.<br>| 6391 | &nbsp;&nbsp;$27220 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Arabian Mining <br>Co.<br>| 37616 | &nbsp;&nbsp;764280 |
| Ω | Saudi Arabian Oil Co. | 250560 | &nbsp;&nbsp;1722406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Aramco Base <br>Oil Co.<br>| 11158 | &nbsp;&nbsp;311039 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Automotive <br>Services Co.<br>| 12967 | &nbsp;&nbsp;177096 |
|  | Saudi Awwal Bank | 103659 | &nbsp;&nbsp;984966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Basic Industries <br>Corp.<br>| 41059 | &nbsp;&nbsp;622277 |
|  | Saudi Cement Co. | 23641 | &nbsp;&nbsp;227086 |
|  | Saudi Ceramic Co. | 14470 | &nbsp;&nbsp;107212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Chemical Co. <br>Holding<br>| 92139 | &nbsp;&nbsp;187735 |
|  | Saudi Electricity Co. | 54073 | &nbsp;&nbsp;207584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Industrial <br>Investment Group<br>| 58330 | &nbsp;&nbsp;194620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Investment <br>Bank <br>| 142290 | &nbsp;&nbsp;531056 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Kayan <br>Petrochemical Co.<br>| 229642 | &nbsp;&nbsp;300032 |
| \* | Saudi Marketing Co. | 6069 | &nbsp;&nbsp;22718 |
|  | Saudi National Bank  | 204061 | &nbsp;&nbsp;2439626 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Paper <br>Manufacturing Co.<br>| 3589 | &nbsp;&nbsp;54028 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Pharmaceutical <br>Industries & Medical <br>Appliances Corp.<br>| 12952 | &nbsp;&nbsp;95305 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Public Transport <br>Co.<br>| 20899 | &nbsp;&nbsp;55915 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Real Estate <br>Co.<br>| 28937 | &nbsp;&nbsp;111807 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Reinsurance <br>Co.<br>| 23969 | &nbsp;&nbsp;178357 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Research & <br>Media Group<br>| 2673 | &nbsp;&nbsp;85316 |
|  | Saudi Steel Pipe Co. | 5340 | &nbsp;&nbsp;57635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Tadawul Group <br>Holding Co.<br>| 1530 | &nbsp;&nbsp;65512 |
|  | Saudi Telecom Co. | 92984 | &nbsp;&nbsp;1103793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saudia Dairy & <br>Foodstuff Co.<br>| 4505 | &nbsp;&nbsp;290950 |
| \* | Savola Group  | 16386 | &nbsp;&nbsp;104390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Scientific & Medical <br>Equipment House <br>Co.<br>| 2225 | &nbsp;&nbsp;19324 |
| \* | Seera Group Holding | 71283 | &nbsp;&nbsp;509053 |
| \* | Shams | 10219 | &nbsp;&nbsp;37075 |
| \* | SHL Finance Co. | 7962 | &nbsp;&nbsp;34638 |
| \* | Sinad Holding Co. | 25623 | &nbsp;&nbsp;61251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Province <br>Cement Co.<br>| 16673 | &nbsp;&nbsp;101908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sustained <br>Infrastructure <br>Holding Co.<br>| 14458 | &nbsp;&nbsp;110447 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |  |
|  | Tabuk Cement Co. | 20594 | &nbsp;&nbsp;$49380 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Takween Advanced <br>Industries Co.<br>| 10887 | &nbsp;&nbsp;18279 |
|  | Tanmiah Food Co. | 2597 | &nbsp;&nbsp;41604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Theeb Rent A Car <br>Co.<br>| 7950 | &nbsp;&nbsp;75025 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Umm Al-Qura Cement <br>Co.<br>| 10503 | &nbsp;&nbsp;36340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Electronics <br>Co.<br>| 11089 | &nbsp;&nbsp;259848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United International <br>Transportation Co.<br>| 14273 | &nbsp;&nbsp;230445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Wire Factories <br>Co.<br>| 3239 | &nbsp;&nbsp;17271 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Wafrah for Industry & <br>Development<br>| 1605 | &nbsp;&nbsp;9694 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Walaa Cooperative <br>Insurance Co.<br>| 17904 | &nbsp;&nbsp;53817 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Wataniya Insurance <br>Co.<br>| 11571 | &nbsp;&nbsp;41716 |
|  | Yamama Cement Co. | 27549 | &nbsp;&nbsp;197521 |
|  | Yanbu Cement Co. | 17524 | &nbsp;&nbsp;72862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yanbu National <br>Petrochemical Co.<br>| 38412 | &nbsp;&nbsp;276673 |
| TOTAL SAUDI ARABIA | TOTAL SAUDI ARABIA |  | &nbsp;&nbsp;39654943 |
| SINGAPORE — (0.8%) | SINGAPORE — (0.8%) | SINGAPORE — (0.8%) |  |
| \* | AEM Holdings Ltd. | 88476 | &nbsp;&nbsp;134429 |
|  | Aztech Global Ltd. | 83500 | &nbsp;&nbsp;43288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banyan Tree Holdings <br>Ltd.<br>| 83400 | &nbsp;&nbsp;44010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boustead Singapore <br>Ltd.<br>| 176649 | &nbsp;&nbsp;271236 |
|  | BRC Asia Ltd. | 18700 | &nbsp;&nbsp;61543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bukit Sembawang <br>Estates Ltd.<br>| 39400 | &nbsp;&nbsp;158421 |
|  | Capitaland India Trust | 234998 | &nbsp;&nbsp;229294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CapitaLand <br>Investment Ltd.<br>| 445300 | &nbsp;&nbsp;1078128 |
|  | Centurion Corp. Ltd. | 63400 | &nbsp;&nbsp;75748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Aviation Oil <br>Singapore Corp. <br>Ltd.<br>| 87000 | &nbsp;&nbsp;119601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Sunsine <br>Chemical Holdings <br>Ltd.<br>| 122400 | &nbsp;&nbsp;70340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;City Developments <br>Ltd.<br>| 113700 | &nbsp;&nbsp;828484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ComfortDelGro Corp. <br>Ltd.<br>| 415000 | &nbsp;&nbsp;479456 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;COSCO Shipping <br>International <br>Singapore Co. Ltd.<br>| 716400 | &nbsp;&nbsp;65856 |
|  | CSE Global Ltd. | 160703 | &nbsp;&nbsp;141880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DBS Group Holdings <br>Ltd.<br>| 154414 | &nbsp;&nbsp;7177526 |
|  | Delfi Ltd. | 102000 | &nbsp;&nbsp;71527 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DFI Retail Group <br>Holdings Ltd.<br>| 61200 | &nbsp;&nbsp;$251998 |
| #\*†† | Ezion Holdings Ltd. | 794350 | &nbsp;&nbsp;0 |
| #\*†† | Ezra Holdings Ltd. | 510429 | &nbsp;&nbsp;0 |
|  | Far East Orchard Ltd. | 66719 | &nbsp;&nbsp;68219 |
|  | First Resources Ltd. | 176500 | &nbsp;&nbsp;296877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Food Empire Holdings <br>Ltd.<br>| 81000 | &nbsp;&nbsp;171416 |
|  | Fraser & Neave Ltd. | 85800 | &nbsp;&nbsp;103132 |
|  | Frasers Property Ltd. | 112900 | &nbsp;&nbsp;100050 |
|  | Frencken Group Ltd. | 123300 | &nbsp;&nbsp;162142 |
| \* | Gallant Venture Ltd. | 211200 | &nbsp;&nbsp;12600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genting Singapore <br>Ltd.<br>| 1207200 | &nbsp;&nbsp;696973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Geo Energy <br>Resources Ltd.<br>| 295000 | &nbsp;&nbsp;98791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Golden <br>Agri-Resources <br>Ltd.<br>| 2347900 | &nbsp;&nbsp;532968 |
|  | GuocoLand Ltd. | 82500 | &nbsp;&nbsp;174912 |
|  | Haw Par Corp. Ltd. | 41100 | &nbsp;&nbsp;528898 |
|  | Ho Bee Land Ltd. | 67800 | &nbsp;&nbsp;129983 |
|  | Hong Fok Corp. Ltd. | 103900 | &nbsp;&nbsp;69668 |
|  | Hong Leong Asia Ltd. | 103800 | &nbsp;&nbsp;280157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hong Leong Finance <br>Ltd.<br>| 84700 | &nbsp;&nbsp;182979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hongkong Land <br>Holdings Ltd.<br>| 165600 | &nbsp;&nbsp;1405095 |
|  | Hour Glass Ltd. | 68900 | &nbsp;&nbsp;121229 |
|  | HRnetgroup Ltd. | 32200 | &nbsp;&nbsp;18843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hutchison Port <br>Holdings Trust<br>| 1467000 | &nbsp;&nbsp;337425 |
| \*†† | Hyflux Ltd. | 178500 | &nbsp;&nbsp;0 |
|  | iFAST Corp. Ltd. | 32100 | &nbsp;&nbsp;266191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indofood Agri <br>Resources Ltd.<br>| 169600 | &nbsp;&nbsp;52757 |
|  | ISDN Holdings Ltd. | 74104 | &nbsp;&nbsp;23385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jardine Cycle & <br>Carriage Ltd.<br>| 24933 | &nbsp;&nbsp;621884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keppel Infrastructure <br>Trust<br>| 770273 | &nbsp;&nbsp;314482 |
|  | Keppel Ltd. | 190800 | &nbsp;&nbsp;1641419 |
|  | KSH Holdings Ltd. | 36300 | &nbsp;&nbsp;9835 |
|  | LHN Ltd. | 39800 | &nbsp;&nbsp;21273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marco Polo Marine <br>Ltd.<br>| 1450800 | &nbsp;&nbsp;171383 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mermaid Maritime <br>PCL<br>| 106800 | &nbsp;&nbsp;10544 |
|  | Metro Holdings Ltd. | 175700 | &nbsp;&nbsp;74374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Micro-Mechanics <br>Holdings Ltd.<br>| 3800 | &nbsp;&nbsp;5036 |
| \*†† | Midas Holdings Ltd. | 408200 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nanofilm Technologies <br>International Ltd.<br>| 62800 | &nbsp;&nbsp;28214 |
|  | Netlink NBN Trust | 600100 | &nbsp;&nbsp;461659 |
|  | OKP Holdings Ltd. | 21875 | &nbsp;&nbsp;14460 |
| # | Olam Group Ltd. | 278245 | &nbsp;&nbsp;195447 |
|  | OUE Ltd. | 86100 | &nbsp;&nbsp;79850 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oversea-Chinese <br>Banking Corp. Ltd.<br>| 182911 | &nbsp;&nbsp;$3052700 |
| \* | Oxley Holdings Ltd. | 126000 | &nbsp;&nbsp;8414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Century <br>Regional <br>Developments Ltd.<br>| 64700 | &nbsp;&nbsp;24688 |
|  | Pan-United Corp. Ltd. | 70025 | &nbsp;&nbsp;63415 |
|  | Propnex Ltd. | 58500 | &nbsp;&nbsp;100786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Q&M Dental Group <br>Singapore Ltd.<br>| 52200 | &nbsp;&nbsp;21168 |
|  | QAF Ltd. | 86800 | &nbsp;&nbsp;65109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raffles Medical Group <br>Ltd.<br>| 80110 | &nbsp;&nbsp;62716 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rex International <br>Holding Ltd.<br>| 260800 | &nbsp;&nbsp;32136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Riverstone Holdings <br>Ltd.<br>| 161000 | &nbsp;&nbsp;96856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samudera Shipping <br>Line Ltd.<br>| 95100 | &nbsp;&nbsp;83054 |
|  | SATS Ltd. | 264229 | &nbsp;&nbsp;787176 |
|  | SBS Transit Ltd. | 21100 | &nbsp;&nbsp;54244 |
|  | Seatrium Ltd. | 486156 | &nbsp;&nbsp;806237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sembcorp Industries <br>Ltd.<br>| 238396 | &nbsp;&nbsp;1129634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sheng Siong Group <br>Ltd.<br>| 252400 | &nbsp;&nbsp;539853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SIA Engineering Co. <br>Ltd.<br>| 26200 | &nbsp;&nbsp;67994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sing Investments & <br>Finance Ltd.<br>| 8500 | &nbsp;&nbsp;11109 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Singapore Airlines <br>Ltd.<br>| 350750 | &nbsp;&nbsp;1750949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Singapore Exchange <br>Ltd.<br>| 115100 | &nbsp;&nbsp;1594838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Singapore Land <br>Group Ltd.<br>| 47800 | &nbsp;&nbsp;131291 |
| # | Singapore Post Ltd. | 412400 | &nbsp;&nbsp;128049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Singapore <br>Technologies <br>Engineering Ltd.<br>| 190300 | &nbsp;&nbsp;1462948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Singapore <br>Telecommunications <br>Ltd.<br>| 132700 | &nbsp;&nbsp;478873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stamford Land Corp. <br>Ltd.<br>| 115570 | &nbsp;&nbsp;44956 |
|  | StarHub Ltd. | 159500 | &nbsp;&nbsp;142664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Straits Trading Co. <br>Ltd.<br>| 57015 | &nbsp;&nbsp;80322 |
| \*†† | Swiber Holdings Ltd. | 29250 | &nbsp;&nbsp;0 |
|  | Tai Sin Electric Ltd. | 50690 | &nbsp;&nbsp;19873 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Thomson Medical <br>Group Ltd.<br>| 518900 | &nbsp;&nbsp;24919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tuan Sing Holdings <br>Ltd.<br>| 239344 | &nbsp;&nbsp;65092 |
| # | UMS Integration Ltd. | 150625 | &nbsp;&nbsp;158772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Overseas Bank <br>Ltd.<br>| 140716 | &nbsp;&nbsp;4241059 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UOB-Kay Hian <br>Holdings Ltd.<br>| 124289 | &nbsp;&nbsp;$308114 |
|  | UOL Group Ltd. | 138700 | &nbsp;&nbsp;1184578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valuetronics Holdings <br>Ltd.<br>| 150680 | &nbsp;&nbsp;103737 |
|  | Venture Corp. Ltd. | 79600 | &nbsp;&nbsp;1022153 |
|  | Vicom Ltd. | 51600 | &nbsp;&nbsp;67054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wee Hur Holdings <br>Ltd.<br>| 152000 | &nbsp;&nbsp;106345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wilmar International <br>Ltd.<br>| 215800 | &nbsp;&nbsp;576195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wing Tai Holdings <br>Ltd.<br>| 117600 | &nbsp;&nbsp;152441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yangzijiang <br>Shipbuilding <br>Holdings Ltd.<br>| 565000 | &nbsp;&nbsp;1483866 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | &nbsp;&nbsp;43123692 |
| SOUTH AFRICA — (1.2%) | SOUTH AFRICA — (1.2%) | SOUTH AFRICA — (1.2%) |  |
|  | Absa Group Ltd. | 98437 | &nbsp;&nbsp;1551127 |
|  | Advtech Ltd. | 210953 | &nbsp;&nbsp;513358 |
|  | AECI Ltd. | 32353 | &nbsp;&nbsp;189809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;African Rainbow <br>Minerals Ltd.<br>| 36211 | &nbsp;&nbsp;529907 |
|  | Afrimat Ltd. | 36493 | &nbsp;&nbsp;96050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alexander Forbes <br>Group Holdings <br>Ltd.<br>| 103166 | &nbsp;&nbsp;54859 |
|  | Altron Ltd., Class A | 86649 | &nbsp;&nbsp;103772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anglogold Ashanti <br>PLC (AU US)<br>| 43909 | &nbsp;&nbsp;4077829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aspen Pharmacare <br>Holdings Ltd.<br>| 69610 | &nbsp;&nbsp;463132 |
|  | Astral Foods Ltd. | 12343 | &nbsp;&nbsp;209756 |
|  | AVI Ltd. | 86126 | &nbsp;&nbsp;569322 |
|  | Bid Corp. Ltd. | 39024 | &nbsp;&nbsp;974920 |
|  | Bidvest Group Ltd. | 82477 | &nbsp;&nbsp;1193415 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Blu Label Unlimited <br>Group Ltd.<br>| 171980 | &nbsp;&nbsp;102452 |
| \* | Brait PLC | 778696 | &nbsp;&nbsp;106402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Capitec Bank <br>Holdings Ltd.<br>| 4573 | &nbsp;&nbsp;1227821 |
|  | Cashbuild Ltd. | 4820 | &nbsp;&nbsp;42663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Caxton & CTP <br>Publishers & <br>Printers Ltd.<br>| 20130 | &nbsp;&nbsp;16838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;City Lodge Hotels <br>Ltd.<br>| 132868 | &nbsp;&nbsp;40511 |
|  | Clicks Group Ltd. | 58060 | &nbsp;&nbsp;1156706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coronation Fund <br>Managers Ltd.<br>| 58134 | &nbsp;&nbsp;182539 |
|  | DataTec Ltd. | 96233 | &nbsp;&nbsp;455806 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Dis-Chem Pharmacies <br>Ltd.<br>| 170510 | &nbsp;&nbsp;383153 |
|  | Discovery Ltd. | 50002 | &nbsp;&nbsp;729066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DRDGOLD Ltd. (DRD <br>SJ)<br>| 58676 | &nbsp;&nbsp;183217 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DRDGOLD Ltd. (DRD <br>US), Sponsored <br>ADR<br>| 5253 | &nbsp;&nbsp;$167150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Exxaro Resources <br>Ltd.<br>| 75089 | &nbsp;&nbsp;855972 |
|  | Famous Brands Ltd. | 27176 | &nbsp;&nbsp;97912 |
|  | FirstRand Ltd. | 199117 | &nbsp;&nbsp;1135735 |
|  | Foschini Group Ltd. | 115901 | &nbsp;&nbsp;607619 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gold Fields Ltd. (GFI <br>US), Sponsored <br>ADR<br>| 64735 | &nbsp;&nbsp;3244518 |
|  | Grindrod Ltd. | 223994 | &nbsp;&nbsp;238400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harmony Gold Mining <br>Co. Ltd. (HAR SJ)<br>| 114674 | &nbsp;&nbsp;2436658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hudaco Industries <br>Ltd.<br>| 11881 | &nbsp;&nbsp;149327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Impala Platinum <br>Holdings Ltd.<br>| 170770 | &nbsp;&nbsp;3183020 |
|  | Investec Ltd. | 26456 | &nbsp;&nbsp;214480 |
| \* | iOCO Ltd. | 46791 | &nbsp;&nbsp;13002 |
|  | Italtile Ltd. | 141325 | &nbsp;&nbsp;88013 |
|  | JSE Ltd. | 11530 | &nbsp;&nbsp;105499 |
| \* | KAP Ltd. | 842526 | &nbsp;&nbsp;115751 |
|  | Kumba Iron Ore Ltd. | 17118 | &nbsp;&nbsp;379720 |
|  | Lewis Group Ltd. | 16228 | &nbsp;&nbsp;96417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Life Healthcare Group <br>Holdings Ltd.<br>| 419003 | &nbsp;&nbsp;288613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Merafe Resources <br>Ltd.<br>| 516286 | &nbsp;&nbsp;36289 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Metair Investments <br>Ltd.<br>| 63223 | &nbsp;&nbsp;18175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Momentum Group <br>Ltd.<br>| 546915 | &nbsp;&nbsp;1273574 |
|  | Motus Holdings Ltd. | 71205 | &nbsp;&nbsp;558686 |
|  | Mpact Ltd. | 38245 | &nbsp;&nbsp;52527 |
|  | Mr. Price Group Ltd. | 69052 | &nbsp;&nbsp;758271 |
|  | MTN Group Ltd. | 378278 | &nbsp;&nbsp;4200616 |
| \* | Nampak Ltd. | 1896 | &nbsp;&nbsp;61022 |
|  | Naspers Ltd., Class N | 22655 | &nbsp;&nbsp;1387058 |
|  | Nedbank Group Ltd. | 81652 | &nbsp;&nbsp;1337146 |
|  | NEPI Rockcastle NV | 79219 | &nbsp;&nbsp;721418 |
|  | Netcare Ltd. | 453887 | &nbsp;&nbsp;435425 |
|  | Ninety One Ltd. | 77978 | &nbsp;&nbsp;267648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northam Platinum <br>Holdings Ltd.<br>| 62571 | &nbsp;&nbsp;1490782 |
| \* | Nutun Ltd. | 346149 | &nbsp;&nbsp;25634 |
|  | Oceana Group Ltd. | 30936 | &nbsp;&nbsp;103332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Old Mutual Ltd. (OMU <br>LN)<br>| 826005 | &nbsp;&nbsp;794987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Old Mutual Ltd. (OMU <br>SJ)<br>| 813475 | &nbsp;&nbsp;780718 |
|  | Omnia Holdings Ltd. | 56578 | &nbsp;&nbsp;295276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OUTsurance Group <br>Ltd.<br>| 164462 | &nbsp;&nbsp;725882 |
| Ω | Pepkor Holdings Ltd. | 702286 | &nbsp;&nbsp;1147517 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pick n Pay Stores <br>Ltd.<br>| 160773 | &nbsp;&nbsp;237733 |
|  | PPC Ltd. | 392022 | &nbsp;&nbsp;149188 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |  |
|  | Premier Group Ltd. | 8345 | &nbsp;&nbsp;$91630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PSG Financial <br>Services Ltd.<br>| 286793 | &nbsp;&nbsp;483490 |
|  | Raubex Group Ltd. | 64999 | &nbsp;&nbsp;208455 |
|  | Reunert Ltd. | 44962 | &nbsp;&nbsp;171750 |
|  | RFG Holdings Ltd. | 59205 | &nbsp;&nbsp;94462 |
|  | Sanlam Ltd. | 96978 | &nbsp;&nbsp;607532 |
|  | Santam Ltd. | 12051 | &nbsp;&nbsp;320678 |
|  | Sappi Ltd. | 101013 | &nbsp;&nbsp;111545 |
| \* | Sasol Ltd. (SOL SJ) | 138048 | &nbsp;&nbsp;975072 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Sasol Ltd. (SSL US), <br>Sponsored ADR<br>| 12236 | &nbsp;&nbsp;87120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shoprite Holdings <br>Ltd.<br>| 45928 | &nbsp;&nbsp;757766 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sibanye Stillwater Ltd. <br>(SBSW US), ADR<br>| 9956 | &nbsp;&nbsp;168065 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sibanye Stillwater Ltd. <br>(SSW SJ)<br>| 935357 | &nbsp;&nbsp;4071054 |
|  | Southern Sun Ltd. | 209364 | &nbsp;&nbsp;130686 |
| \* | SPAR Group Ltd.  | 59123 | &nbsp;&nbsp;325220 |
|  | Spur Corp. Ltd. | 22560 | &nbsp;&nbsp;56855 |
|  | Stadio Holdings Ltd. | 56617 | &nbsp;&nbsp;42729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Standard Bank Group <br>Ltd.<br>| 130345 | &nbsp;&nbsp;2395476 |
|  | Sun International Ltd. | 72915 | &nbsp;&nbsp;194956 |
|  | Super Group Ltd. | 83541 | &nbsp;&nbsp;89640 |
|  | Telkom SA SOC Ltd. | 68336 | &nbsp;&nbsp;248697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thungela Resources <br>Ltd. (TGA LN)<br>| 4110 | &nbsp;&nbsp;25666 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Thungela Resources <br>Ltd. (TGA SJ)<br>| 36148 | &nbsp;&nbsp;221727 |
|  | Tiger Brands Ltd. | 27035 | &nbsp;&nbsp;562064 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Truworths <br>International Ltd.<br>| 81679 | &nbsp;&nbsp;303158 |
|  | Tsogo Sun Ltd. | 161801 | &nbsp;&nbsp;79773 |
|  | Valterra Platinum Ltd. | 20029 | &nbsp;&nbsp;1804438 |
|  | Vodacom Group Ltd. | 51605 | &nbsp;&nbsp;476023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;We Buy Cars <br>Holdings Ltd.<br>| 23946 | &nbsp;&nbsp;67724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wilson Bayly <br>Holmes-Ovcon Ltd.<br>| 20879 | &nbsp;&nbsp;223796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Woolworths Holdings <br>Ltd.<br>| 236348 | &nbsp;&nbsp;793487 |
|  | Zeda Ltd. | 84625 | &nbsp;&nbsp;72054 |
| TOTAL SOUTH AFRICA | TOTAL SOUTH AFRICA |  | &nbsp;&nbsp;61693928 |
| SOUTH KOREA — (4.5%) | SOUTH KOREA — (4.5%) | SOUTH KOREA — (4.5%) |  |
| \* | 3S Korea Co. Ltd. | 8971 | &nbsp;&nbsp;9101 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ABOV Semiconductor <br>Co. Ltd.<br>| 2876 | &nbsp;&nbsp;26124 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ADTechnology Co. <br>Ltd.<br>| 1392 | &nbsp;&nbsp;36837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Nano <br>Products Co. Ltd.<br>| 1086 | &nbsp;&nbsp;51742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Process <br>Systems Corp.<br>| 4460 | &nbsp;&nbsp;66204 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aekyung Chemical <br>Co. Ltd.<br>| 5635 | &nbsp;&nbsp;$36404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aekyung Industrial Co. <br>Ltd.<br>| 3212 | &nbsp;&nbsp;28023 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AeroSpace <br>Technology of <br>Korea, Inc.<br>| 32180 | &nbsp;&nbsp;13627 |
| \* | Agabang & Co. | 8356 | &nbsp;&nbsp;26668 |
|  | Ahnlab, Inc. | 1142 | &nbsp;&nbsp;52703 |
| \* | Air Busan Co. Ltd. | 27505 | &nbsp;&nbsp;34449 |
|  | AJ Networks Co. Ltd. | 7148 | &nbsp;&nbsp;26192 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ajin Industrial Co. <br>Ltd.<br>| 8820 | &nbsp;&nbsp;21233 |
| \* | Alteogen, Inc. | 1363 | &nbsp;&nbsp;389632 |
| \* | ALUKO Co. Ltd. | 22513 | &nbsp;&nbsp;35739 |
| # | Amorepacific Corp. | 4021 | &nbsp;&nbsp;387046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amorepacific Holdings <br>Corp.<br>| 8898 | &nbsp;&nbsp;176879 |
| \* | Ananti, Inc. | 12333 | &nbsp;&nbsp;71780 |
| \* | Anapass, Inc. | 2227 | &nbsp;&nbsp;27400 |
|  | ANIPLUS, Inc. | 5838 | &nbsp;&nbsp;12194 |
| \* | Anterogen Co. Ltd. | 1096 | &nbsp;&nbsp;32606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aplus Asset Advisor <br>Co. Ltd.<br>| 3126 | &nbsp;&nbsp;26707 |
|  | Asia Cement Co. Ltd. | 5003 | &nbsp;&nbsp;43489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASIA Holdings Co. <br>Ltd.<br>| 309 | &nbsp;&nbsp;61917 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Asia Pacific Satellite, <br>Inc.<br>| 2881 | &nbsp;&nbsp;40250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asia Paper <br>Manufacturing Co. <br>Ltd.<br>| 10825 | &nbsp;&nbsp;58501 |
| \* | Atec Co. Ltd. | 1583 | &nbsp;&nbsp;11080 |
| \* | ATON, Inc. | 5667 | &nbsp;&nbsp;29252 |
|  | Avaco Co. Ltd. | 1894 | &nbsp;&nbsp;20041 |
|  | Baiksan Co. Ltd. | 3840 | &nbsp;&nbsp;33811 |
|  | BGF Co. Ltd. | 10500 | &nbsp;&nbsp;29368 |
|  | BGF retail Co. Ltd. | 2780 | &nbsp;&nbsp;234119 |
| \* | BH Co. Ltd. | 6408 | &nbsp;&nbsp;81067 |
| \* | BHI Co. Ltd. | 3395 | &nbsp;&nbsp;167793 |
|  | Binggrae Co. Ltd. | 2019 | &nbsp;&nbsp;104646 |
|  | Bio Plus Co. Ltd. | 8987 | &nbsp;&nbsp;34032 |
| \* | Bioneer Corp. | 1247 | &nbsp;&nbsp;11714 |
|  | BioNote, Inc. | 13217 | &nbsp;&nbsp;53630 |
| \* | BNC Korea Co. Ltd. | 5296 | &nbsp;&nbsp;18019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BNK Financial Group, <br>Inc.<br>| 51937 | &nbsp;&nbsp;598476 |
|  | Boditech Med, Inc. | 4479 | &nbsp;&nbsp;40446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bookook Securities <br>Co. Ltd.<br>| 464 | &nbsp;&nbsp;23152 |
|  | Boryung | 6725 | &nbsp;&nbsp;43142 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bosung Power <br>Technology Co. <br>Ltd.<br>| 7124 | &nbsp;&nbsp;38683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bukwang <br>Pharmaceutical Co. <br>Ltd.<br>| 8261 | &nbsp;&nbsp;23031 |
| \* | BYC Co. Ltd. | 470 | &nbsp;&nbsp;13600 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | Byucksan Corp. | 18048 | &nbsp;&nbsp;$21181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;C&C International Co. <br>Ltd.<br>| 91 | &nbsp;&nbsp;2397 |
|  | C&G Hi Tech Co. Ltd. | 1160 | &nbsp;&nbsp;14417 |
| \* | Cafe24 Corp. | 4837 | &nbsp;&nbsp;126969 |
|  | Cape Industries Ltd. | 3880 | &nbsp;&nbsp;31908 |
|  | Caregen Co. Ltd. | 3620 | &nbsp;&nbsp;315369 |
|  | Celltrion Pharm, Inc. | 1546 | &nbsp;&nbsp;78174 |
|  | Celltrion, Inc. | 1915 | &nbsp;&nbsp;278701 |
| \* | Chabiotech Co. Ltd. | 4278 | &nbsp;&nbsp;64881 |
|  | Cheil Worldwide, Inc. | 21981 | &nbsp;&nbsp;334775 |
| #\* | Chemtronics Co. Ltd. | 4706 | &nbsp;&nbsp;113929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cheryong Electric Co. <br>Ltd.<br>| 3612 | &nbsp;&nbsp;121712 |
|  | Chips&Media, Inc. | 2169 | &nbsp;&nbsp;27997 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Choil Aluminum Co. <br>Ltd.<br>| 12350 | &nbsp;&nbsp;11421 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chong Kun Dang <br>Pharmaceutical <br>Corp.<br>| 2553 | &nbsp;&nbsp;151343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongkundang <br>Holdings Corp.<br>| 933 | &nbsp;&nbsp;32337 |
| \* | Chunbo Co. Ltd. | 698 | &nbsp;&nbsp;28378 |
| \* | CJ CGV Co. Ltd. | 30055 | &nbsp;&nbsp;126065 |
|  | CJ CheilJedang Corp. | 2562 | &nbsp;&nbsp;378885 |
|  | CJ Corp. | 3977 | &nbsp;&nbsp;600643 |
| \* | CJ ENM Co. Ltd. | 3597 | &nbsp;&nbsp;186344 |
|  | CJ Freshway Corp. | 1953 | &nbsp;&nbsp;37900 |
|  | CJ Logistics Corp. | 2870 | &nbsp;&nbsp;206469 |
|  | Classys, Inc. | 4375 | &nbsp;&nbsp;225058 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CLIO Cosmetics Co. <br>Ltd.<br>| 2078 | &nbsp;&nbsp;19120 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CMG Pharmaceutical <br>Co. Ltd.<br>| 12199 | &nbsp;&nbsp;17075 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Com2uS Holdings <br>Corp.<br>| 1562 | &nbsp;&nbsp;24481 |
|  | Com2uSCorp | 2466 | &nbsp;&nbsp;62988 |
|  | Coocon Corp. | 1967 | &nbsp;&nbsp;45297 |
| # | Cosmax, Inc. | 2726 | &nbsp;&nbsp;382414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cosmecca Korea Co. <br>Ltd.<br>| 2026 | &nbsp;&nbsp;135461 |
| \* | CosmoAM&T Co. Ltd. | 2627 | &nbsp;&nbsp;92402 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cosmochemical Co. <br>Ltd.<br>| 2450 | &nbsp;&nbsp;28106 |
|  | Coway Co. Ltd. | 14873 | &nbsp;&nbsp;860554 |
|  | Cowintech Co. Ltd. | 2645 | &nbsp;&nbsp;34105 |
|  | CR Holdings Co. Ltd. | 9178 | &nbsp;&nbsp;30104 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Creative & Innovative <br>System<br>| 12377 | &nbsp;&nbsp;113611 |
|  | Creverse, Inc. | 1783 | &nbsp;&nbsp;15464 |
|  | CS Wind Corp. | 7891 | &nbsp;&nbsp;222426 |
| \* | CTC BIO, Inc. | 2718 | &nbsp;&nbsp;8063 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cube Entertainment, <br>Inc.<br>| 3035 | &nbsp;&nbsp;27700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cuckoo Holdings Co. <br>Ltd.<br>| 2711 | &nbsp;&nbsp;51037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cuckoo Homesys Co. <br>Ltd.<br>| 2145 | &nbsp;&nbsp;35083 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;DA Technology Co. <br>Ltd.<br>| 42635 | &nbsp;&nbsp;$1126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dae Hwa <br>Pharmaceutical Co. <br>Ltd.<br>| 1666 | &nbsp;&nbsp;19086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dae Won Kang Up <br>Co. Ltd.<br>| 14591 | &nbsp;&nbsp;42290 |
| \* | Daea TI Co. Ltd. | 7559 | &nbsp;&nbsp;22093 |
|  | Daebongls Co. Ltd. | 1145 | &nbsp;&nbsp;9596 |
|  | Daedong Corp. | 5933 | &nbsp;&nbsp;40585 |
|  | Daeduck Co. Ltd. | 8124 | &nbsp;&nbsp;61907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daeduck Electronics <br>Co. Ltd.<br>| 9245 | &nbsp;&nbsp;401731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daehan Flour Mill Co. <br>Ltd.<br>| 427 | &nbsp;&nbsp;42962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daehan Steel Co. <br>Ltd.<br>| 8200 | &nbsp;&nbsp;59760 |
| #\* | Dae-Il Corp. | 7233 | &nbsp;&nbsp;56071 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Daejoo Electronic <br>Materials Co. Ltd.<br>| 1263 | &nbsp;&nbsp;66122 |
|  | Daesang Corp. | 6805 | &nbsp;&nbsp;102434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daesang Holdings Co. <br>Ltd.<br>| 5349 | &nbsp;&nbsp;35930 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Daewon Cable Co. <br>Ltd.<br>| 18604 | &nbsp;&nbsp;47926 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Daewon <br>Pharmaceutical Co. <br>Ltd.<br>| 2806 | &nbsp;&nbsp;22554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daewon San Up Co. <br>Ltd.<br>| 1753 | &nbsp;&nbsp;15789 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Daewoo Engineering <br>& Construction Co. <br>Ltd.<br>| 56784 | &nbsp;&nbsp;195027 |
|  | Daewoong Co. Ltd. | 7404 | &nbsp;&nbsp;123040 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Daewoong <br>Pharmaceutical Co. <br>Ltd.<br>| 1598 | &nbsp;&nbsp;187138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daihan <br>Pharmaceutical Co. <br>Ltd.<br>| 2113 | &nbsp;&nbsp;42616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daishin Securities Co. <br>Ltd.<br>| 13391 | &nbsp;&nbsp;290547 |
| \* | Danal Co. Ltd. | 3935 | &nbsp;&nbsp;24934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daol Investment & <br>Securities Co. Ltd.<br>| 15202 | &nbsp;&nbsp;43045 |
| \* | Daou Data Corp. | 5550 | &nbsp;&nbsp;107602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daou Technology, <br>Inc.<br>| 8443 | &nbsp;&nbsp;310719 |
| \* | Dasan Networks, Inc. | 6363 | &nbsp;&nbsp;15906 |
| \* | Dawonsys Co. Ltd. | 11170 | &nbsp;&nbsp;25485 |
| # | DB HiTek Co. Ltd. | 12273 | &nbsp;&nbsp;895448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DB Insurance Co. <br>Ltd.<br>| 17100 | &nbsp;&nbsp;1688274 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DB Securities Co. <br>Ltd.<br>| 14665 | &nbsp;&nbsp;137430 |
| \* | DB, Inc. | 39902 | &nbsp;&nbsp;50725 |
| \* | DE&T Co. Ltd. | 2898 | &nbsp;&nbsp;11274 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | Dear U Co. Ltd. | 1276 | &nbsp;&nbsp;$33159 |
|  | Dentium Co. Ltd. | 1780 | &nbsp;&nbsp;59361 |
| \* | Deutsch Motors, Inc. | 7502 | &nbsp;&nbsp;22937 |
|  | DI Dong Il Corp. | 4713 | &nbsp;&nbsp;65625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Digital Daesung Co. <br>Ltd.<br>| 6676 | &nbsp;&nbsp;37556 |
| \* | DIO Corp. | 852 | &nbsp;&nbsp;9379 |
|  | DIT Corp. | 1046 | &nbsp;&nbsp;15821 |
| \*†† | DKME | 105049 | &nbsp;&nbsp;27368 |
| # | DL E&C Co. Ltd. | 10306 | &nbsp;&nbsp;316403 |
|  | DL Holdings Co. Ltd. | 3621 | &nbsp;&nbsp;103785 |
| \* | DMOA Co. Ltd. | 728 | &nbsp;&nbsp;2026 |
| †† | DMS Co. Ltd. | 5594 | &nbsp;&nbsp;9226 |
|  | DN Automotive Corp. | 7066 | &nbsp;&nbsp;123296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dohwa Engineering <br>Co. Ltd.<br>| 3950 | &nbsp;&nbsp;16764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dong-A Socio <br>Holdings Co. Ltd.<br>| 1198 | &nbsp;&nbsp;90288 |
|  | Dong-A ST Co. Ltd. | 1282 | &nbsp;&nbsp;48737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dong-Ah Geological <br>Engineering Co. <br>Ltd.<br>| 1178 | &nbsp;&nbsp;14242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongbang Transport <br>Logistics Co. Ltd.<br>| 10462 | &nbsp;&nbsp;19204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongjin Semichem <br>Co. Ltd.<br>| 13873 | &nbsp;&nbsp;533961 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dongkoo Bio & <br>Pharma Co. Ltd.<br>| 5343 | &nbsp;&nbsp;19671 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;DongKook <br>Pharmaceutical Co. <br>Ltd.<br>| 6141 | &nbsp;&nbsp;79864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongkuk Holdings Co. <br>Ltd.<br>| 8416 | &nbsp;&nbsp;44329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongkuk Industries <br>Co. Ltd.<br>| 8871 | &nbsp;&nbsp;17557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongkuk Steel Mill <br>Co. Ltd.<br>| 11447 | &nbsp;&nbsp;70054 |
|  | Dongsuh Cos., Inc. | 4203 | &nbsp;&nbsp;75833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongsung Chemical <br>Co. Ltd.<br>| 11151 | &nbsp;&nbsp;33922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongsung Finetec Co. <br>Ltd.<br>| 5503 | &nbsp;&nbsp;107795 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dongwha Enterprise <br>Co. Ltd.<br>| 5938 | &nbsp;&nbsp;44216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongwha Pharm Co. <br>Ltd.<br>| 7024 | &nbsp;&nbsp;29579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongwon <br>Development Co. <br>Ltd.<br>| 15011 | &nbsp;&nbsp;30796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongwon Industries <br>Co. Ltd.<br>| 1828 | &nbsp;&nbsp;52624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongwon Systems <br>Corp.<br>| 1450 | &nbsp;&nbsp;27990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongwoon Anatech <br>Co. Ltd.<br>| 5517 | &nbsp;&nbsp;115264 |
|  | Dongyang E&P, Inc. | 2542 | &nbsp;&nbsp;55330 |
| # | Doosan Bobcat, Inc. | 17671 | &nbsp;&nbsp;719421 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | Doosan Co. Ltd. | 616 | &nbsp;&nbsp;$361011 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Doosan Enerbility Co. <br>Ltd.<br>| 6197 | &nbsp;&nbsp;386854 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Doosan Fuel Cell Co. <br>Ltd.<br>| 3564 | &nbsp;&nbsp;83529 |
|  | Doosan Tesna, Inc. | 4201 | &nbsp;&nbsp;195510 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;DoubleUGames Co. <br>Ltd.<br>| 4704 | &nbsp;&nbsp;174543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Douzone Bizon Co. <br>Ltd.<br>| 5864 | &nbsp;&nbsp;395672 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dream Security Co. <br>Ltd.<br>| 14204 | &nbsp;&nbsp;16774 |
| \* | Dreamtech Co. Ltd. | 5485 | &nbsp;&nbsp;30027 |
|  | DS Dansuk Co. Ltd. | 1496 | &nbsp;&nbsp;20254 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Duk San Neolux Co. <br>Ltd.<br>| 2940 | &nbsp;&nbsp;79508 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Duksan Techopia Co. <br>Ltd.<br>| 2125 | &nbsp;&nbsp;28875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Easy Holdings Co. <br>Ltd.<br>| 13163 | &nbsp;&nbsp;47611 |
|  | Ecoplastic Corp. | 6572 | &nbsp;&nbsp;14552 |
| \* | Ecopro BM Co. Ltd. | 1140 | &nbsp;&nbsp;182611 |
|  | Ecopro Co. Ltd. | 2818 | &nbsp;&nbsp;316133 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Edge Foundry Co. <br>Ltd.<br>| 15822 | &nbsp;&nbsp;17442 |
|  | E-MART, Inc. | 6280 | &nbsp;&nbsp;396387 |
| \* | EMKOREA Co. Ltd. | 2739 | &nbsp;&nbsp;4672 |
| \* | EMRO, Inc. | 1072 | &nbsp;&nbsp;31249 |
| \* | EM-Tech Co. Ltd. | 2013 | &nbsp;&nbsp;11417 |
| \* | Enchem Co. Ltd. | 429 | &nbsp;&nbsp;28554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ENF Technology Co. <br>Ltd.<br>| 3528 | &nbsp;&nbsp;142931 |
|  | Eo Technics Co. Ltd. | 453 | &nbsp;&nbsp;116861 |
| \* | Eubiologics Co. Ltd. | 8107 | &nbsp;&nbsp;70246 |
|  | Eugene Corp. | 13140 | &nbsp;&nbsp;36426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eugene Investment & <br>Securities Co. Ltd.<br>| 29071 | &nbsp;&nbsp;86149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eugene Technology <br>Co. Ltd.<br>| 2636 | &nbsp;&nbsp;200462 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;EV Advanced Material <br>Co. Ltd.<br>| 19265 | &nbsp;&nbsp;26604 |
| \* | Exem Co. Ltd. | 11150 | &nbsp;&nbsp;17340 |
|  | Exicon Co. Ltd. | 1331 | &nbsp;&nbsp;22492 |
|  | F&F Co. Ltd. | 5079 | &nbsp;&nbsp;256740 |
|  | FarmStory Co. Ltd. | 12597 | &nbsp;&nbsp;9881 |
| \* | Fine M-Tec Co. Ltd. | 1751 | &nbsp;&nbsp;11506 |
| \* | Fine Semitech Corp. | 1762 | &nbsp;&nbsp;56868 |
| \* | Foosung Co. Ltd. | 7102 | &nbsp;&nbsp;41535 |
|  | Fursys, Inc. | 122 | &nbsp;&nbsp;3582 |
| \* | Gabia, Inc. | 2918 | &nbsp;&nbsp;67607 |
| \* | GAEASOFT | 3889 | &nbsp;&nbsp;21204 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GAMSUNG Corp. Co. <br>Ltd.<br>| 23154 | &nbsp;&nbsp;110934 |
| \* | Gaon Cable Co. Ltd. | 827 | &nbsp;&nbsp;50096 |
| \* | GC Cell Corp. | 2484 | &nbsp;&nbsp;46248 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GeneOne Life <br>Science, Inc.<br>| 13833 | &nbsp;&nbsp;18373 |
| \* | Genexine, Inc. | 9960 | &nbsp;&nbsp;34803 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Geumhwa PSC Co. <br>Ltd.<br>| 1120 | &nbsp;&nbsp;$25762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Standard <br>Technology Co. <br>Ltd.<br>| 4658 | &nbsp;&nbsp;93354 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Global Tax Free Co. <br>Ltd.<br>| 7749 | &nbsp;&nbsp;25108 |
|  | GnBS eco Co. Ltd. | 6666 | &nbsp;&nbsp;15217 |
|  | GnCenergy Co. Ltd. | 2347 | &nbsp;&nbsp;59132 |
|  | GOLFZON Co. Ltd. | 1513 | &nbsp;&nbsp;63702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Golfzon Holdings Co. <br>Ltd.<br>| 8068 | &nbsp;&nbsp;26341 |
|  | Gradiant Corp. | 3293 | &nbsp;&nbsp;26296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grand Korea Leisure <br>Co. Ltd.<br>| 7194 | &nbsp;&nbsp;64157 |
| # | Green Cross Corp. | 1161 | &nbsp;&nbsp;132602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Green Cross Holdings <br>Corp.<br>| 7467 | &nbsp;&nbsp;80846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GS Engineering & <br>Construction Corp.<br>| 23367 | &nbsp;&nbsp;303350 |
|  | GS Global Corp. | 12493 | &nbsp;&nbsp;20119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GS Holdings Corp. <br>(078930 KS)<br>| 15469 | &nbsp;&nbsp;736801 |
| \* | GS P&L Co. Ltd. | 2829 | &nbsp;&nbsp;100661 |
|  | GS Retail Co. Ltd. | 12037 | &nbsp;&nbsp;184989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gwangju Shinsegae <br>Co. Ltd.<br>| 772 | &nbsp;&nbsp;16840 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;HAESUNG DS Co. <br>Ltd.<br>| 3712 | &nbsp;&nbsp;164699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haesung Industrial <br>Co. Ltd.<br>| 5401 | &nbsp;&nbsp;31129 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Han Kuk Carbon Co. <br>Ltd.<br>| 8735 | &nbsp;&nbsp;204461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hana Financial Group, <br>Inc.<br>| 59584 | &nbsp;&nbsp;4140021 |
| \* | Hana Materials, Inc. | 1578 | &nbsp;&nbsp;72471 |
| #\* | Hana Micron, Inc. | 18720 | &nbsp;&nbsp;484591 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hana Technology Co. <br>Ltd.<br>| 1185 | &nbsp;&nbsp;26138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hana Tour Service, <br>Inc.<br>| 3782 | &nbsp;&nbsp;121334 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hanall Biopharma Co. <br>Ltd.<br>| 2003 | &nbsp;&nbsp;71490 |
| \* | Hancom, Inc. | 3657 | &nbsp;&nbsp;65251 |
|  | Handok, Inc. | 3747 | &nbsp;&nbsp;29523 |
|  | Handsome Co. Ltd. | 2796 | &nbsp;&nbsp;36014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanil Cement Co. <br>Ltd.<br>| 6019 | &nbsp;&nbsp;71396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanil Holdings Co. <br>Ltd.<br>| 2428 | &nbsp;&nbsp;26326 |
|  | Hanjin Kal Corp. | 2220 | &nbsp;&nbsp;173347 |
|  | Hanjin Logistics Corp. | 3824 | &nbsp;&nbsp;52681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hankook Cosmetics <br>Manufacturing Co. <br>Ltd.<br>| 653 | &nbsp;&nbsp;22510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hankook Shell Oil Co. <br>Ltd.<br>| 197 | &nbsp;&nbsp;59556 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hankook Tire & <br>Technology Co. <br>Ltd.<br>| 22292 | &nbsp;&nbsp;$985948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanmi Pharm Co. <br>Ltd.<br>| 1163 | &nbsp;&nbsp;391405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanmi Science Co. <br>Ltd.<br>| 1500 | &nbsp;&nbsp;44207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanmi Semiconductor <br>Co. Ltd.<br>| 7894 | &nbsp;&nbsp;1141922 |
|  | HanmiGlobal Co. Ltd. | 2624 | &nbsp;&nbsp;34092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hannong Chemicals, <br>Inc.<br>| 1763 | &nbsp;&nbsp;31604 |
| \* | Hanon Systems | 70069 | &nbsp;&nbsp;159254 |
|  | Hansae Co. Ltd. | 3866 | &nbsp;&nbsp;37499 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hansol Chemical Co. <br>Ltd.<br>| 2668 | &nbsp;&nbsp;519467 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hansol IONES Co. <br>Ltd.<br>| 3514 | &nbsp;&nbsp;34214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hansol Paper Co. <br>Ltd.<br>| 6734 | &nbsp;&nbsp;39309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hansol Technics Co. <br>Ltd.<br>| 10714 | &nbsp;&nbsp;44368 |
| \* | Hanssem Co. Ltd. | 2446 | &nbsp;&nbsp;78986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanwha Aerospace <br>Co. Ltd.<br>| 3213 | &nbsp;&nbsp;2892281 |
|  | Hanwha Corp. | 9985 | &nbsp;&nbsp;792758 |
| \* | Hanwha Engine | 6198 | &nbsp;&nbsp;233124 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hanwha Galleria <br>Corp.<br>| 40145 | &nbsp;&nbsp;50885 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hanwha General <br>Insurance Co. Ltd.<br>| 13725 | &nbsp;&nbsp;57711 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hanwha Investment & <br>Securities Co. Ltd.<br>| 53198 | &nbsp;&nbsp;235619 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hanwha Life <br>Insurance Co. Ltd.<br>| 60389 | &nbsp;&nbsp;146006 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hanwha Solutions <br>Corp.<br>| 28263 | &nbsp;&nbsp;539616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanwha Systems Co. <br>Ltd.<br>| 4611 | &nbsp;&nbsp;301569 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hanwha Vision Co. <br>Ltd.<br>| 6135 | &nbsp;&nbsp;261554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanyang Eng Co. <br>Ltd.<br>| 4895 | &nbsp;&nbsp;106257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanyang Securities <br>Co. Ltd.<br>| 4400 | &nbsp;&nbsp;62283 |
| \* | Harim Co. Ltd. | 15284 | &nbsp;&nbsp;32379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harim Holdings Co. <br>Ltd.<br>| 16285 | &nbsp;&nbsp;162181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HB SOLUTION Co. <br>Ltd.<br>| 5300 | &nbsp;&nbsp;8391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HB Technology Co. <br>Ltd.<br>| 17310 | &nbsp;&nbsp;25212 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;HD Construction <br>Equipment Co. Ltd.<br>| 7099 | &nbsp;&nbsp;534402 |
|  | HD Hyundai Co. Ltd. | 10785 | &nbsp;&nbsp;1750274 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HD Hyundai Electric <br>Co. Ltd.<br>| 3703 | &nbsp;&nbsp;2268624 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HD Hyundai Energy <br>Solutions Co. Ltd.<br>| 1474 | &nbsp;&nbsp;$54325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HD Hyundai Heavy <br>Industries Co. Ltd.<br>| 838 | &nbsp;&nbsp;333553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HD Korea <br>Shipbuilding & <br>Offshore <br>Engineering Co. <br>Ltd.<br>| 2613 | &nbsp;&nbsp;748451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HDC Holdings Co. <br>Ltd.<br>| 10850 | &nbsp;&nbsp;142740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HDC Hyundai <br>Development <br>Co-Engineering & <br>Construction<br>| 10674 | &nbsp;&nbsp;152305 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HD-Hyundai Marine <br>Engine<br>| 1500 | &nbsp;&nbsp;91878 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hecto Innovation Co. <br>Ltd.<br>| 2233 | &nbsp;&nbsp;29991 |
| \* | Helixmith Co. Ltd. | 9323 | &nbsp;&nbsp;42628 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Heung-A Shipping Co. <br>Ltd.<br>| 14992 | &nbsp;&nbsp;18085 |
| \* | HFR, Inc. | 1358 | &nbsp;&nbsp;12962 |
|  | Hite Jinro Co. Ltd. | 9755 | &nbsp;&nbsp;119055 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HJ Shipbuilding & <br>Construction Co. <br>Ltd.<br>| 3879 | &nbsp;&nbsp;67470 |
|  | HK inno N Corp. | 3751 | &nbsp;&nbsp;146251 |
|  | HL Holdings Corp. | 2082 | &nbsp;&nbsp;65938 |
| # | HL Mando Co. Ltd. | 11019 | &nbsp;&nbsp;488240 |
| \* | HLB Biostep Co. Ltd. | 24245 | &nbsp;&nbsp;24239 |
| \* | HLB Global Co. Ltd. | 7402 | &nbsp;&nbsp;11429 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hlb Pharma Ceutical <br>Co. Ltd.<br>| 1309 | &nbsp;&nbsp;15049 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HLB Therapeutics Co. <br>Ltd.<br>| 9528 | &nbsp;&nbsp;19626 |
| \* | HLB, Inc. | 3435 | &nbsp;&nbsp;131747 |
| # | HMM Co. Ltd. | 38324 | &nbsp;&nbsp;531196 |
| \* | Hotel Shilla Co. Ltd. | 3047 | &nbsp;&nbsp;97578 |
| #\* | HPSP Co. Ltd. | 12588 | &nbsp;&nbsp;403524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HS Hyosung <br>Advanced Materials <br>Corp.<br>| 831 | &nbsp;&nbsp;135969 |
| #\* | HS Hyosung Corp. | 549 | &nbsp;&nbsp;23601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HS Industries Co. <br>Ltd.<br>| 9817 | &nbsp;&nbsp;22676 |
| #\* | Hugel, Inc. | 1197 | &nbsp;&nbsp;228741 |
| \* | Humasis Co. Ltd. | 40970 | &nbsp;&nbsp;28326 |
|  | Humedix Co. Ltd. | 2688 | &nbsp;&nbsp;81702 |
|  | Huons Co. Ltd. | 2307 | &nbsp;&nbsp;44011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huons Global Co. <br>Ltd.<br>| 1169 | &nbsp;&nbsp;41176 |
|  | Husteel Co. Ltd. | 10980 | &nbsp;&nbsp;31568 |
|  | Hwa Shin Co. Ltd. | 5887 | &nbsp;&nbsp;38041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hwaseung Enterprise <br>Co. Ltd.<br>| 4866 | &nbsp;&nbsp;17023 |
| # | HYBE Co. Ltd. | 1219 | &nbsp;&nbsp;315053 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | Hy-Lok Corp. | 2141 | &nbsp;&nbsp;$49929 |
|  | Hyosung Corp. | 2100 | &nbsp;&nbsp;221726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyosung Heavy <br>Industries Corp.<br>| 1109 | &nbsp;&nbsp;1989058 |
|  | Hyosung TNC Corp. | 928 | &nbsp;&nbsp;241858 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Autoever <br>Corp.<br>| 1521 | &nbsp;&nbsp;487613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Bioland Co. <br>Ltd.<br>| 5552 | &nbsp;&nbsp;16699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai BNG Steel <br>Co. Ltd.<br>| 4399 | &nbsp;&nbsp;41047 |
|  | HYUNDAI Corp. | 3245 | &nbsp;&nbsp;50922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Department <br>Store Co. Ltd.<br>| 4150 | &nbsp;&nbsp;269693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Elevator Co. <br>Ltd.<br>| 4546 | &nbsp;&nbsp;297070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Engineering <br>& Construction Co. <br>Ltd.<br>| 18285 | &nbsp;&nbsp;1297916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Futurenet Co. <br>Ltd.<br>| 15058 | &nbsp;&nbsp;33729 |
|  | Hyundai GF Holdings | 4044 | &nbsp;&nbsp;25985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Glovis Co. <br>Ltd.<br>| 9552 | &nbsp;&nbsp;1610460 |
|  | Hyundai Green Food | 7219 | &nbsp;&nbsp;76546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Home <br>Shopping Network <br>Corp.<br>| 1244 | &nbsp;&nbsp;50014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Livart <br>Furniture Co. Ltd.<br>| 2794 | &nbsp;&nbsp;12767 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Marine & Fire <br>Insurance Co. Ltd.<br>| 17768 | &nbsp;&nbsp;346412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Mobis Co. <br>Ltd.<br>| 6041 | &nbsp;&nbsp;1887551 |
|  | Hyundai Motor Co. | 15342 | &nbsp;&nbsp;5340634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Motor <br>Securities Co. Ltd.<br>| 12346 | &nbsp;&nbsp;81415 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Movex Co. <br>Ltd.<br>| 9643 | &nbsp;&nbsp;210878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Rotem Co. <br>Ltd.<br>| 15282 | &nbsp;&nbsp;2443520 |
|  | Hyundai Steel Co. | 17766 | &nbsp;&nbsp;385590 |
|  | Hyundai Wia Corp. | 6080 | &nbsp;&nbsp;363023 |
|  | HyVision System, Inc. | 3825 | &nbsp;&nbsp;46349 |
| #\* | i3system, Inc. | 1777 | &nbsp;&nbsp;160342 |
|  | iFamilySC Co. Ltd. | 3321 | &nbsp;&nbsp;34687 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Il Dong <br>Pharmaceutical Co. <br>Ltd.<br>| 1020 | &nbsp;&nbsp;26825 |
| \* | Iljin Electric Co. Ltd. | 2588 | &nbsp;&nbsp;119403 |
| \* | Iljin Holdings Co. Ltd. | 3838 | &nbsp;&nbsp;20764 |
| \* | Iljin Hysolus Co. Ltd. | 1089 | &nbsp;&nbsp;10708 |
|  | Iljin Power Co. Ltd. | 3680 | &nbsp;&nbsp;39291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ilshin Spinning Co. <br>Ltd.<br>| 5925 | &nbsp;&nbsp;54108 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Ilyang Pharmaceutical <br>Co. Ltd.<br>| 3819 | &nbsp;&nbsp;25969 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;iM Financial Group <br>Co. Ltd.<br>| 55226 | &nbsp;&nbsp;$593823 |
|  | iMarketKorea, Inc. | 6839 | &nbsp;&nbsp;37025 |
|  | InBody Co. Ltd. | 2385 | &nbsp;&nbsp;54032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Incar Financial <br>Service Co. Ltd.<br>| 8353 | &nbsp;&nbsp;91787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Industrial Bank of <br>Korea<br>| 56846 | &nbsp;&nbsp;873376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inhwa Precision Co. <br>Ltd.<br>| 457 | &nbsp;&nbsp;13601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Innocean Worldwide, <br>Inc.<br>| 5743 | &nbsp;&nbsp;75743 |
| \* | InnoWireless Co. Ltd. | 1320 | &nbsp;&nbsp;27104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Innox Advanced <br>Materials Co. Ltd.<br>| 4153 | &nbsp;&nbsp;93643 |
| \* | Insun ENT Co. Ltd. | 6057 | &nbsp;&nbsp;18377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intellian Technologies, <br>Inc.<br>| 631 | &nbsp;&nbsp;45833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intelligent Digital <br>Integrated Security <br>Co. Ltd.<br>| 1720 | &nbsp;&nbsp;21314 |
| \* | Interflex Co. Ltd. | 4142 | &nbsp;&nbsp;35622 |
|  | Interojo Co. Ltd. | 2267 | &nbsp;&nbsp;27613 |
|  | INTOPS Co. Ltd. | 5178 | &nbsp;&nbsp;79423 |
|  | INVENI Co. Ltd. | 837 | &nbsp;&nbsp;45409 |
|  | IS Dongseo Co. Ltd. | 3904 | &nbsp;&nbsp;63736 |
|  | ISC Co. Ltd. | 1515 | &nbsp;&nbsp;156773 |
|  | i-SENS, Inc. | 2545 | &nbsp;&nbsp;28954 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ISU Chemical Co. <br>Ltd.<br>| 4469 | &nbsp;&nbsp;28231 |
|  | IsuPetasys Co. Ltd. | 14553 | &nbsp;&nbsp;1175382 |
| \* | ITEK, Inc. | 2956 | &nbsp;&nbsp;17203 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ITM Semiconductor <br>Co. Ltd.<br>| 2553 | &nbsp;&nbsp;19704 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jahwa Electronics Co. <br>Ltd.<br>| 4209 | &nbsp;&nbsp;87418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JB Financial Group <br>Co. Ltd.<br>| 42858 | &nbsp;&nbsp;747782 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jeil Pharmaceutical <br>Co. Ltd.<br>| 2013 | &nbsp;&nbsp;20311 |
| \* | Jeju Air Co. Ltd. | 7186 | &nbsp;&nbsp;26984 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jeju Semiconductor <br>Corp.<br>| 5017 | &nbsp;&nbsp;148176 |
| \* | Jin Air Co. Ltd. | 1880 | &nbsp;&nbsp;8841 |
|  | Jinsung T.E.C. | 4387 | &nbsp;&nbsp;43535 |
|  | JNK Global Co. Ltd. | 3523 | &nbsp;&nbsp;9402 |
| \* | JNTC Co. Ltd. | 5350 | &nbsp;&nbsp;89881 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Joongang Advanced <br>Materials Co. Ltd.<br>| 12809 | &nbsp;&nbsp;24229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jusung Engineering <br>Co. Ltd.<br>| 8268 | &nbsp;&nbsp;235141 |
|  | JVM Co. Ltd. | 1746 | &nbsp;&nbsp;30688 |
|  | JW Holdings Corp. | 15506 | &nbsp;&nbsp;42795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JW Life Science <br>Corp.<br>| 3481 | &nbsp;&nbsp;31179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JW Pharmaceutical <br>Corp.<br>| 4746 | &nbsp;&nbsp;102271 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;JYP Entertainment <br>Corp.<br>| 8171 | &nbsp;&nbsp;$415832 |
|  | K Car Co. Ltd. | 5825 | &nbsp;&nbsp;62284 |
|  | K Ensol Co. Ltd. | 2425 | &nbsp;&nbsp;21173 |
|  | Kakao Corp. | 6542 | &nbsp;&nbsp;278063 |
| #\* | Kakao Games Corp. | 14475 | &nbsp;&nbsp;178005 |
|  | KakaoBank Corp. | 10110 | &nbsp;&nbsp;160369 |
| \* | Kakaopay Corp. | 1219 | &nbsp;&nbsp;53259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kangnam Jevisco Co. <br>Ltd.<br>| 1292 | &nbsp;&nbsp;15254 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kangwon Energy Co. <br>Ltd.<br>| 1099 | &nbsp;&nbsp;13158 |
|  | Kangwon Land, Inc. | 18415 | &nbsp;&nbsp;222720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KB Financial Group, <br>Inc. (105560 KS)<br>| 41224 | &nbsp;&nbsp;3858533 |
|  | KC Co. Ltd. | 3354 | &nbsp;&nbsp;77663 |
|  | KC Tech Co. Ltd. | 2444 | &nbsp;&nbsp;79206 |
|  | KCC Corp. | 1372 | &nbsp;&nbsp;463935 |
|  | KCC Glass Corp. | 3085 | &nbsp;&nbsp;57588 |
|  | KCTC | 9076 | &nbsp;&nbsp;42463 |
| \* | KEC Corp. | 42024 | &nbsp;&nbsp;23251 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kencoa Aerospace <br>Co.<br>| 3905 | &nbsp;&nbsp;80644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KEPCO Engineering & <br>Construction Co., <br>Inc.<br>| 1021 | &nbsp;&nbsp;92704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KEPCO Plant Service <br>& Engineering Co. <br>Ltd.<br>| 8644 | &nbsp;&nbsp;335083 |
|  | KG Chemical Corp. | 11258 | &nbsp;&nbsp;46207 |
|  | KG Dongbusteel | 13989 | &nbsp;&nbsp;54541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KG Eco Solution Co. <br>Ltd.<br>| 9077 | &nbsp;&nbsp;41524 |
| \* | KG Mobility Co. | 12925 | &nbsp;&nbsp;34816 |
|  | Kginicis Co. Ltd. | 6812 | &nbsp;&nbsp;54502 |
| \* | KH Vatec Co. Ltd. | 3874 | &nbsp;&nbsp;51371 |
|  | Kia Corp. | 39642 | &nbsp;&nbsp;4218033 |
|  | KINX, Inc. | 903 | &nbsp;&nbsp;83176 |
|  | KISCO Corp. | 2567 | &nbsp;&nbsp;16693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KISCO Holdings Co. <br>Ltd.<br>| 3626 | &nbsp;&nbsp;60551 |
|  | KISWIRE Ltd. | 3511 | &nbsp;&nbsp;52720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KIWOOM Securities <br>Co. Ltd.<br>| 4501 | &nbsp;&nbsp;1383514 |
| \* | KNJ Co. Ltd. | 2770 | &nbsp;&nbsp;53572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koh Young <br>Technology, Inc.<br>| 5169 | &nbsp;&nbsp;120121 |
|  | Kolmar BNH Co. Ltd. | 3110 | &nbsp;&nbsp;32131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kolmar Holdings Co. <br>Ltd.<br>| 6530 | &nbsp;&nbsp;45581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kolmar Korea Co. <br>Ltd.<br>| 2904 | &nbsp;&nbsp;140614 |
|  | Kolon Corp. | 2068 | &nbsp;&nbsp;86302 |
| \* | Kolon Enp, Inc. | 4673 | &nbsp;&nbsp;32668 |
|  | Kolon Industries, Inc. | 5704 | &nbsp;&nbsp;216729 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kolon Life Science, <br>Inc.<br>| 1140 | &nbsp;&nbsp;51229 |
| # | KoMiCo Ltd. | 2082 | &nbsp;&nbsp;181130 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | KONA I Co. Ltd. | 2045 | &nbsp;&nbsp;$87137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Aerospace <br>Industries Ltd.<br>| 9258 | &nbsp;&nbsp;1079013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Alcohol <br>Industrial Co. Ltd.<br>| 4299 | &nbsp;&nbsp;33609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Asset In Trust <br>Co. Ltd.<br>| 27831 | &nbsp;&nbsp;50327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Cast Iron Pipe <br>Industries Co. Ltd.<br>| 3848 | &nbsp;&nbsp;17854 |
| #\* | Korea Circuit Co. Ltd. | 5045 | &nbsp;&nbsp;244272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea District Heating <br>Corp.<br>| 321 | &nbsp;&nbsp;22196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Electric Power <br>Corp. (015760 KS)<br>| 18544 | &nbsp;&nbsp;747937 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Korea Electric Power <br>Corp. (KEP US), <br>Sponsored ADR<br>| 1200 | &nbsp;&nbsp;24252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Electric <br>Terminal Co. Ltd.<br>| 1612 | &nbsp;&nbsp;83600 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Korea Fuel-Tech <br>Corp.<br>| 5317 | &nbsp;&nbsp;28903 |
|  | Korea Gas Corp. | 3491 | &nbsp;&nbsp;96992 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Korea Information & <br>Communications <br>Co. Ltd.<br>| 5701 | &nbsp;&nbsp;32005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Information <br>Certificate Authority, <br>Inc.<br>| 8779 | &nbsp;&nbsp;40669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Investment <br>Holdings Co. Ltd.<br>| 13117 | &nbsp;&nbsp;1962233 |
| \* | Korea Line Corp. | 48956 | &nbsp;&nbsp;66251 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Korea Petrochemical <br>Ind Co. Ltd.<br>| 1172 | &nbsp;&nbsp;127152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Petroleum <br>Industries Co.<br>| 2315 | &nbsp;&nbsp;25639 |
|  | Korea Ratings Corp. | 531 | &nbsp;&nbsp;35721 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Korea Real Estate <br>Investment & Trust <br>Co. Ltd.<br>| 59779 | &nbsp;&nbsp;50594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea United Pharm, <br>Inc.<br>| 2941 | &nbsp;&nbsp;38889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korean Air Lines Co. <br>Ltd.<br>| 62739 | &nbsp;&nbsp;1011549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korean Reinsurance <br>Co.<br>| 52474 | &nbsp;&nbsp;428692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koryo Credit <br>Information Co. <br>Ltd.<br>| 1407 | &nbsp;&nbsp;9762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KPX Chemical Co. <br>Ltd.<br>| 401 | &nbsp;&nbsp;13411 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;KPX Electrochem Co. <br>Ltd.<br>| 446 | &nbsp;&nbsp;2751 |
| \* | Krafton, Inc. | 5011 | &nbsp;&nbsp;879711 |
|  | KSS LINE Ltd. | 6720 | &nbsp;&nbsp;45229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KT Corp. (030200 <br>KS)<br>| 2588 | &nbsp;&nbsp;102391 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KT Corp. (KT US), <br>Sponsored ADR<br>| 2500 | &nbsp;&nbsp;$52300 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;KT Millie Seojae Co. <br>Ltd.<br>| 1235 | &nbsp;&nbsp;11903 |
|  | KT Skylife Co. Ltd. | 3015 | &nbsp;&nbsp;10212 |
|  | KT&G Corp. | 7172 | &nbsp;&nbsp;767032 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Kuk-il Paper <br>Manufacturing Co. <br>Ltd.<br>| 8527 | &nbsp;&nbsp;2128 |
| \* | Kumho HT, Inc. | 44811 | &nbsp;&nbsp;16107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kumho Petrochemical <br>Co. Ltd.<br>| 5349 | &nbsp;&nbsp;534260 |
| \* | Kumho Tire Co., Inc. | 35531 | &nbsp;&nbsp;148333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kwang Dong <br>Pharmaceutical Co. <br>Ltd.<br>| 11146 | &nbsp;&nbsp;46692 |
| \* | Kwangmu Co. Ltd. | 9563 | &nbsp;&nbsp;15206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyeryong Construction <br>Industrial Co. Ltd.<br>| 2244 | &nbsp;&nbsp;33559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyobo Securities Co. <br>Ltd.<br>| 7541 | &nbsp;&nbsp;62233 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kyung Dong Navien <br>Co. Ltd.<br>| 2274 | &nbsp;&nbsp;90847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyungdong Pharm <br>Co. Ltd.<br>| 4514 | &nbsp;&nbsp;17856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyung-In Synthetic <br>Corp.<br>| 9161 | &nbsp;&nbsp;31276 |
|  | KZ Precision Corp. | 5214 | &nbsp;&nbsp;50728 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LabGenomics Co. <br>Ltd.<br>| 25690 | &nbsp;&nbsp;31243 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lake Materials Co. <br>Ltd.<br>| 10907 | &nbsp;&nbsp;201096 |
| \* | LB Semicon, Inc. | 17234 | &nbsp;&nbsp;55919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lee Ku Industrial Co. <br>Ltd.<br>| 4760 | &nbsp;&nbsp;19576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LEENO Industrial, <br>Inc.<br>| 12370 | &nbsp;&nbsp;900631 |
|  | LF Corp. | 4092 | &nbsp;&nbsp;54567 |
|  | LG Chem Ltd. | 6064 | &nbsp;&nbsp;1302070 |
|  | LG Corp. | 15978 | &nbsp;&nbsp;1014257 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;LG Display Co. Ltd. <br>(034220 KS)<br>| 96258 | &nbsp;&nbsp;776140 |
|  | LG Electronics, Inc. | 32109 | &nbsp;&nbsp;2201512 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;LG Energy Solution <br>Ltd.<br>| 1156 | &nbsp;&nbsp;317769 |
|  | LG H&H Co. Ltd. | 2223 | &nbsp;&nbsp;403943 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LG HelloVision Co. <br>Ltd.<br>| 12252 | &nbsp;&nbsp;19699 |
|  | LG Innotek Co. Ltd. | 4871 | &nbsp;&nbsp;827103 |
|  | LG Uplus Corp. | 75046 | &nbsp;&nbsp;833735 |
|  | LIG Nex1 Co. Ltd. | 2783 | &nbsp;&nbsp;928272 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LigaChem <br>Biosciences, Inc.<br>| 458 | &nbsp;&nbsp;64173 |
| \* | LOT Vacuum Co. Ltd. | 3137 | &nbsp;&nbsp;29925 |
| # | Lotte Chemical Corp. | 3950 | &nbsp;&nbsp;227962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lotte Chilsung <br>Beverage Co. Ltd.<br>| 1425 | &nbsp;&nbsp;131882 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | Lotte Corp. | 6901 | &nbsp;&nbsp;$149953 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lotte Data <br>Communication Co.<br>| 1292 | &nbsp;&nbsp;19031 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lotte Energy Materials <br>Corp.<br>| 7268 | &nbsp;&nbsp;194993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LOTTE Fine Chemical <br>Co. Ltd.<br>| 6073 | &nbsp;&nbsp;199558 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lotte Non-Life <br>Insurance Co. Ltd.<br>| 18622 | &nbsp;&nbsp;21468 |
|  | Lotte Rental Co. Ltd. | 5434 | &nbsp;&nbsp;116254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lotte Shopping Co. <br>Ltd.<br>| 3745 | &nbsp;&nbsp;218534 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lotte Tour <br>Development Co. <br>Ltd.<br>| 3612 | &nbsp;&nbsp;62868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lotte Wellfood Co. <br>Ltd.<br>| 723 | &nbsp;&nbsp;58255 |
| # | LS Corp. | 4164 | &nbsp;&nbsp;656641 |
|  | LS Eco Energy Ltd. | 3532 | &nbsp;&nbsp;100312 |
|  | LS Electric Co. Ltd. | 3890 | &nbsp;&nbsp;1515930 |
| \* | LVMC Holdings | 27400 | &nbsp;&nbsp;28225 |
|  | LX Hausys Ltd. | 2198 | &nbsp;&nbsp;44171 |
|  | LX Holdings Corp. | 17571 | &nbsp;&nbsp;106109 |
|  | LX International Corp. | 11331 | &nbsp;&nbsp;300776 |
|  | LX Semicon Co. Ltd. | 3544 | &nbsp;&nbsp;134414 |
|  | M.I.Tech Co. Ltd. | 4570 | &nbsp;&nbsp;23753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Macquarie Korea <br>Infrastructure Fund<br>| 59997 | &nbsp;&nbsp;466302 |
|  | Macrogen, Inc. | 1886 | &nbsp;&nbsp;25578 |
|  | Maeil Dairies Co. Ltd. | 1216 | &nbsp;&nbsp;29776 |
|  | Mcnex Co. Ltd. | 4549 | &nbsp;&nbsp;95972 |
| \* | Medipost Co. Ltd. | 5303 | &nbsp;&nbsp;88081 |
| \* | MedPacto, Inc. | 4982 | &nbsp;&nbsp;24823 |
|  | Medytox, Inc. | 383 | &nbsp;&nbsp;35634 |
| \* | Meerecompany, Inc. | 1073 | &nbsp;&nbsp;13427 |
|  | MegaStudy Co. Ltd. | 3852 | &nbsp;&nbsp;29688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MegaStudyEdu Co. <br>Ltd.<br>| 2801 | &nbsp;&nbsp;90478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meritz Financial <br>Group, Inc.<br>| 17552 | &nbsp;&nbsp;1419167 |
| \* | MiCo Ltd. | 14070 | &nbsp;&nbsp;171407 |
| \* | Micro Digital Co. Ltd. | 3312 | &nbsp;&nbsp;22228 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mirae Asset Life <br>Insurance Co. Ltd.<br>| 15568 | &nbsp;&nbsp;101562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mirae Asset Securities <br>Co. Ltd.<br>| 34076 | &nbsp;&nbsp;1010211 |
|  | Misto Holdings Corp. | 9610 | &nbsp;&nbsp;312933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Miwon Commercial <br>Co. Ltd.<br>| 632 | &nbsp;&nbsp;60956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Miwon Specialty <br>Chemical Co. Ltd.<br>| 364 | &nbsp;&nbsp;34151 |
| \* | MK Electron Co. Ltd. | 6706 | &nbsp;&nbsp;46579 |
|  | MNTech Co. Ltd. | 3303 | &nbsp;&nbsp;27146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Modetour Network, <br>Inc.<br>| 3448 | &nbsp;&nbsp;26994 |
| \* | MONAYONGPYONG | 4790 | &nbsp;&nbsp;10508 |
| \* | Motrex Co. Ltd. | 5962 | &nbsp;&nbsp;40006 |
|  | mPlus Corp. | 2590 | &nbsp;&nbsp;22449 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| \* | MS Autotech Co. Ltd. | 9660 | &nbsp;&nbsp;$15067 |
|  | Muhak Co. Ltd. | 3078 | &nbsp;&nbsp;18961 |
|  | Multicampus Co. Ltd. | 512 | &nbsp;&nbsp;10666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Myoung Shin <br>Industrial Co. Ltd.<br>| 10069 | &nbsp;&nbsp;64110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Namhae Chemical <br>Corp.<br>| 6477 | &nbsp;&nbsp;30804 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Namsun Aluminum <br>Co. Ltd.<br>| 32959 | &nbsp;&nbsp;28414 |
|  | Namuga Co. Ltd. | 3667 | &nbsp;&nbsp;63598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Namyang Dairy <br>Products Co. Ltd.<br>| 994 | &nbsp;&nbsp;33017 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nature & Environment <br>Co. Ltd.<br>| 6226 | &nbsp;&nbsp;2573 |
|  | NAVER Corp. | 2369 | &nbsp;&nbsp;450303 |
|  | NCSoft Corp. | 1640 | &nbsp;&nbsp;266698 |
|  | NeoPharm Co. Ltd. | 1691 | &nbsp;&nbsp;21962 |
|  | Neosem, Inc. | 3133 | &nbsp;&nbsp;33649 |
| \* | Neowiz | 2815 | &nbsp;&nbsp;59503 |
| \* | Nepes Ark Corp. | 1397 | &nbsp;&nbsp;17874 |
| #\* | NEPES Corp. | 7008 | &nbsp;&nbsp;92429 |
| \* | Neptune Co. | 6362 | &nbsp;&nbsp;23742 |
| Ω | Netmarble Corp. | 6837 | &nbsp;&nbsp;250100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New Power Plasma <br>Co. Ltd.<br>| 9524 | &nbsp;&nbsp;40459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Newflex Technology <br>Co. Ltd.<br>| 7227 | &nbsp;&nbsp;33496 |
|  | Nexen Corp. | 8767 | &nbsp;&nbsp;36397 |
|  | Nexen Tire Corp. | 3351 | &nbsp;&nbsp;18713 |
|  | NEXTIN, Inc. | 2385 | &nbsp;&nbsp;162376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NH Investment & <br>Securities Co. Ltd.<br>| 41530 | &nbsp;&nbsp;778620 |
|  | NHN Corp. | 4936 | &nbsp;&nbsp;110421 |
|  | NHN KCP Corp. | 5618 | &nbsp;&nbsp;88147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NICE Holdings Co. <br>Ltd.<br>| 8262 | &nbsp;&nbsp;79910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nice Information & <br>Telecommunication, <br>Inc.<br>| 1983 | &nbsp;&nbsp;33472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NICE Information <br>Service Co. Ltd.<br>| 13197 | &nbsp;&nbsp;158679 |
|  | NK Co. Ltd. | 23569 | &nbsp;&nbsp;19205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nong Shim Holdings <br>Co. Ltd.<br>| 629 | &nbsp;&nbsp;38539 |
|  | NongShim Co. Ltd. | 974 | &nbsp;&nbsp;274554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NOROO Paint & <br>Coatings Co. Ltd.<br>| 2474 | &nbsp;&nbsp;14229 |
|  | NOVAREX Co. Ltd. | 3715 | &nbsp;&nbsp;36138 |
|  | NPC | 3679 | &nbsp;&nbsp;9710 |
| \* | OCI Co. Ltd. | 751 | &nbsp;&nbsp;36666 |
| \* | OCI Holdings Co. Ltd. | 4135 | &nbsp;&nbsp;329797 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Okins Electronics Co. <br>Ltd.<br>| 3445 | &nbsp;&nbsp;30649 |
|  | ONEJOON Co. Ltd. | 2100 | &nbsp;&nbsp;14850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oriental Precision & <br>Engineering Co. <br>Ltd.<br>| 5619 | &nbsp;&nbsp;32501 |
|  | Orion Corp. | 6485 | &nbsp;&nbsp;527868 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | Orion Holdings Corp. | 9513 | &nbsp;&nbsp;$137728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Osang Healthcare Co. <br>Ltd.<br>| 980 | &nbsp;&nbsp;7707 |
| \* | OSTEONIC Co. Ltd. | 3282 | &nbsp;&nbsp;14189 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Osung Advanced <br>Materials Co. Ltd.<br>| 18972 | &nbsp;&nbsp;20052 |
| # | Otoki Corp. | 522 | &nbsp;&nbsp;139663 |
|  | Pan Ocean Co. Ltd. | 76988 | &nbsp;&nbsp;250800 |
|  | Paradise Co. Ltd. | 16234 | &nbsp;&nbsp;199430 |
| # | Park Systems Corp. | 1564 | &nbsp;&nbsp;328541 |
| \* | Partron Co. Ltd. | 14112 | &nbsp;&nbsp;70272 |
| \* | Pearl Abyss Corp. | 3315 | &nbsp;&nbsp;131390 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;People & Technology, <br>Inc.<br>| 6638 | &nbsp;&nbsp;242870 |
|  | PHA Co. Ltd. | 1572 | &nbsp;&nbsp;12868 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PharmaResearch Co. <br>Ltd.<br>| 2433 | &nbsp;&nbsp;798390 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PharmGen Science, <br>Inc.<br>| 3898 | &nbsp;&nbsp;11388 |
| \* | Pharmicell Co. Ltd. | 11347 | &nbsp;&nbsp;110087 |
|  | Philenergy Co. Ltd. | 325 | &nbsp;&nbsp;3829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PI Advanced Materials <br>Co. Ltd.<br>| 2643 | &nbsp;&nbsp;29717 |
| \* | PKC Co. Ltd. | 5256 | &nbsp;&nbsp;22164 |
|  | Pond Group Co. Ltd. | 2864 | &nbsp;&nbsp;11516 |
| \* | PonyLink Co. Ltd. | 13996 | &nbsp;&nbsp;7805 |
|  | Poongsan Corp. | 7316 | &nbsp;&nbsp;667079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Poongsan Holdings <br>Corp.<br>| 4549 | &nbsp;&nbsp;130964 |
| # | Posco DX Co. Ltd. | 11462 | &nbsp;&nbsp;307238 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;POSCO Future M Co. <br>Ltd.<br>| 598 | &nbsp;&nbsp;92525 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;POSCO Holdings, Inc. <br>(005490 KS)<br>| 6377 | &nbsp;&nbsp;1530248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;POSCO Holdings, Inc. <br>(PKX US), <br>Sponsored ADR<br>| 6151 | &nbsp;&nbsp;364877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Posco International <br>Corp.<br>| 11695 | &nbsp;&nbsp;504991 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Posco M-Tech Co. <br>Ltd.<br>| 2526 | &nbsp;&nbsp;34624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;POSCO Steeleon Co. <br>Ltd.<br>| 587 | &nbsp;&nbsp;16583 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Power Logics Co. <br>Ltd.<br>| 8132 | &nbsp;&nbsp;32112 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Prestige Biologics Co. <br>Ltd.<br>| 7151 | &nbsp;&nbsp;14600 |
|  | Protec Co. Ltd. | 770 | &nbsp;&nbsp;27069 |
|  | PSK Holdings, Inc. | 2033 | &nbsp;&nbsp;110085 |
| # | PSK, Inc. | 6364 | &nbsp;&nbsp;268855 |
|  | Pulmuone Co. Ltd. | 3268 | &nbsp;&nbsp;29739 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pumtech Korea Co. <br>Ltd.<br>| 1795 | &nbsp;&nbsp;81538 |
| \* | Rainbow Robotics | 389 | &nbsp;&nbsp;195832 |
| \* | Refine Co. Ltd. | 6082 | &nbsp;&nbsp;51088 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Reyon Pharmaceutical <br>Co. Ltd.<br>| 2120 | &nbsp;&nbsp;16616 |
|  | RFHIC Corp. | 3819 | &nbsp;&nbsp;126124 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| \* | RFTech Co. Ltd. | 3225 | &nbsp;&nbsp;$3997 |
|  | Rorze Systems Corp. | 3606 | &nbsp;&nbsp;24414 |
|  | S&S Tech Corp. | 3445 | &nbsp;&nbsp;215302 |
|  | S-1 Corp. | 4152 | &nbsp;&nbsp;229903 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sajo Industries Co. <br>Ltd.<br>| 362 | &nbsp;&nbsp;14667 |
| \* | Sajodaerim Corp. | 1032 | &nbsp;&nbsp;26038 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Sam Chun Dang <br>Pharm Co. Ltd.<br>| 703 | &nbsp;&nbsp;233416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sam Young <br>Electronics Co. Ltd.<br>| 5658 | &nbsp;&nbsp;44557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sam Yung Trading <br>Co. Ltd.<br>| 3582 | &nbsp;&nbsp;43014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sam-A Aluminum Co. <br>Ltd.<br>| 884 | &nbsp;&nbsp;20795 |
|  | Samchully Co. Ltd. | 406 | &nbsp;&nbsp;40415 |
| †† | Samick THK Co. Ltd. | 1269 | &nbsp;&nbsp;3293 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Samil Pharmaceutical <br>Co. Ltd.<br>| 2975 | &nbsp;&nbsp;20711 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Samji Electronics Co. <br>Ltd.<br>| 1661 | &nbsp;&nbsp;26221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samjin <br>Pharmaceutical Co. <br>Ltd.<br>| 1687 | &nbsp;&nbsp;22589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sammok S-Form Co. <br>Ltd.<br>| 1379 | &nbsp;&nbsp;18924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SAMPYO Cement Co. <br>Ltd.<br>| 17261 | &nbsp;&nbsp;100573 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Biologics <br>Co. Ltd.<br>| 558 | &nbsp;&nbsp;674355 |
|  | Samsung C&T Corp. | 6720 | &nbsp;&nbsp;1400815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Card Co. <br>Ltd. (029780 KS)<br>| 8923 | &nbsp;&nbsp;351762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung <br>Electro-Mechanics <br>Co. Ltd.<br>| 5937 | &nbsp;&nbsp;1141796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Electronics <br>Co. Ltd. (005930 <br>KS)<br>| 439838 | &nbsp;&nbsp;48590977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Electronics <br>Co. Ltd. (SMSN LI), <br>GDR<br>| 1949 | &nbsp;&nbsp;5365442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Engineering <br>Co. Ltd.<br>| 47486 | &nbsp;&nbsp;1010801 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Samsung <br>Episholdings Co. <br>Ltd.<br>| 300 | &nbsp;&nbsp;126303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Fire & <br>Marine Insurance <br>Co. Ltd.<br>| 2507 | &nbsp;&nbsp;871624 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Heavy <br>Industries Co. Ltd.<br>| 35514 | &nbsp;&nbsp;723817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Life <br>Insurance Co. Ltd.<br>| 8618 | &nbsp;&nbsp;1122111 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Samsung <br>Pharmaceutical Co. <br>Ltd.<br>| 13829 | &nbsp;&nbsp;17336 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung SDI Co. <br>Ltd.<br>| 7495 | &nbsp;&nbsp;$2017475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung SDS Co. <br>Ltd.<br>| 7945 | &nbsp;&nbsp;952703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Securities <br>Co. Ltd.<br>| 19618 | &nbsp;&nbsp;1231386 |
| \* | SAMT Co. Ltd. | 23178 | &nbsp;&nbsp;73940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samwha Capacitor <br>Co. Ltd.<br>| 3391 | &nbsp;&nbsp;74150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samwha Electric Co. <br>Ltd.<br>| 826 | &nbsp;&nbsp;31037 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Samyang <br>Biopharmaceuticals <br>Corp.<br>| 1410 | &nbsp;&nbsp;93647 |
|  | Samyang Corp. | 775 | &nbsp;&nbsp;25565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samyang Foods Co. <br>Ltd.<br>| 936 | &nbsp;&nbsp;764953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samyang Holdings <br>Corp.<br>| 1326 | &nbsp;&nbsp;55904 |
|  | Samyoung Co. Ltd. | 12236 | &nbsp;&nbsp;51604 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sang-A Frontec Co. <br>Ltd.<br>| 1874 | &nbsp;&nbsp;22769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sangsin Energy <br>Display Precision <br>Co. Ltd.<br>| 2466 | &nbsp;&nbsp;26004 |
|  | Saramin Co. Ltd. | 2138 | &nbsp;&nbsp;19299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Satrec Initiative Co. <br>Ltd.<br>| 1059 | &nbsp;&nbsp;143934 |
|  | SD Biosensor, Inc. | 15730 | &nbsp;&nbsp;98301 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SeAH Besteel <br>Holdings Corp.<br>| 4129 | &nbsp;&nbsp;209963 |
|  | SeAH Steel Corp. | 668 | &nbsp;&nbsp;56027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SeAH Steel Holdings <br>Corp.<br>| 745 | &nbsp;&nbsp;70265 |
|  | Sebang Co. Ltd. | 4469 | &nbsp;&nbsp;44929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sebang Global Battery <br>Co. Ltd.<br>| 1731 | &nbsp;&nbsp;76479 |
|  | Seegene, Inc. | 4681 | &nbsp;&nbsp;92602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Segyung Hitech Co. <br>Ltd.<br>| 6661 | &nbsp;&nbsp;23128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sejin Heavy Industries <br>Co. Ltd.<br>| 4517 | &nbsp;&nbsp;60402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sejong Industrial Co. <br>Ltd.<br>| 5035 | &nbsp;&nbsp;37190 |
| \* | SEMCNS Co. Ltd. | 4544 | &nbsp;&nbsp;29782 |
| # | Seobu T&D | 13043 | &nbsp;&nbsp;159144 |
|  | Seohan Co. Ltd. | 13791 | &nbsp;&nbsp;8529 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Seohee Construction <br>Co. Ltd.<br>| 33511 | &nbsp;&nbsp;28333 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Seojin System Co. <br>Ltd.<br>| 8024 | &nbsp;&nbsp;211369 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Seoul Auction Co. <br>Ltd.<br>| 956 | &nbsp;&nbsp;5104 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Seoul Semiconductor <br>Co. Ltd.<br>| 14166 | &nbsp;&nbsp;76219 |
|  | Seoyon Co. Ltd. | 1957 | &nbsp;&nbsp;14487 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seoyon E-Hwa Co. <br>Ltd.<br>| 6608 | &nbsp;&nbsp;$69430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SFA Engineering <br>Corp.<br>| 4903 | &nbsp;&nbsp;114461 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SFA Semicon Co. <br>Ltd.<br>| 13844 | &nbsp;&nbsp;74555 |
|  | SGC Energy Co. Ltd. | 2523 | &nbsp;&nbsp;38095 |
| \* | SHIFT UP Corp. | 621 | &nbsp;&nbsp;14938 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shin Heung Energy & <br>Electronics Co. Ltd.<br>| 7365 | &nbsp;&nbsp;33244 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shin Poong <br>Pharmaceutical Co. <br>Ltd.<br>| 491 | &nbsp;&nbsp;4416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shindaeyang Paper <br>Co. Ltd.<br>| 3739 | &nbsp;&nbsp;30721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinhan Financial <br>Group Co. Ltd. <br>(055550 KS)<br>| 52052 | &nbsp;&nbsp;3042096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinil Electronics Co. <br>Ltd.<br>| 11482 | &nbsp;&nbsp;10596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinsegae <br>International, Inc.<br>| 2889 | &nbsp;&nbsp;24410 |
|  | Shinsegae, Inc. | 1919 | &nbsp;&nbsp;425149 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shinsung Delta Tech <br>Co. Ltd.<br>| 1889 | &nbsp;&nbsp;104083 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shinsung E&G Co. <br>Ltd.<br>| 27321 | &nbsp;&nbsp;33678 |
|  | Shinwon Corp. | 18325 | &nbsp;&nbsp;17882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinyoung Securities <br>Co. Ltd.<br>| 1575 | &nbsp;&nbsp;192463 |
| \* | Silicon2 Co. Ltd. | 8115 | &nbsp;&nbsp;298026 |
| \* | SIMMTECH Co. Ltd. | 2713 | &nbsp;&nbsp;112277 |
|  | SIMPAC, Inc. | 9536 | &nbsp;&nbsp;32826 |
|  | Sindoh Co. Ltd. | 1567 | &nbsp;&nbsp;51348 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;SK <br>Biopharmaceuticals <br>Co. Ltd.<br>| 6413 | &nbsp;&nbsp;523253 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SK Bioscience Co. <br>Ltd.<br>| 2198 | &nbsp;&nbsp;77263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SK Chemicals Co. <br>Ltd.<br>| 3212 | &nbsp;&nbsp;149275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SK Discovery Co. <br>Ltd.<br>| 4198 | &nbsp;&nbsp;168522 |
| \* | SK Eternix Co. Ltd. | 2833 | &nbsp;&nbsp;39844 |
|  | SK Gas Ltd. | 701 | &nbsp;&nbsp;113147 |
|  | SK Hynix, Inc. | 40893 | &nbsp;&nbsp;25532650 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;SK IE Technology Co. <br>Ltd.<br>| 9523 | &nbsp;&nbsp;179977 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SK Innovation Co. <br>Ltd.<br>| 6804 | &nbsp;&nbsp;527875 |
|  | SK Networks Co. Ltd. | 27068 | &nbsp;&nbsp;105057 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SK oceanplant Co. <br>Ltd.<br>| 3193 | &nbsp;&nbsp;41723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SK Securities Co. <br>Ltd.<br>| 149339 | &nbsp;&nbsp;98046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SK Telecom Co. Ltd. <br>(017670 KS)<br>| 13174 | &nbsp;&nbsp;663916 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | SK, Inc. | 4672 | &nbsp;&nbsp;$1078844 |
| \* | SKC Co. Ltd. | 1195 | &nbsp;&nbsp;96513 |
|  | SL Corp. | 5652 | &nbsp;&nbsp;217645 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SM Entertainment Co. <br>Ltd.<br>| 1606 | &nbsp;&nbsp;128817 |
| \* | SMEC Co. Ltd. | 24805 | &nbsp;&nbsp;110738 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SNT Dynamics Co. <br>Ltd.<br>| 5786 | &nbsp;&nbsp;199266 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SNT Holdings Co. <br>Ltd.<br>| 2300 | &nbsp;&nbsp;86428 |
|  | SNT Motiv Co. Ltd. | 3764 | &nbsp;&nbsp;91606 |
| \* | SOCAR, Inc. | 2283 | &nbsp;&nbsp;18870 |
| \* | S-Oil Corp. | 9160 | &nbsp;&nbsp;672940 |
|  | Solid, Inc. | 20716 | &nbsp;&nbsp;122004 |
| #\* | SOLUM Co. Ltd. | 12113 | &nbsp;&nbsp;132574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Solus Advanced <br>Materials Co. Ltd.<br>| 9658 | &nbsp;&nbsp;54391 |
| \* | Solux Co. Ltd. | 6199 | &nbsp;&nbsp;18131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Songwon Industrial <br>Co. Ltd.<br>| 5765 | &nbsp;&nbsp;36284 |
| \* | Soop Co. Ltd. | 2505 | &nbsp;&nbsp;128092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Soosan Industries Co. <br>Ltd.<br>| 2080 | &nbsp;&nbsp;35750 |
|  | Soulbrain Co. Ltd. | 1451 | &nbsp;&nbsp;486985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Soulbrain Holdings <br>Co. Ltd.<br>| 1494 | &nbsp;&nbsp;60761 |
|  | SPC Samlip Co. Ltd. | 601 | &nbsp;&nbsp;21040 |
|  | SPG Co. Ltd. | 1751 | &nbsp;&nbsp;186462 |
|  | ST Pharm Co. Ltd. | 1108 | &nbsp;&nbsp;122981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;STIC Investments, <br>Inc.<br>| 6915 | &nbsp;&nbsp;56008 |
|  | Straffic Co. Ltd. | 6956 | &nbsp;&nbsp;17536 |
| \* | Studio Dragon Corp. | 2252 | &nbsp;&nbsp;76905 |
| \* | STX Engine Co. Ltd. | 1511 | &nbsp;&nbsp;35486 |
| \* | Sugentech, Inc. | 4599 | &nbsp;&nbsp;19740 |
| \* | Sukgyung AT Co. Ltd. | 288 | &nbsp;&nbsp;11690 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sung Kwang Bend <br>Co. Ltd.<br>| 6054 | &nbsp;&nbsp;136473 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sungshin Cement Co. <br>Ltd.<br>| 6391 | &nbsp;&nbsp;43610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sungwoo Hitech Co. <br>Ltd.<br>| 18816 | &nbsp;&nbsp;104415 |
| \* | Sunjin Co. Ltd. | 2260 | &nbsp;&nbsp;17620 |
| \* | Suprema, Inc. | 1173 | &nbsp;&nbsp;35483 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Suresoft Technologies, <br>Inc.<br>| 3723 | &nbsp;&nbsp;23010 |
|  | SY Co. Ltd. | 8899 | &nbsp;&nbsp;16966 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Synergy Innovation <br>Co. Ltd.<br>| 8459 | &nbsp;&nbsp;13922 |
| \* | Synopex, Inc. | 37670 | &nbsp;&nbsp;199395 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Systems Technology, <br>Inc.<br>| 920 | &nbsp;&nbsp;23969 |
|  | T&L Co. Ltd. | 2034 | &nbsp;&nbsp;77478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taekwang Industrial <br>Co. Ltd.<br>| 81 | &nbsp;&nbsp;48940 |
| \* | Taewoong Co. Ltd. | 3630 | &nbsp;&nbsp;76754 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Taihan Cable & <br>Solution Co. Ltd.<br>| 6549 | &nbsp;&nbsp;132912 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | TCC Steel | 1848 | &nbsp;&nbsp;$21790 |
| \* | TechWing, Inc. | 2638 | &nbsp;&nbsp;90330 |
|  | Telechips, Inc. | 3287 | &nbsp;&nbsp;35490 |
|  | TES Co. Ltd. | 2411 | &nbsp;&nbsp;118847 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Theragen Etex Co. <br>Ltd.<br>| 6072 | &nbsp;&nbsp;12567 |
| \* | TK Chemical Corp. | 12146 | &nbsp;&nbsp;15115 |
|  | TK Corp. | 2656 | &nbsp;&nbsp;52213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TKG Huchems Co. <br>Ltd.<br>| 5645 | &nbsp;&nbsp;78267 |
|  | TLB Co. Ltd. | 1781 | &nbsp;&nbsp;72685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokai Carbon Korea <br>Co. Ltd.<br>| 1792 | &nbsp;&nbsp;293083 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tongyang Life <br>Insurance Co. Ltd.<br>| 11915 | &nbsp;&nbsp;56874 |
| \* | Tongyang, Inc. | 65030 | &nbsp;&nbsp;39703 |
|  | Tonymoly Co. Ltd. | 3726 | &nbsp;&nbsp;22957 |
| \* | Toptec Co. Ltd. | 7951 | &nbsp;&nbsp;26750 |
|  | Tovis Co. Ltd. | 3832 | &nbsp;&nbsp;41434 |
|  | TS Corp. | 24800 | &nbsp;&nbsp;47864 |
|  | TSE Co. Ltd. | 1422 | &nbsp;&nbsp;76388 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tuksu Construction <br>Co. Ltd.<br>| 2985 | &nbsp;&nbsp;13679 |
|  | TYM Corp. | 14189 | &nbsp;&nbsp;69727 |
|  | UBCare Co. Ltd. | 3040 | &nbsp;&nbsp;8398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Uju Electronics Co. <br>Ltd.<br>| 1734 | &nbsp;&nbsp;37932 |
| \* | Uni-Chem Co. Ltd. | 14391 | &nbsp;&nbsp;11810 |
|  | Unid Co. Ltd. | 1619 | &nbsp;&nbsp;89534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Semiconductor <br>Equipment & <br>Materials Co. Ltd.<br>| 6126 | &nbsp;&nbsp;48448 |
| \* | Unison Co. Ltd. | 14253 | &nbsp;&nbsp;9880 |
| \* | UniTest, Inc. | 3363 | &nbsp;&nbsp;33492 |
| \* | Unitrontech Co. Ltd. | 5684 | &nbsp;&nbsp;26803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Value Added <br>Technology Co. <br>Ltd.<br>| 2552 | &nbsp;&nbsp;36533 |
|  | VICTEK Co. Ltd. | 3660 | &nbsp;&nbsp;10066 |
| \*†† | Vidente Co. Ltd. | 10155 | &nbsp;&nbsp;4395 |
|  | Vieworks Co. Ltd. | 1617 | &nbsp;&nbsp;31725 |
| \* | Vina Tech Co. Ltd. | 660 | &nbsp;&nbsp;43429 |
|  | Vitzro Tech Co. Ltd. | 5265 | &nbsp;&nbsp;39355 |
| \* | Vitzrocell Co. Ltd. | 9974 | &nbsp;&nbsp;144977 |
| \* | VM, Inc. | 1417 | &nbsp;&nbsp;29266 |
| \* | VT Co. Ltd. | 8052 | &nbsp;&nbsp;114680 |
|  | Webzen, Inc. | 3574 | &nbsp;&nbsp;42834 |
| \* | Wemade Co. Ltd. | 2537 | &nbsp;&nbsp;57301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Whanin <br>Pharmaceutical Co. <br>Ltd.<br>| 3091 | &nbsp;&nbsp;22985 |
|  | WiSoL Co. Ltd. | 7257 | &nbsp;&nbsp;30751 |
| \* | Won Ik Corp. | 4262 | &nbsp;&nbsp;41340 |
| \* | Won Tech Co. Ltd. | 13993 | &nbsp;&nbsp;99151 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Wonik Holdings Co. <br>Ltd.<br>| 12263 | &nbsp;&nbsp;357224 |
|  | WONIK IPS Co. Ltd. | 3583 | &nbsp;&nbsp;281876 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wonik Materials Co. <br>Ltd.<br>| 2336 | &nbsp;&nbsp;$64433 |
|  | Wonik QnC Corp. | 3926 | &nbsp;&nbsp;77028 |
|  | Woojin, Inc. | 3421 | &nbsp;&nbsp;61682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Woori Financial <br>Group, Inc. (316140 <br>KS)<br>| 181312 | &nbsp;&nbsp;3792842 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Woori Technology <br>Investment Co. Ltd.<br>| 15696 | &nbsp;&nbsp;91937 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Woori Technology, <br>Inc.<br>| 18484 | &nbsp;&nbsp;115028 |
| \* | Woosu AMS Co. Ltd. | 14904 | &nbsp;&nbsp;32716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Worldex Industry & <br>Trading Co. Ltd.<br>| 3860 | &nbsp;&nbsp;68990 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;W-Scope Chungju <br>Plant Co. Ltd.<br>| 3202 | &nbsp;&nbsp;21205 |
|  | Xexymix Corp. | 5891 | &nbsp;&nbsp;21508 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;YG Entertainment, <br>Inc.<br>| 1357 | &nbsp;&nbsp;70234 |
| \* | YG PLUS | 3956 | &nbsp;&nbsp;19598 |
| \* | YMT Co. Ltd. | 1675 | &nbsp;&nbsp;13013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Youlchon Chemical <br>Co. Ltd.<br>| 974 | &nbsp;&nbsp;18320 |
|  | Young Poong Corp. | 1294 | &nbsp;&nbsp;58110 |
|  | Youngone Corp. | 6842 | &nbsp;&nbsp;432170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Youngone Holdings <br>Co. Ltd.<br>| 1902 | &nbsp;&nbsp;273198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuanta Securities <br>Korea Co. Ltd.<br>| 29505 | &nbsp;&nbsp;94490 |
|  | Yuhan Corp. | 1842 | &nbsp;&nbsp;137644 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yungjin <br>Pharmaceutical Co. <br>Ltd.<br>| 5170 | &nbsp;&nbsp;6850 |
| \* | Zeus Co. Ltd. | 3673 | &nbsp;&nbsp;49835 |
|  | Zinus, Inc. | 3482 | &nbsp;&nbsp;30361 |
| TOTAL SOUTH KOREA | TOTAL SOUTH KOREA |  | &nbsp;&nbsp;240792092 |
| SPAIN — (2.0%) | SPAIN — (2.0%) | SPAIN — (2.0%) |  |
|  | Acciona SA | 8528 | &nbsp;&nbsp;1832802 |
|  | Acerinox SA | 80780 | &nbsp;&nbsp;1199958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ACS Actividades de <br>Construccion y <br>Servicios SA<br>| 52073 | &nbsp;&nbsp;5842422 |
| Ω | Aedas Homes SA | 3787 | &nbsp;&nbsp;107526 |
| Ω | Aena SME SA | 93900 | &nbsp;&nbsp;2916304 |
|  | Alantra Partners SA | 1432 | &nbsp;&nbsp;15544 |
|  | Almirall SA | 17621 | &nbsp;&nbsp;263775 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Amadeus IT Group <br>SA<br>| 57147 | &nbsp;&nbsp;3831514 |
| \* | Amper SA | 422874 | &nbsp;&nbsp;95262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atresmedia Corp. de <br>Medios de <br>Comunicacion SA<br>| 21180 | &nbsp;&nbsp;131799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Audax Renovables <br>SA<br>| 45706 | &nbsp;&nbsp;71329 |
|  | Azkoyen SA | 5948 | &nbsp;&nbsp;61560 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya <br>Argentaria SA <br>(BBVA SM)<br>| 825678 | &nbsp;&nbsp;$20958707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco de Sabadell <br>SA<br>| 2217543 | &nbsp;&nbsp;8698939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Santander SA <br>(SAN SM)<br>| 902266 | &nbsp;&nbsp;11520192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Santander SA <br>(SAN\* MM)<br>| 117268 | &nbsp;&nbsp;1503088 |
|  | Bankinter SA | 267101 | &nbsp;&nbsp;4559407 |
|  | CaixaBank SA | 398831 | &nbsp;&nbsp;5264639 |
| Ω | Cellnex Telecom SA | 35702 | &nbsp;&nbsp;1104268 |
|  | CIE Automotive SA | 12287 | &nbsp;&nbsp;418561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Construcciones y <br>Auxiliar de <br>Ferrocarriles SA<br>| 6236 | &nbsp;&nbsp;415712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corp. ACCIONA <br>Energias <br>Renovables SA<br>| 6043 | &nbsp;&nbsp;152970 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Distribuidora <br>Internacional de <br>Alimentacion SA<br>| 3179 | &nbsp;&nbsp;147494 |
|  | Ebro Foods SA | 12818 | &nbsp;&nbsp;279370 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;eDreams ODIGEO <br>SA<br>| 18405 | &nbsp;&nbsp;76152 |
|  | Elecnor SA | 11545 | &nbsp;&nbsp;367995 |
|  | Enagas SA | 44984 | &nbsp;&nbsp;740579 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ence Energia y <br>Celulosa SA<br>| 30814 | &nbsp;&nbsp;81141 |
|  | Endesa SA | 42831 | &nbsp;&nbsp;1581095 |
| \* | Ercros SA | 51076 | &nbsp;&nbsp;206966 |
|  | Faes Farma SA | 95708 | &nbsp;&nbsp;593389 |
|  | Ferrovial SE | 25797 | &nbsp;&nbsp;1742459 |
|  | Fluidra SA | 15707 | &nbsp;&nbsp;456890 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Gestamp Automocion <br>SA<br>| 52232 | &nbsp;&nbsp;187269 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Global Dominion <br>Access SA<br>| 19083 | &nbsp;&nbsp;78815 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grenergy Renovables <br>SA<br>| 1407 | &nbsp;&nbsp;160604 |
|  | Grifols SA | 82708 | &nbsp;&nbsp;1058169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Empresarial <br>San Jose SA<br>| 5388 | &nbsp;&nbsp;53065 |
|  | Iberdrola SA | 1469 | &nbsp;&nbsp;32954 |
|  | Iberdrola SA IBE SM | 107302 | &nbsp;&nbsp;2412454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Iberpapel Gestion SA <br>(IBG SM)<br>| 555 | &nbsp;&nbsp;13823 |
|  | Indra Sistemas SA | 57643 | &nbsp;&nbsp;3725734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Industria de Diseno <br>Textil SA<br>| 66550 | &nbsp;&nbsp;4330415 |
| \* | Inmocemento SA | 6069 | &nbsp;&nbsp;26807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Laboratorio Reig Jofre <br>SA<br>| 2628 | &nbsp;&nbsp;8570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Laboratorios <br>Farmaceuticos Rovi <br>SA<br>| 2432 | &nbsp;&nbsp;207647 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Linea Directa <br>Aseguradora SA <br>Cia de Seguros y <br>Reaseguros<br>| 47410 | &nbsp;&nbsp;$66120 |
|  | Logista Integral SA | 24479 | &nbsp;&nbsp;892913 |
|  | Mapfre SA | 324382 | &nbsp;&nbsp;1484286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Melia Hotels <br>International SA<br>| 23687 | &nbsp;&nbsp;211336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Miquel y Costas & <br>Miquel SA<br>| 8269 | &nbsp;&nbsp;137302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Naturgy Energy Group <br>SA<br>| 29838 | &nbsp;&nbsp;936942 |
| Ω | Neinor Homes SA | 7945 | &nbsp;&nbsp;189311 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Obrascon Huarte Lain <br>SA<br>| 34864 | &nbsp;&nbsp;14813 |
| #\* | Oryzon Genomics SA | 8509 | &nbsp;&nbsp;32412 |
|  | Pharma Mar SA | 1111 | &nbsp;&nbsp;103942 |
|  | Prim SA | 1285 | &nbsp;&nbsp;19426 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Promotora de <br>Informaciones SA, <br>Class A<br>| 69984 | &nbsp;&nbsp;28571 |
| Ω | Prosegur Cash SA | 77104 | &nbsp;&nbsp;58601 |
| \* | Realia Business SA | 35327 | &nbsp;&nbsp;42835 |
| # | Redeia Corp. SA | 61860 | &nbsp;&nbsp;1069061 |
|  | Repsol SA (REP SM) | 195612 | &nbsp;&nbsp;3853770 |
|  | Sacyr SA | 1201 | &nbsp;&nbsp;5646 |
|  | Sacyr SA SCYR SM | 96093 | &nbsp;&nbsp;452174 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Solaria Energia y <br>Medio Ambiente <br>SA<br>| 16222 | &nbsp;&nbsp;357780 |
| #\*Ω | Talgo SA | 9613 | &nbsp;&nbsp;33421 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tecnicas Reunidas <br>SA<br>| 15753 | &nbsp;&nbsp;596480 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Telefonica SA (TEF <br>SM)<br>| 749981 | &nbsp;&nbsp;3036146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telefonica SA (TEF <br>US), Sponsored <br>ADR<br>| 10338 | &nbsp;&nbsp;41352 |
| # | Tubacex SA | 38261 | &nbsp;&nbsp;156322 |
| \* | Tubos Reunidos SA | 19513 | &nbsp;&nbsp;6874 |
| Ω | Unicaja Banco SA | 445187 | &nbsp;&nbsp;1525603 |
|  | Vidrala SA | 7728 | &nbsp;&nbsp;807369 |
|  | Viscofan SA | 16560 | &nbsp;&nbsp;1111352 |
| TOTAL SPAIN | TOTAL SPAIN |  | &nbsp;&nbsp;106808294 |
| SWEDEN — (1.8%) | SWEDEN — (1.8%) | SWEDEN — (1.8%) |  |
| # | AAK AB | 11985 | &nbsp;&nbsp;335364 |
| Ω | AcadeMedia AB | 33500 | &nbsp;&nbsp;354967 |
|  | AddLife AB, Class B | 28328 | &nbsp;&nbsp;433952 |
|  | Addnode Group AB | 31265 | &nbsp;&nbsp;300486 |
|  | AddTech AB, Class B | 28906 | &nbsp;&nbsp;938548 |
|  | AFRY AB | 31679 | &nbsp;&nbsp;502682 |
|  | Alfa Laval AB | 22740 | &nbsp;&nbsp;1317152 |
| Ω | Alimak Group AB | 24710 | &nbsp;&nbsp;378348 |
|  | Alleima AB | 89889 | &nbsp;&nbsp;785608 |
|  | Alligo AB, Class B | 9372 | &nbsp;&nbsp;133300 |
| Ω | Ambea AB | 39862 | &nbsp;&nbsp;607875 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Annehem Fastigheter <br>AB, Class B<br>| 23136 | &nbsp;&nbsp;$42577 |
|  | AQ Group AB | 14511 | &nbsp;&nbsp;319402 |
|  | Arjo AB, Class B | 66722 | &nbsp;&nbsp;200017 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Asmodee Group AB, <br>Class B<br>| 20402 | &nbsp;&nbsp;244805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Assa Abloy AB, <br>Class B<br>| 25713 | &nbsp;&nbsp;1039678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atlas Copco AB <br>(ATCOA SS), <br>Class A<br>| 162372 | &nbsp;&nbsp;3348466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atlas Copco AB <br>(ATCOB SS), <br>Class B<br>| 100484 | &nbsp;&nbsp;1807472 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Atrium Ljungberg AB, <br>Class B<br>| 54145 | &nbsp;&nbsp;205075 |
| Ω | Attendo AB | 43233 | &nbsp;&nbsp;431573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Avanza Bank Holding <br>AB<br>| 26230 | &nbsp;&nbsp;1021984 |
|  | Axfood AB | 17325 | &nbsp;&nbsp;593578 |
|  | Beijer Alma AB | 12926 | &nbsp;&nbsp;384130 |
|  | Beijer Ref AB | 12176 | &nbsp;&nbsp;173324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bergman & Beving <br>AB<br>| 11723 | &nbsp;&nbsp;364711 |
|  | Betsson AB, Class B | 52606 | &nbsp;&nbsp;617678 |
| #\* | Better Collective AS | 10226 | &nbsp;&nbsp;121949 |
| \* | BHG Group AB | 48539 | &nbsp;&nbsp;167200 |
| \* | BICO Group AB | 6048 | &nbsp;&nbsp;11709 |
|  | Bilia AB, Class A | 26527 | &nbsp;&nbsp;375870 |
|  | Billerud Aktiebolag | 58251 | &nbsp;&nbsp;471023 |
|  | BioGaia AB, Class B | 15019 | &nbsp;&nbsp;184730 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BioInvent International <br>AB<br>| 5678 | &nbsp;&nbsp;18826 |
|  | Bjorn Borg AB | 5162 | &nbsp;&nbsp;33972 |
| \* | Boliden AB | 34766 | &nbsp;&nbsp;2434548 |
| \* | Bonava AB, Class B | 68446 | &nbsp;&nbsp;100250 |
| #\*Ω | Boozt AB | 6801 | &nbsp;&nbsp;69067 |
| Ω | Bravida Holding AB | 66165 | &nbsp;&nbsp;651863 |
|  | Bufab AB | 32955 | &nbsp;&nbsp;364789 |
|  | Bulten AB | 5345 | &nbsp;&nbsp;29814 |
|  | Bure Equity AB | 25410 | &nbsp;&nbsp;627408 |
|  | Byggmax Group AB | 19721 | &nbsp;&nbsp;125189 |
| \* | Camurus AB | 2184 | &nbsp;&nbsp;163946 |
| \* | Carasent AB | 3685 | &nbsp;&nbsp;10678 |
| # | Castellum AB | 31041 | &nbsp;&nbsp;383737 |
|  | Catella AB | 11938 | &nbsp;&nbsp;36534 |
|  | Catena AB | 5960 | &nbsp;&nbsp;309382 |
| \* | Cavotec Group AB | 12443 | &nbsp;&nbsp;20537 |
| # | Cellavision AB | 3049 | &nbsp;&nbsp;50397 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cibus Nordic Real <br>Estate AB publ<br>| 12320 | &nbsp;&nbsp;213555 |
| #\* | Cint Group AB | 77596 | &nbsp;&nbsp;25206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Clas Ohlson AB, <br>Class B<br>| 15766 | &nbsp;&nbsp;539840 |
|  | Cloetta AB, Class B | 70892 | &nbsp;&nbsp;346757 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Coffee Stain Group <br>AB, Class B<br>| 19378 | &nbsp;&nbsp;40333 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |  |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Coor Service <br>Management <br>Holding AB<br>| 26480 | &nbsp;&nbsp;$157081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corem Property <br>Group AB (CORED <br>SS), Class D<br>| 2165 | &nbsp;&nbsp;58149 |
| \* | C-RAD AB | 3079 | &nbsp;&nbsp;10938 |
|  | CTT Systems AB | 2479 | &nbsp;&nbsp;45474 |
|  | Dios Fastigheter AB | 22212 | &nbsp;&nbsp;160868 |
| Ω | Dometic Group AB | 90666 | &nbsp;&nbsp;390211 |
|  | Duni AB | 2770 | &nbsp;&nbsp;32579 |
| \*Ω | Dustin Group AB | 196668 | &nbsp;&nbsp;38295 |
| \* | Dynavox Group AB | 15497 | &nbsp;&nbsp;151609 |
|  | Eastnine AB | 25612 | &nbsp;&nbsp;143220 |
|  | Elanders AB, Class B | 6126 | &nbsp;&nbsp;40836 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Electrolux AB, <br>Class B<br>| 61457 | &nbsp;&nbsp;496425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Electrolux <br>Professional AB, <br>Class B<br>| 61030 | &nbsp;&nbsp;420521 |
|  | Elekta AB, Class B | 94463 | &nbsp;&nbsp;607227 |
| #\* | Embracer Group AB | 19378 | &nbsp;&nbsp;106143 |
| #\* | Enad Global 7 AB | 18744 | &nbsp;&nbsp;25850 |
| \* | Enea AB | 5780 | &nbsp;&nbsp;43445 |
| # | Engcon AB | 7932 | &nbsp;&nbsp;71157 |
|  | Eolus AB, Class B | 4740 | &nbsp;&nbsp;17938 |
|  | Ependion AB | 9101 | &nbsp;&nbsp;108677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Epiroc AB (EPIA SS), <br>Class A<br>| 49725 | &nbsp;&nbsp;1393950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Epiroc AB (EPIB SS), <br>Class B<br>| 29749 | &nbsp;&nbsp;741853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Essity AB (ESSITYA <br>SS), Class A<br>| 2308 | &nbsp;&nbsp;68059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Essity AB (ESSITYB <br>SS), Class B<br>| 48982 | &nbsp;&nbsp;1450291 |
| Ω | Evolution AB | 8751 | &nbsp;&nbsp;568475 |
|  | Ework Group AB | 2805 | &nbsp;&nbsp;29987 |
|  | Fabege AB | 31655 | &nbsp;&nbsp;292393 |
|  | Fagerhult Group AB | 15139 | &nbsp;&nbsp;63823 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fastighets AB Balder, <br>Class B<br>| 51845 | &nbsp;&nbsp;391046 |
| \* | Fastighets AB Trianon | 11978 | &nbsp;&nbsp;26306 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fastighetsbolaget <br>Emilshus AB, <br>Class B<br>| 1004 | &nbsp;&nbsp;5987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FastPartner AB <br>(FPARA SS), <br>Class A<br>| 12373 | &nbsp;&nbsp;63620 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;FastPartner AB <br>(FPARD SS), <br>Class D<br>| 1512 | &nbsp;&nbsp;12729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fenix Outdoor <br>International AG<br>| 1057 | &nbsp;&nbsp;62242 |
|  | G5 Entertainment AB | 1825 | &nbsp;&nbsp;19267 |
|  | Getinge AB, Class B | 41823 | &nbsp;&nbsp;916438 |
|  | Granges AB | 39772 | &nbsp;&nbsp;667389 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |  |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Green Landscaping <br>Group AB<br>| 5224 | &nbsp;&nbsp;$25884 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gruvaktiebolaget <br>Viscaria<br>| 33257 | &nbsp;&nbsp;75588 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;H & M Hennes & <br>Mauritz AB, <br>Class B<br>| 41894 | &nbsp;&nbsp;838933 |
|  | Hanza AB | 10233 | &nbsp;&nbsp;159897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heba Fastighets AB, <br>Class B<br>| 12948 | &nbsp;&nbsp;43817 |
|  | Hemnet Group AB | 23233 | &nbsp;&nbsp;370480 |
|  | Hexagon AB, Class B | 68934 | &nbsp;&nbsp;777233 |
| \* | Hexatronic Group AB | 29315 | &nbsp;&nbsp;77120 |
|  | Hexpol AB | 64992 | &nbsp;&nbsp;531939 |
| \* | HMS Networks AB | 7876 | &nbsp;&nbsp;355042 |
| Ω | Hoist Finance AB | 14551 | &nbsp;&nbsp;204687 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Holmen AB (HOLMB <br>SS), Class B<br>| 13019 | &nbsp;&nbsp;487990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hufvudstaden AB, <br>Class A<br>| 16447 | &nbsp;&nbsp;227269 |
|  | Humana AB | 15563 | &nbsp;&nbsp;83040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Husqvarna AB <br>(HUSQA SS), <br>Class A<br>| 4692 | &nbsp;&nbsp;23961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Husqvarna AB <br>(HUSQB SS), <br>Class B<br>| 74516 | &nbsp;&nbsp;380671 |
|  | Indutrade AB | 24134 | &nbsp;&nbsp;566557 |
|  | Instalco AB | 60436 | &nbsp;&nbsp;172385 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;International <br>Petroleum Corp. <br>(IPCO CN)<br>| 1551 | &nbsp;&nbsp;32349 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;International <br>Petroleum Corp. <br>(IPCO SS)<br>| 36209 | &nbsp;&nbsp;756817 |
|  | INVISIO AB | 8043 | &nbsp;&nbsp;235351 |
|  | Inwido AB | 26224 | &nbsp;&nbsp;451375 |
|  | JM AB | 20613 | &nbsp;&nbsp;317203 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;John Mattson <br>Fastighetsforetagen <br>AB<br>| 4685 | &nbsp;&nbsp;34748 |
| \* | Karnov Group AB | 17865 | &nbsp;&nbsp;196293 |
| \* | K-fast Holding AB | 34295 | &nbsp;&nbsp;47096 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Klarabo Sverige AB, <br>Class B<br>| 17016 | &nbsp;&nbsp;28464 |
|  | KNOW IT AB | 9887 | &nbsp;&nbsp;129468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lagercrantz Group <br>AB, Class B<br>| 47909 | &nbsp;&nbsp;1049715 |
|  | Lifco AB, Class B | 12938 | &nbsp;&nbsp;444575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lime Technologies <br>AB<br>| 3930 | &nbsp;&nbsp;112176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lindab International <br>AB<br>| 26860 | &nbsp;&nbsp;564657 |
|  | Logistea AB, Class B | 13687 | &nbsp;&nbsp;22100 |
|  | Loomis AB | 26003 | &nbsp;&nbsp;1079027 |
| \* | Medcap AB | 3268 | &nbsp;&nbsp;180361 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Medicover AB, <br>Class B<br>| 18367 | &nbsp;&nbsp;$417974 |
|  | MEKO AB | 14855 | &nbsp;&nbsp;118077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Micro Systemation AB, <br>Class B<br>| 5052 | &nbsp;&nbsp;37732 |
|  | MIPS AB | 2885 | &nbsp;&nbsp;89799 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Modern Times Group <br>MTG AB, Class B<br>| 32274 | &nbsp;&nbsp;376748 |
|  | Momentum Group AB | 10010 | &nbsp;&nbsp;147809 |
| Ω | Munters Group AB | 25014 | &nbsp;&nbsp;493868 |
|  | Mycronic AB | 37038 | &nbsp;&nbsp;852545 |
| \* | NCAB Group AB | 30166 | &nbsp;&nbsp;156826 |
|  | NCC AB, Class B | 29665 | &nbsp;&nbsp;759624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nederman Holding <br>AB<br>| 2314 | &nbsp;&nbsp;37372 |
| \* | Neobo Fastigheter AB | 12655 | &nbsp;&nbsp;26599 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Net Insight AB, <br>Class B<br>| 74509 | &nbsp;&nbsp;18203 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;New Wave Group AB, <br>Class B<br>| 46314 | &nbsp;&nbsp;555348 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nibe Industrier AB, <br>Class B<br>| 89418 | &nbsp;&nbsp;342540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nilorngruppen AB, <br>Class B<br>| 2755 | &nbsp;&nbsp;19989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nivika Fastigheter AB, <br>Class B<br>| 8076 | &nbsp;&nbsp;39950 |
| #\* | Nobia AB | 148181 | &nbsp;&nbsp;64340 |
|  | Nolato AB, Class B | 69620 | &nbsp;&nbsp;455009 |
|  | Nordnet AB publ | 25003 | &nbsp;&nbsp;808924 |
| \* | Norion Bank AB | 21791 | &nbsp;&nbsp;165991 |
|  | Note AB | 5347 | &nbsp;&nbsp;99462 |
| # | NP3 Fastigheter AB | 8033 | &nbsp;&nbsp;238406 |
|  | Nyfosa AB | 37089 | &nbsp;&nbsp;294845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OEM International AB, <br>Class B<br>| 17660 | &nbsp;&nbsp;252220 |
| #\* | Orron Energy AB | 75740 | &nbsp;&nbsp;45230 |
| \* | Ovzon AB | 22398 | &nbsp;&nbsp;137931 |
|  | Pandox AB | 27343 | &nbsp;&nbsp;589959 |
|  | Peab AB, Class B | 64301 | &nbsp;&nbsp;642670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Platzer Fastigheter <br>Holding AB, <br>Class B<br>| 15074 | &nbsp;&nbsp;125575 |
|  | Prevas AB, Class B | 1225 | &nbsp;&nbsp;12814 |
| \* | Pricer AB, Class B | 61892 | &nbsp;&nbsp;28211 |
|  | Proact IT Group AB | 13302 | &nbsp;&nbsp;152248 |
|  | Ratos AB, Class B | 61534 | &nbsp;&nbsp;263013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RaySearch <br>Laboratories AB<br>| 10869 | &nbsp;&nbsp;232170 |
|  | Rejlers AB | 4668 | &nbsp;&nbsp;95560 |
|  | Rusta AB | 9598 | &nbsp;&nbsp;88242 |
|  | Rvrc Holding AB | 22271 | &nbsp;&nbsp;171114 |
| # | Saab AB, Class B | 5220 | &nbsp;&nbsp;407280 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sagax AB (SAGAB <br>SS), Class B<br>| 14443 | &nbsp;&nbsp;318485 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Samhallsbyggnadsbolaget <br>i Norden AB SBBB <br>SS<br>| 209064 | &nbsp;&nbsp;115135 |
|  | Sandvik AB | 65394 | &nbsp;&nbsp;2582170 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |  |
|  | Scandi Standard AB | 21297 | &nbsp;&nbsp;$258295 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Scandic Hotels Group <br>AB<br>| 70844 | &nbsp;&nbsp;707926 |
| \* | Sdiptech AB, Class B | 8724 | &nbsp;&nbsp;167102 |
|  | Sectra AB, Class B | 27667 | &nbsp;&nbsp;684050 |
|  | Securitas AB, Class B | 66906 | &nbsp;&nbsp;1106418 |
| \* | Sedana Medical AB | 19405 | &nbsp;&nbsp;21830 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sensys Gatso Group <br>AB<br>| 4148 | &nbsp;&nbsp;18027 |
| \*Ω | Sinch AB | 232254 | &nbsp;&nbsp;695929 |
|  | SinterCast AB | 992 | &nbsp;&nbsp;10823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Skandinaviska <br>Enskilda Banken AB <br>(SEBA SS), <br>Class A<br>| 109777 | &nbsp;&nbsp;2359593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Skandinaviska <br>Enskilda Banken AB <br>(SEBC SS), <br>Class C<br>| 1726 | &nbsp;&nbsp;38025 |
|  | Skanska AB, Class B | 45055 | &nbsp;&nbsp;1368419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SKF AB (SKFA SS), <br>Class A<br>| 3007 | &nbsp;&nbsp;79616 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SKF AB (SKFB SS), <br>Class B<br>| 54642 | &nbsp;&nbsp;1428708 |
| # | SkiStar AB | 15716 | &nbsp;&nbsp;295842 |
|  | Solid Forsakring AB | 5351 | &nbsp;&nbsp;55326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SSAB AB (SSABA <br>SS), Class A<br>| 40568 | &nbsp;&nbsp;335406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SSAB AB (SSABAH <br>FH), Class A<br>| 2266 | &nbsp;&nbsp;18769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SSAB AB (SSABB <br>SS), Class B<br>| 113319 | &nbsp;&nbsp;932202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SSAB AB (SSABBH <br>FH), Class B<br>| 12844 | &nbsp;&nbsp;105650 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Stendorren <br>Fastigheter AB<br>| 3083 | &nbsp;&nbsp;67783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stenhus Fastigheter I <br>Norden AB<br>| 9581 | &nbsp;&nbsp;12152 |
| \* | Stillfront Group AB | 162501 | &nbsp;&nbsp;100535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Storskogen Group AB, <br>Class B<br>| 489739 | &nbsp;&nbsp;594592 |
|  | Svedbergs Group AB | 9684 | &nbsp;&nbsp;71873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Svenska Cellulosa AB <br>SCA (SCAA SS), <br>Class A<br>| 3121 | &nbsp;&nbsp;38948 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Svenska Cellulosa AB <br>SCA (SCAB SS), <br>Class B<br>| 78467 | &nbsp;&nbsp;982479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Svenska <br>Handelsbanken AB <br>(SHBA SS), <br>Class A<br>| 74650 | &nbsp;&nbsp;1176861 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Svenska <br>Handelsbanken AB <br>(SHBB SS), <br>Class B<br>| 1473 | &nbsp;&nbsp;38607 |
|  | Sweco AB, Class B | 35148 | &nbsp;&nbsp;582301 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Swedbank AB, <br>Class A<br>| 63812 | &nbsp;&nbsp;$2481027 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Swedish Logistic <br>Property AB, <br>Class B<br>| 16381 | &nbsp;&nbsp;77100 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Swedish Orphan <br>Biovitrum AB<br>| 10916 | &nbsp;&nbsp;414539 |
|  | Synsam AB | 39659 | &nbsp;&nbsp;291678 |
|  | Systemair AB | 26063 | &nbsp;&nbsp;253689 |
|  | Tele2 AB, Class B | 98298 | &nbsp;&nbsp;1808545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telefonaktiebolaget <br>LM Ericsson <br>(ERICA SS), <br>Class A<br>| 9881 | &nbsp;&nbsp;107401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telefonaktiebolaget <br>LM Ericsson <br>(ERICB SS), <br>Class B<br>| 330612 | &nbsp;&nbsp;3580582 |
|  | Telia Co. AB | 444781 | &nbsp;&nbsp;2031964 |
|  | TF Bank AB | 11012 | &nbsp;&nbsp;212438 |
| Ω | Thule Group AB | 11321 | &nbsp;&nbsp;271225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trelleborg AB, <br>Class B<br>| 28963 | &nbsp;&nbsp;1172023 |
|  | Troax Group AB | 12721 | &nbsp;&nbsp;207540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Truecaller AB, <br>Class B<br>| 54639 | &nbsp;&nbsp;94612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VBG Group AB, <br>Class B<br>| 6933 | &nbsp;&nbsp;299598 |
| \* | Vestum AB | 30839 | &nbsp;&nbsp;27964 |
| \* | Viaplay Group AB | 156249 | &nbsp;&nbsp;21241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vitec Software Group <br>AB, Class B<br>| 5458 | &nbsp;&nbsp;153261 |
|  | Vitrolife AB | 17865 | &nbsp;&nbsp;232876 |
|  | Volati AB | 6306 | &nbsp;&nbsp;67409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Volvo AB (VOLVA SS), <br>Class A<br>| 26966 | &nbsp;&nbsp;979760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Volvo AB (VOLVB <br>SS), Class B<br>| 208445 | &nbsp;&nbsp;7574348 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Volvo Car AB, <br>Class B<br>| 57959 | &nbsp;&nbsp;193416 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Wallenstam AB, <br>Class B<br>| 53598 | &nbsp;&nbsp;244089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wihlborgs Fastigheter <br>AB<br>| 43452 | &nbsp;&nbsp;448949 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;XANO Industri AB, <br>Class B<br>| 1575 | &nbsp;&nbsp;15981 |
| #\* | XSpray Pharma AB | 2462 | &nbsp;&nbsp;6738 |
| TOTAL SWEDEN | TOTAL SWEDEN |  | &nbsp;&nbsp;96298714 |
| SWITZERLAND — (5.1%) | SWITZERLAND — (5.1%) | SWITZERLAND — (5.1%) |  |
|  | ABB Ltd. | 81931 | &nbsp;&nbsp;7054097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Accelleron Industries <br>AG (ACLN SW)<br>| 37593 | &nbsp;&nbsp;3600910 |
|  | Adecco Group AG | 41830 | &nbsp;&nbsp;1229233 |
| # | Alcon AG ALC US | 65684 | &nbsp;&nbsp;5319123 |
|  | Allreal Holding AG | 6223 | &nbsp;&nbsp;1820307 |
|  | ALSO Holding AG | 1863 | &nbsp;&nbsp;480100 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |
| \* | Amrize Ltd. | 70308 | &nbsp;&nbsp;$3719286 |
| \* | ams-OSRAM AG | 8491 | &nbsp;&nbsp;88348 |
|  | APG SGA SA | 317 | &nbsp;&nbsp;86506 |
|  | Arbonia AG | 19716 | &nbsp;&nbsp;128826 |
| \* | Aryzta AG | 7766 | &nbsp;&nbsp;550489 |
|  | Ascom Holding AG | 11095 | &nbsp;&nbsp;76955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Autoneum Holding <br>AG<br>| 1032 | &nbsp;&nbsp;168792 |
|  | Avolta AG | 34258 | &nbsp;&nbsp;2097324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banque Cantonale de <br>Geneve<br>| 7670 | &nbsp;&nbsp;275870 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Banque Cantonale <br>Vaudoise<br>| 9755 | &nbsp;&nbsp;1320145 |
| # | Barry Callebaut AG | 517 | &nbsp;&nbsp;911997 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Basilea <br>Pharmaceutica Ag <br>Allschwil<br>| 926 | &nbsp;&nbsp;64857 |
|  | Belimo Holding AG | 1420 | &nbsp;&nbsp;1553163 |
|  | Bell Food Group AG | 800 | &nbsp;&nbsp;229542 |
|  | Bellevue Group AG | 2041 | &nbsp;&nbsp;29907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Berner Kantonalbank <br>AG<br>| 2023 | &nbsp;&nbsp;844221 |
|  | BKW AG | 3991 | &nbsp;&nbsp;754544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bossard Holding AG, <br>Class A<br>| 2300 | &nbsp;&nbsp;452004 |
|  | Bucher Industries AG | 2792 | &nbsp;&nbsp;1295220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Burckhardt <br>Compression <br>Holding AG<br>| 1117 | &nbsp;&nbsp;772234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Burkhalter Holding <br>AG<br>| 2319 | &nbsp;&nbsp;421448 |
|  | Bystronic AG | 443 | &nbsp;&nbsp;154609 |
| # | Calida Holding AG | 469 | &nbsp;&nbsp;7371 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Carlo Gavazzi Holding <br>AG<br>| 167 | &nbsp;&nbsp;34406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cembra Money Bank <br>AG<br>| 11681 | &nbsp;&nbsp;1493205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chocoladefabriken <br>Lindt & Spruengli <br>AG<br>| 7 | &nbsp;&nbsp;1034682 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cicor Technologies <br>Ltd.<br>| 1175 | &nbsp;&nbsp;186956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cie Financiere <br>Richemont SA, <br>Class A<br>| 33209 | &nbsp;&nbsp;6446184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cie Financiere <br>Tradition SA, <br>Class BR<br>| 1048 | &nbsp;&nbsp;399242 |
|  | Clariant AG | 43008 | &nbsp;&nbsp;397936 |
| # | Coltene Holding AG | 1259 | &nbsp;&nbsp;89891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COSMO <br>Pharmaceuticals <br>NV<br>| 1934 | &nbsp;&nbsp;289993 |
|  | CPH Group AG | 347 | &nbsp;&nbsp;30285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daetwyler Holding AG, <br>Class BR<br>| 1783 | &nbsp;&nbsp;364413 |
|  | DKSH Holding AG | 14115 | &nbsp;&nbsp;1035647 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;dormakaba Holding <br>AG<br>| 10880 | &nbsp;&nbsp;$818205 |
|  | DSM-Firmenich AG | 14338 | &nbsp;&nbsp;1130602 |
|  | EFG International AG | 45706 | &nbsp;&nbsp;1168015 |
|  | Emmi AG | 776 | &nbsp;&nbsp;786165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EMS-Chemie Holding <br>AG<br>| 668 | &nbsp;&nbsp;519349 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Feintool International <br>Holding AG<br>| 1631 | &nbsp;&nbsp;21572 |
|  | Flughafen Zurich AG | 8360 | &nbsp;&nbsp;2596459 |
|  | Forbo Holding AG | 272 | &nbsp;&nbsp;321228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fundamenta Real <br>Estate AG<br>| 5114 | &nbsp;&nbsp;125128 |
|  | Galderma Group AG | 4004 | &nbsp;&nbsp;746341 |
| Ω | Galenica AG | 21300 | &nbsp;&nbsp;2662448 |
|  | Geberit AG | 6209 | &nbsp;&nbsp;4741131 |
|  | Georg Fischer AG | 24956 | &nbsp;&nbsp;1663339 |
|  | Givaudan SA | 477 | &nbsp;&nbsp;1843838 |
|  | Glarner Kantonalbank | 1297 | &nbsp;&nbsp;36892 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Helvetia Baloise <br>Holding AG<br>| 30210 | &nbsp;&nbsp;7661880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hiag Immobilien <br>Holding AG<br>| 977 | &nbsp;&nbsp;157073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Holcim AG (HOLN <br>SW)<br>| 63568 | &nbsp;&nbsp;6551880 |
|  | Huber & Suhner AG | 6475 | &nbsp;&nbsp;1309599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hypothekarbank <br>Lenzburg AG<br>| 3 | &nbsp;&nbsp;15750 |
|  | Implenia AG | 3093 | &nbsp;&nbsp;296210 |
|  | Inficon Holding AG | 5249 | &nbsp;&nbsp;830657 |
|  | Interroll Holding AG | 159 | &nbsp;&nbsp;382892 |
|  | Intershop Holding AG | 1435 | &nbsp;&nbsp;310974 |
|  | Investis Holding SA | 981 | &nbsp;&nbsp;196477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Julius Baer Group <br>Ltd.<br>| 51625 | &nbsp;&nbsp;4312251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jungfraubahn Holding <br>AG<br>| 1642 | &nbsp;&nbsp;647062 |
|  | Kardex Holding AG | 1506 | &nbsp;&nbsp;529416 |
| #\* | Komax Holding AG | 684 | &nbsp;&nbsp;59258 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kudelski SA, <br>Class BR<br>| 13192 | &nbsp;&nbsp;20888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuehne & Nagel <br>International AG<br>| 5141 | &nbsp;&nbsp;1190461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Landis & Gyr Group <br>AG<br>| 8382 | &nbsp;&nbsp;588826 |
| \* | LEM Holding SA | 71 | &nbsp;&nbsp;25941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Liechtensteinische <br>Landesbank AG<br>| 5570 | &nbsp;&nbsp;694551 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Logitech International <br>SA (LOGI US)<br>| 14126 | &nbsp;&nbsp;1212576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Logitech International <br>SA (LOGN SW)<br>| 1150 | &nbsp;&nbsp;99075 |
|  | Lonza Group AG | 7196 | &nbsp;&nbsp;4889322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luzerner <br>Kantonalbank AG<br>| 6892 | &nbsp;&nbsp;878016 |
| Ω | Medacta Group SA | 1252 | &nbsp;&nbsp;267891 |
| Ω | Medmix AG | 7618 | &nbsp;&nbsp;112627 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meier Tobler Group <br>AG<br>| 1836 | &nbsp;&nbsp;$86385 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Metall Zug AG, <br>Class B<br>| 70 | &nbsp;&nbsp;73079 |
|  | Mikron Holding AG | 3910 | &nbsp;&nbsp;87356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mobilezone Holding <br>AG<br>| 11233 | &nbsp;&nbsp;204835 |
|  | Mobimo Holding AG | 2861 | &nbsp;&nbsp;1440755 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Molecular Partners <br>AG<br>| 3503 | &nbsp;&nbsp;14953 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Montana Aerospace <br>AG<br>| 7478 | &nbsp;&nbsp;322764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Naturenergie Holding <br>AG<br>| 1434 | &nbsp;&nbsp;60583 |
|  | Nestle SA | 216081 | &nbsp;&nbsp;20619489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Novartis AG (NOVN <br>SW)<br>| 88289 | &nbsp;&nbsp;13099419 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Novartis AG (NVS <br>US), Sponsored <br>ADR<br>| 127293 | &nbsp;&nbsp;18925923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Novavest Real Estate <br>AG<br>| 1587 | &nbsp;&nbsp;82743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OC Oerlikon Corp. AG <br>Pfaeffikon<br>| 48835 | &nbsp;&nbsp;223990 |
| #\* | Orior AG | 2610 | &nbsp;&nbsp;37357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Partners Group <br>Holding AG<br>| 2617 | &nbsp;&nbsp;3568394 |
|  | Phoenix Mecano AG | 286 | &nbsp;&nbsp;163849 |
|  | Plazza AG, Class A | 241 | &nbsp;&nbsp;136477 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;PolyPeptide Group <br>AG<br>| 3457 | &nbsp;&nbsp;122201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PSP Swiss Property <br>AG<br>| 10900 | &nbsp;&nbsp;2187837 |
| # | Rieter Holding AG | 19994 | &nbsp;&nbsp;86054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Roche Holding AG <br>(RO SW), <br>Class BR<br>| 2458 | &nbsp;&nbsp;1135894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Roche Holding AG <br>(ROG SW)<br>| 52911 | &nbsp;&nbsp;24060725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Romande Energie <br>Holding SA<br>| 2262 | &nbsp;&nbsp;125172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sandoz Group AG <br>(SDZ SW)<br>| 112680 | &nbsp;&nbsp;8927150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sandoz Group AG <br>(SDZNY US), ADR<br>| 11882 | &nbsp;&nbsp;942005 |
|  | Schindler Holding AG | 1827 | &nbsp;&nbsp;671936 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Schweiter <br>Technologies AG<br>| 269 | &nbsp;&nbsp;87615 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Schweizerische <br>Nationalbank<br>| 18 | &nbsp;&nbsp;84359 |
| \*Ω | Sensirion Holding AG | 1072 | &nbsp;&nbsp;80087 |
|  | SFS Group AG | 6263 | &nbsp;&nbsp;919497 |
|  | SGS SA | 31976 | &nbsp;&nbsp;3848614 |
|  | Siegfried Holding AG | 15790 | &nbsp;&nbsp;1941565 |
|  | SIG Group AG | 94908 | &nbsp;&nbsp;1468552 |
|  | Sika AG | 14671 | &nbsp;&nbsp;2815225 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Softwareone Holding <br>AG SWON NO<br>| 8226 | &nbsp;&nbsp;$84841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Softwareone Holding <br>AG SWON SW<br>| 15625 | &nbsp;&nbsp;160797 |
|  | Sonova Holding AG | 8829 | &nbsp;&nbsp;2416350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;St. Galler <br>Kantonalbank AG<br>| 1088 | &nbsp;&nbsp;836233 |
| # | Stadler Rail AG | 11676 | &nbsp;&nbsp;299138 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Straumann Holding <br>AG<br>| 7411 | &nbsp;&nbsp;891319 |
|  | Sulzer AG | 7639 | &nbsp;&nbsp;1645953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunrise <br>Communications <br>AG, Class A<br>| 12919 | &nbsp;&nbsp;733236 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Swatch Group AG <br>(UHR SW), <br>Class BR<br>| 8393 | &nbsp;&nbsp;1980224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Swatch Group AG <br>(UHRN SW)<br>| 16186 | &nbsp;&nbsp;766867 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Swiss Life Holding <br>AG<br>| 4659 | &nbsp;&nbsp;5108838 |
|  | Swiss Prime Site AG | 28809 | &nbsp;&nbsp;4904461 |
|  | Swiss Re AG | 47666 | &nbsp;&nbsp;7616254 |
| # | Swisscom AG | 5795 | &nbsp;&nbsp;4758164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Swissquote Group <br>Holding SA<br>| 4529 | &nbsp;&nbsp;2578388 |
|  | Tecan Group AG | 616 | &nbsp;&nbsp;108530 |
|  | Temenos AG | 15937 | &nbsp;&nbsp;1408414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thurgauer <br>Kantonalbank<br>| 389 | &nbsp;&nbsp;86001 |
|  | TX Group AG | 1242 | &nbsp;&nbsp;267539 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;UBS Group AG (UBS <br>US)<br>| 7116 | &nbsp;&nbsp;335546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UBS Group AG <br>(UBSG SW)<br>| 204461 | &nbsp;&nbsp;9674149 |
|  | Valiant Holding AG | 6005 | &nbsp;&nbsp;1205466 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Varia U.S. Properties <br>AG<br>| 573 | &nbsp;&nbsp;14963 |
| Ω | VAT Group AG | 1893 | &nbsp;&nbsp;1224139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vaudoise Assurances <br>Holding SA<br>| 212 | &nbsp;&nbsp;201923 |
|  | Vetropack Holding AG | 4154 | &nbsp;&nbsp;121217 |
|  | Vontobel Holding AG | 11746 | &nbsp;&nbsp;1012340 |
|  | VP Bank AG, Class A | 1150 | &nbsp;&nbsp;125475 |
|  | VZ Holding AG | 5041 | &nbsp;&nbsp;988092 |
| # | V-ZUG Holding AG | 602 | &nbsp;&nbsp;31028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walliser <br>Kantonalbank<br>| 225 | &nbsp;&nbsp;40316 |
|  | Warteck Invest AG | 42 | &nbsp;&nbsp;106947 |
| # | Ypsomed Holding AG | 742 | &nbsp;&nbsp;293658 |
|  | Zehnder Group AG | 2900 | &nbsp;&nbsp;308802 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zueblin Immobilien <br>Holding AG<br>| 454 | &nbsp;&nbsp;27202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zug Estates Holding <br>AG, Class B<br>| 76 | &nbsp;&nbsp;229013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zuger Kantonalbank, <br>Class BR<br>| 33 | &nbsp;&nbsp;400945 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zurich Insurance <br>Group AG<br>| 10056 | &nbsp;&nbsp;$7154057 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  | &nbsp;&nbsp;268532197 |
| TAIWAN — (6.6%) | TAIWAN — (6.6%) | TAIWAN — (6.6%) |  |
|  | 91APP, Inc. | 18000 | &nbsp;&nbsp;37811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aaeon Technology, <br>Inc.<br>| 5248 | &nbsp;&nbsp;21085 |
|  | Abico Avy Co. Ltd. | 48134 | &nbsp;&nbsp;71242 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ability Enterprise Co. <br>Ltd.<br>| 117564 | &nbsp;&nbsp;314505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ability <br>Opto-Electronics <br>Technology Co. <br>Ltd.<br>| 7083 | &nbsp;&nbsp;24599 |
|  | AcBel Polytech, Inc. | 215786 | &nbsp;&nbsp;337103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Accton Technology <br>Corp.<br>| 73000 | &nbsp;&nbsp;2552316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Acer E-Enabling <br>Service Business, <br>Inc.<br>| 6000 | &nbsp;&nbsp;39122 |
| # | Acer, Inc. | 691000 | &nbsp;&nbsp;549084 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;ACES Electronic Co. <br>Ltd.<br>| 39719 | &nbsp;&nbsp;80815 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Acme Electronics <br>Corp.<br>| 24000 | &nbsp;&nbsp;21193 |
| \* | Acon Holding, Inc. | 79041 | &nbsp;&nbsp;18031 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Acter Group Corp. <br>Ltd.<br>| 34470 | &nbsp;&nbsp;686062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Action Electronics Co. <br>Ltd.<br>| 63000 | &nbsp;&nbsp;21066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Actron Technology <br>Corp.<br>| 19000 | &nbsp;&nbsp;78008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ADATA Technology <br>Co. Ltd.<br>| 103976 | &nbsp;&nbsp;1176814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Addcn Technology Co. <br>Ltd.<br>| 13106 | &nbsp;&nbsp;68951 |
| \* | Adimmune Corp. | 112000 | &nbsp;&nbsp;67727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Adlink Technology, <br>Inc.<br>| 14000 | &nbsp;&nbsp;27544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Ceramic X <br>Corp.<br>| 12000 | &nbsp;&nbsp;58758 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Energy <br>Solution Holding <br>Co. Ltd.<br>| 10000 | &nbsp;&nbsp;353500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced <br>International <br>Multitech Co. Ltd.<br>| 60000 | &nbsp;&nbsp;134697 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Advanced <br>Optoelectronic <br>Technology, Inc.<br>| 31000 | &nbsp;&nbsp;16359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Power <br>Electronics Corp.<br>| 29000 | &nbsp;&nbsp;84315 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Wireless <br>Semiconductor Co.<br>| 41000 | &nbsp;&nbsp;144920 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advancetek Enterprise <br>Co. Ltd.<br>| 96571 | &nbsp;&nbsp;$91182 |
|  | Advantech Co. Ltd. | 76757 | &nbsp;&nbsp;724371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aero Win Technology <br>Corp.<br>| 22000 | &nbsp;&nbsp;28154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aerospace Industrial <br>Development Corp.<br>| 150000 | &nbsp;&nbsp;252226 |
|  | AGV Products Corp. | 191875 | &nbsp;&nbsp;64538 |
|  | AIC, Inc. | 7000 | &nbsp;&nbsp;83671 |
|  | Air Asia Co. Ltd. | 10000 | &nbsp;&nbsp;15807 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Airoha Technology <br>Corp.<br>| 6000 | &nbsp;&nbsp;82526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Airtac International <br>Group<br>| 39122 | &nbsp;&nbsp;1415849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alchip Technologies <br>Ltd.<br>| 4000 | &nbsp;&nbsp;392718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alexander Marine Co. <br>Ltd.<br>| 9108 | &nbsp;&nbsp;53384 |
| \* | ALI Corp. | 28000 | &nbsp;&nbsp;22764 |
|  | Allied Circuit Co. Ltd. | 14019 | &nbsp;&nbsp;97363 |
|  | Allied Supreme Corp. | 10000 | &nbsp;&nbsp;76336 |
|  | Allis Electric Co. Ltd. | 42603 | &nbsp;&nbsp;166427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alltek Technology <br>Corp.<br>| 49040 | &nbsp;&nbsp;51490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alltop Technology Co. <br>Ltd.<br>| 16000 | &nbsp;&nbsp;125939 |
|  | Alpha Networks, Inc. | 78072 | &nbsp;&nbsp;81348 |
| # | Altek Corp. | 130445 | &nbsp;&nbsp;161413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amazing <br>Microelectronic <br>Corp.<br>| 21965 | &nbsp;&nbsp;58550 |
|  | Ambassador Hotel  | 109000 | &nbsp;&nbsp;150092 |
|  | AMPACS Corp. | 20000 | &nbsp;&nbsp;17564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ampak Technology, <br>Inc.<br>| 6000 | &nbsp;&nbsp;11946 |
|  | Ampire Co. Ltd. | 28000 | &nbsp;&nbsp;23647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ample Electronic <br>Technology Co. <br>Ltd.<br>| 7350 | &nbsp;&nbsp;41286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AMPOC Far-East Co. <br>Ltd.<br>| 24376 | &nbsp;&nbsp;83158 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;AmTRAN Technology <br>Co. Ltd.<br>| 228665 | &nbsp;&nbsp;146971 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amulaire Thermal <br>Technology, Inc.<br>| 11000 | &nbsp;&nbsp;11118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anji Technology Co. <br>Ltd.<br>| 22000 | &nbsp;&nbsp;23798 |
|  | Aopen, Inc. | 11000 | &nbsp;&nbsp;17921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apac Opto <br>Electronics, Inc.<br>| 20000 | &nbsp;&nbsp;45536 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Apacer Technology, <br>Inc.<br>| 35750 | &nbsp;&nbsp;138070 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;APAQ Technology Co. <br>Ltd.<br>| 10000 | &nbsp;&nbsp;52004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apex Biotechnology <br>Corp.<br>| 32000 | &nbsp;&nbsp;29583 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Apex International Co. <br>Ltd.<br>| 72424 | &nbsp;&nbsp;$72876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apex Science & <br>Engineering<br>| 72828 | &nbsp;&nbsp;26430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arcadyan Technology <br>Corp.<br>| 43540 | &nbsp;&nbsp;247268 |
|  | Ardentec Corp. | 200990 | &nbsp;&nbsp;1012281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ARES International <br>Corp.<br>| 9000 | &nbsp;&nbsp;14436 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Argosy Research, <br>Inc.<br>| 23714 | &nbsp;&nbsp;117393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASE Technology <br>Holding Co. Ltd.<br>| 220931 | &nbsp;&nbsp;2054020 |
|  | Asia Cement Corp. | 501000 | &nbsp;&nbsp;559020 |
| # | Asia Optical Co., Inc. | 63000 | &nbsp;&nbsp;323317 |
|  | Asia Polymer Corp. | 134319 | &nbsp;&nbsp;59036 |
|  | Asia Tech Image, Inc. | 12000 | &nbsp;&nbsp;28974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asia Vital <br>Components Co. <br>Ltd.<br>| 39814 | &nbsp;&nbsp;1808855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASIX Electronics <br>Corp.<br>| 12000 | &nbsp;&nbsp;36380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASMedia Technology, <br>Inc.<br>| 5260 | &nbsp;&nbsp;214515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASolid Technology Co. <br>Ltd.<br>| 10000 | &nbsp;&nbsp;34452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASPEED Technology, <br>Inc.<br>| 6500 | &nbsp;&nbsp;1817764 |
|  | ASROCK, Inc. | 15000 | &nbsp;&nbsp;101967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asustek Computer, <br>Inc.<br>| 66000 | &nbsp;&nbsp;1036845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ATE Energy <br>International Co. <br>Ltd.<br>| 20000 | &nbsp;&nbsp;17295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aten International Co. <br>Ltd.<br>| 33000 | &nbsp;&nbsp;63165 |
|  | Auden Techno Corp. | 13000 | &nbsp;&nbsp;73196 |
|  | Audix Corp. | 34000 | &nbsp;&nbsp;71769 |
| # | AUO Corp. (2409 TT) | 1341000 | &nbsp;&nbsp;580829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AURAS Technology <br>Co. Ltd.<br>| 5000 | &nbsp;&nbsp;143069 |
|  | Aurora Corp. | 14100 | &nbsp;&nbsp;24521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Avalue Technology, <br>Inc.<br>| 20000 | &nbsp;&nbsp;56766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Avermedia <br>Technologies<br>| 21000 | &nbsp;&nbsp;26013 |
|  | Axiomtek Co. Ltd. | 20993 | &nbsp;&nbsp;55101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Azurewave <br>Technologies, Inc.<br>| 11000 | &nbsp;&nbsp;20510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bafang Yunji <br>International Co. <br>Ltd.<br>| 14000 | &nbsp;&nbsp;78624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Kaohsiung <br>Co. Ltd.<br>| 351560 | &nbsp;&nbsp;133952 |
|  | Basso Industry Corp. | 40000 | &nbsp;&nbsp;43459 |
| # | BenQ Materials Corp. | 59000 | &nbsp;&nbsp;36437 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BES Engineering <br>Corp.<br>| 649085 | &nbsp;&nbsp;$281498 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Billion Electric Co. <br>Ltd.<br>| 34000 | &nbsp;&nbsp;26299 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bin Chuan Enterprise <br>Co. Ltd.<br>| 22000 | &nbsp;&nbsp;36033 |
|  | B'in Live Co. Ltd. | 10093 | &nbsp;&nbsp;26760 |
| \* | Bionime Corp. | 13536 | &nbsp;&nbsp;22031 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Biostar Microtech <br>International Corp.<br>| 38000 | &nbsp;&nbsp;27912 |
|  | Bioteque Corp. | 15000 | &nbsp;&nbsp;57199 |
|  | Bizlink Holding, Inc. | 43424 | &nbsp;&nbsp;1763504 |
|  | Bon Fame Co. Ltd. | 12000 | &nbsp;&nbsp;21421 |
|  | Bonny Worldwide Ltd. | 3000 | &nbsp;&nbsp;17426 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bora Pharmaceuticals <br>Co. Ltd.<br>| 10790 | &nbsp;&nbsp;206324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brave C&H Supply <br>Co. Ltd.<br>| 11000 | &nbsp;&nbsp;23027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bright Led Electronics <br>Corp.<br>| 41000 | &nbsp;&nbsp;26107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brightek <br>Optoelectronic Co. <br>Ltd.<br>| 11000 | &nbsp;&nbsp;13263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brighton-Best <br>International <br>Taiwan, Inc.<br>| 109423 | &nbsp;&nbsp;119594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brillian Network & <br>Automation <br>Integrated System <br>Co. Ltd.<br>| 5431 | &nbsp;&nbsp;53611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brogent Technologies, <br>Inc.<br>| 10390 | &nbsp;&nbsp;34078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;C Sun Manufacturing <br>Ltd.<br>| 12939 | &nbsp;&nbsp;96742 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Calin Technology Co. <br>Ltd.<br>| 21000 | &nbsp;&nbsp;20176 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Caliway <br>Biopharmaceuticals <br>Co. Ltd.<br>| 20000 | &nbsp;&nbsp;104543 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cameo <br>Communications, <br>Inc.<br>| 90763 | &nbsp;&nbsp;28235 |
|  | Capital Futures Corp. | 53629 | &nbsp;&nbsp;87395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Capital Securities <br>Corp.<br>| 787680 | &nbsp;&nbsp;739464 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Career Technology <br>MFG. Co. Ltd.<br>| 147796 | &nbsp;&nbsp;76302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Castles Technology <br>Co. Ltd.<br>| 18742 | &nbsp;&nbsp;33756 |
|  | Caswell, Inc. | 10000 | &nbsp;&nbsp;26730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Catcher Technology <br>Co. Ltd.<br>| 137000 | &nbsp;&nbsp;874969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cathay Consolidated, <br>Inc.<br>| 5000 | &nbsp;&nbsp;14787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cathay Financial <br>Holding Co. Ltd.<br>| 822286 | &nbsp;&nbsp;1959081 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cathay Real Estate <br>Development Co. <br>Ltd.<br>| 213000 | &nbsp;&nbsp;$149055 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CCP Contact Probes <br>Co. Ltd.<br>| 36074 | &nbsp;&nbsp;67853 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Celxpert Energy <br>Corp.<br>| 34390 | &nbsp;&nbsp;40851 |
|  | Cenra, Inc. | 47500 | &nbsp;&nbsp;51188 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Center Laboratories, <br>Inc.<br>| 202871 | &nbsp;&nbsp;258515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Reinsurance <br>Co. Ltd.<br>| 126880 | &nbsp;&nbsp;107250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Century Iron & Steel <br>Industrial Co. Ltd.<br>| 46000 | &nbsp;&nbsp;197576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chailease Holding Co. <br>Ltd.<br>| 348754 | &nbsp;&nbsp;1149434 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ChainQui Construction <br>Development Co. <br>Ltd.<br>| 27000 | &nbsp;&nbsp;12619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chaintech Technology <br>Corp.<br>| 13000 | &nbsp;&nbsp;11737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Champion Building <br>Materials Co. Ltd.<br>| 106200 | &nbsp;&nbsp;30171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Champion <br>Microelectronic <br>Corp.<br>| 11000 | &nbsp;&nbsp;22920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chang Hwa <br>Commercial Bank <br>Ltd.<br>| 1332224 | &nbsp;&nbsp;862353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chang Wah <br>Electromaterials, <br>Inc.<br>| 116000 | &nbsp;&nbsp;169076 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chang Wah <br>Technology Co. <br>Ltd.<br>| 112000 | &nbsp;&nbsp;204879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Channel Well <br>Technology Co. <br>Ltd.<br>| 60000 | &nbsp;&nbsp;119009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chant Sincere Co. <br>Ltd.<br>| 12000 | &nbsp;&nbsp;19387 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Charoen Pokphand <br>Enterprise<br>| 65000 | &nbsp;&nbsp;306422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CHC Healthcare <br>Group<br>| 46000 | &nbsp;&nbsp;49495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CHC Resources <br>Corp.<br>| 33000 | &nbsp;&nbsp;73460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chen Full International <br>Co. Ltd.<br>| 38000 | &nbsp;&nbsp;49268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chenbro Micom Co. <br>Ltd.<br>| 10000 | &nbsp;&nbsp;285371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cheng Fwa Industrial <br>Co. Ltd.<br>| 23000 | &nbsp;&nbsp;14272 |
| # | Cheng Loong Corp. | 271000 | &nbsp;&nbsp;152373 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cheng Mei Materials <br>Technology Corp.<br>| 126408 | &nbsp;&nbsp;53486 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cheng Shin Rubber <br>Industry Co. Ltd.<br>| 431000 | &nbsp;&nbsp;$417890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cheng Uei Precision <br>Industry Co. Ltd.<br>| 139000 | &nbsp;&nbsp;170891 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chenming Electronic <br>Technology Corp.<br>| 32000 | &nbsp;&nbsp;113803 |
|  | Chia Chang Co. Ltd. | 40000 | &nbsp;&nbsp;47624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chia Hsin Cement <br>Corp.<br>| 219300 | &nbsp;&nbsp;98817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chicony Electronics <br>Co. Ltd.<br>| 257773 | &nbsp;&nbsp;952949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chicony Power <br>Technology Co. <br>Ltd.<br>| 54481 | &nbsp;&nbsp;139774 |
|  | Chief Telecom, Inc. | 7600 | &nbsp;&nbsp;77387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chien Kuo <br>Construction Co. <br>Ltd.<br>| 35360 | &nbsp;&nbsp;36305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chien Shing Harbour <br>Service Co. Ltd.<br>| 9000 | &nbsp;&nbsp;12314 |
|  | China Airlines Ltd. | 1491000 | &nbsp;&nbsp;1048903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Bills Finance <br>Corp.<br>| 341000 | &nbsp;&nbsp;176127 |
|  | China Ecotek Corp. | 6000 | &nbsp;&nbsp;9932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Electric <br>Manufacturing <br>Corp.<br>| 91530 | &nbsp;&nbsp;37803 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China General <br>Plastics Corp.<br>| 116626 | &nbsp;&nbsp;46029 |
|  | China Glaze Co. Ltd. | 48000 | &nbsp;&nbsp;37810 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Man-Made <br>Fiber Corp.<br>| 412861 | &nbsp;&nbsp;92067 |
|  | China Metal Products | 121000 | &nbsp;&nbsp;93544 |
| # | China Motor Corp. | 85200 | &nbsp;&nbsp;149869 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Petrochemical <br>Development Corp.<br>| 1091069 | &nbsp;&nbsp;276259 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Steel Chemical <br>Corp.<br>| 43000 | &nbsp;&nbsp;101128 |
|  | China Steel Corp. | 2152000 | &nbsp;&nbsp;1415898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Steel Structure <br>Co. Ltd.<br>| 25000 | &nbsp;&nbsp;34159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Wire & Cable <br>Co. Ltd.<br>| 31000 | &nbsp;&nbsp;40338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chinese Maritime <br>Transport Ltd.<br>| 33000 | &nbsp;&nbsp;64603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ching Feng Home <br>Fashions Co. Ltd.<br>| 60478 | &nbsp;&nbsp;38136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chin-Poon Industrial <br>Co. Ltd.<br>| 114000 | &nbsp;&nbsp;137633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chipbond Technology <br>Corp.<br>| 205000 | &nbsp;&nbsp;355716 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;ChipMOS <br>Technologies, Inc. <br>(8150 TT)<br>| 182133 | &nbsp;&nbsp;342759 |
|  | Chlitina Holding Ltd. | 14422 | &nbsp;&nbsp;47229 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chong Hong <br>Construction Co. <br>Ltd.<br>| 64100 | &nbsp;&nbsp;$157356 |
|  | Chroma ATE, Inc. | 43000 | &nbsp;&nbsp;1320375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chun Yuan Steel <br>Industry Co. Ltd.<br>| 185000 | &nbsp;&nbsp;126679 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Chung Hung Steel <br>Corp.<br>| 230000 | &nbsp;&nbsp;144334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chung Hwa Chemical <br>Industrial Works <br>Ltd.<br>| 21000 | &nbsp;&nbsp;28718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chung Hwa Food <br>Industrial Co. Ltd.<br>| 5500 | &nbsp;&nbsp;13727 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chung Hwa Pulp <br>Corp.<br>| 171228 | &nbsp;&nbsp;67175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chung-Hsin Electric & <br>Machinery <br>Manufacturing <br>Corp.<br>| 112000 | &nbsp;&nbsp;598564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chunghwa Precision <br>Test Tech Co. Ltd.<br>| 4000 | &nbsp;&nbsp;417108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chunghwa Telecom <br>Co. Ltd. (2412 TT)<br>| 197000 | &nbsp;&nbsp;835367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chunghwa Telecom <br>Co. Ltd. (CHT US), <br>Sponsored ADR<br>| 3400 | &nbsp;&nbsp;144432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chyang Sheng Texing <br>Co. Ltd.<br>| 19000 | &nbsp;&nbsp;10505 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cleanaway Co. Ltd. <br>(8422 TT)<br>| 200000 | &nbsp;&nbsp;233693 |
|  | Clevo Co. | 193000 | &nbsp;&nbsp;227482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CMC Magnetics <br>Corp.<br>| 450929 | &nbsp;&nbsp;153435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;C-Media Electronics, <br>Inc.<br>| 8000 | &nbsp;&nbsp;10197 |
|  | Collins Co. Ltd. | 42000 | &nbsp;&nbsp;16683 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Compal Electronics, <br>Inc.<br>| 1172000 | &nbsp;&nbsp;1209583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Compeq <br>Manufacturing Co. <br>Ltd.<br>| 442000 | &nbsp;&nbsp;2356645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Complex Micro <br>Interconnection Co. <br>Ltd.<br>| 17000 | &nbsp;&nbsp;20107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Compucase <br>Enterprise<br>| 24000 | &nbsp;&nbsp;55120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Concord International <br>Securities Co. Ltd.<br>| 102257 | &nbsp;&nbsp;77644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Concord Securities <br>Co. Ltd.<br>| 262674 | &nbsp;&nbsp;139039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Continental Holdings <br>Corp.<br>| 179000 | &nbsp;&nbsp;128707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Contrel Technology <br>Co. Ltd.<br>| 49000 | &nbsp;&nbsp;82240 |
|  | Coremax Corp. | 32686 | &nbsp;&nbsp;70041 |
|  | Coretronic Corp. | 130000 | &nbsp;&nbsp;360072 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Co-Tech Development <br>Corp.<br>| 90552 | &nbsp;&nbsp;$751985 |
|  | Creative Sensor, Inc. | 28800 | &nbsp;&nbsp;55857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crowell Development <br>Corp.<br>| 19950 | &nbsp;&nbsp;17351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CTBC Financial <br>Holding Co. Ltd.<br>| 1968563 | &nbsp;&nbsp;3171640 |
|  | CTCI Corp. | 196933 | &nbsp;&nbsp;192891 |
|  | CviLux Corp. | 24106 | &nbsp;&nbsp;65473 |
|  | Cyberlink Corp. | 14000 | &nbsp;&nbsp;36943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CyberPower Systems, <br>Inc.<br>| 17850 | &nbsp;&nbsp;102512 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;CyberTAN Technology, <br>Inc.<br>| 102000 | &nbsp;&nbsp;83392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DA CIN Construction <br>Co. Ltd.<br>| 88800 | &nbsp;&nbsp;193961 |
|  | Dafeng TV Ltd. | 12000 | &nbsp;&nbsp;18370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dah San Electric Wire <br>& Cable Co. Ltd.<br>| 11891 | &nbsp;&nbsp;18583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Da-Li Development <br>Co. Ltd.<br>| 116859 | &nbsp;&nbsp;173959 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Darfon Electronics <br>Corp.<br>| 95000 | &nbsp;&nbsp;93504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Darwin Precisions <br>Corp.<br>| 152100 | &nbsp;&nbsp;61625 |
|  | Data Image Corp. | 7000 | &nbsp;&nbsp;8907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Davicom <br>Semiconductor, Inc.<br>| 13000 | &nbsp;&nbsp;10488 |
|  | Daxin Materials Corp. | 9900 | &nbsp;&nbsp;102965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;De Licacy Industrial <br>Co. Ltd.<br>| 88542 | &nbsp;&nbsp;31586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Delpha Construction <br>Co. Ltd.<br>| 80000 | &nbsp;&nbsp;66637 |
|  | Delta Electronics, Inc. | 56365 | &nbsp;&nbsp;2151019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Depo Auto Parts Ind <br>Co. Ltd.<br>| 49000 | &nbsp;&nbsp;234177 |
|  | DFI, Inc. | 8000 | &nbsp;&nbsp;15126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dimerco Data System <br>Corp.<br>| 12704 | &nbsp;&nbsp;44679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dimerco Express <br>Corp.<br>| 40614 | &nbsp;&nbsp;101642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DingZing Advanced <br>Materials, Inc.<br>| 5000 | &nbsp;&nbsp;14341 |
|  | D-Link Corp. | 202096 | &nbsp;&nbsp;100678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Donpon Precision, <br>Inc.<br>| 16800 | &nbsp;&nbsp;26172 |
|  | Draytek Corp. | 12000 | &nbsp;&nbsp;10631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Drewloong Precision, <br>Inc.<br>| 5128 | &nbsp;&nbsp;23576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dyaco International, <br>Inc.<br>| 44433 | &nbsp;&nbsp;28004 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dynamic Holding Co. <br>Ltd.<br>| 74328 | &nbsp;&nbsp;332620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dynapack <br>International <br>Technology Corp.<br>| 48000 | &nbsp;&nbsp;509409 |
|  | E Ink Holdings, Inc. | 126000 | &nbsp;&nbsp;700454 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;E.Sun Financial <br>Holding Co. Ltd.<br>| 1796127 | &nbsp;&nbsp;$1901980 |
|  | Eastech Holding Ltd. | 9000 | &nbsp;&nbsp;27853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eastern Media <br>International Corp.<br>| 83913 | &nbsp;&nbsp;54551 |
| # | Eclat Textile Co. Ltd. | 52583 | &nbsp;&nbsp;657815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;eCloudvalley Digital <br>Technology Co. <br>Ltd.<br>| 11000 | &nbsp;&nbsp;20877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ECOVE Environment <br>Corp.<br>| 10000 | &nbsp;&nbsp;93850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Edimax Technology <br>Co. Ltd.<br>| 97000 | &nbsp;&nbsp;55214 |
| # | Edison Opto Corp. | 23136 | &nbsp;&nbsp;14108 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Edom Technology Co. <br>Ltd.<br>| 72013 | &nbsp;&nbsp;89048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;eGalax_eMPIA <br>Technology, Inc.<br>| 19695 | &nbsp;&nbsp;27721 |
| #\* | Egis Technology, Inc. | 19000 | &nbsp;&nbsp;68272 |
| \* | EirGenix, Inc. | 6000 | &nbsp;&nbsp;11824 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Elan Microelectronics <br>Corp.<br>| 73900 | &nbsp;&nbsp;273203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;E-Lead Electronic Co. <br>Ltd.<br>| 17429 | &nbsp;&nbsp;27823 |
|  | E-LIFE MALL Corp. | 23000 | &nbsp;&nbsp;44861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elite Advanced Laser <br>Corp.<br>| 18768 | &nbsp;&nbsp;148093 |
|  | Elite Material Co. Ltd. | 25000 | &nbsp;&nbsp;1356062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elite Semiconductor <br>Microelectronics <br>Technology, Inc.<br>| 70000 | &nbsp;&nbsp;425293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elitegroup Computer <br>Systems Co. Ltd.<br>| 105435 | &nbsp;&nbsp;89508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;eMemory Technology, <br>Inc.<br>| 12000 | &nbsp;&nbsp;691139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emerging Display <br>Technologies Corp.<br>| 46000 | &nbsp;&nbsp;34160 |
|  | Ennoconn Corp. | 30840 | &nbsp;&nbsp;275751 |
|  | Ennostar, Inc. | 181450 | &nbsp;&nbsp;201145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EnTie Commercial <br>Bank Co. Ltd.<br>| 251000 | &nbsp;&nbsp;106594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EOI Investment <br>Holdings Co. Ltd.<br>| 31000 | &nbsp;&nbsp;17245 |
|  | Episil-Precision, Inc. | 20000 | &nbsp;&nbsp;40156 |
|  | Eris Technology Corp. | 3000 | &nbsp;&nbsp;14219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eson Precision Ind <br>Co. Ltd.<br>| 30000 | &nbsp;&nbsp;79927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eternal Materials Co. <br>Ltd.<br>| 243527 | &nbsp;&nbsp;473103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eurocharm Holdings <br>Co. Ltd.<br>| 8000 | &nbsp;&nbsp;35503 |
|  | Eva Airways Corp. | 947922 | &nbsp;&nbsp;1121995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ever Ohms <br>Technology Co. <br>Ltd.<br>| 12000 | &nbsp;&nbsp;11858 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ever Supreme Bio <br>Technology Co. <br>Ltd.<br>| 6599 | &nbsp;&nbsp;$32352 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Everest Textile Co. <br>Ltd.<br>| 164535 | &nbsp;&nbsp;34745 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Evergreen Aviation <br>Technologies Corp.<br>| 26000 | &nbsp;&nbsp;132404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Evergreen <br>International <br>Storage & Transport <br>Corp.<br>| 107500 | &nbsp;&nbsp;192234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Evergreen Marine <br>Corp. Taiwan Ltd.<br>| 172872 | &nbsp;&nbsp;1021018 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EVERGREEN Steel <br>Corp.<br>| 57000 | &nbsp;&nbsp;185250 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Everlight Chemical <br>Industrial Corp.<br>| 152405 | &nbsp;&nbsp;100316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Everlight Electronics <br>Co. Ltd.<br>| 150000 | &nbsp;&nbsp;264193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Evertop Wire Cable <br>Corp.<br>| 47000 | &nbsp;&nbsp;43131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Excel Cell Electronic <br>Co. Ltd.<br>| 19000 | &nbsp;&nbsp;11785 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Excelsior Medical Co. <br>Ltd.<br>| 52268 | &nbsp;&nbsp;130624 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Falcon Machine Tools <br>Co. Ltd.<br>| 31000 | &nbsp;&nbsp;18712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Far Eastern <br>Department Stores <br>Ltd.<br>| 328000 | &nbsp;&nbsp;228861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Far Eastern <br>International Bank<br>| 912413 | &nbsp;&nbsp;361654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Far Eastern New <br>Century Corp.<br>| 727100 | &nbsp;&nbsp;640200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Far EasTone <br>Telecommunications <br>Co. Ltd.<br>| 290061 | &nbsp;&nbsp;815976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Faraday Technology <br>Corp.<br>| 45853 | &nbsp;&nbsp;240242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Farglory F T Z <br>Investment Holding <br>Co. Ltd.<br>| 29134 | &nbsp;&nbsp;42698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Farglory Land <br>Development Co. <br>Ltd.<br>| 97000 | &nbsp;&nbsp;204439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FDC International <br>Hotels Corp.<br>| 7000 | &nbsp;&nbsp;8917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Feature Integration <br>Technology, Inc.<br>| 8000 | &nbsp;&nbsp;17149 |
| \* | Federal Corp. | 103926 | &nbsp;&nbsp;66900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Feedback Technology <br>Corp.<br>| 8316 | &nbsp;&nbsp;35959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Feng Hsin Steel Co. <br>Ltd.<br>| 165000 | &nbsp;&nbsp;338922 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Feng TAY Enterprise <br>Co. Ltd.<br>| 128312 | &nbsp;&nbsp;391133 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | FIC Global, Inc. | 12000 | &nbsp;&nbsp;$21082 |
|  | FineTek Co. Ltd. | 4161 | &nbsp;&nbsp;14170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Firich Enterprises Co. <br>Ltd.<br>| 59000 | &nbsp;&nbsp;44273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Copper <br>Technology Co. <br>Ltd.<br>| 27000 | &nbsp;&nbsp;42559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Financial Holding <br>Co. Ltd.<br>| 1578350 | &nbsp;&nbsp;1440904 |
|  | First Hotel | 71000 | &nbsp;&nbsp;28920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Insurance Co. <br>Ltd. <br>| 96000 | &nbsp;&nbsp;82467 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;First Steamship Co. <br>Ltd.<br>| 280468 | &nbsp;&nbsp;49110 |
| # | FIT Holding Co. Ltd. | 52000 | &nbsp;&nbsp;42632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fitipower Integrated <br>Technology, Inc.<br>| 28000 | &nbsp;&nbsp;129968 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;FLEXium <br>Interconnect, Inc.<br>| 94112 | &nbsp;&nbsp;177178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Flytech Technology <br>Co. Ltd.<br>| 31297 | &nbsp;&nbsp;90798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FocalTech Systems <br>Co. Ltd.<br>| 62000 | &nbsp;&nbsp;104930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Forcecon Tech Co. <br>Ltd.<br>| 22784 | &nbsp;&nbsp;60798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Forest Water <br>Environment <br>Engineering Co. <br>Ltd.<br>| 18576 | &nbsp;&nbsp;21577 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Formosa Advanced <br>Technologies Co. <br>Ltd.<br>| 62000 | &nbsp;&nbsp;153578 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Formosa Chemicals & <br>Fibre Corp.<br>| 785000 | &nbsp;&nbsp;1050858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosa International <br>Hotels Corp.<br>| 20672 | &nbsp;&nbsp;123067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosa Laboratories, <br>Inc.<br>| 40544 | &nbsp;&nbsp;73992 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosa Oilseed <br>Processing Co. Ltd.<br>| 15508 | &nbsp;&nbsp;13974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosa Optical <br>Technology Co. <br>Ltd.<br>| 10000 | &nbsp;&nbsp;31100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosa <br>Petrochemical <br>Corp.<br>| 124000 | &nbsp;&nbsp;210685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosa Plastics <br>Corp.<br>| 923000 | &nbsp;&nbsp;1382671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosa Sumco <br>Technology Corp.<br>| 23000 | &nbsp;&nbsp;101867 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosa Taffeta Co. <br>Ltd.<br>| 258000 | &nbsp;&nbsp;135723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosan Rubber <br>Group, Inc.<br>| 96399 | &nbsp;&nbsp;76499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosan Union <br>Chemical Corp.<br>| 127945 | &nbsp;&nbsp;68983 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fortune Electric Co. <br>Ltd.<br>| 27830 | &nbsp;&nbsp;$849410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Founding Construction <br>& Development Co. <br>Ltd.<br>| 72000 | &nbsp;&nbsp;32542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Foxconn Technology <br>Co. Ltd.<br>| 221535 | &nbsp;&nbsp;400768 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Foxsemicon <br>Integrated <br>Technology, Inc.<br>| 36357 | &nbsp;&nbsp;322942 |
|  | Franbo Lines Corp. | 92000 | &nbsp;&nbsp;59026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Froch Enterprise Co. <br>Ltd.<br>| 89000 | &nbsp;&nbsp;49070 |
| # | FSP Technology, Inc. | 45000 | &nbsp;&nbsp;73607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fu Chun Shin <br>Machinery <br>Manufacture Co. <br>Ltd.<br>| 21000 | &nbsp;&nbsp;17685 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Fu Hua Innovation Co. <br>Ltd.<br>| 94429 | &nbsp;&nbsp;50484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fubon Financial <br>Holding Co. Ltd.<br>| 724132 | &nbsp;&nbsp;2079402 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Fulgent Sun <br>International <br>Holding Co. Ltd.<br>| 45143 | &nbsp;&nbsp;134849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fullerton Technology <br>Co. Ltd.<br>| 51000 | &nbsp;&nbsp;38702 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fulltech Fiber Glass <br>Corp.<br>| 159727 | &nbsp;&nbsp;462553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fusheng Precision <br>Co. Ltd.<br>| 37000 | &nbsp;&nbsp;314894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fwusow Industry Co. <br>Ltd.<br>| 60471 | &nbsp;&nbsp;25954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;G Shank Enterprise <br>Co. Ltd.<br>| 51888 | &nbsp;&nbsp;136715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gallant Precision <br>Machining Co. Ltd.<br>| 11000 | &nbsp;&nbsp;30385 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gamania Digital <br>Entertainment Co. <br>Ltd.<br>| 54000 | &nbsp;&nbsp;86370 |
| \* | GCS Holdings, Inc. | 18758 | &nbsp;&nbsp;137926 |
|  | GEM Services, Inc. | 25210 | &nbsp;&nbsp;62753 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gemtek Technology <br>Corp.<br>| 153000 | &nbsp;&nbsp;138058 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;General Interface <br>Solution GIS <br>Holding Ltd.<br>| 70000 | &nbsp;&nbsp;86117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Plastic <br>Industrial Co. Ltd.<br>| 20480 | &nbsp;&nbsp;15639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Generalplus <br>Technology, Inc.<br>| 19000 | &nbsp;&nbsp;24266 |
|  | Genesys Logic, Inc. | 21000 | &nbsp;&nbsp;66503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genius Electronic <br>Optical Co. Ltd.<br>| 35616 | &nbsp;&nbsp;509683 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genovate <br>Biotechnology Co. <br>Ltd.<br>| 15728 | &nbsp;&nbsp;$15100 |
|  | GeoVision, Inc. | 20449 | &nbsp;&nbsp;31003 |
|  | Getac Holdings Corp. | 163000 | &nbsp;&nbsp;581531 |
|  | GFC Ltd. | 15000 | &nbsp;&nbsp;52856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Giant Manufacturing <br>Co. Ltd.<br>| 103994 | &nbsp;&nbsp;294526 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Giantplus Technology <br>Co. Ltd.<br>| 91000 | &nbsp;&nbsp;34282 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gigabyte Technology <br>Co. Ltd.<br>| 132000 | &nbsp;&nbsp;971079 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gigasolar Materials <br>Corp.<br>| 16790 | &nbsp;&nbsp;62774 |
| \* | Gigastorage Corp. | 129000 | &nbsp;&nbsp;113521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Brands <br>Manufacture Ltd.<br>| 116028 | &nbsp;&nbsp;395545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Lighting <br>Technologies, Inc.<br>| 23000 | &nbsp;&nbsp;29027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Mixed Mode <br>Technology, Inc.<br>| 21000 | &nbsp;&nbsp;160888 |
|  | Global PMX Co. Ltd. | 13000 | &nbsp;&nbsp;46665 |
|  | Global Unichip Corp. | 13000 | &nbsp;&nbsp;1066613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Globaltek Fabrication <br>Co. Ltd.<br>| 12000 | &nbsp;&nbsp;21721 |
|  | Globalwafers Co. Ltd. | 41000 | &nbsp;&nbsp;644627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Globe Union Industrial <br>Corp.<br>| 110048 | &nbsp;&nbsp;35245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gloria Material <br>Technology Corp.<br>| 165680 | &nbsp;&nbsp;179264 |
|  | GMI Technology, Inc. | 20000 | &nbsp;&nbsp;25122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gold Circuit <br>Electronics Ltd.<br>| 99000 | &nbsp;&nbsp;2161866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Golden Long Teng <br>Development Co. <br>Ltd.<br>| 12000 | &nbsp;&nbsp;11080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldsun Building <br>Materials Co. Ltd.<br>| 284338 | &nbsp;&nbsp;318058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Good Will Instrument <br>Co. Ltd.<br>| 25000 | &nbsp;&nbsp;39384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gordon Auto Body <br>Parts<br>| 24000 | &nbsp;&nbsp;25810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gourmet Master Co. <br>Ltd.<br>| 31237 | &nbsp;&nbsp;74000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grand Fortune <br>Securities Co. Ltd.<br>| 82159 | &nbsp;&nbsp;39225 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grand Pacific <br>Petrochemical<br>| 451478 | &nbsp;&nbsp;193325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grand Process <br>Technology Corp.<br>| 2000 | &nbsp;&nbsp;104820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GrandTech CG <br>Systems, Inc.<br>| 22775 | &nbsp;&nbsp;32375 |
|  | Grape King Bio Ltd. | 30000 | &nbsp;&nbsp;115313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great China Metal <br>Industry<br>| 77000 | &nbsp;&nbsp;49214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great Taipei Gas Co. <br>Ltd.<br>| 75000 | &nbsp;&nbsp;71191 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great Tree Pharmacy <br>Co. Ltd.<br>| 24872 | &nbsp;&nbsp;$75448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great Wall Enterprise <br>Co. Ltd.<br>| 220571 | &nbsp;&nbsp;356482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greatek Electronics, <br>Inc.<br>| 148000 | &nbsp;&nbsp;420062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Green World FinTech <br>Service Co. Ltd.<br>| 28000 | &nbsp;&nbsp;47212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Group Up Industrial <br>Co. Ltd.<br>| 10000 | &nbsp;&nbsp;87834 |
|  | GTM Holdings Corp. | 52000 | &nbsp;&nbsp;54158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gudeng Precision <br>Industrial Co. Ltd.<br>| 11393 | &nbsp;&nbsp;145044 |
|  | Hannstar Board Corp. | 117393 | &nbsp;&nbsp;361727 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HannStar Display <br>Corp.<br>| 842000 | &nbsp;&nbsp;221660 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HannsTouch Holdings <br>Co.<br>| 188079 | &nbsp;&nbsp;55115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanpin Electron Co. <br>Ltd.<br>| 14000 | &nbsp;&nbsp;20347 |
| \* | Harvatek Corp. | 62000 | &nbsp;&nbsp;40477 |
|  | Heran Co. Ltd. | 16800 | &nbsp;&nbsp;32325 |
|  | Hey Song Corp. | 106000 | &nbsp;&nbsp;124742 |
|  | Hi-Clearance, Inc. | 8000 | &nbsp;&nbsp;34723 |
|  | Highlight Tech Corp. | 19096 | &nbsp;&nbsp;26827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Highwealth <br>Construction Corp.<br>| 301695 | &nbsp;&nbsp;355422 |
|  | Hi-Lai Foods Co. Ltd. | 6000 | &nbsp;&nbsp;30092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HIM International <br>Music, Inc.<br>| 11900 | &nbsp;&nbsp;35462 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hitron Technology, <br>Inc.<br>| 38559 | &nbsp;&nbsp;36467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hiwin Technologies <br>Corp.<br>| 68949 | &nbsp;&nbsp;540378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hiyes International <br>Co. Ltd.<br>| 18379 | &nbsp;&nbsp;44781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ho Tung Chemical <br>Corp.<br>| 300125 | &nbsp;&nbsp;86514 |
|  | Hocheng Corp. | 105780 | &nbsp;&nbsp;61959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Holdings-Key Electric <br>Wire & Cable Co. <br>Ltd.<br>| 39000 | &nbsp;&nbsp;56087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Holiday Entertainment <br>Co. Ltd.<br>| 15300 | &nbsp;&nbsp;28992 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Holtek Semiconductor, <br>Inc.<br>| 19000 | &nbsp;&nbsp;28123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Holy Stone Enterprise <br>Co. Ltd.<br>| 49425 | &nbsp;&nbsp;162724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hon Hai Precision <br>Industry Co. Ltd. <br>(2317 TT)<br>| 746624 | &nbsp;&nbsp;5160978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hong Pu Real Estate <br>Development Co. <br>Ltd.<br>| 97000 | &nbsp;&nbsp;69202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hong TAI Electric <br>Industrial<br>| 66000 | &nbsp;&nbsp;75718 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Horizon Securities Co. <br>Ltd.<br>| 119780 | &nbsp;&nbsp;$53547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hota Industrial <br>Manufacturing Co. <br>Ltd.<br>| 58263 | &nbsp;&nbsp;113430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hotai Finance Co. <br>Ltd.<br>| 74490 | &nbsp;&nbsp;143120 |
|  | Hotai Motor Co. Ltd. | 45180 | &nbsp;&nbsp;778803 |
|  | Hsin Ba Ba Corp. | 8000 | &nbsp;&nbsp;11219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hsin Kuang Steel Co. <br>Ltd.<br>| 74000 | &nbsp;&nbsp;92619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hsin Yung Chien Co. <br>Ltd.<br>| 12390 | &nbsp;&nbsp;35080 |
|  | Hsing TA Cement Co. | 70000 | &nbsp;&nbsp;34309 |
| #\* | HTC Corp. | 191000 | &nbsp;&nbsp;268784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hu Lane Associate, <br>Inc.<br>| 24457 | &nbsp;&nbsp;90353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HUA ENG Wire & <br>Cable Co. Ltd.<br>| 132000 | &nbsp;&nbsp;158470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hua Nan Financial <br>Holdings Co. Ltd.<br>| 1157869 | &nbsp;&nbsp;1214638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hua Yu Lien <br>Development Co. <br>Ltd.<br>| 33837 | &nbsp;&nbsp;65562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huaku Development <br>Co. Ltd.<br>| 102165 | &nbsp;&nbsp;344215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huang Hsiang <br>Construction Corp.<br>| 34934 | &nbsp;&nbsp;41164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hung Ching <br>Development & <br>Construction Co. <br>Ltd.<br>| 54000 | &nbsp;&nbsp;49465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hung Sheng <br>Construction Ltd.<br>| 114664 | &nbsp;&nbsp;73018 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hwa Fong Rubber <br>Industrial Co. Ltd.<br>| 67242 | &nbsp;&nbsp;31805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hwacom Systems, <br>Inc.<br>| 35000 | &nbsp;&nbsp;66239 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hwang Chang <br>General Contractor <br>Co. Ltd.<br>| 45783 | &nbsp;&nbsp;94427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ibase Technology, <br>Inc.<br>| 34000 | &nbsp;&nbsp;45328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IBF Financial Holdings <br>Co. Ltd.<br>| 1282285 | &nbsp;&nbsp;678964 |
| \* | IC Plus Corp. | 7000 | &nbsp;&nbsp;10590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ICARES Medicus, <br>Inc.<br>| 2640 | &nbsp;&nbsp;6846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ichia Technologies, <br>Inc.<br>| 94000 | &nbsp;&nbsp;156359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;I-Chiun Precision <br>Industry Co. Ltd.<br>| 40426 | &nbsp;&nbsp;162966 |
| \* | Ideal Bike Corp. | 33000 | &nbsp;&nbsp;7614 |
|  | IEI Integration Corp. | 47340 | &nbsp;&nbsp;95552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;In Win Development, <br>Inc.<br>| 10000 | &nbsp;&nbsp;23548 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Infortrend Technology, <br>Inc.<br>| 88000 | &nbsp;&nbsp;$96761 |
|  | Ingentec Corp. | 2205 | &nbsp;&nbsp;27965 |
|  | Innodisk Corp. | 25012 | &nbsp;&nbsp;626214 |
|  | Innolux Corp. | 1557504 | &nbsp;&nbsp;1068530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inpaq Technology Co. <br>Ltd.<br>| 23945 | &nbsp;&nbsp;63749 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Insyde Software <br>Corp.<br>| 13200 | &nbsp;&nbsp;84886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intai Technology <br>Corp.<br>| 12400 | &nbsp;&nbsp;36495 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Integrated Service <br>Technology, Inc.<br>| 30603 | &nbsp;&nbsp;131110 |
| \* | IntelliEPI, Inc. | 6000 | &nbsp;&nbsp;74450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Interactive Digital <br>Technologies, Inc.<br>| 5000 | &nbsp;&nbsp;12522 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;International CSRC <br>Investment Holdings <br>Co.<br>| 239562 | &nbsp;&nbsp;90323 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;International Games <br>System Co. Ltd.<br>| 47000 | &nbsp;&nbsp;1067346 |
|  | Inventec Corp. | 414000 | &nbsp;&nbsp;587674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Iron Force Industrial <br>Co. Ltd.<br>| 14519 | &nbsp;&nbsp;44159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;I-Sheng Electric Wire <br>& Cable Co. Ltd.<br>| 25000 | &nbsp;&nbsp;37096 |
|  | ITE Technology, Inc. | 37000 | &nbsp;&nbsp;140420 |
|  | ITEQ Corp. | 86029 | &nbsp;&nbsp;288311 |
|  | Jarllytec Co. Ltd. | 21525 | &nbsp;&nbsp;60753 |
|  | Jean Co. Ltd. | 61962 | &nbsp;&nbsp;41680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jentech Precision <br>Industrial Co. Ltd.<br>| 4998 | &nbsp;&nbsp;442824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jetwell Computer Co. <br>Ltd.<br>| 6720 | &nbsp;&nbsp;35358 |
|  | Jia Wei Lifestyle, Inc. | 21464 | &nbsp;&nbsp;23664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jih Lin Technology <br>Co. Ltd.<br>| 28000 | &nbsp;&nbsp;48178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiin Yeeh Ding <br>Enterprise Co. Ltd.<br>| 12000 | &nbsp;&nbsp;37465 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Jinan Acetate <br>Chemical Co. Ltd.<br>| 161070 | &nbsp;&nbsp;249630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Health Tech <br>Co. Ltd.<br>| 23000 | &nbsp;&nbsp;107353 |
|  | JPC connectivity, Inc. | 15250 | &nbsp;&nbsp;68026 |
| # | JPP Holding Co. Ltd. | 9450 | &nbsp;&nbsp;78024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JSL Construction & <br>Development Co. <br>Ltd.<br>| 16628 | &nbsp;&nbsp;24786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;K Laser Technology, <br>Inc.<br>| 44000 | &nbsp;&nbsp;22884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kaimei Electronic <br>Corp.<br>| 31120 | &nbsp;&nbsp;89312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kaori Heat Treatment <br>Co. Ltd.<br>| 9000 | &nbsp;&nbsp;209064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kedge Construction <br>Co. Ltd.<br>| 12791 | &nbsp;&nbsp;34978 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keding Enterprises <br>Co. Ltd.<br>| 3000 | &nbsp;&nbsp;$11568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KEE TAI Properties <br>Co. Ltd.<br>| 116430 | &nbsp;&nbsp;39865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kenda Rubber <br>Industrial Co. Ltd.<br>| 200316 | &nbsp;&nbsp;125541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kerry TJ Logistics Co. <br>Ltd.<br>| 67000 | &nbsp;&nbsp;69477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keystone Microtech <br>Corp.<br>| 6000 | &nbsp;&nbsp;109127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KGI Financial Holding <br>Co. Ltd.<br>| 2954608 | &nbsp;&nbsp;1689461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KHGEARS <br>International Ltd.<br>| 7000 | &nbsp;&nbsp;41309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kindom Development <br>Co. Ltd.<br>| 135520 | &nbsp;&nbsp;132812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;King Chou Marine <br>Technology Co. <br>Ltd.<br>| 36340 | &nbsp;&nbsp;60032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;King Slide Works Co. <br>Ltd.<br>| 7000 | &nbsp;&nbsp;689115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;King Yuan Electronics <br>Co. Ltd.<br>| 511000 | &nbsp;&nbsp;4734500 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;King's Town <br>Construction Co. <br>Ltd.<br>| 34000 | &nbsp;&nbsp;44614 |
|  | Kinik Co. | 18000 | &nbsp;&nbsp;229562 |
| \* | Kinko Optical Co. Ltd. | 42365 | &nbsp;&nbsp;87090 |
|  | Kinpo Electronics | 566000 | &nbsp;&nbsp;470676 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kinsus Interconnect <br>Technology Corp.<br>| 121000 | &nbsp;&nbsp;961058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KMC Kuei Meng <br>International, Inc.<br>| 17300 | &nbsp;&nbsp;49756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KNH Enterprise Co. <br>Ltd.<br>| 76000 | &nbsp;&nbsp;41107 |
|  | KS Terminals, Inc. | 32000 | &nbsp;&nbsp;47991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kung Long Batteries <br>Industrial Co. Ltd.<br>| 21000 | &nbsp;&nbsp;82369 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kung Sing <br>Engineering Corp.<br>| 190573 | &nbsp;&nbsp;127981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuo Toong <br>International Co. <br>Ltd.<br>| 80315 | &nbsp;&nbsp;131117 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kuo Yang <br>Construction Co. <br>Ltd.<br>| 84360 | &nbsp;&nbsp;49562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kwong Lung <br>Enterprise Co. Ltd.<br>| 34000 | &nbsp;&nbsp;53180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;L&K Engineering Co. <br>Ltd.<br>| 72762 | &nbsp;&nbsp;1313792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;La Kaffa International <br>Co. Ltd.<br>| 11000 | &nbsp;&nbsp;23563 |
| \* | LAN FA Textile | 93000 | &nbsp;&nbsp;35045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lanner Electronics, <br>Inc.<br>| 31850 | &nbsp;&nbsp;68112 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Largan Precision Co. <br>Ltd. (3008 TT)<br>| 14000 | &nbsp;&nbsp;1067042 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Laser Tek Taiwan Co. <br>Ltd.<br>| 13300 | &nbsp;&nbsp;$22811 |
|  | Laster Tech Co. Ltd. | 36000 | &nbsp;&nbsp;25212 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Leader Electronics, <br>Inc.<br>| 43000 | &nbsp;&nbsp;13831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Leadtrend Technology <br>Corp.<br>| 12239 | &nbsp;&nbsp;20821 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lealea Enterprise Co. <br>Ltd.<br>| 263560 | &nbsp;&nbsp;54654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LEE CHI Enterprises <br>Co. Ltd.<br>| 56000 | &nbsp;&nbsp;21569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lelon Electronics <br>Corp.<br>| 28000 | &nbsp;&nbsp;95413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lemtech Holdings Co. <br>Ltd.<br>| 10138 | &nbsp;&nbsp;28542 |
|  | Leo Systems, Inc. | 20000 | &nbsp;&nbsp;19008 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Leofoo Development <br>Co. Ltd.<br>| 19000 | &nbsp;&nbsp;9870 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Li Peng Enterprise <br>Co. Ltd.<br>| 236600 | &nbsp;&nbsp;41384 |
| # | Lian HWA Food Corp. | 27253 | &nbsp;&nbsp;81189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lien Hwa Industrial <br>Holdings Corp.<br>| 229835 | &nbsp;&nbsp;335898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lingsen Precision <br>Industries Ltd.<br>| 117000 | &nbsp;&nbsp;100808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lintes Technology Co. <br>Ltd.<br>| 6000 | &nbsp;&nbsp;24805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lion Travel Service <br>Co. Ltd.<br>| 27000 | &nbsp;&nbsp;144618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lite-On Technology <br>Corp.<br>| 270417 | &nbsp;&nbsp;1389991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Liton Technology <br>Corp.<br>| 27000 | &nbsp;&nbsp;41029 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Long Bon International <br>Co. Ltd.<br>| 76100 | &nbsp;&nbsp;36035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Long Da Construction <br>& Development <br>Corp.<br>| 61000 | &nbsp;&nbsp;59660 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Longchen Paper & <br>Packaging Co. Ltd.<br>| 245641 | &nbsp;&nbsp;77604 |
| # | Longwell Co. | 33000 | &nbsp;&nbsp;163320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Loop <br>Telecommunication <br>International, Inc.<br>| 14000 | &nbsp;&nbsp;30638 |
|  | Lotes Co. Ltd. | 18700 | &nbsp;&nbsp;842199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lotus Pharmaceutical <br>Co. Ltd.<br>| 35000 | &nbsp;&nbsp;400580 |
|  | Lucky Cement Corp. | 35000 | &nbsp;&nbsp;16646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lumax International <br>Corp. Ltd.<br>| 24440 | &nbsp;&nbsp;92369 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lung Yen Life Service <br>Corp.<br>| 59000 | &nbsp;&nbsp;94213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lungteh Shipbuilding <br>Co. Ltd.<br>| 15750 | &nbsp;&nbsp;71700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luxe Green Energy <br>Technology Co. <br>Ltd.<br>| 29344 | &nbsp;&nbsp;22339 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| # | LuxNet Corp. | 16000 | &nbsp;&nbsp;$158939 |
|  | M3 Technology, Inc. | 9000 | &nbsp;&nbsp;24284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Macauto Industrial Co. <br>Ltd.<br>| 17000 | &nbsp;&nbsp;29938 |
|  | Macroblock, Inc. | 15000 | &nbsp;&nbsp;26406 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Macronix International <br>Co. Ltd.<br>| 729798 | &nbsp;&nbsp;2099519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Makalot Industrial Co. <br>Ltd.<br>| 66702 | &nbsp;&nbsp;644807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marketech <br>International Corp.<br>| 24000 | &nbsp;&nbsp;213441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Materials Analysis <br>Technology, Inc.<br>| 18151 | &nbsp;&nbsp;116713 |
|  | Maxigen Biotech, Inc. | 18000 | &nbsp;&nbsp;26449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mayer Steel Pipe <br>Corp.<br>| 76800 | &nbsp;&nbsp;59474 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mechema Chemicals <br>International Corp.<br>| 16000 | &nbsp;&nbsp;33696 |
|  | MediaTek, Inc. | 81000 | &nbsp;&nbsp;4493113 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Medigen <br>Biotechnology <br>Corp.<br>| 12000 | &nbsp;&nbsp;12508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mega Financial <br>Holding Co. Ltd.<br>| 1022626 | &nbsp;&nbsp;1257471 |
|  | Megaforce Co. Ltd. | 26000 | &nbsp;&nbsp;31396 |
|  | Meiloon Industrial Co. | 40600 | &nbsp;&nbsp;31728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mercuries & <br>Associates Holding <br>Ltd.<br>| 173609 | &nbsp;&nbsp;82374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mercuries Data <br>Systems Ltd.<br>| 30000 | &nbsp;&nbsp;24211 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mercuries Life <br>Insurance Co. Ltd.<br>| 929190 | &nbsp;&nbsp;230808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Merida Industry Co. <br>Ltd.<br>| 72000 | &nbsp;&nbsp;192554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Merry Electronics Co. <br>Ltd.<br>| 65757 | &nbsp;&nbsp;207090 |
|  | METAAGE Corp. | 14000 | &nbsp;&nbsp;19561 |
| #\* | Microbio Co. Ltd. | 118099 | &nbsp;&nbsp;75249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Micro-Star <br>International Co. <br>Ltd.<br>| 178000 | &nbsp;&nbsp;507826 |
|  | Mildef Crete, Inc. | 18000 | &nbsp;&nbsp;56239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MIN AIK Technology <br>Co. Ltd.<br>| 37600 | &nbsp;&nbsp;41851 |
|  | Mitac Holdings Corp. | 435916 | &nbsp;&nbsp;1084080 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mobiletron Electronics <br>Co. Ltd.<br>| 3000 | &nbsp;&nbsp;2976 |
|  | momo.com, Inc. | 24615 | &nbsp;&nbsp;146855 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MOSA Industrial <br>Corp.<br>| 69658 | &nbsp;&nbsp;35792 |
|  | Mosel Vitelic, Inc. | 21000 | &nbsp;&nbsp;21594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Motech Industries, <br>Inc.<br>| 82000 | &nbsp;&nbsp;60668 |
|  | MPI Corp. | 9000 | &nbsp;&nbsp;711260 |
|  | MSSCORPS Co. Ltd. | 15721 | &nbsp;&nbsp;87372 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;My Humble House <br>Hospitality <br>Management <br>Consulting<br>| 19000 | &nbsp;&nbsp;$20364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nak Sealing <br>Technologies Corp.<br>| 25000 | &nbsp;&nbsp;89754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Namchow Holdings <br>Co. Ltd.<br>| 55000 | &nbsp;&nbsp;65584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nan Kang Rubber Tire <br>Co. Ltd.<br>| 31683 | &nbsp;&nbsp;35790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nan Pao Resins <br>Chemical Co. Ltd.<br>| 15000 | &nbsp;&nbsp;147379 |
|  | Nan Ya Plastics Corp. | 543000 | &nbsp;&nbsp;1298084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nan Ya Printed Circuit <br>Board Corp.<br>| 42000 | &nbsp;&nbsp;511529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nang Kuang <br>Pharmaceutical Co. <br>Ltd.<br>| 14000 | &nbsp;&nbsp;16231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nantex Industry Co. <br>Ltd.<br>| 94780 | &nbsp;&nbsp;71176 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nanya Technology <br>Corp.<br>| 259432 | &nbsp;&nbsp;2626161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Aerospace <br>Fasteners Corp.<br>| 8853 | &nbsp;&nbsp;30311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Petroleum <br>Co. Ltd.<br>| 12000 | &nbsp;&nbsp;21833 |
|  | Netronix, Inc. | 17000 | &nbsp;&nbsp;57701 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;New Asia Construction <br>& Development <br>Corp.<br>| 60000 | &nbsp;&nbsp;27724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New Best Wire <br>Industrial Co. Ltd.<br>| 14400 | &nbsp;&nbsp;14121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nextronics <br>Engineering Corp.<br>| 7000 | &nbsp;&nbsp;22138 |
| # | Nichidenbo Corp. | 52030 | &nbsp;&nbsp;152373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nien Hsing Textile Co. <br>Ltd.<br>| 51245 | &nbsp;&nbsp;28844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nien Made Enterprise <br>Co. Ltd.<br>| 55000 | &nbsp;&nbsp;742075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Niko Semiconductor <br>Co. Ltd.<br>| 17632 | &nbsp;&nbsp;27213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nishoku Technology, <br>Inc.<br>| 16000 | &nbsp;&nbsp;57687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;North-Star <br>International Co. <br>Ltd.<br>| 8189 | &nbsp;&nbsp;6307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nova Technology <br>Corp.<br>| 10000 | &nbsp;&nbsp;61355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Novatek <br>Microelectronics <br>Corp.<br>| 130000 | &nbsp;&nbsp;1542529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nuvoton Technology <br>Corp.<br>| 31000 | &nbsp;&nbsp;60935 |
| # | O-Bank Co. Ltd. | 458620 | &nbsp;&nbsp;132987 |
| \* | OBI Pharma, Inc. | 27000 | &nbsp;&nbsp;23680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ocean Plastics Co. <br>Ltd.<br>| 52000 | &nbsp;&nbsp;54971 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | OK Biotech Co. Ltd. | 18857 | &nbsp;&nbsp;$8737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Optimax Technology <br>Corp.<br>| 15000 | &nbsp;&nbsp;11781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orient Europharma <br>Co. Ltd.<br>| 8000 | &nbsp;&nbsp;11424 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Orient Semiconductor <br>Electronics Ltd.<br>| 146107 | &nbsp;&nbsp;266429 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oriental Union <br>Chemical Corp.<br>| 143000 | &nbsp;&nbsp;60208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;O-TA Precision <br>Industry Co. Ltd.<br>| 21422 | &nbsp;&nbsp;48568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Construction <br>Co.<br>| 29000 | &nbsp;&nbsp;8312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Hospital <br>Supply Co. Ltd.<br>| 16496 | &nbsp;&nbsp;42757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paiho Shih Holdings <br>Corp.<br>| 61066 | &nbsp;&nbsp;44625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pan Asia Chemical <br>Corp.<br>| 51120 | &nbsp;&nbsp;16253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pan German <br>Universal Motors <br>Ltd.<br>| 7000 | &nbsp;&nbsp;60395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pan Jit International, <br>Inc.<br>| 111700 | &nbsp;&nbsp;318263 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Pan-International <br>Industrial Corp.<br>| 165000 | &nbsp;&nbsp;268599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Panion & BF Biotech, <br>Inc.<br>| 17000 | &nbsp;&nbsp;35225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Parade Technologies <br>Ltd.<br>| 16000 | &nbsp;&nbsp;267569 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Paragon Technologies <br>Co. Ltd.<br>| 31000 | &nbsp;&nbsp;20596 |
|  | Parpro Corp. | 19000 | &nbsp;&nbsp;38112 |
| \* | PChome Online, Inc. | 57268 | &nbsp;&nbsp;51231 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;PCL Technologies, <br>Inc.<br>| 27379 | &nbsp;&nbsp;110737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;P-Duke Technology <br>Co. Ltd.<br>| 23968 | &nbsp;&nbsp;78589 |
|  | Pegatron Corp. | 437000 | &nbsp;&nbsp;963672 |
|  | Pegavision Corp. | 11684 | &nbsp;&nbsp;107370 |
|  | PharmaEngine, Inc. | 27000 | &nbsp;&nbsp;57101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PharmaEssentia <br>Corp.<br>| 45193 | &nbsp;&nbsp;1103254 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Phihong Technology <br>Co. Ltd.<br>| 91000 | &nbsp;&nbsp;83225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Phison Electronics <br>Corp.<br>| 40000 | &nbsp;&nbsp;2966425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Phoenix Silicon <br>International Corp.<br>| 42000 | &nbsp;&nbsp;223221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Phoenix Tours <br>International, Inc.<br>| 12600 | &nbsp;&nbsp;20139 |
| \* | Phytohealth Corp. | 40000 | &nbsp;&nbsp;17839 |
| # | Pixart Imaging, Inc. | 39000 | &nbsp;&nbsp;246055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Planet Technology <br>Corp.<br>| 14000 | &nbsp;&nbsp;55051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Plastron Precision Co. <br>Ltd.<br>| 51126 | &nbsp;&nbsp;23752 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Polytronics <br>Technology Corp.<br>| 12564 | &nbsp;&nbsp;$16025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Posiflex Technology, <br>Inc.<br>| 14000 | &nbsp;&nbsp;78966 |
|  | Pou Chen Corp. | 513000 | &nbsp;&nbsp;495857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Power Wind Health <br>Industry, Inc.<br>| 11968 | &nbsp;&nbsp;53861 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Powerchip <br>Semiconductor <br>Manufacturing <br>Corp.<br>| 884000 | &nbsp;&nbsp;1896683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Powertech <br>Technology, Inc.<br>| 289000 | &nbsp;&nbsp;2288462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Poya International Co. <br>Ltd.<br>| 22576 | &nbsp;&nbsp;283944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;President Chain Store <br>Corp.<br>| 148000 | &nbsp;&nbsp;1004946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;President Securities <br>Corp.<br>| 501217 | &nbsp;&nbsp;465407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Primax Electronics <br>Ltd.<br>| 181000 | &nbsp;&nbsp;451463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prince Housing & <br>Development Corp.<br>| 320000 | &nbsp;&nbsp;85533 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Princeton Technology <br>Corp.<br>| 41000 | &nbsp;&nbsp;20298 |
|  | Pro Hawk Corp. | 6000 | &nbsp;&nbsp;33047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Promate Electronic <br>Co. Ltd.<br>| 68398 | &nbsp;&nbsp;94869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prosperity Dielectrics <br>Co. Ltd.<br>| 35086 | &nbsp;&nbsp;75996 |
|  | PSS Co. Ltd. | 5000 | &nbsp;&nbsp;22227 |
|  | Qisda Corp. | 352600 | &nbsp;&nbsp;279888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;QST International <br>Corp.<br>| 36609 | &nbsp;&nbsp;50846 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Qualipoly Chemical <br>Corp.<br>| 21000 | &nbsp;&nbsp;102114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Quang Viet Enterprise <br>Co. Ltd.<br>| 18241 | &nbsp;&nbsp;39578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Quanta Computer, <br>Inc.<br>| 115000 | &nbsp;&nbsp;1012364 |
| # | Quanta Storage, Inc. | 62000 | &nbsp;&nbsp;207724 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Quintain Steel Co. <br>Ltd.<br>| 68209 | &nbsp;&nbsp;19538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Radiant <br>Opto-Electronics <br>Corp.<br>| 159000 | &nbsp;&nbsp;614302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Radium Life Tech Co. <br>Ltd.<br>| 262981 | &nbsp;&nbsp;89317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rafael <br>Microelectronics, <br>Inc.<br>| 3821 | &nbsp;&nbsp;17811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raydium <br>Semiconductor <br>Corp.<br>| 18000 | &nbsp;&nbsp;132015 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Realtek <br>Semiconductor <br>Corp.<br>| 47000 | &nbsp;&nbsp;719090 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rechi Precision Co. <br>Ltd.<br>| 106000 | &nbsp;&nbsp;$85565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rexon Industrial Corp. <br>Ltd.<br>| 39000 | &nbsp;&nbsp;32748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rich Development Co. <br>Ltd.<br>| 220530 | &nbsp;&nbsp;55478 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Right WAY Industrial <br>Co. Ltd.<br>| 42000 | &nbsp;&nbsp;16664 |
| \* | Ritek Corp. | 221084 | &nbsp;&nbsp;95086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rodex Fasteners <br>Corp.<br>| 13000 | &nbsp;&nbsp;12387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Roundtop Machinery <br>Industries Co. Ltd.<br>| 28000 | &nbsp;&nbsp;21918 |
|  | Ruby Tech Corp. | 13390 | &nbsp;&nbsp;22429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ruentex Development <br>Co. Ltd.<br>| 348888 | &nbsp;&nbsp;318840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ruentex Engineering <br>& Construction Co.<br>| 31920 | &nbsp;&nbsp;169697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ruentex Industries <br>Ltd.<br>| 201904 | &nbsp;&nbsp;323029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Run Long <br>Construction Co. <br>Ltd.<br>| 81180 | &nbsp;&nbsp;80855 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sakura Development <br>Co. Ltd.<br>| 74034 | &nbsp;&nbsp;110847 |
|  | Sampo Corp. | 104400 | &nbsp;&nbsp;79879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;San Fang Chemical <br>Industry Co. Ltd.<br>| 75679 | &nbsp;&nbsp;75703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;San Fu Chemical Co. <br>Ltd.<br>| 12000 | &nbsp;&nbsp;47258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;San Lien Technology <br>Corp. Ltd.<br>| 6300 | &nbsp;&nbsp;16515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;San Shing Fastech <br>Corp.<br>| 44000 | &nbsp;&nbsp;84018 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanyang Motor Co. <br>Ltd.<br>| 164000 | &nbsp;&nbsp;311273 |
|  | Savior Lifetec Corp. | 72074 | &nbsp;&nbsp;47307 |
|  | SCI Pharmtech, Inc. | 17901 | &nbsp;&nbsp;29377 |
|  | Scientech Corp. | 5000 | &nbsp;&nbsp;51394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ScinoPharm Taiwan <br>Ltd.<br>| 70000 | &nbsp;&nbsp;54482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SciVision Biotech, <br>Inc.<br>| 7000 | &nbsp;&nbsp;17329 |
|  | SDI Corp. | 35000 | &nbsp;&nbsp;97579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sea Sonic Electronics <br>Co. Ltd.<br>| 14000 | &nbsp;&nbsp;28684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Senao International <br>Co. Ltd.<br>| 28000 | &nbsp;&nbsp;25694 |
|  | Senao Networks, Inc. | 11630 | &nbsp;&nbsp;49640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sensortek Technology <br>Corp.<br>| 5000 | &nbsp;&nbsp;29119 |
|  | Sercomm Corp. | 85000 | &nbsp;&nbsp;229748 |
|  | Sesoda Corp. | 79104 | &nbsp;&nbsp;83684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Commercial <br>& Savings Bank <br>Ltd.<br>| 664903 | &nbsp;&nbsp;832891 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sharehope Medicine <br>Co. Ltd.<br>| 18565 | &nbsp;&nbsp;$14055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sheng Yu Steel Co. <br>Ltd.<br>| 40000 | &nbsp;&nbsp;27755 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;ShenMao Technology, <br>Inc.<br>| 21000 | &nbsp;&nbsp;74295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shieh Yih Machinery <br>Industry Co. Ltd.<br>| 28000 | &nbsp;&nbsp;32449 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shih Her <br>Technologies, Inc.<br>| 20393 | &nbsp;&nbsp;115034 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shih Wei Navigation <br>Co. Ltd.<br>| 165666 | &nbsp;&nbsp;92893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shihlin Electric & <br>Engineering Corp.<br>| 64000 | &nbsp;&nbsp;462919 |
| \* | Shihlin Paper Corp. | 7000 | &nbsp;&nbsp;12690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shin Hsiung Natural <br>Gas Co. Ltd.<br>| 15118 | &nbsp;&nbsp;20080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shin Ruenn <br>Development Co. <br>Ltd.<br>| 23673 | &nbsp;&nbsp;35303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shin Zu Shing Co. <br>Ltd.<br>| 54673 | &nbsp;&nbsp;361208 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shinfox Energy Co. <br>Ltd.<br>| 49000 | &nbsp;&nbsp;73704 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shining Building <br>Business Co. Ltd.<br>| 156632 | &nbsp;&nbsp;44786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinkong Insurance <br>Co. Ltd.<br>| 78000 | &nbsp;&nbsp;278297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinkong Synthetic <br>Fibers Corp.<br>| 548000 | &nbsp;&nbsp;259182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinkong Textile Co. <br>Ltd.<br>| 32000 | &nbsp;&nbsp;75442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shiny Chemical <br>Industrial Co. Ltd.<br>| 36432 | &nbsp;&nbsp;164921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ShunSin Technology <br>Holding Ltd.<br>| 5000 | &nbsp;&nbsp;25237 |
| \* | Shuttle, Inc. | 77000 | &nbsp;&nbsp;39502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sigurd <br>Microelectronics <br>Corp.<br>| 204226 | &nbsp;&nbsp;837264 |
|  | Silergy Corp. | 49000 | &nbsp;&nbsp;432527 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Silicon Integrated <br>Systems Corp.<br>| 124000 | &nbsp;&nbsp;207085 |
| \* | Silicon Optronics, Inc. | 6000 | &nbsp;&nbsp;12529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Simplo Technology <br>Co. Ltd.<br>| 34600 | &nbsp;&nbsp;380559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinbon Electronics <br>Co. Ltd.<br>| 60064 | &nbsp;&nbsp;444962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sincere Navigation <br>Corp.<br>| 133900 | &nbsp;&nbsp;123630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinher Technology, <br>Inc.<br>| 13000 | &nbsp;&nbsp;9728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinmag Equipment <br>Corp.<br>| 17420 | &nbsp;&nbsp;71656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sino-American Silicon <br>Products, Inc.<br>| 197000 | &nbsp;&nbsp;746245 |
| # | Sinon Corp. | 180000 | &nbsp;&nbsp;259392 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SinoPac Financial <br>Holdings Co. Ltd.<br>| 2368338 | &nbsp;&nbsp;$2145202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinopower <br>Semiconductor, Inc.<br>| 7000 | &nbsp;&nbsp;31041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinphar <br>Pharmaceutical Co. <br>Ltd.<br>| 34405 | &nbsp;&nbsp;34005 |
|  | Sinyi Realty, Inc. | 80544 | &nbsp;&nbsp;56127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sirtec International <br>Co. Ltd.<br>| 42800 | &nbsp;&nbsp;35875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sitronix Technology <br>Corp.<br>| 51000 | &nbsp;&nbsp;314552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Siward Crystal <br>Technology Co. <br>Ltd.<br>| 64000 | &nbsp;&nbsp;56735 |
|  | Sixxon Tech Co. Ltd. | 3000 | &nbsp;&nbsp;13742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Soft-World <br>International Corp.<br>| 21000 | &nbsp;&nbsp;67897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Solar Applied <br>Materials <br>Technology Corp.<br>| 117398 | &nbsp;&nbsp;236787 |
|  | Solteam, Inc. | 11849 | &nbsp;&nbsp;18785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Song Shang <br>Electronics Co. Ltd.<br>| 19000 | &nbsp;&nbsp;12711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sonix Technology Co. <br>Ltd.<br>| 41000 | &nbsp;&nbsp;47244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southeast Cement <br>Co. Ltd.<br>| 63000 | &nbsp;&nbsp;32479 |
|  | Speed Tech Corp. | 28000 | &nbsp;&nbsp;32303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sporton International, <br>Inc.<br>| 23330 | &nbsp;&nbsp;129229 |
|  | Sports Gear Co. Ltd. | 12000 | &nbsp;&nbsp;38440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;St. Shine Optical Co. <br>Ltd.<br>| 14000 | &nbsp;&nbsp;50236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Standard Chemical & <br>Pharmaceutical Co. <br>Ltd.<br>| 32000 | &nbsp;&nbsp;62073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Standard Foods <br>Corp.<br>| 107402 | &nbsp;&nbsp;98811 |
|  | Stark Technology, Inc. | 19200 | &nbsp;&nbsp;84105 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Starlux Airlines Co. <br>Ltd.<br>| 85000 | &nbsp;&nbsp;61992 |
| # | S-Tech Corp. | 60104 | &nbsp;&nbsp;47227 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sun Yad Construction <br>Co. Ltd.<br>| 59432 | &nbsp;&nbsp;26134 |
|  | Sunfun Info Co. Ltd. | 39370 | &nbsp;&nbsp;37031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunjuice Holdings Co. <br>Ltd.<br>| 5256 | &nbsp;&nbsp;26118 |
| \* | Sunko INK Co. Ltd. | 55250 | &nbsp;&nbsp;30578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SunMax <br>Biotechnology Co. <br>Ltd.<br>| 11000 | &nbsp;&nbsp;135500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunny Friend <br>Environmental <br>Technology Co. <br>Ltd.<br>| 23737 | &nbsp;&nbsp;57781 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunonwealth Electric <br>Machine Industry <br>Co. Ltd.<br>| 76000 | &nbsp;&nbsp;$341805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunplus Innovation <br>Technology, Inc.<br>| 6160 | &nbsp;&nbsp;23648 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sunplus Technology <br>Co. Ltd.<br>| 183000 | &nbsp;&nbsp;127294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunrex Technology <br>Corp.<br>| 34561 | &nbsp;&nbsp;41237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunspring Metal <br>Corp.<br>| 41351 | &nbsp;&nbsp;29024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Superalloy Industrial <br>Co. Ltd.<br>| 28000 | &nbsp;&nbsp;40765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Supreme Electronics <br>Co. Ltd.<br>| 182487 | &nbsp;&nbsp;484810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Swancor Holding Co. <br>Ltd.<br>| 20000 | &nbsp;&nbsp;73507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sweeten Real Estate <br>Development Co. <br>Ltd.<br>| 26449 | &nbsp;&nbsp;21579 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Symtek Automation <br>Asia Co. Ltd.<br>| 16730 | &nbsp;&nbsp;77252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Syncmold Enterprise <br>Corp.<br>| 45000 | &nbsp;&nbsp;97175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Synmosa Biopharma <br>Corp.<br>| 116688 | &nbsp;&nbsp;119997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Synnex Technology <br>International Corp.<br>| 300250 | &nbsp;&nbsp;622206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Syn-Tech Chem & <br>Pharm Co. Ltd.<br>| 8000 | &nbsp;&nbsp;18275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Syscom Computer <br>Engineering Co.<br>| 18000 | &nbsp;&nbsp;31765 |
|  | Systex Corp. | 54000 | &nbsp;&nbsp;198242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;T3EX Global Holdings <br>Corp.<br>| 35039 | &nbsp;&nbsp;72278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TA Chen Stainless <br>Pipe<br>| 494671 | &nbsp;&nbsp;614094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ta Ya Electric Wire & <br>Cable<br>| 218337 | &nbsp;&nbsp;287229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tah Hsin Industrial <br>Corp.<br>| 16011 | &nbsp;&nbsp;32616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TA-I Technology Co. <br>Ltd.<br>| 34750 | &nbsp;&nbsp;71923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tai Tung <br>Communication Co. <br>Ltd.<br>| 28511 | &nbsp;&nbsp;18701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taichung Commercial <br>Bank Co. Ltd.<br>| 1552147 | &nbsp;&nbsp;985608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TaiDoc Technology <br>Corp.<br>| 16471 | &nbsp;&nbsp;70126 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Taiflex Scientific Co. <br>Ltd.<br>| 73280 | &nbsp;&nbsp;202480 |
|  | Taimide Tech, Inc. | 34450 | &nbsp;&nbsp;67611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tainan Enterprises <br>Co. Ltd.<br>| 37000 | &nbsp;&nbsp;30216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tainan Spinning Co. <br>Ltd.<br>| 377240 | &nbsp;&nbsp;162721 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tainergy Tech Co. <br>Ltd.<br>| 16000 | &nbsp;&nbsp;$7858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tai-Saw Technology <br>Co. Ltd.<br>| 27000 | &nbsp;&nbsp;25725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TaiSol Electronics Co. <br>Ltd.<br>| 17000 | &nbsp;&nbsp;27408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taisun Enterprise Co. <br>Ltd.<br>| 69000 | &nbsp;&nbsp;39991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taita Chemical Co. <br>Ltd.<br>| 31000 | &nbsp;&nbsp;11967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TAI-TECH Advanced <br>Electronics Co. Ltd.<br>| 20000 | &nbsp;&nbsp;98139 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Acceptance <br>Corp.<br>| 96384 | &nbsp;&nbsp;237932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Business <br>Bank<br>| 2205888 | &nbsp;&nbsp;1074873 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Chinsan <br>Electronic Industrial <br>Co. Ltd.<br>| 41288 | &nbsp;&nbsp;77369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Cogeneration <br>Corp.<br>| 156728 | &nbsp;&nbsp;214811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Cooperative <br>Financial Holding <br>Co. Ltd.<br>| 1477348 | &nbsp;&nbsp;1104089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan FamilyMart <br>Co. Ltd.<br>| 14000 | &nbsp;&nbsp;84520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Fertilizer Co. <br>Ltd.<br>| 231000 | &nbsp;&nbsp;339396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Fire & Marine <br>Insurance Co. Ltd.<br>| 67200 | &nbsp;&nbsp;104606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan FU Hsing <br>Industrial Co. Ltd.<br>| 40000 | &nbsp;&nbsp;60834 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Glass Industry <br>Corp.<br>| 400046 | &nbsp;&nbsp;604591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan High Speed <br>Rail Corp.<br>| 260000 | &nbsp;&nbsp;225634 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Hon Chuan <br>Enterprise Co. Ltd.<br>| 102149 | &nbsp;&nbsp;387957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Hopax <br>Chemicals <br>Manufacturing Co. <br>Ltd.<br>| 60069 | &nbsp;&nbsp;67303 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan IC Packaging <br>Corp.<br>| 16000 | &nbsp;&nbsp;10756 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Land <br>Development Corp.<br>| 269666 | &nbsp;&nbsp;4306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Line Tek <br>Electronic<br>| 31390 | &nbsp;&nbsp;24199 |
| #\* | Taiwan Mask Corp. | 58000 | &nbsp;&nbsp;71821 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Mobile Co. <br>Ltd.<br>| 417000 | &nbsp;&nbsp;1398215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Navigation Co. <br>Ltd.<br>| 88000 | &nbsp;&nbsp;86666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Optical <br>Platform Co. Ltd.<br>| 5150 | &nbsp;&nbsp;12278 |
|  | Taiwan Paiho Ltd. | 75000 | &nbsp;&nbsp;118707 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan PCB Techvest <br>Co. Ltd.<br>| 70000 | &nbsp;&nbsp;$78405 |
|  | Taiwan Sakura Corp. | 51200 | &nbsp;&nbsp;135310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Sanyo Electric <br>Co. Ltd.<br>| 28000 | &nbsp;&nbsp;30557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Secom Co. <br>Ltd.<br>| 76000 | &nbsp;&nbsp;257182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Semiconductor <br>Co. Ltd.<br>| 56000 | &nbsp;&nbsp;112575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Semiconductor <br>Manufacturing Co. <br>Ltd. (2330 TT)<br>| 1170000 | &nbsp;&nbsp;64696207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Semiconductor <br>Manufacturing Co. <br>Ltd. (TSM US), <br>Sponsored ADR<br>| 103467 | &nbsp;&nbsp;34202052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Shin Kong <br>Security Co. Ltd.<br>| 74560 | &nbsp;&nbsp;96578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Speciality <br>Chemicals Corp.<br>| 6000 | &nbsp;&nbsp;60688 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Styrene <br>Monomer<br>| 119000 | &nbsp;&nbsp;33637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Surface <br>Mounting <br>Technology Corp.<br>| 78800 | &nbsp;&nbsp;229867 |
|  | Taiwan Taxi Co. Ltd. | 11292 | &nbsp;&nbsp;45033 |
| \* | Taiwan TEA Corp. | 263000 | &nbsp;&nbsp;109128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Union <br>Technology Corp.<br>| 72000 | &nbsp;&nbsp;1138797 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan-Asia <br>Semiconductor <br>Corp.<br>| 117889 | &nbsp;&nbsp;95234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiyen Biotech Co. <br>Ltd.<br>| 42000 | &nbsp;&nbsp;42068 |
| # | Tatung Co. Ltd. | 347100 | &nbsp;&nbsp;425736 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TCC Group Holdings <br>Co. Ltd.<br>| 1516102 | &nbsp;&nbsp;1268489 |
|  | TCI Co. Ltd. | 21256 | &nbsp;&nbsp;102930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Te Chang <br>Construction Co. <br>Ltd.<br>| 29000 | &nbsp;&nbsp;62146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Teco Electric & <br>Machinery Co. Ltd.<br>| 440000 | &nbsp;&nbsp;1122286 |
|  | Tehmag Foods Corp. | 8560 | &nbsp;&nbsp;76067 |
|  | Tera Autotech Corp. | 29187 | &nbsp;&nbsp;24372 |
|  | Test Research, Inc. | 42000 | &nbsp;&nbsp;238473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Test Rite International <br>Co. Ltd.<br>| 62000 | &nbsp;&nbsp;39907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thinking Electronic <br>Industrial Co. Ltd.<br>| 24000 | &nbsp;&nbsp;126288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thye Ming Industrial <br>Co. Ltd.<br>| 32130 | &nbsp;&nbsp;71963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ton Yi Industrial <br>Corp.<br>| 273000 | &nbsp;&nbsp;154746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tong Hsing Electronic <br>Industries Ltd.<br>| 57233 | &nbsp;&nbsp;253496 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tong Yang Industry <br>Co. Ltd.<br>| 129000 | &nbsp;&nbsp;$447095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tong-Tai Machine & <br>Tool Co. Ltd.<br>| 85060 | &nbsp;&nbsp;89887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Top Union Electronics <br>Corp.<br>| 25999 | &nbsp;&nbsp;24123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Topco Scientific Co. <br>Ltd.<br>| 50288 | &nbsp;&nbsp;510561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Topco Technologies <br>Corp.<br>| 8000 | &nbsp;&nbsp;15807 |
| # | Topkey Corp. | 26000 | &nbsp;&nbsp;130669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Topoint Technology <br>Co. Ltd.<br>| 66232 | &nbsp;&nbsp;424177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toung Loong Textile <br>Manufacturing<br>| 15840 | &nbsp;&nbsp;8506 |
|  | TPK Holding Co. Ltd. | 114000 | &nbsp;&nbsp;139939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trade-Van Information <br>Services Co.<br>| 11000 | &nbsp;&nbsp;33224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transcend <br>Information, Inc.<br>| 57000 | &nbsp;&nbsp;474541 |
|  | Transcom, Inc. | 10648 | &nbsp;&nbsp;46197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tripod Technology <br>Corp.<br>| 149000 | &nbsp;&nbsp;1756012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trusval Technology <br>Co. Ltd.<br>| 7352 | &nbsp;&nbsp;56516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TS Financial Holding <br>Co. Ltd (2887 TT)<br>| 4263108 | &nbsp;&nbsp;3063963 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TS Financial Holding <br>Co. Ltd (28871 TT)<br>| 599004 | &nbsp;&nbsp;177202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TSC Auto ID <br>Technology Co. <br>Ltd.<br>| 10680 | &nbsp;&nbsp;65667 |
| #\* | TSEC Corp. | 149790 | &nbsp;&nbsp;183757 |
|  | TSRC Corp. | 181000 | &nbsp;&nbsp;87381 |
|  | Ttet Union Corp. | 12000 | &nbsp;&nbsp;55654 |
|  | TTFB Co. Ltd. | 5493 | &nbsp;&nbsp;30265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TTY Biopharm Co. <br>Ltd.<br>| 49000 | &nbsp;&nbsp;132619 |
| \* | Tul Corp. | 19000 | &nbsp;&nbsp;36424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tung Ho Steel <br>Enterprise Corp.<br>| 248570 | &nbsp;&nbsp;546998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tung Thih Electronic <br>Co. Ltd.<br>| 21736 | &nbsp;&nbsp;38946 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;TURVO International <br>Co. Ltd.<br>| 10410 | &nbsp;&nbsp;94899 |
|  | TXC Corp. | 99000 | &nbsp;&nbsp;270793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TYC Brother Industrial <br>Co. Ltd.<br>| 99000 | &nbsp;&nbsp;155007 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tycoons Group <br>Enterprise<br>| 100991 | &nbsp;&nbsp;29257 |
|  | Tyntek Corp. | 110000 | &nbsp;&nbsp;67673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TZE Shin International <br>Co. Ltd.<br>| 42000 | &nbsp;&nbsp;20084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;U-BEST Innovative <br>Technology Co. <br>Ltd.<br>| 32000 | &nbsp;&nbsp;17078 |
|  | UDE Corp. | 34000 | &nbsp;&nbsp;117052 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | Ultra Chip, Inc. | 19000 | &nbsp;&nbsp;$28635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;U-Ming Marine <br>Transport Corp.<br>| 189000 | &nbsp;&nbsp;371535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unic Technology <br>Corp.<br>| 28000 | &nbsp;&nbsp;26035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unimicron Technology <br>Corp.<br>| 387548 | &nbsp;&nbsp;4606710 |
|  | Union Bank of Taiwan | 705515 | &nbsp;&nbsp;418124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Insurance Co. <br>Ltd.<br>| 11000 | &nbsp;&nbsp;10012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Uni-President <br>Enterprises Corp.<br>| 854560 | &nbsp;&nbsp;1944143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unitech Computer Co. <br>Ltd.<br>| 14000 | &nbsp;&nbsp;18136 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Unitech Printed Circuit <br>Board Corp.<br>| 208079 | &nbsp;&nbsp;339525 |
| # | United Alloy-Tech Co. | 16000 | &nbsp;&nbsp;30289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Integrated <br>Services Co. Ltd.<br>| 47000 | &nbsp;&nbsp;1340260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United <br>Microelectronics <br>Corp. (2303 TT)<br>| 959000 | &nbsp;&nbsp;1908173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Orthopedic <br>Corp.<br>| 24422 | &nbsp;&nbsp;82944 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;United Renewable <br>Energy Co. Ltd.<br>| 389206 | &nbsp;&nbsp;137908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Univacco Technology, <br>Inc.<br>| 17000 | &nbsp;&nbsp;24544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Cement <br>Corp.<br>| 213397 | &nbsp;&nbsp;200235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Vision <br>Biotechnology Co. <br>Ltd.<br>| 15476 | &nbsp;&nbsp;70301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UPC Technology <br>Corp.<br>| 248221 | &nbsp;&nbsp;87777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UPI Semiconductor <br>Corp.<br>| 7000 | &nbsp;&nbsp;44812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Userjoy Technology <br>Co. Ltd.<br>| 10773 | &nbsp;&nbsp;25547 |
|  | USI Corp. | 200204 | &nbsp;&nbsp;76578 |
|  | Utechzone Co. Ltd. | 15000 | &nbsp;&nbsp;50470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UVAT Technology Co. <br>Ltd.<br>| 9000 | &nbsp;&nbsp;18847 |
|  | Value Valves Co. Ltd. | 10000 | &nbsp;&nbsp;26016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vanguard International <br>Semiconductor <br>Corp.<br>| 228146 | &nbsp;&nbsp;1034209 |
|  | Ve Wong Corp. | 18000 | &nbsp;&nbsp;22522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ventec International <br>Group Co. Ltd.<br>| 21000 | &nbsp;&nbsp;59585 |
|  | VIA Labs, Inc. | 5000 | &nbsp;&nbsp;12395 |
| # | Via Technologies, Inc. | 69000 | &nbsp;&nbsp;112954 |
|  | Viking Tech Corp. | 16000 | &nbsp;&nbsp;28903 |
|  | Visco Vision, Inc. | 13000 | &nbsp;&nbsp;70205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VisEra Technologies <br>Co. Ltd.<br>| 20000 | &nbsp;&nbsp;178681 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Visual Photonics <br>Epitaxy Co. Ltd.<br>| 29500 | &nbsp;&nbsp;$156043 |
|  | Vivotek, Inc. | 9000 | &nbsp;&nbsp;28322 |
|  | Vizionfocus, Inc. | 5000 | &nbsp;&nbsp;27814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Voltronic Power <br>Technology Corp.<br>| 15442 | &nbsp;&nbsp;414771 |
| #\* | Wafer Works Corp. | 174248 | &nbsp;&nbsp;203674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Waffer Technology <br>Corp.<br>| 44789 | &nbsp;&nbsp;80991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wah Hong Industrial <br>Corp.<br>| 27000 | &nbsp;&nbsp;35524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wah Lee Industrial <br>Corp.<br>| 76500 | &nbsp;&nbsp;299761 |
| # | Walsin Lihwa Corp. | 722145 | &nbsp;&nbsp;988336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walsin Technology <br>Corp.<br>| 105398 | &nbsp;&nbsp;452317 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Walton Advanced <br>Engineering, Inc.<br>| 127000 | &nbsp;&nbsp;312242 |
|  | Wan Hai Lines Ltd. | 136500 | &nbsp;&nbsp;319683 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;We & Win <br>Development Co. <br>Ltd.<br>| 42000 | &nbsp;&nbsp;13949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;We&Win <br>Diversification Co. <br>Ltd.<br>| 23000 | &nbsp;&nbsp;15841 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;WEI Chih Steel <br>Industrial Co. Ltd.<br>| 43000 | &nbsp;&nbsp;27341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wei Chuan Foods <br>Corp.<br>| 104000 | &nbsp;&nbsp;48204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Weikeng Industrial Co. <br>Ltd.<br>| 134734 | &nbsp;&nbsp;131282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Well Shin Technology <br>Co. Ltd.<br>| 34000 | &nbsp;&nbsp;55128 |
|  | Welldone Co. | 8000 | &nbsp;&nbsp;12431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Weltrend <br>Semiconductor<br>| 22000 | &nbsp;&nbsp;36251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wholetech System <br>Hitech Ltd.<br>| 19000 | &nbsp;&nbsp;78997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Win Semiconductors <br>Corp.<br>| 103840 | &nbsp;&nbsp;767843 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Winbond Electronics <br>Corp.<br>| 961936 | &nbsp;&nbsp;3803823 |
|  | Winmate, Inc. | 13000 | &nbsp;&nbsp;59587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Winstek <br>Semiconductor Co. <br>Ltd.<br>| 28000 | &nbsp;&nbsp;123525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WinWay Technology <br>Co. Ltd.<br>| 4000 | &nbsp;&nbsp;491720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wisdom Marine Lines <br>Co. Ltd.<br>| 158236 | &nbsp;&nbsp;354141 |
| # | Wiselink Co. Ltd. | 26880 | &nbsp;&nbsp;167709 |
| # | Wistron Corp. | 448288 | &nbsp;&nbsp;1834572 |
|  | WITS Corp. | 10329 | &nbsp;&nbsp;39848 |
|  | Wiwynn Corp. | 22000 | &nbsp;&nbsp;2466026 |
|  | WNC Corp. | 112796 | &nbsp;&nbsp;657807 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Wonderful Hi-Tech Co. <br>Ltd.<br>| 44357 | &nbsp;&nbsp;66499 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | Wowprime Corp. | 35184 | &nbsp;&nbsp;$237587 |
|  | WPG Holdings Ltd. | 425520 | &nbsp;&nbsp;865425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WT Microelectronics <br>Co. Ltd.<br>| 122829 | &nbsp;&nbsp;606397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WUS Printed Circuit <br>Co. Ltd.<br>| 70735 | &nbsp;&nbsp;218440 |
|  | XinTec, Inc. | 16000 | &nbsp;&nbsp;84636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;X-Legend <br>Entertainment Co. <br>Ltd.<br>| 8000 | &nbsp;&nbsp;26236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xxentria Technology <br>Materials Corp.<br>| 60813 | &nbsp;&nbsp;73570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ya Horng Electronic <br>Co. Ltd.<br>| 6000 | &nbsp;&nbsp;10412 |
|  | Yageo Corp. | 237172 | &nbsp;&nbsp;2070601 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yang Ming Marine <br>Transport Corp.<br>| 370215 | &nbsp;&nbsp;628148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yankey Engineering <br>Co. Ltd.<br>| 20725 | &nbsp;&nbsp;388471 |
|  | YC INOX Co. Ltd. | 127511 | &nbsp;&nbsp;90616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yea Shin International <br>Development Co. <br>Ltd.<br>| 113440 | &nbsp;&nbsp;88705 |
|  | Yem Chio Co. Ltd. | 157014 | &nbsp;&nbsp;67055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yen Sun Technology <br>Corp.<br>| 11000 | &nbsp;&nbsp;17636 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yeong Guan Energy <br>Technology Group <br>Co. Ltd.<br>| 54598 | &nbsp;&nbsp;29498 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YFC-Boneagle Electric <br>Co. Ltd.<br>| 32321 | &nbsp;&nbsp;28937 |
|  | YFY, Inc. | 469000 | &nbsp;&nbsp;372529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yi Jinn Industrial Co. <br>Ltd.<br>| 97440 | &nbsp;&nbsp;47184 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yieh Phui Enterprise <br>Co. Ltd.<br>| 373536 | &nbsp;&nbsp;184476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yonyu Plastics Co. <br>Ltd.<br>| 28000 | &nbsp;&nbsp;16676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Young Fast <br>Optoelectronics Co. <br>Ltd.<br>| 30000 | &nbsp;&nbsp;60843 |
| \* | Young Optics, Inc. | 14000 | &nbsp;&nbsp;23986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Youngtek Electronics <br>Corp.<br>| 30160 | &nbsp;&nbsp;68214 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yuan High-Tech <br>Development Co. <br>Ltd.<br>| 6000 | &nbsp;&nbsp;29547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuanta Financial <br>Holding Co. Ltd.<br>| 1701906 | &nbsp;&nbsp;2318388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuanta Futures Co. <br>Ltd.<br>| 32099 | &nbsp;&nbsp;95807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuen Foong Yu <br>Consumer Products <br>Co. Ltd.<br>| 26000 | &nbsp;&nbsp;31702 |
| # | Yulon Motor Co. Ltd. | 203536 | &nbsp;&nbsp;200147 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yung Chi Paint & <br>Varnish <br>Manufacturing Co. <br>Ltd.<br>| 14000 | &nbsp;&nbsp;$33860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yungshin Construction <br>& Development Co. <br>Ltd.<br>| 30000 | &nbsp;&nbsp;56557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YungShin Global <br>Holding Corp.<br>| 51800 | &nbsp;&nbsp;91624 |
|  | Yusin Holding Corp. | 6643 | &nbsp;&nbsp;14494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zeng Hsing Industrial <br>Co. Ltd.<br>| 23635 | &nbsp;&nbsp;71918 |
|  | Zenitron Corp. | 78000 | &nbsp;&nbsp;113121 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Zero One Technology <br>Co. Ltd.<br>| 40528 | &nbsp;&nbsp;142900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhen Ding Technology <br>Holding Ltd.<br>| 199400 | &nbsp;&nbsp;1228825 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zig Sheng Industrial <br>Co. Ltd.<br>| 168000 | &nbsp;&nbsp;47365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZillTek Technology <br>Corp.<br>| 8000 | &nbsp;&nbsp;46588 |
| #\* | Zinwell Corp. | 121000 | &nbsp;&nbsp;157092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zippy Technology <br>Corp.<br>| 45000 | &nbsp;&nbsp;71832 |
|  | Zyxel Group Corp. | 94944 | &nbsp;&nbsp;109161 |
| TOTAL TAIWAN | TOTAL TAIWAN |  | &nbsp;&nbsp;347818139 |
| THAILAND — (0.3%) | THAILAND — (0.3%) | THAILAND — (0.3%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AAPICO Hitech PCL <br>(AH/F TB)<br>| 71300 | &nbsp;&nbsp;29441 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Absolute Clean <br>Energy PCL<br>| 1035800 | &nbsp;&nbsp;42471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Info Service <br>PCL<br>| 69800 | &nbsp;&nbsp;774110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Information <br>Technology PCL, <br>Class F<br>| 290300 | &nbsp;&nbsp;45918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AEON Thana Sinsap <br>Thailand PCL<br>| 29800 | &nbsp;&nbsp;91370 |
|  | After You PCL | 82900 | &nbsp;&nbsp;13022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Airports of Thailand <br>PCL<br>| 115300 | &nbsp;&nbsp;184065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Allianz Ayudhya <br>Capital PCL<br>| 9200 | &nbsp;&nbsp;10606 |
|  | Amata Corp. PCL | 219200 | &nbsp;&nbsp;108904 |
| # | AP Thailand PCL | 765200 | &nbsp;&nbsp;219962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asia Plus Group <br>Holdings PCL<br>| 679600 | &nbsp;&nbsp;45401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asia Sermkij Leasing <br>PCL ASK/F TB<br>| 25333 | &nbsp;&nbsp;6205 |
|  | Asian Sea Corp. PCL | 80200 | &nbsp;&nbsp;19006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asset World Corp. <br>PCL<br>| 915100 | &nbsp;&nbsp;63151 |
| \* | Assetwise PCL | 44370 | &nbsp;&nbsp;8525 |
|  | B Grimm Power PCL | 75500 | &nbsp;&nbsp;30601 |
|  | Bangchak Corp. PCL | 280623 | &nbsp;&nbsp;269880 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bangkok Airways <br>PCL<br>| 161600 | &nbsp;&nbsp;$78311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bangkok Bank PCL <br>(BBLF TB)<br>| 126100 | &nbsp;&nbsp;632581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bangkok Chain <br>Hospital PCL<br>| 173900 | &nbsp;&nbsp;55770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bangkok Commercial <br>Asset Management <br>PCL<br>| 379600 | &nbsp;&nbsp;96381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bangkok Dusit <br>Medical Services <br>PCL, Class F<br>| 618200 | &nbsp;&nbsp;394248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bangkok Expressway <br>& Metro PCL<br>| 1019440 | &nbsp;&nbsp;170076 |
|  | Bangkok Land PCL | 3710800 | &nbsp;&nbsp;53059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bangkok Life <br>Assurance PCL, <br>NVDR<br>| 92300 | &nbsp;&nbsp;62468 |
|  | Banpu PCL | 1931033 | &nbsp;&nbsp;328385 |
|  | BCPG PCL | 240000 | &nbsp;&nbsp;54082 |
|  | BEC World PCL | 309452 | &nbsp;&nbsp;18093 |
| # | Berli Jucker PCL | 152850 | &nbsp;&nbsp;70028 |
|  | Betagro PCL | 183500 | &nbsp;&nbsp;99245 |
|  | BKI Holdings PCL | 15100 | &nbsp;&nbsp;144501 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BTS Group Holdings <br>PCL<br>| 2235200 | &nbsp;&nbsp;154413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bumrungrad Hospital <br>PCL<br>| 53300 | &nbsp;&nbsp;283578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cal-Comp Electronics <br>Thailand PCL, <br>Class F<br>| 656343 | &nbsp;&nbsp;99269 |
|  | Carabao Group PCL | 45100 | &nbsp;&nbsp;61859 |
|  | Central Pattana PCL | 125900 | &nbsp;&nbsp;230325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Plaza Hotel <br>PCL<br>| 77700 | &nbsp;&nbsp;86783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Retail Corp. <br>PCL<br>| 177375 | &nbsp;&nbsp;110683 |
|  | CH Karnchang PCL | 232300 | &nbsp;&nbsp;92262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charoen Pokphand <br>Foods PCL<br>| 361277 | &nbsp;&nbsp;236654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chularat Hospital <br>PCL<br>| 1069900 | &nbsp;&nbsp;53345 |
|  | CK Power PCL | 429400 | &nbsp;&nbsp;31167 |
|  | Com7 PCL | 208300 | &nbsp;&nbsp;144720 |
|  | Cotto F | 312000 | &nbsp;&nbsp;1884 |
|  | CP ALL PCL | 144800 | &nbsp;&nbsp;199629 |
| # | CP Axtra PCL | 144328 | &nbsp;&nbsp;67734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Delta Electronics <br>Thailand PCL<br>| 145300 | &nbsp;&nbsp;940118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dhipaya Group <br>Holdings PCL<br>| 151100 | &nbsp;&nbsp;96907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Don Muang Tollway <br>PCL<br>| 33300 | &nbsp;&nbsp;11216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dynasty Ceramic <br>PCL<br>| 989220 | &nbsp;&nbsp;38331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eastern Polymer <br>Group PCL<br>| 259000 | &nbsp;&nbsp;26569 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Electricity Generating <br>PCL<br>| 26100 | &nbsp;&nbsp;$97132 |
| #\* | Energy Absolute PCL | 944600 | &nbsp;&nbsp;82293 |
|  | Erawan Group PCL | 614700 | &nbsp;&nbsp;49501 |
|  | Exotic Food PCL | 42200 | &nbsp;&nbsp;18882 |
| #\* | Forth Corp. PCL | 108900 | &nbsp;&nbsp;20058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Frasers Property <br>Thailand PCL<br>| 25000 | &nbsp;&nbsp;4791 |
|  | GFPT PCL | 149200 | &nbsp;&nbsp;45441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Green <br>Chemicals PCL<br>| 9500 | &nbsp;&nbsp;968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Power Synergy <br>PCL<br>| 90531 | &nbsp;&nbsp;101735 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gulf Development <br>PCL<br>| 99189 | &nbsp;&nbsp;147545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gunkul Engineering <br>PCL<br>| 948800 | &nbsp;&nbsp;54795 |
|  | Haad Thip PCL | 60800 | &nbsp;&nbsp;29150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hana Microelectronics <br>PCL<br>| 181800 | &nbsp;&nbsp;100671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heng Leasing & <br>Capital PCL<br>| 169400 | &nbsp;&nbsp;5070 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Home Product Center <br>PCL<br>| 658020 | &nbsp;&nbsp;148024 |
|  | Ichitan Group PCL | 156400 | &nbsp;&nbsp;69116 |
|  | Index Livingmall PCL | 63600 | &nbsp;&nbsp;26854 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Indorama Ventures <br>PCL<br>| 169601 | &nbsp;&nbsp;109832 |
| # | IRPC PCL | 3488500 | &nbsp;&nbsp;128724 |
|  | IT City PCL | 21800 | &nbsp;&nbsp;2281 |
|  | I-TAIL Corp. PCL | 61200 | &nbsp;&nbsp;33408 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Italian-Thai <br>Development PCL<br>| 1448300 | &nbsp;&nbsp;10107 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Jasmine Technology <br>Solution PCL<br>| 12300 | &nbsp;&nbsp;20920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jaymart Group <br>Holdings PCL<br>| 187100 | &nbsp;&nbsp;43031 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;JMT Network Services <br>PCL<br>| 105180 | &nbsp;&nbsp;28311 |
|  | Karmarts PCL | 394800 | &nbsp;&nbsp;110879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kasikornbank PCL <br>(KBANKF TB)<br>| 27800 | &nbsp;&nbsp;166036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KGI Securities <br>Thailand PCL<br>| 416900 | &nbsp;&nbsp;54641 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Khon Kaen Sugar <br>Industry PCL<br>| 625296 | &nbsp;&nbsp;24384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kiatnakin Phatra Bank <br>PCL<br>| 73700 | &nbsp;&nbsp;168567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Klinique Medical Clinic <br>PCL<br>| 25300 | &nbsp;&nbsp;18444 |
|  | Krung Thai Bank PCL | 446600 | &nbsp;&nbsp;400750 |
|  | Krungthai Card PCL | 205500 | &nbsp;&nbsp;186875 |
|  | Lalin Property PCL | 23700 | &nbsp;&nbsp;3552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Land & Houses PCL <br>(LHF TB)<br>| 932100 | &nbsp;&nbsp;115464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LH Financial Group <br>PCL<br>| 1555400 | &nbsp;&nbsp;48396 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |  |
|  | Loxley PCL | 909200 | &nbsp;&nbsp;$36259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LPN Development <br>PCL<br>| 565100 | &nbsp;&nbsp;28225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Major Cineplex Group <br>PCL<br>| 140100 | &nbsp;&nbsp;29389 |
|  | MBK PCL | 241112 | &nbsp;&nbsp;138012 |
|  | MC Group PCL | 93300 | &nbsp;&nbsp;34347 |
|  | MCS Steel PCL | 101800 | &nbsp;&nbsp;27657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mega Lifesciences <br>PCL<br>| 117700 | &nbsp;&nbsp;134887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Minor International <br>PCL<br>| 363046 | &nbsp;&nbsp;263202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MK Restaurants <br>Group PCL<br>| 33100 | &nbsp;&nbsp;19815 |
| \* | Mono Next PCL | 199600 | &nbsp;&nbsp;7218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Moshi Moshi Retail <br>Corp. PLC<br>| 9100 | &nbsp;&nbsp;10058 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Muangthai Capital <br>PCL<br>| 129800 | &nbsp;&nbsp;139074 |
|  | Netbay PCL | 27100 | &nbsp;&nbsp;18699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nonthavej Hospital <br>PCL<br>| 10100 | &nbsp;&nbsp;7252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northeast Rubber <br>PCL<br>| 455400 | &nbsp;&nbsp;69133 |
|  | NSL Foods PCL | 14900 | &nbsp;&nbsp;10936 |
|  | Origin Property PCL | 347600 | &nbsp;&nbsp;19052 |
|  | Osotspa PCL | 232400 | &nbsp;&nbsp;129897 |
| # | Plan B Media PCL | 438564 | &nbsp;&nbsp;50805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Polyplex Thailand <br>PCL<br>| 171000 | &nbsp;&nbsp;44034 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Praram 9 Hospital <br>PCL<br>| 51200 | &nbsp;&nbsp;30875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Precious Shipping <br>PCL<br>| 252100 | &nbsp;&nbsp;50952 |
|  | Prima Marine PCL | 355600 | &nbsp;&nbsp;80769 |
| \* | Property Perfect PCL | 2100385 | &nbsp;&nbsp;3305 |
|  | Pruksa Holding PCL | 247300 | &nbsp;&nbsp;28274 |
|  | PTG Energy PCL | 254200 | &nbsp;&nbsp;60959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PTT Exploration & <br>Production PCL<br>| 219900 | &nbsp;&nbsp;859637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PTT Global Chemical <br>PCL<br>| 208800 | &nbsp;&nbsp;163825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PTT Oil & Retail <br>Business PCL<br>| 237200 | &nbsp;&nbsp;102157 |
|  | PTT PCL | 867100 | &nbsp;&nbsp;936023 |
|  | Quality Houses PCL | 1812132 | &nbsp;&nbsp;74350 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rabbit Holdings PCL, <br>Class F<br>| 2875634 | &nbsp;&nbsp;24658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rajthanee Hospital <br>PCL<br>| 75000 | &nbsp;&nbsp;30514 |
| # | Ratch Group PCL | 94600 | &nbsp;&nbsp;93178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ratchaphruek Hospital <br>PCL<br>| 70600 | &nbsp;&nbsp;10997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ratchthani Leasing <br>PCL<br>| 573610 | &nbsp;&nbsp;30294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Regional Container <br>Lines PCL<br>| 140400 | &nbsp;&nbsp;122827 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Rojana Industrial Park <br>PCL<br>| 322357 | &nbsp;&nbsp;$47095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;S Hotels & Resorts <br>PCL<br>| 530400 | &nbsp;&nbsp;28094 |
|  | Sabina PCL | 43885 | &nbsp;&nbsp;22273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saha Pathana <br>Inter-Holding PCL<br>| 28350 | &nbsp;&nbsp;37950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saha Pathanapibul <br>PCL<br>| 6200 | &nbsp;&nbsp;11293 |
|  | Saha-Union PCL | 22400 | &nbsp;&nbsp;19370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saksiam Leasing <br>PCL<br>| 176300 | &nbsp;&nbsp;18041 |
|  | Samart Corp. PCL | 126000 | &nbsp;&nbsp;23549 |
| # | Sansiri PCL | 3973900 | &nbsp;&nbsp;173219 |
| # | Sappe PCL | 33800 | &nbsp;&nbsp;35424 |
|  | SC Asset Corp. PCL | 852625 | &nbsp;&nbsp;46316 |
|  | SCB X PCL | 51200 | &nbsp;&nbsp;220406 |
|  | SCG Packaging PCL | 202000 | &nbsp;&nbsp;127736 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SCGJWD Logistics <br>PCL<br>| 77700 | &nbsp;&nbsp;17164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sermsang Power <br>Corp. Co. Ltd.<br>| 81457 | &nbsp;&nbsp;8030 |
|  | Siam Cement PCL  | 65500 | &nbsp;&nbsp;427671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Siam Wellness Group <br>PCL<br>| 183000 | &nbsp;&nbsp;17397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Siamgas & <br>Petrochemicals <br>PCL<br>| 221200 | &nbsp;&nbsp;51295 |
|  | Sikarin PCL, Class F | 149100 | &nbsp;&nbsp;34378 |
| \* | Singer Thailand PCL | 51800 | &nbsp;&nbsp;7821 |
|  | SISB PCL | 63800 | &nbsp;&nbsp;21034 |
| \* | SKY ICT PCL | 34300 | &nbsp;&nbsp;11569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Somboon Advance <br>Technology PCL<br>| 74100 | &nbsp;&nbsp;34837 |
|  | SPCG PCL | 175825 | &nbsp;&nbsp;53613 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sri Trang <br>Agro-Industry PCL<br>| 237340 | &nbsp;&nbsp;96610 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sri Trang Gloves <br>Thailand PCL<br>| 239500 | &nbsp;&nbsp;68178 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Srinanaporn Marketing <br>PCL<br>| 125200 | &nbsp;&nbsp;28525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Srisawad Capital 1969 <br>PCL, Class F<br>| 213486 | &nbsp;&nbsp;6693 |
|  | Srisawad Corp. PCL | 165234 | &nbsp;&nbsp;130471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Star Petroleum <br>Refining PCL<br>| 159513 | &nbsp;&nbsp;34327 |
| \* | STP & I PCL | 320320 | &nbsp;&nbsp;46539 |
|  | Supalai PCL | 303900 | &nbsp;&nbsp;175634 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Super Energy Corp. <br>PCL<br>| 5584020 | &nbsp;&nbsp;19297 |
|  | SVI PCL | 101500 | &nbsp;&nbsp;23751 |
|  | TAC Consumer PCL | 98800 | &nbsp;&nbsp;17097 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Taokaenoi Food & <br>Marketing PCL, <br>Class F<br>| 197000 | &nbsp;&nbsp;25478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thai Life Insurance <br>PCL<br>| 153300 | &nbsp;&nbsp;57820 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |  |
|  | Thai Oil PCL | 241284 | &nbsp;&nbsp;$328162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thai Stanley Electric <br>PCL (STANLY/F <br>TB), Class F<br>| 8800 | &nbsp;&nbsp;53269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thai Union Group <br>PCL<br>| 481800 | &nbsp;&nbsp;180537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thai Vegetable Oil <br>PCL<br>| 55450 | &nbsp;&nbsp;41210 |
| \* | Thaicom PCL | 188200 | &nbsp;&nbsp;54863 |
| # | Thaifoods Group PCL | 489900 | &nbsp;&nbsp;73993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thanachart Capital <br>PCL<br>| 89100 | &nbsp;&nbsp;167001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thoresen Thai <br>Agencies PCL<br>| 466500 | &nbsp;&nbsp;62595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TIDLOR Holdings <br>PCL<br>| 234268 | &nbsp;&nbsp;126284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tipco Asphalt PCL <br>(TASCO/F TB)<br>| 132881 | &nbsp;&nbsp;59527 |
|  | TIPCO Foods PCL | 96200 | &nbsp;&nbsp;23624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tisco Financial Group <br>PCL (TISCO/F TB)<br>| 37100 | &nbsp;&nbsp;132513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TKS Technologies <br>PCL<br>| 86100 | &nbsp;&nbsp;16937 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;TMBThanachart Bank <br>PCL<br>| 2544149 | &nbsp;&nbsp;163096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TOA Paint Thailand <br>PCL<br>| 134000 | &nbsp;&nbsp;61785 |
| # | TPI Polene PCL | 2035300 | &nbsp;&nbsp;47265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TPI Polene Power <br>PCL<br>| 801627 | &nbsp;&nbsp;46637 |
|  | TQM Alpha PCL | 74800 | &nbsp;&nbsp;28503 |
|  | Triple i Logistics PCL | 38800 | &nbsp;&nbsp;4788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;True Corp. PCL, <br>NVDR<br>| 154200 | &nbsp;&nbsp;56791 |
|  | True Corp. PCL | 709593 | &nbsp;&nbsp;261341 |
|  | TTW PCL | 154200 | &nbsp;&nbsp;45064 |
|  | Union Auction PCL | 164600 | &nbsp;&nbsp;27214 |
|  | United Paper PCL | 73700 | &nbsp;&nbsp;17674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Univanich Palm Oil <br>PCL<br>| 213600 | &nbsp;&nbsp;86915 |
|  | VGI PCL | 1934100 | &nbsp;&nbsp;52786 |
|  | WHA Corp. PCL | 1223400 | &nbsp;&nbsp;134814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WHA Utilities & Power <br>PCL<br>| 101800 | &nbsp;&nbsp;14721 |
| #\* | Xspring Capital PCL | 1577100 | &nbsp;&nbsp;23047 |
| TOTAL THAILAND | TOTAL THAILAND |  | &nbsp;&nbsp;18404436 |
| TURKEY — (0.2%) | TURKEY — (0.2%) | TURKEY — (0.2%) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Adese Gayrimenkul <br>Yatirim AS<br>| 804920 | &nbsp;&nbsp;24438 |
|  | Akbank TAS | 431233 | &nbsp;&nbsp;922432 |
|  | Akcansa Cimento AS | 2348 | &nbsp;&nbsp;10515 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Akfen Yenilenebilir <br>Enerji AS<br>| 65183 | &nbsp;&nbsp;28030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aksa Akrilik Kimya <br>Sanayii AS<br>| 254208 | &nbsp;&nbsp;64761 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aksa Enerji Uretim <br>AS<br>| 23194 | &nbsp;&nbsp;$39371 |
| \* | Aksigorta AS | 75104 | &nbsp;&nbsp;14272 |
|  | Alarko Holding AS | 38338 | &nbsp;&nbsp;95516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Albaraka Turk Katilim <br>Bankasi AS<br>| 411937 | &nbsp;&nbsp;87695 |
| \* | Alkim Alkali Kimya AS | 53714 | &nbsp;&nbsp;23971 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anadolu Anonim Turk <br>Sigorta Sirketi<br>| 215958 | &nbsp;&nbsp;141992 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anadolu Efes Biracilik <br>Ve Malt Sanayii AS<br>| 132370 | &nbsp;&nbsp;58568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anadolu Hayat <br>Emeklilik AS<br>| 26264 | &nbsp;&nbsp;74653 |
| #\* | Arcelik AS | 4722 | &nbsp;&nbsp;12409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ARD Grup Bilisim <br>Teknolojileri AS<br>| 21045 | &nbsp;&nbsp;22828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aselsan Elektronik <br>Sanayi Ve Ticaret <br>AS<br>| 20836 | &nbsp;&nbsp;145798 |
|  | Aygaz AS | 9782 | &nbsp;&nbsp;53970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baskent Dogalgaz <br>Dagitim <br>Gayrimenkul Yatirim <br>Ortakligi AS<br>| 11243 | &nbsp;&nbsp;11861 |
| \* | Bera Holding AS | 237186 | &nbsp;&nbsp;98366 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Besler Gida Ve Kimya <br>Sanayi Ve Ticaret <br>AS<br>| 68123 | &nbsp;&nbsp;22456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BIM Birlesik <br>Magazalar AS<br>| 14052 | &nbsp;&nbsp;214443 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Biotrend Cevre VE <br>Enerji Yatirimlari <br>AS<br>| 18642 | &nbsp;&nbsp;8175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Borusan Yatirim ve <br>Pazarlama AS<br>| 421 | &nbsp;&nbsp;22344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brisa Bridgestone <br>Sabanci Sanayi ve <br>Ticaret AS<br>| 3447 | &nbsp;&nbsp;7227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bursa Cimento <br>Fabrikasi AS<br>| 47810 | &nbsp;&nbsp;7658 |
| \* | Can2 Termik AS | 1169850 | &nbsp;&nbsp;56315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Celebi Hava Servisi <br>AS<br>| 350 | &nbsp;&nbsp;14671 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cemas Dokum Sanayi <br>AS<br>| 130707 | &nbsp;&nbsp;17563 |
|  | Coca-Cola Icecek AS | 66132 | &nbsp;&nbsp;109624 |
| \* | Deva Holding AS | 11911 | &nbsp;&nbsp;18300 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dogan Sirketler Grubu <br>Holding AS<br>| 492406 | &nbsp;&nbsp;245923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dogu Aras Enerji <br>Yatirimlari AS<br>| 8299 | &nbsp;&nbsp;15658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dogus Otomotiv <br>Servis ve Ticaret <br>AS<br>| 12196 | &nbsp;&nbsp;64401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eczacibasi Yatirim <br>Holding Ortakligi <br>AS<br>| 2051 | &nbsp;&nbsp;15592 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EGE Endustri VE <br>Ticaret AS<br>| 118 | &nbsp;&nbsp;$20102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EIS Eczacibasi Ilac ve <br>Sinai ve Finansal <br>Yatirimlar Sanayi ve <br>Ticaret AS<br>| 41357 | &nbsp;&nbsp;113361 |
| Ω | Enerjisa Enerji AS | 30781 | &nbsp;&nbsp;74157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enka Insaat ve Sanayi <br>AS<br>| 92855 | &nbsp;&nbsp;208638 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Erbosan Erciyas Boru <br>Sanayii ve Ticaret <br>AS<br>| 1914 | &nbsp;&nbsp;9200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eregli Demir ve Celik <br>Fabrikalari TAS<br>| 162654 | &nbsp;&nbsp;105296 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Europen Endustri <br>Insaat Sanayi VE <br>Ticaret AS<br>| 70490 | &nbsp;&nbsp;8147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ford Otomotiv Sanayi <br>AS<br>| 16380 | &nbsp;&nbsp;42815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Yatirim Holding <br>AS<br>| 360837 | &nbsp;&nbsp;121858 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gozde Girisim <br>Sermayesi Yatirim <br>Ortakligi AS<br>| 53484 | &nbsp;&nbsp;31362 |
| \* | GSD Holding AS | 65759 | &nbsp;&nbsp;7642 |
| #\* | Hektas Ticaret TAS | 428472 | &nbsp;&nbsp;33195 |
| \* | Info Yatirim AS | 253446 | &nbsp;&nbsp;25378 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Is Finansal Kiralama <br>AS<br>| 84577 | &nbsp;&nbsp;41814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Is Yatirim Menkul <br>Degerler AS<br>| 123776 | &nbsp;&nbsp;136819 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Izdemir Enerji Elektrik <br>Uretim AS<br>| 102615 | &nbsp;&nbsp;22510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jantsa Jant Sanayi Ve <br>Ticaret AS<br>| 14466 | &nbsp;&nbsp;6566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kalekim Kimyevi <br>Maddeler Sanayi ve <br>Ticaret AS<br>| 14044 | &nbsp;&nbsp;12869 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kardemir Karabuk <br>Demir Celik Sanayi <br>ve Ticaret AS <br>(KRDMA TI), <br>Class A<br>| 74761 | &nbsp;&nbsp;48632 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kardemir Karabuk <br>Demir Celik Sanayi <br>ve Ticaret AS <br>(KRDMD TI), <br>Class D<br>| 198891 | &nbsp;&nbsp;133381 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Katmerciler Arac Ustu <br>Ekipman Sanayi ve <br>Ticaret AS<br>| 361746 | &nbsp;&nbsp;24511 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kayseri Seker <br>Fabrikasi AS<br>| 184245 | &nbsp;&nbsp;20761 |
|  | KOC Holding AS | 38439 | &nbsp;&nbsp;183847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kocaer Celik Sanayi <br>Ve Ticaret AS<br>| 27412 | &nbsp;&nbsp;7305 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Konya Cimento <br>Sanayii AS<br>| 70 | &nbsp;&nbsp;$7291 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kordsa Teknik Tekstil <br>AS<br>| 17841 | &nbsp;&nbsp;22094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lokman Hekim <br>Engurusag Saglik <br>Turizm Egitim <br>Hizmetleri ve Insaat <br>Taahhut AS<br>| 22284 | &nbsp;&nbsp;9097 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Margun Enerji Uretim <br>Sanayi VE Ticaret <br>AS<br>| 42925 | &nbsp;&nbsp;40622 |
| \* | Marmara Holding AS | 2 | &nbsp;&nbsp;0 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Mavi Giyim Sanayi Ve <br>Ticaret AS, Class B<br>| 138112 | &nbsp;&nbsp;153756 |
| #\* | MIA Teknoloji AS | 19115 | &nbsp;&nbsp;16369 |
|  | Migros Ticaret AS | 4758 | &nbsp;&nbsp;69691 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;MLP Saglik Hizmetleri <br>AS<br>| 14122 | &nbsp;&nbsp;153037 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mogan Enerji Yatirim <br>Holding AS<br>| 49813 | &nbsp;&nbsp;10192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Naturelgaz Sanayi ve <br>Ticaret AS<br>| 68195 | &nbsp;&nbsp;18037 |
| \* | NET Holding AS | 46404 | &nbsp;&nbsp;51284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nuh Cimento Sanayi <br>AS<br>| 7299 | &nbsp;&nbsp;40329 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ODAS Elektrik Uretim <br>ve Sanayi Ticaret <br>AS<br>| 322746 | &nbsp;&nbsp;42928 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Orge Enerji Elektrik <br>Taahhut AS<br>| 5154 | &nbsp;&nbsp;8512 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Oyak Cimento <br>Fabrikalari AS<br>| 68721 | &nbsp;&nbsp;43699 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oyak Yatirim Menkul <br>Degerler AS<br>| 9615 | &nbsp;&nbsp;10431 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Pegasus Hava <br>Tasimaciligi AS<br>| 60775 | &nbsp;&nbsp;285368 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Petkim Petrokimya <br>Holding AS<br>| 190463 | &nbsp;&nbsp;80847 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Politeknik Metal <br>Sanayi ve Ticaret <br>AS<br>| 48 | &nbsp;&nbsp;6960 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ral Yatirim Holding <br>AS<br>| 7326 | &nbsp;&nbsp;31726 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Reysas Tasimacilik ve <br>Lojistik Ticaret AS<br>| 42672 | &nbsp;&nbsp;18056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sarkuysan Elektrolitik <br>Bakir Sanayi ve <br>Ticaret AS<br>| 124252 | &nbsp;&nbsp;130983 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sasa Polyester Sanayi <br>AS<br>| 1002789 | &nbsp;&nbsp;58833 |
|  | Sekerbank Turk AS | 297514 | &nbsp;&nbsp;62521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Selcuk Ecza Deposu <br>Ticaret ve Sanayi <br>AS<br>| 30439 | &nbsp;&nbsp;56291 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sok Marketler Ticaret <br>AS<br>| 32445 | &nbsp;&nbsp;$48475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suwen Tekstil Sanayi <br>Pazarlama AS<br>| 29210 | &nbsp;&nbsp;6017 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TAV Havalimanlari <br>Holding AS<br>| 32109 | &nbsp;&nbsp;257119 |
|  | Tekfen Holding AS | 37794 | &nbsp;&nbsp;66713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tofas Turk Otomobil <br>Fabrikasi AS<br>| 16778 | &nbsp;&nbsp;126165 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Trust Anadolu Metal <br>Madencilik <br>Isletmeleri AS<br>| 19377 | &nbsp;&nbsp;63656 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Trust Dogal Enerji <br>Kaynaklari <br>Arastirma Ve Uretim <br>AS, Class A<br>| 24192 | &nbsp;&nbsp;59821 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tukas Gida Sanayi ve <br>Ticaret AS<br>| 789727 | &nbsp;&nbsp;52743 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tumosan Motor ve <br>Traktor Sanayi AS<br>| 5955 | &nbsp;&nbsp;15473 |
|  | Turcas Holding AS | 30140 | &nbsp;&nbsp;32484 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Turk Altin Isletmeleri <br>AS<br>| 30310 | &nbsp;&nbsp;37835 |
|  | Turk Hava Yollari AO | 66244 | &nbsp;&nbsp;463351 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Turk <br>Telekomunikasyon <br>AS<br>| 144238 | &nbsp;&nbsp;219725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Turk Traktor ve Ziraat <br>Makineleri AS<br>| 510 | &nbsp;&nbsp;6940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Turkcell Iletisim <br>Hizmetleri AS<br>| 164166 | &nbsp;&nbsp;442444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Turkiye Garanti <br>Bankasi AS<br>| 48988 | &nbsp;&nbsp;181828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Turkiye Is Bankasi AS, <br>Class C<br>| 1033406 | &nbsp;&nbsp;397260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Turkiye Petrol <br>Rafinerileri AS<br>| 49699 | &nbsp;&nbsp;280058 |
|  | Turkiye Sigorta AS | 250044 | &nbsp;&nbsp;70021 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Turkiye Sinai <br>Kalkinma Bankasi <br>AS<br>| 175735 | &nbsp;&nbsp;57004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Turkiye Sise ve Cam <br>Fabrikalari AS<br>| 216994 | &nbsp;&nbsp;227922 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Turkiye Vakiflar <br>Bankasi TAO, <br>Class D<br>| 70573 | &nbsp;&nbsp;59535 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ulker Biskuvi Sanayi <br>AS<br>| 36581 | &nbsp;&nbsp;114136 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vakif Finansal <br>Kiralama AS<br>| 550567 | &nbsp;&nbsp;26259 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Vestel Elektronik <br>Sanayi ve Ticaret <br>AS<br>| 6264 | &nbsp;&nbsp;4524 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yapi ve Kredi Bankasi <br>AS<br>| 513411 | &nbsp;&nbsp;484912 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yatas Yatak ve Yorgan <br>Sanayi ve Ticaret <br>AS<br>| 61645 | &nbsp;&nbsp;$68080 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yayla Agro Gida <br>Sanayi VE Nakliyat <br>AS<br>| 74663 | &nbsp;&nbsp;22009 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zorlu Enerji Elektrik <br>Uretim AS<br>| 733335 | &nbsp;&nbsp;55772 |
| TOTAL TURKEY | TOTAL TURKEY |  | &nbsp;&nbsp;9589197 |
| UNITED ARAB EMIRATES — (0.5%) | UNITED ARAB EMIRATES — (0.5%) | UNITED ARAB EMIRATES — (0.5%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Abu Dhabi <br>Commercial Bank <br>PJSC<br>| 433965 | &nbsp;&nbsp;1800042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Abu Dhabi Islamic <br>Bank PJSC<br>| 266505 | &nbsp;&nbsp;1767500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Abu Dhabi National <br>Hotels<br>| 1684574 | &nbsp;&nbsp;200720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Abu Dhabi National <br>Insurance Co. PSC<br>| 33078 | &nbsp;&nbsp;71976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Abu Dhabi National <br>Oil Co. for <br>Distribution PJSC<br>| 549225 | &nbsp;&nbsp;613175 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Abu Dhabi Ports Co. <br>PJSC<br>| 329162 | &nbsp;&nbsp;462828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Abu Dhabi Ship <br>Building Co. PJSC<br>| 20468 | &nbsp;&nbsp;45169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ADNOC Drilling Co. <br>PJSC<br>| 358586 | &nbsp;&nbsp;520597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ADNOC Logistics & <br>Services<br>| 380864 | &nbsp;&nbsp;582029 |
|  | Agility Global PLC | 1216270 | &nbsp;&nbsp;447141 |
|  | Agthia Group PJSC | 110163 | &nbsp;&nbsp;111043 |
|  | Air Arabia PJSC | 766156 | &nbsp;&nbsp;1039798 |
|  | Ajman Bank PJSC | 420341 | &nbsp;&nbsp;169393 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AL Seer Marine <br>Supplies & <br>Equipment Co. LLC<br>| 98062 | &nbsp;&nbsp;65723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aldar Properties <br>PJSC<br>| 150742 | &nbsp;&nbsp;394071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alpha Dhabi Holding <br>PJSC<br>| 75392 | &nbsp;&nbsp;183268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amanat Holdings <br>PJSC<br>| 473891 | &nbsp;&nbsp;166411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Americana <br>Restaurants <br>International PLC - <br>Foreign Co.<br>| 813136 | &nbsp;&nbsp;345064 |
| \* | Amlak Finance PJSC | 227884 | &nbsp;&nbsp;109830 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Apex Investment Co. <br>PSC<br>| 28729 | &nbsp;&nbsp;26371 |
| \* | Bank of Sharjah | 326628 | &nbsp;&nbsp;112892 |
|  | Burjeel Holdings PLC | 251746 | &nbsp;&nbsp;86397 |
|  | Dana Gas PJSC | 1875286 | &nbsp;&nbsp;477023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deyaar Development <br>PJSC<br>| 530218 | &nbsp;&nbsp;147388 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dubai Electricity & <br>Water Authority <br>PJSC<br>| 226252 | &nbsp;&nbsp;$186129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dubai Financial <br>Market PJSC<br>| 621117 | &nbsp;&nbsp;280526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dubai Investments <br>PJSC<br>| 868434 | &nbsp;&nbsp;946479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dubai Islamic Bank <br>PJSC<br>| 582309 | &nbsp;&nbsp;1531925 |
|  | E7 Group PJSC | 75521 | &nbsp;&nbsp;21404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emaar Development <br>PJSC<br>| 383148 | &nbsp;&nbsp;1795812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emaar Properties <br>PJSC<br>| 823834 | &nbsp;&nbsp;3370052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emirates Central <br>Cooling Systems <br>Corp.<br>| 704662 | &nbsp;&nbsp;337670 |
|  | Emirates Driving Co. | 104206 | &nbsp;&nbsp;91931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emirates Integrated <br>Telecommunications <br>Co. PJSC<br>| 208587 | &nbsp;&nbsp;585607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emirates NBD Bank <br>PJSC<br>| 370341 | &nbsp;&nbsp;3136492 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Emirates Reem <br>Investments PJSC<br>| 18399 | &nbsp;&nbsp;12994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emirates <br>Telecommunications <br>Group Co. PJSC<br>| 194546 | &nbsp;&nbsp;1043523 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;EMSTEEL Building <br>Materials PJSC<br>| 609028 | &nbsp;&nbsp;192632 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Eshraq Investments <br>PJSC<br>| 295666 | &nbsp;&nbsp;36258 |
|  | Fertiglobe PLC | 283169 | &nbsp;&nbsp;209039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Abu Dhabi Bank <br>PJSC<br>| 309323 | &nbsp;&nbsp;1567258 |
| \* | Ghitha Holding PJSC | 14099 | &nbsp;&nbsp;64695 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gulf Navigation <br>Holding PJSC<br>| 41242 | &nbsp;&nbsp;25221 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gulf Pharmaceutical <br>Industries PSC<br>| 41429 | &nbsp;&nbsp;13094 |
| \* | Manazel PJSC | 560892 | &nbsp;&nbsp;46316 |
| \* | Modon Holding PSC | 418542 | &nbsp;&nbsp;385547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Bank of Ras <br>Al-Khaimah PSC<br>| 17241 | &nbsp;&nbsp;43858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Central <br>Cooling Co. PJSC<br>| 140605 | &nbsp;&nbsp;114926 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National Corp. for <br>Tourism & Hotels<br>| 86901 | &nbsp;&nbsp;39074 |
|  | NMDC Group PJSC | 28082 | &nbsp;&nbsp;157270 |
|  | Parkin Co. PJSC | 164922 | &nbsp;&nbsp;277691 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Presight AI Holding <br>PLC<br>| 79113 | &nbsp;&nbsp;72725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pure Health Holding <br>PJSC<br>| 13677 | &nbsp;&nbsp;10168 |
| \* | RAK Properties PJSC | 448701 | &nbsp;&nbsp;158926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ras Al Khaimah <br>Ceramics PJSC<br>| 182772 | &nbsp;&nbsp;126446 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) |  |
|  | Salik Co. PJSC | 319949 | &nbsp;&nbsp;$556012 |
|  | Sharjah Islamic Bank | 317388 | &nbsp;&nbsp;308526 |
| \* | Shuaa Capital PSC | 164892 | &nbsp;&nbsp;10478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taaleem Holdings <br>PJSC<br>| 29415 | &nbsp;&nbsp;33557 |
|  | TECOM Group PJSC | 136542 | &nbsp;&nbsp;139804 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Two Point Zero Group <br>PJSC<br>| 754878 | &nbsp;&nbsp;463918 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Union Properties <br>PJSC<br>| 643307 | &nbsp;&nbsp;152476 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED ARAB <br>EMIRATES | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED ARAB <br>EMIRATES |  | &nbsp;&nbsp;28492308 |
| UNITED KINGDOM — (7.6%) | UNITED KINGDOM — (7.6%) | UNITED KINGDOM — (7.6%) |  |
|  | 3i Group PLC | 69520 | &nbsp;&nbsp;3193688 |
|  | 4imprint Group PLC | 6340 | &nbsp;&nbsp;355209 |
|  | Aberdeen Group PLC | 554473 | &nbsp;&nbsp;1655539 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Accesso Technology <br>Group PLC<br>| 3932 | &nbsp;&nbsp;15191 |
|  | Admiral Group PLC | 39759 | &nbsp;&nbsp;1496289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Medical <br>Solutions Group <br>PLC<br>| 38462 | &nbsp;&nbsp;113313 |
|  | AEP Plantations PLC | 7046 | &nbsp;&nbsp;141955 |
| \* | Afentra PLC | 17007 | &nbsp;&nbsp;11649 |
|  | AG Barr PLC | 27400 | &nbsp;&nbsp;239093 |
| Ω | Airtel Africa PLC | 262435 | &nbsp;&nbsp;1144224 |
|  | AJ Bell PLC | 107407 | &nbsp;&nbsp;682137 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Alfa Financial <br>Software Holdings <br>PLC<br>| 42001 | &nbsp;&nbsp;124010 |
|  | Anglo American PLC | 100611 | &nbsp;&nbsp;4665111 |
|  | Antofagasta PLC | 26624 | &nbsp;&nbsp;1319260 |
| \* | AO World PLC | 78261 | &nbsp;&nbsp;115891 |
|  | Ashmore Group PLC | 87325 | &nbsp;&nbsp;283323 |
|  | Ashtead Group PLC | 59713 | &nbsp;&nbsp;3844305 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ashtead Technology <br>Holdings PLC<br>| 15209 | &nbsp;&nbsp;84378 |
| \* | ASOS PLC | 16329 | &nbsp;&nbsp;74042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Associated British <br>Foods PLC<br>| 38722 | &nbsp;&nbsp;1011972 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Aston Martin Lagonda <br>Global Holdings <br>PLC<br>| 39203 | &nbsp;&nbsp;32940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AstraZeneca PLC <br>(AZN LN)<br>| 47070 | &nbsp;&nbsp;8769806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AstraZeneca PLC <br>(AZN US), <br>Sponsored ADR<br>| 92295 | &nbsp;&nbsp;8562207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atalaya Mining <br>Copper SA<br>| 40111 | &nbsp;&nbsp;561835 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Auction Technology <br>Group PLC<br>| 19370 | &nbsp;&nbsp;81954 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Autotrader Group <br>PLC<br>| 171859 | &nbsp;&nbsp;1266856 |
|  | Aviva PLC | 386395 | &nbsp;&nbsp;3368533 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Avon Technologies <br>PLC<br>| 1821 | &nbsp;&nbsp;$43869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;B&M European Value <br>Retail SA<br>| 247748 | &nbsp;&nbsp;598112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Babcock International <br>Group PLC<br>| 167748 | &nbsp;&nbsp;3307392 |
|  | BAE Systems PLC | 111628 | &nbsp;&nbsp;3030358 |
|  | Balfour Beatty PLC | 131888 | &nbsp;&nbsp;1291489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barclays PLC (BARC <br>LN)<br>| 1157795 | &nbsp;&nbsp;7727203 |
|  | Barratt Redrow PLC | 387669 | &nbsp;&nbsp;2064233 |
|  | Beazley PLC | 239062 | &nbsp;&nbsp;3713955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Begbies Traynor <br>Group PLC<br>| 13528 | &nbsp;&nbsp;21884 |
|  | Bellway PLC | 42909 | &nbsp;&nbsp;1596856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Berkeley Group <br>Holdings PLC<br>| 24000 | &nbsp;&nbsp;1355969 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bloomsbury <br>Publishing PLC<br>| 23687 | &nbsp;&nbsp;161132 |
|  | Bodycote PLC | 38757 | &nbsp;&nbsp;396476 |
| #\* | boohoo Group PLC | 178266 | &nbsp;&nbsp;60854 |
|  | BP PLC (BP LN) | 266095 | &nbsp;&nbsp;1687190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BP PLC (BP US), <br>Sponsored ADR<br>| 242656 | &nbsp;&nbsp;9191809 |
|  | Braemar PLC | 11607 | &nbsp;&nbsp;34583 |
|  | Breedon Group PLC | 98460 | &nbsp;&nbsp;453505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;British American <br>Tobacco PLC <br>(BATS LN)<br>| 128683 | &nbsp;&nbsp;7774205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brooks Macdonald <br>Group PLC<br>| 3134 | &nbsp;&nbsp;68754 |
|  | BT Group PLC | 1786031 | &nbsp;&nbsp;4694619 |
|  | Bunzl PLC | 25453 | &nbsp;&nbsp;713780 |
| \* | Burberry Group PLC | 91685 | &nbsp;&nbsp;1385262 |
|  | Burford Capital Ltd. | 58258 | &nbsp;&nbsp;555146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bytes Technology <br>Group PLC (BYI <br>SJ)<br>| 15371 | &nbsp;&nbsp;69871 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bytes Technology <br>Group PLC (BYIT <br>LN)<br>| 50981 | &nbsp;&nbsp;235089 |
|  | C&C Group PLC | 92034 | &nbsp;&nbsp;137664 |
| \* | Canal & SA | 217604 | &nbsp;&nbsp;943196 |
| \* | Capita PLC | 9263 | &nbsp;&nbsp;47940 |
|  | Capital Ltd. | 80305 | &nbsp;&nbsp;145282 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Capricorn Energy <br>PLC<br>| 30070 | &nbsp;&nbsp;106389 |
|  | Card Factory PLC | 123282 | &nbsp;&nbsp;114657 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Carnival PLC (CCL <br>LN)<br>| 4905 | &nbsp;&nbsp;145694 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Carnival PLC (CUK <br>US), ADR<br>| 14523 | &nbsp;&nbsp;432640 |
|  | Castings PLC | 1541 | &nbsp;&nbsp;5792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Asia Metals <br>PLC<br>| 52061 | &nbsp;&nbsp;159218 |
|  | Centrica PLC | 1621757 | &nbsp;&nbsp;4246588 |
|  | Chemring Group PLC | 38755 | &nbsp;&nbsp;264943 |
|  | Chesnara PLC | 78748 | &nbsp;&nbsp;329579 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | Clarkson PLC | 5180 | &nbsp;&nbsp;$297412 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Close Brothers Group <br>PLC<br>| 42193 | &nbsp;&nbsp;292898 |
| Ω | CMC Markets PLC | 32124 | &nbsp;&nbsp;143520 |
|  | Coats Group PLC | 473049 | &nbsp;&nbsp;550502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola HBC AG, <br>Class DI<br>| 19150 | &nbsp;&nbsp;1040030 |
|  | Compass Group PLC | 102564 | &nbsp;&nbsp;3075416 |
|  | Computacenter PLC | 24868 | &nbsp;&nbsp;1138140 |
|  | Conduit Holdings Ltd. | 20557 | &nbsp;&nbsp;108169 |
| Ω | Convatec Group PLC | 191789 | &nbsp;&nbsp;604964 |
|  | Costain Group PLC | 42578 | &nbsp;&nbsp;103125 |
|  | Cranswick PLC | 13296 | &nbsp;&nbsp;959718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crest Nicholson <br>Holdings PLC<br>| 94626 | &nbsp;&nbsp;197906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Croda International <br>PLC<br>| 10936 | &nbsp;&nbsp;408685 |
|  | Currys PLC | 527609 | &nbsp;&nbsp;1057357 |
|  | CVS Group PLC | 19645 | &nbsp;&nbsp;350560 |
|  | DCC PLC | 21273 | &nbsp;&nbsp;1348483 |
| \* | DFS Furniture PLC | 73635 | &nbsp;&nbsp;199114 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Diageo PLC (DEO <br>US), Sponsored <br>ADR<br>| 32065 | &nbsp;&nbsp;2975632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Diageo PLC (DGE <br>LN)<br>| 5632 | &nbsp;&nbsp;129594 |
|  | Diploma PLC | 10829 | &nbsp;&nbsp;788910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DiscoverIE Group <br>PLC<br>| 19238 | &nbsp;&nbsp;165661 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Domino's Pizza Group <br>PLC<br>| 67689 | &nbsp;&nbsp;168899 |
|  | dotdigital group PLC | 47751 | &nbsp;&nbsp;48414 |
|  | Dowlais Group PLC | 425460 | &nbsp;&nbsp;542248 |
|  | Dr. Martens PLC | 40655 | &nbsp;&nbsp;37480 |
|  | Drax Group PLC | 135304 | &nbsp;&nbsp;1669510 |
|  | Dunelm Group PLC | 43470 | &nbsp;&nbsp;549024 |
|  | easyJet PLC | 69018 | &nbsp;&nbsp;451583 |
|  | Ecora Royalties PLC | 64586 | &nbsp;&nbsp;127476 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;EKF Diagnostics <br>Holdings PLC<br>| 10269 | &nbsp;&nbsp;3462 |
|  | Elementis PLC | 134303 | &nbsp;&nbsp;296016 |
|  | Energean PLC | 56583 | &nbsp;&nbsp;657082 |
|  | EnQuest PLC | 672112 | &nbsp;&nbsp;113917 |
|  | Essentra PLC | 65275 | &nbsp;&nbsp;89928 |
|  | Experian PLC | 95845 | &nbsp;&nbsp;3630104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FDM Group Holdings <br>PLC<br>| 30143 | &nbsp;&nbsp;66658 |
|  | Firstgroup PLC | 307314 | &nbsp;&nbsp;786078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Foresight Group <br>Holdings Ltd.<br>| 22346 | &nbsp;&nbsp;129525 |
| Ω | Forterra PLC | 47338 | &nbsp;&nbsp;114842 |
|  | Foxtons Group PLC | 89171 | &nbsp;&nbsp;65420 |
| \* | Frasers Group PLC | 33822 | &nbsp;&nbsp;322187 |
|  | Fresnillo PLC | 57209 | &nbsp;&nbsp;2817347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fuller Smith & Turner <br>PLC, Class A<br>| 12999 | &nbsp;&nbsp;119827 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Funding Circle <br>Holdings PLC<br>| 61038 | &nbsp;&nbsp;136015 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | Future PLC | 19968 | &nbsp;&nbsp;$147790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Galliford Try Holdings <br>PLC<br>| 20826 | &nbsp;&nbsp;149493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Games Workshop <br>Group PLC<br>| 10708 | &nbsp;&nbsp;2498049 |
| \* | Gaming Realms PLC | 58159 | &nbsp;&nbsp;31752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gamma <br>Communications <br>PLC<br>| 17469 | &nbsp;&nbsp;217591 |
|  | GB Group PLC | 77440 | &nbsp;&nbsp;253965 |
| \* | Genel Energy PLC | 63993 | &nbsp;&nbsp;54571 |
|  | Genuit Group PLC | 71508 | &nbsp;&nbsp;325573 |
| \* | Georgia Capital PLC | 14057 | &nbsp;&nbsp;649995 |
|  | Glencore PLC | 706761 | &nbsp;&nbsp;4818240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gooch & Housego <br>PLC<br>| 9024 | &nbsp;&nbsp;86032 |
|  | Goodwin PLC | 208 | &nbsp;&nbsp;71692 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Gracell <br>Biotechnologies, <br>Inc., ADR<br>| 16505 | &nbsp;&nbsp;1816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grafton Group PLC, <br>CDI<br>| 62669 | &nbsp;&nbsp;801273 |
|  | Grainger PLC | 212225 | &nbsp;&nbsp;564885 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Greencore Group <br>PLC<br>| 69648 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greencore Group PLC <br>GNC LN<br>| 191363 | &nbsp;&nbsp;756806 |
| # | Greggs PLC | 33778 | &nbsp;&nbsp;743223 |
| \* | Griffin Mining Ltd. | 14013 | &nbsp;&nbsp;59001 |
|  | GSK PLC (GSK LN) | 147543 | &nbsp;&nbsp;3815717 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;GSK PLC (GSK US), <br>Sponsored ADR<br>| 96091 | &nbsp;&nbsp;4958296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gulf Keystone <br>Petroleum Ltd.<br>| 100579 | &nbsp;&nbsp;250983 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gulf Marine Services <br>PLC<br>| 49766 | &nbsp;&nbsp;15484 |
| \*Ω | Gym Group PLC | 57835 | &nbsp;&nbsp;134216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haleon PLC (HLN <br>LN)<br>| 629943 | &nbsp;&nbsp;3294538 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Haleon PLC (HLN <br>US), ADR<br>| 7340 | &nbsp;&nbsp;76850 |
|  | Halfords Group PLC | 69518 | &nbsp;&nbsp;142968 |
|  | Halma PLC | 17692 | &nbsp;&nbsp;859275 |
|  | Harbour Energy PLC | 114485 | &nbsp;&nbsp;366686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hargreaves Services <br>PLC<br>| 7815 | &nbsp;&nbsp;79994 |
|  | Harworth Group PLC | 43255 | &nbsp;&nbsp;97540 |
|  | Hays PLC | 206230 | &nbsp;&nbsp;134106 |
| \* | Headlam Group PLC | 18512 | &nbsp;&nbsp;11197 |
|  | Helical PLC | 54773 | &nbsp;&nbsp;144509 |
| \* | Helios Towers PLC | 168720 | &nbsp;&nbsp;400369 |
|  | Henry Boot PLC | 27912 | &nbsp;&nbsp;74064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hikma <br>Pharmaceuticals <br>PLC<br>| 40174 | &nbsp;&nbsp;842705 |
|  | Hill & Smith PLC | 21306 | &nbsp;&nbsp;651047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hilton Food Group <br>PLC<br>| 27145 | &nbsp;&nbsp;175577 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | Hiscox Ltd. | 106599 | &nbsp;&nbsp;$2168153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hochschild Mining <br>PLC<br>| 136754 | &nbsp;&nbsp;1234143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hollywood Bowl <br>Group PLC<br>| 52541 | &nbsp;&nbsp;186701 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Hostelworld Group <br>PLC<br>| 15138 | &nbsp;&nbsp;24304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Howden Joinery <br>Group PLC<br>| 194268 | &nbsp;&nbsp;2225517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings PLC <br>(HSBA LN)<br>| 462320 | &nbsp;&nbsp;8155753 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings PLC <br>(HSBC US), <br>Sponsored ADR<br>| 138463 | &nbsp;&nbsp;12186129 |
|  | Hunting PLC | 41308 | &nbsp;&nbsp;251320 |
| Ω | Ibstock PLC | 77283 | &nbsp;&nbsp;134462 |
|  | ICG PLC | 30675 | &nbsp;&nbsp;763311 |
| # | IDOX PLC | 32237 | &nbsp;&nbsp;31223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IG Group Holdings <br>PLC<br>| 122833 | &nbsp;&nbsp;2278803 |
|  | IMI PLC | 98926 | &nbsp;&nbsp;3735671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Impax Asset <br>Management Group <br>PLC<br>| 20782 | &nbsp;&nbsp;46520 |
|  | Imperial Brands PLC | 120963 | &nbsp;&nbsp;5094694 |
|  | Inchcape PLC | 126742 | &nbsp;&nbsp;1417281 |
|  | Informa PLC | 181115 | &nbsp;&nbsp;2185661 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IntegraFin Holdings <br>PLC<br>| 39085 | &nbsp;&nbsp;188158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;InterContinental <br>Hotels Group PLC<br>| 2901 | &nbsp;&nbsp;391897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;InterContinental <br>Hotels Group PLC <br>(IHG US), ADR<br>| 13252 | &nbsp;&nbsp;1818761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Personal <br>Finance PLC<br>| 72517 | &nbsp;&nbsp;233630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International <br>Workplace Group <br>PLC<br>| 165973 | &nbsp;&nbsp;562671 |
|  | Intertek Group PLC | 31337 | &nbsp;&nbsp;1922451 |
|  | Investec PLC | 171771 | &nbsp;&nbsp;1426426 |
| \* | IP Group PLC | 287905 | &nbsp;&nbsp;233815 |
| #\* | IQE PLC | 250080 | &nbsp;&nbsp;27153 |
| #\* | ITM Power PLC | 11679 | &nbsp;&nbsp;9976 |
|  | ITV PLC | 851146 | &nbsp;&nbsp;948980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;J D Wetherspoon <br>PLC<br>| 29560 | &nbsp;&nbsp;271070 |
|  | J Sainsbury PLC | 505272 | &nbsp;&nbsp;2213956 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;James Fisher & Sons <br>PLC<br>| 13516 | &nbsp;&nbsp;82749 |
| # | James Halstead PLC | 61721 | &nbsp;&nbsp;116583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JD Sports Fashion <br>PLC<br>| 628814 | &nbsp;&nbsp;703723 |
|  | JET2 PLC | 20824 | &nbsp;&nbsp;353017 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;John Wood Group <br>PLC<br>| 194931 | &nbsp;&nbsp;69301 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Matthey <br>PLC<br>| 49163 | &nbsp;&nbsp;$1589826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Service <br>Group PLC<br>| 113318 | &nbsp;&nbsp;219159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jupiter Fund <br>Management PLC<br>| 118422 | &nbsp;&nbsp;304416 |
|  | Just Group PLC | 331163 | &nbsp;&nbsp;981131 |
|  | Kainos Group PLC | 19826 | &nbsp;&nbsp;244096 |
|  | Keller Group PLC | 53847 | &nbsp;&nbsp;1310610 |
|  | Kier Group PLC | 140860 | &nbsp;&nbsp;431634 |
|  | Kingfisher PLC | 526024 | &nbsp;&nbsp;2424125 |
|  | Kitwave Group PLC | 9363 | &nbsp;&nbsp;37987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Knights Group <br>Holdings PLC<br>| 8396 | &nbsp;&nbsp;22631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lancashire Holdings <br>Ltd.<br>| 80373 | &nbsp;&nbsp;678777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Legal & General <br>Group PLC<br>| 531976 | &nbsp;&nbsp;1931506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lion Finance Group <br>PLC<br>| 18144 | &nbsp;&nbsp;2506763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Liontrust Asset <br>Management PLC<br>| 10740 | &nbsp;&nbsp;34793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lloyds Banking Group <br>PLC (LLOY LN)<br>| 4967542 | &nbsp;&nbsp;7417554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;London Investment <br>Group PLC<br>| 2223 | &nbsp;&nbsp;11853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;London Stock <br>Exchange Group <br>PLC<br>| 7836 | &nbsp;&nbsp;874044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LSL Property Services <br>PLC<br>| 21252 | &nbsp;&nbsp;77226 |
| Ω | Luceco PLC | 17334 | &nbsp;&nbsp;37375 |
|  | M&C Saatchi PLC | 26191 | &nbsp;&nbsp;46113 |
|  | M&G PLC | 546606 | &nbsp;&nbsp;2317198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Macfarlane Group <br>PLC<br>| 47125 | &nbsp;&nbsp;46416 |
|  | Man Group PLC | 203961 | &nbsp;&nbsp;736177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marks & Spencer <br>Group PLC<br>| 691332 | &nbsp;&nbsp;3467167 |
|  | Marshalls PLC | 64748 | &nbsp;&nbsp;138685 |
| \* | Marston's PLC | 259927 | &nbsp;&nbsp;214942 |
|  | McBride PLC | 53087 | &nbsp;&nbsp;116414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Me Group <br>International PLC<br>| 106144 | &nbsp;&nbsp;201140 |
|  | Mears Group PLC | 43229 | &nbsp;&nbsp;217125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Melrose Industries <br>PLC<br>| 145360 | &nbsp;&nbsp;1249795 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Metro Bank Holdings <br>PLC<br>| 54271 | &nbsp;&nbsp;99220 |
|  | Midwich Group PLC | 19506 | &nbsp;&nbsp;52192 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mitchells & Butlers <br>PLC<br>| 102151 | &nbsp;&nbsp;369158 |
|  | Mitie Group PLC | 362970 | &nbsp;&nbsp;829773 |
|  | MJ Gleeson PLC | 17134 | &nbsp;&nbsp;90758 |
|  | Mondi PLC | 93134 | &nbsp;&nbsp;1088387 |
|  | MONY Group PLC | 164054 | &nbsp;&nbsp;418785 |
|  | Moonpig Group PLC | 65807 | &nbsp;&nbsp;193055 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Advanced <br>Materials PLC<br>| 70617 | &nbsp;&nbsp;$221167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Sindall Group <br>PLC<br>| 10550 | &nbsp;&nbsp;713627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mortgage Advice <br>Bureau Holdings <br>Ltd.<br>| 4769 | &nbsp;&nbsp;51050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MP Evans Group <br>PLC<br>| 12136 | &nbsp;&nbsp;217056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Grid PLC <br>(NG LN)<br>| 80856 | &nbsp;&nbsp;1373707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Grid PLC <br>(NGG US), <br>Sponsored ADR<br>| 24552 | &nbsp;&nbsp;2093549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NatWest Group PLC <br>(NWG LN)<br>| 518694 | &nbsp;&nbsp;4727782 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;NatWest Group PLC <br>(NWG US), <br>Sponsored ADR<br>| 105299 | &nbsp;&nbsp;1919610 |
|  | NCC Group PLC | 69878 | &nbsp;&nbsp;134714 |
|  | Next 15 Group PLC | 24898 | &nbsp;&nbsp;120007 |
|  | Next PLC | 15976 | &nbsp;&nbsp;2900584 |
|  | Ninety One PLC | 124236 | &nbsp;&nbsp;432503 |
|  | Norcros PLC | 29191 | &nbsp;&nbsp;141786 |
| \* | Ocado Group PLC | 132016 | &nbsp;&nbsp;395636 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;On the Beach Group <br>PLC<br>| 31548 | &nbsp;&nbsp;94777 |
|  | OSB Group PLC | 134233 | &nbsp;&nbsp;1121953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oxford Instruments <br>PLC<br>| 5817 | &nbsp;&nbsp;201294 |
|  | Pagegroup PLC | 91355 | &nbsp;&nbsp;258143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pan African <br>Resources PLC<br>| 656500 | &nbsp;&nbsp;1161914 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Pantheon Resources <br>PLC<br>| 181723 | &nbsp;&nbsp;18870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paragon Banking <br>Group PLC<br>| 78554 | &nbsp;&nbsp;955923 |
|  | PayPoint PLC | 12008 | &nbsp;&nbsp;87374 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Pearson PLC (PSO <br>US), Sponsored <br>ADR<br>| 70351 | &nbsp;&nbsp;925819 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pearson PLC (PSON <br>LN)<br>| 10386 | &nbsp;&nbsp;136607 |
|  | Pennon Group PLC | 93971 | &nbsp;&nbsp;704363 |
|  | Persimmon PLC | 80849 | &nbsp;&nbsp;1556927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pets at Home Group <br>PLC<br>| 130203 | &nbsp;&nbsp;364654 |
|  | Pharos Energy PLC | 34521 | &nbsp;&nbsp;10346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Phoenix Group <br>Holdings PLC<br>| 31503 | &nbsp;&nbsp;319304 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Phoenix Spree <br>Deutschland Ltd.<br>| 14613 | &nbsp;&nbsp;34970 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pinewood <br>Technologies Group <br>PLC<br>| 21720 | &nbsp;&nbsp;140359 |
|  | Playtech PLC | 56782 | &nbsp;&nbsp;230709 |
|  | Plus500 Ltd. | 34070 | &nbsp;&nbsp;1961119 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Polar Capital Holdings <br>PLC<br>| 26008 | &nbsp;&nbsp;$209926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pollen Street Group <br>Ltd.<br>| 3987 | &nbsp;&nbsp;50167 |
|  | Porvair PLC | 4392 | &nbsp;&nbsp;50931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PPHE Hotel Group <br>Ltd.<br>| 3736 | &nbsp;&nbsp;91532 |
|  | Premier Foods PLC | 262916 | &nbsp;&nbsp;680401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prudential PLC (PRU <br>LN)<br>| 101805 | &nbsp;&nbsp;1672172 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Prudential PLC (PUK <br>US), ADR<br>| 43085 | &nbsp;&nbsp;1421374 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PureTech Health PLC <br>(PRTC LN)<br>| 45748 | &nbsp;&nbsp;82885 |
|  | PZ Cussons PLC | 37864 | &nbsp;&nbsp;37956 |
|  | QinetiQ Group PLC | 120356 | &nbsp;&nbsp;829182 |
| Ω | Quilter PLC | 325919 | &nbsp;&nbsp;867578 |
|  | Rank Group PLC | 55941 | &nbsp;&nbsp;67313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rathbones Group <br>PLC<br>| 11268 | &nbsp;&nbsp;341065 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Raven Property Group <br>Ltd.<br>| 39205 | &nbsp;&nbsp;0 |
|  | Reach PLC | 142418 | &nbsp;&nbsp;124978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reckitt Benckiser <br>Group PLC<br>| 82259 | &nbsp;&nbsp;6862787 |
|  | Record PLC | 26759 | &nbsp;&nbsp;21255 |
|  | Redcentric PLC | 1875 | &nbsp;&nbsp;3057 |
|  | RELX PLC (REL LN) | 38132 | &nbsp;&nbsp;1351856 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;RELX PLC (RELX <br>US), Sponsored <br>ADR<br>| 40644 | &nbsp;&nbsp;1455041 |
|  | RELX PLC (REN NA) | 48598 | &nbsp;&nbsp;1735797 |
|  | Renew Holdings PLC | 14848 | &nbsp;&nbsp;190377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rentokil Initial PLC <br>RTO LN<br>| 290094 | &nbsp;&nbsp;1800560 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Rentokil Initial PLC <br>RTO US, <br>Sponsored ADR<br>| 2969 | &nbsp;&nbsp;93553 |
|  | RHI Magnesita NV | 6366 | &nbsp;&nbsp;241702 |
|  | Rightmove PLC | 235871 | &nbsp;&nbsp;1596706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rio Tinto PLC (RIO <br>LN)<br>| 2919 | &nbsp;&nbsp;266313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rio Tinto PLC (RIO <br>US), Sponsored <br>ADR<br>| 90368 | &nbsp;&nbsp;8226199 |
|  | Robert Walters PLC | 14202 | &nbsp;&nbsp;24325 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Rockhopper <br>Exploration PLC<br>| 204232 | &nbsp;&nbsp;198828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rolls-Royce Holdings <br>PLC<br>| 561583 | &nbsp;&nbsp;9387969 |
|  | Rotork PLC | 200906 | &nbsp;&nbsp;974947 |
|  | RS Group PLC | 89755 | &nbsp;&nbsp;824181 |
|  | RWS Holdings PLC | 51044 | &nbsp;&nbsp;58837 |
|  | S&U PLC | 1185 | &nbsp;&nbsp;38400 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Sabre Insurance <br>Group PLC<br>| 54083 | &nbsp;&nbsp;96258 |
| \* | Saga PLC | 30551 | &nbsp;&nbsp;217823 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | Sage Group PLC | 118488 | &nbsp;&nbsp;$1553757 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Savannah Energy <br>PLC<br>| 205545 | &nbsp;&nbsp;20202 |
|  | Savills PLC | 49686 | &nbsp;&nbsp;733281 |
|  | Schroders PLC | 160403 | &nbsp;&nbsp;993493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Secure Trust Bank <br>PLC<br>| 4722 | &nbsp;&nbsp;93837 |
|  | Senior PLC | 82116 | &nbsp;&nbsp;274780 |
|  | Serco Group PLC | 334609 | &nbsp;&nbsp;1373882 |
|  | Serica Energy PLC | 53343 | &nbsp;&nbsp;157575 |
|  | Severfield PLC | 94328 | &nbsp;&nbsp;35200 |
|  | Severn Trent PLC | 33805 | &nbsp;&nbsp;1357804 |
|  | Shell PLC (SHEL LN) | 31966 | &nbsp;&nbsp;1228758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shell PLC (SHEL US), <br>ADR<br>| 350728 | &nbsp;&nbsp;27016578 |
| \* | SIG PLC | 245058 | &nbsp;&nbsp;32716 |
| \* | SigmaRoc PLC | 100353 | &nbsp;&nbsp;196962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Smith & Nephew PLC <br>(SN LN)<br>| 32509 | &nbsp;&nbsp;554059 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Smith & Nephew PLC <br>(SNN US), <br>Sponsored ADR<br>| 20267 | &nbsp;&nbsp;691915 |
|  | Smiths Group PLC | 37720 | &nbsp;&nbsp;1295373 |
|  | Smiths News PLC | 53098 | &nbsp;&nbsp;49538 |
|  | Softcat PLC | 48702 | &nbsp;&nbsp;953785 |
| \* | SolGold PLC | 83699 | &nbsp;&nbsp;32110 |
|  | Speedy Hire PLC | 195133 | &nbsp;&nbsp;68252 |
|  | Spirax Group PLC | 7158 | &nbsp;&nbsp;713272 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Spire Healthcare <br>Group PLC<br>| 84928 | &nbsp;&nbsp;238004 |
|  | SSE PLC | 139546 | &nbsp;&nbsp;4638154 |
|  | SSP Group PLC | 175079 | &nbsp;&nbsp;438369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;St. James's Place <br>PLC<br>| 151699 | &nbsp;&nbsp;3168283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Standard Chartered <br>PLC<br>| 310696 | &nbsp;&nbsp;7949602 |
|  | SThree PLC | 20261 | &nbsp;&nbsp;53131 |
| \* | Strix Group PLC | 24885 | &nbsp;&nbsp;16007 |
|  | STV Group PLC | 6164 | &nbsp;&nbsp;9682 |
| \* | Synthomer PLC | 29916 | &nbsp;&nbsp;21865 |
|  | Tate & Lyle PLC | 76052 | &nbsp;&nbsp;393465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tatton Asset <br>Management PLC<br>| 8599 | &nbsp;&nbsp;80202 |
|  | Taylor Wimpey PLC | 1066722 | &nbsp;&nbsp;1559505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TBC Bank Group <br>PLC<br>| 15540 | &nbsp;&nbsp;903530 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Team Internet Group <br>PLC<br>| 39440 | &nbsp;&nbsp;26479 |
|  | Telecom Plus PLC | 25673 | &nbsp;&nbsp;469005 |
|  | Tesco PLC | 1134907 | &nbsp;&nbsp;6603797 |
| \* | THG PLC | 77518 | &nbsp;&nbsp;39523 |
|  | Topps Tiles PLC | 38488 | &nbsp;&nbsp;22222 |
|  | TP ICAP Group PLC | 267269 | &nbsp;&nbsp;932344 |
| \*Ω | Trainline PLC | 94659 | &nbsp;&nbsp;265285 |
|  | Travis Perkins PLC | 71961 | &nbsp;&nbsp;615990 |
|  | Treatt PLC | 8368 | &nbsp;&nbsp;23357 |
|  | Trifast PLC | 24484 | &nbsp;&nbsp;25088 |
| \* | TT Electronics PLC | 65123 | &nbsp;&nbsp;99891 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
| #\* | Tullow Oil PLC | 210141 | &nbsp;&nbsp;$23380 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Unilever PLC UL US, <br>ADR<br>| 82174 | &nbsp;&nbsp;5617415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unilever PLC ULVRL <br>IX<br>| 13425 | &nbsp;&nbsp;913294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unilever PLC UNA <br>NA<br>| 5772 | &nbsp;&nbsp;392935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Utilities Group <br>PLC<br>| 86302 | &nbsp;&nbsp;1477968 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vanquis Banking <br>Group PLC<br>| 72167 | &nbsp;&nbsp;117769 |
|  | Vertu Motors PLC | 104508 | &nbsp;&nbsp;90025 |
|  | Vesuvius PLC | 81499 | &nbsp;&nbsp;512863 |
|  | Victrex PLC | 11379 | &nbsp;&nbsp;102257 |
| \* | Videndum PLC | 15306 | &nbsp;&nbsp;2579 |
| \* | Vistry Group PLC | 98637 | &nbsp;&nbsp;898810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vodafone Group PLC <br>(VOD LN)<br>| 1918349 | &nbsp;&nbsp;2825204 |
|  | Volex PLC | 35041 | &nbsp;&nbsp;211379 |
|  | Volution Group PLC | 39770 | &nbsp;&nbsp;348073 |
|  | Vp PLC | 1242 | &nbsp;&nbsp;9169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WAG Payment <br>Solutions PLC<br>| 17824 | &nbsp;&nbsp;30829 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Watches of <br>Switzerland Group <br>PLC<br>| 56324 | &nbsp;&nbsp;401176 |
| \* | Watkin Jones PLC | 69828 | &nbsp;&nbsp;27807 |
|  | Weir Group PLC  | 36595 | &nbsp;&nbsp;1616354 |
|  | WH Smith PLC | 38845 | &nbsp;&nbsp;358787 |
|  | Whitbread PLC | 38579 | &nbsp;&nbsp;1440092 |
|  | Wickes Group PLC | 91550 | &nbsp;&nbsp;285442 |
|  | Wilmington PLC | 8381 | &nbsp;&nbsp;34241 |
| \* | Wise PLC, Class A | 13801 | &nbsp;&nbsp;178002 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Wizz Air Holdings <br>PLC<br>| 1105 | &nbsp;&nbsp;21432 |
|  | WPP PLC (WPP LN) | 55778 | &nbsp;&nbsp;231380 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;WPP PLC (WPP US), <br>Sponsored ADR<br>| 23989 | &nbsp;&nbsp;500890 |
| \* | Xaar PLC | 14848 | &nbsp;&nbsp;22346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;XPS Pensions Group <br>PLC<br>| 39143 | &nbsp;&nbsp;186253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Young & Co.'s <br>Brewery PLC <br>(YNGA LN), <br>Class A<br>| 8330 | &nbsp;&nbsp;94783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Young & Co.'s <br>Brewery PLC <br>(YNGN LN)<br>| 7529 | &nbsp;&nbsp;61232 |
|  | Zigup PLC | 65915 | &nbsp;&nbsp;343851 |
|  | Zotefoams PLC | 4323 | &nbsp;&nbsp;24607 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED <br>KINGDOM | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED <br>KINGDOM |  | &nbsp;&nbsp;402231529 |
| UNITED STATES — (0.1%) | UNITED STATES — (0.1%) | UNITED STATES — (0.1%) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Diversified Energy Co. <br>DEC LN<br>| 8438 | &nbsp;&nbsp;110073 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Diversified Energy Co. <br>DEC US<br>| 8765 | &nbsp;&nbsp;$117363 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gran Tierra Energy, <br>Inc. (GTE CN)<br>| 13205 | &nbsp;&nbsp;71471 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;International Paper <br>Co.<br>| 55889 | &nbsp;&nbsp;2239312 |
| # | Qiagen NV | 42828 | &nbsp;&nbsp;2290328 |
|  | Royal Gold, Inc. | 7099 | &nbsp;&nbsp;1869238 |
| \* | Sunococorp LLC | 12492 | &nbsp;&nbsp;669828 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | &nbsp;&nbsp;7367613 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS |  | &nbsp;&nbsp;5103024729 |
| PREFERRED STOCKS — (0.4%) | PREFERRED STOCKS — (0.4%) | PREFERRED STOCKS — (0.4%) | PREFERRED STOCKS — (0.4%) |
| BRAZIL — (0.2%) | BRAZIL — (0.2%) | BRAZIL — (0.2%) | BRAZIL — (0.2%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alpargatas SA, <br>13.231%<br>| 41693 | &nbsp;&nbsp;113843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Axia Energia Class B, <br>7.132%<br>| 14000 | &nbsp;&nbsp;153786 |
| \* | Axia Energia Class C | 23269 | &nbsp;&nbsp;233453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco ABC Brasil SA, <br>9.667%<br>| 38137 | &nbsp;&nbsp;194353 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Banco BMG SA, <br>10.786%<br>| 92541 | &nbsp;&nbsp;88097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Bradesco SA, <br>6.739%<br>| 221663 | &nbsp;&nbsp;897561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco do Estado do <br>Rio Grande do Sul <br>SA, 8.900%<br>| 83494 | &nbsp;&nbsp;285730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Pine SA, <br>5.174%<br>| 35036 | &nbsp;&nbsp;89009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Centrais Eletricas de <br>Santa Catarina SA, <br>6.947%<br>| 1700 | &nbsp;&nbsp;45220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia de Ferro Ligas da <br>Bahia FERBASA, <br>8.707%<br>| 59972 | &nbsp;&nbsp;95495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia De Sanena Do <br>Parana, 4.533%<br>| 179798 | &nbsp;&nbsp;300987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia Energetica de <br>Minas Gerais, <br>14.378%<br>| 221829 | &nbsp;&nbsp;483891 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cyrela Brazil Realty <br>SA <br>Empreendimentos e <br>Participacoes<br>| 18292 | &nbsp;&nbsp;97842 |
|  | Energisa SA, 4.001% | 212 | &nbsp;&nbsp;385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eucatex SA Industria <br>e Comercio, <br>5.357%<br>| 26314 | &nbsp;&nbsp;105001 |
|  | Gerdau SA, 2.765% | 60750 | &nbsp;&nbsp;258803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Isa Energia Brasil SA, <br>9.871%<br>| 39563 | &nbsp;&nbsp;209439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Itau Unibanco Holding <br>SA, 9.784%<br>| 155161 | &nbsp;&nbsp;1341471 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | Klabin SA, 8.728% | 3 | &nbsp;&nbsp;$2 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Localiza Rent a Car <br>SA<br>| 7482 | &nbsp;&nbsp;66336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marcopolo SA, <br>17.759%<br>| 212889 | &nbsp;&nbsp;260916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Petroleo Brasileiro SA <br>- Petrobras, <br>7.682%<br>| 616194 | &nbsp;&nbsp;4421165 |
| \* | Raizen SA | 297543 | &nbsp;&nbsp;58234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Randoncorp SA, <br>0.726%<br>| 64153 | &nbsp;&nbsp;78504 |
|  | Schulz SA, 11.852% | 27962 | &nbsp;&nbsp;28372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taurus Armas SA, <br>3.419%<br>| 22990 | &nbsp;&nbsp;23546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Track & Field Co. SA, <br>1.832%<br>| 7000 | &nbsp;&nbsp;20750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unipar Carbocloro SA, <br>19.844%<br>| 8818 | &nbsp;&nbsp;105342 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Usinas Siderurgicas <br>de Minas Gerais SA <br>Usiminas<br>| 129559 | &nbsp;&nbsp;155094 |
| TOTAL BRAZIL | TOTAL BRAZIL |  | &nbsp;&nbsp;10212627 |
| CHILE — (0.0%) | CHILE — (0.0%) | CHILE — (0.0%) | CHILE — (0.0%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Embotelladora Andina <br>SA, 1.318%<br>| 47804 | &nbsp;&nbsp;251112 |
| COLOMBIA — (0.0%) | COLOMBIA — (0.0%) | COLOMBIA — (0.0%) | COLOMBIA — (0.0%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Argos SA, <br>4.719%<br>| 8261 | &nbsp;&nbsp;32580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Aval Acciones y <br>Valores SA, <br>2.827%<br>| 451853 | &nbsp;&nbsp;109391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo de Inversiones <br>Suramericana SA, <br>2.879%<br>| 12695 | &nbsp;&nbsp;178910 |
| TOTAL COLOMBIA | TOTAL COLOMBIA |  | &nbsp;&nbsp;320881 |
| GERMANY — (0.2%) | GERMANY — (0.2%) | GERMANY — (0.2%) | GERMANY — (0.2%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bayerische Motoren <br>Werke AG, 4.951%<br>| 6151 | &nbsp;&nbsp;634448 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Dr. Ing hc F Porsche <br>AG, 5.627%<br>| 11745 | &nbsp;&nbsp;571546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Draegerwerk AG & <br>Co. KGaA, 2.296%<br>| 2818 | &nbsp;&nbsp;297578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Einhell Germany AG, <br>1.716%<br>| 1782 | &nbsp;&nbsp;185729 |
| # | FUCHS SE, 3.204% | 24279 | &nbsp;&nbsp;1049505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henkel AG & Co. <br>KGaA, 2.751%<br>| 20747 | &nbsp;&nbsp;1822663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jungheinrich AG, <br>2.208%<br>| 19888 | &nbsp;&nbsp;855874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Porsche Automobil <br>Holding SE, <br>5.285%<br>| 48794 | &nbsp;&nbsp;2087674 |
| # | Sartorius AG, 0.314% | 1208 | &nbsp;&nbsp;337627 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | Sixt SE, 5.075% | 6464 | &nbsp;&nbsp;$407554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;STO SE & Co. KGaA, <br>2.829%<br>| 939 | &nbsp;&nbsp;131634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Villeroy & Boch AG, <br>5.099%<br>| 2636 | &nbsp;&nbsp;56229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen AG, <br>6.202%<br>| 26069 | &nbsp;&nbsp;3162301 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp;11600362 |
| INDIA — (0.0%) | INDIA — (0.0%) | INDIA — (0.0%) | INDIA — (0.0%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TVS Motor Co. Ltd., <br>6.000%<br>| 190612 | &nbsp;&nbsp;20721 |
| PHILIPPINES — (0.0%) | PHILIPPINES — (0.0%) | PHILIPPINES — (0.0%) | PHILIPPINES — (0.0%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cebu Air, Inc., <br>6.000%<br>| 55128 | &nbsp;&nbsp;33097 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL PREFERRED <br>STOCKS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL PREFERRED <br>STOCKS |  | &nbsp;&nbsp;22438800 |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| AUSTRALIA — (0.0%) | AUSTRALIA — (0.0%) | AUSTRALIA — (0.0%) | AUSTRALIA — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Silver Mines Ltd. <br>Warrants 06/17/26<br>| 9517 | &nbsp;&nbsp;864 |
| BRAZIL — (0.0%) | BRAZIL — (0.0%) | BRAZIL — (0.0%) | BRAZIL — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Banco BMG SA <br>Rights 03/02/2026<br>| 7635 | &nbsp;&nbsp;1161 |
| CANADA — (0.0%) | CANADA — (0.0%) | CANADA — (0.0%) | CANADA — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Constellation <br>Software, Inc. <br>Warrants <br>03/31/2040<br>| 1541 | &nbsp;&nbsp;0 |
| ITALY — (0.0%) | ITALY — (0.0%) | ITALY — (0.0%) | ITALY — (0.0%) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Webuild SpA Warrants <br>08/02/2030<br>| 6942 | &nbsp;&nbsp;0 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (0.0%) | MALAYSIA — (0.0%) | MALAYSIA — (0.0%) | MALAYSIA — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Berjaya Corp. Bhd. <br>Warrants <br>01/06/2031<br>| 259704 | &nbsp;&nbsp;$5271 |
| SPAIN — (0.0%) | SPAIN — (0.0%) | SPAIN — (0.0%) | SPAIN — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ACS Actividades de <br>Construccion y <br>Servicios SA Rights <br>02/06/2026<br>| 54035 | &nbsp;&nbsp;29719 |
| 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>| 13902 | &nbsp;&nbsp;47268 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Speed Tech Corp. <br>Rights 01/15/2026<br>| 2825 | &nbsp;&nbsp;314 |
| TOTAL TAIWAN | TOTAL TAIWAN |  | &nbsp;&nbsp;47582 |
| THAILAND — (0.0%) | THAILAND — (0.0%) | THAILAND — (0.0%) | THAILAND — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Assetwise PCL <br>Rights<br>| 4930 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Better World Green <br>PCL Warrants<br>| 586066 | &nbsp;&nbsp;0 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL <br>RIGHTS/WARRANTS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL <br>RIGHTS/WARRANTS |  | &nbsp;&nbsp;84597 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $2,883,378,854) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $2,883,378,854) |  | &nbsp;&nbsp;5125548126 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  |  | **Value†** |
| SECURITIES LENDING COLLATERAL — (3.5%) | SECURITIES LENDING COLLATERAL — (3.5%) | SECURITIES LENDING COLLATERAL — (3.5%) | SECURITIES LENDING COLLATERAL — (3.5%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund<br>| 15985514 | &nbsp;&nbsp;184904440 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $3,068,283,294)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $3,068,283,294)^^ |  | &nbsp;&nbsp;$5310452566 |

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As of January 31, 2026, World ex U.S. Core 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;129 | 03/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;$44926900 | &nbsp;&nbsp;&nbsp;&nbsp;$44929088 | &nbsp;&nbsp;&nbsp;&nbsp;$2188 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp;**$44926900** | &nbsp;&nbsp;**$44929088** | &nbsp;&nbsp;**$2188** |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

As of January 31, 2026, the value of Rule 144A securities amounted to $135,069,557 or 2.5% of net assets.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia | &nbsp;&nbsp;&nbsp;$4231962 | &nbsp;&nbsp;&nbsp;$207737744 | &nbsp;&nbsp;&nbsp;$263563 | &nbsp;&nbsp;&nbsp;$212233269 |
| &nbsp;&nbsp;&nbsp;&nbsp;Austria | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;24027031 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;24027031 |
| &nbsp;&nbsp;&nbsp;&nbsp;Belgium | &nbsp;&nbsp;&nbsp;744996 | &nbsp;&nbsp;&nbsp;37884311 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;38629307 |
| &nbsp;&nbsp;&nbsp;&nbsp;Brazil | &nbsp;&nbsp;&nbsp;55719717 | &nbsp;&nbsp;&nbsp;175285 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;55895002 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;416742123 | &nbsp;&nbsp;&nbsp;1511489 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;418253612 |
| &nbsp;&nbsp;&nbsp;&nbsp;Chile | &nbsp;&nbsp;&nbsp;1274893 | &nbsp;&nbsp;&nbsp;7841084 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;9115977 |
| &nbsp;&nbsp;&nbsp;&nbsp;China | &nbsp;&nbsp;&nbsp;27908071 | &nbsp;&nbsp;&nbsp;429082351 | &nbsp;&nbsp;&nbsp;51946 | &nbsp;&nbsp;&nbsp;457042368 |
| &nbsp;&nbsp;&nbsp;&nbsp;Colombia | &nbsp;&nbsp;&nbsp;2260233 | &nbsp;&nbsp;&nbsp;223029 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2483262 |
| &nbsp;&nbsp;&nbsp;&nbsp;Czech Republic | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2369825 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2369825 |
| &nbsp;&nbsp;&nbsp;&nbsp;Denmark | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;76024730 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;76024730 |
| &nbsp;&nbsp;&nbsp;&nbsp;Egypt | &nbsp;&nbsp;&nbsp;166424 | &nbsp;&nbsp;&nbsp;279652 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;446076 |
| &nbsp;&nbsp;&nbsp;&nbsp;Finland | &nbsp;&nbsp;&nbsp;740737 | &nbsp;&nbsp;&nbsp;59506220 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;60246957 |
| &nbsp;&nbsp;&nbsp;&nbsp;France | &nbsp;&nbsp;&nbsp;2174980 | &nbsp;&nbsp;&nbsp;251281500 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;253456480 |
| &nbsp;&nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;256167531 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;256167531 |
| &nbsp;&nbsp;&nbsp;&nbsp;Greece | &nbsp;&nbsp;&nbsp;1000562 | &nbsp;&nbsp;&nbsp;8881646 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;9882208 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hong Kong | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;54876457 | &nbsp;&nbsp;&nbsp;9324 | &nbsp;&nbsp;&nbsp;54885781 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hungary | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4732138 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4732138 |
| &nbsp;&nbsp;&nbsp;&nbsp;India | &nbsp;&nbsp;&nbsp;9313907 | &nbsp;&nbsp;&nbsp;227100702 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;236414609 |
| &nbsp;&nbsp;&nbsp;&nbsp;Indonesia | &nbsp;&nbsp;&nbsp;91112 | &nbsp;&nbsp;&nbsp;20185488 | &nbsp;&nbsp;&nbsp;20713 | &nbsp;&nbsp;&nbsp;20297313 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ireland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;20106934 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;20106934 |
| &nbsp;&nbsp;&nbsp;&nbsp;Israel | &nbsp;&nbsp;&nbsp;3664470 | &nbsp;&nbsp;&nbsp;45700803 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;49365273 |
| &nbsp;&nbsp;&nbsp;&nbsp;Italy | &nbsp;&nbsp;&nbsp;729459 | &nbsp;&nbsp;&nbsp;123347335 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;124076794 |
| &nbsp;&nbsp;&nbsp;&nbsp;Japan | &nbsp;&nbsp;&nbsp;1433521 | &nbsp;&nbsp;&nbsp;755727428 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;757160949 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kuwait | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;11382175 | &nbsp;&nbsp;&nbsp;36201 | &nbsp;&nbsp;&nbsp;11418376 |
| &nbsp;&nbsp;&nbsp;&nbsp;Malaysia | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;23761089 | &nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp;23761116 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mexico | &nbsp;&nbsp;&nbsp;34218532 | &nbsp;&nbsp;&nbsp;180969 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;34399501 |
| &nbsp;&nbsp;&nbsp;&nbsp;Netherlands | &nbsp;&nbsp;&nbsp;34405622 | &nbsp;&nbsp;&nbsp;94434752 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;128840374 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;9433424 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;9433424 |
| &nbsp;&nbsp;&nbsp;&nbsp;Norway | &nbsp;&nbsp;&nbsp;63889 | &nbsp;&nbsp;&nbsp;26415950 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;26479839 |
| &nbsp;&nbsp;&nbsp;&nbsp;Peru | &nbsp;&nbsp;&nbsp;833598 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;833598 |
| &nbsp;&nbsp;&nbsp;&nbsp;Philippines | &nbsp;&nbsp;&nbsp;18928 | &nbsp;&nbsp;&nbsp;7933316 | &nbsp;&nbsp;&nbsp;1420 | &nbsp;&nbsp;&nbsp;7953664 |
| &nbsp;&nbsp;&nbsp;&nbsp;Poland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;23167124 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;23167124 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portugal | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;12154256 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;12154256 |
| &nbsp;&nbsp;&nbsp;&nbsp;Qatar | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;10462949 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;10462949 |
| &nbsp;&nbsp;&nbsp;&nbsp;Saudi Arabia | &nbsp;&nbsp;&nbsp;22718 | &nbsp;&nbsp;&nbsp;39632225 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;39654943 |
| &nbsp;&nbsp;&nbsp;&nbsp;Singapore | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;43123692 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;43123692 |
| &nbsp;&nbsp;&nbsp;&nbsp;South Africa | &nbsp;&nbsp;&nbsp;7744682 | &nbsp;&nbsp;&nbsp;53949246 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;61693928 |
| &nbsp;&nbsp;&nbsp;&nbsp;South Korea | &nbsp;&nbsp;&nbsp;661379 | &nbsp;&nbsp;&nbsp;240028875 | &nbsp;&nbsp;&nbsp;101838 | &nbsp;&nbsp;&nbsp;240792092 |
| &nbsp;&nbsp;&nbsp;&nbsp;Spain | &nbsp;&nbsp;&nbsp;46998 | &nbsp;&nbsp;&nbsp;106761296 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;106808294 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sweden | &nbsp;&nbsp;&nbsp;72682 | &nbsp;&nbsp;&nbsp;96226032 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;96298714 |
| &nbsp;&nbsp;&nbsp;&nbsp;Switzerland | &nbsp;&nbsp;&nbsp;26735173 | &nbsp;&nbsp;&nbsp;241797024 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;268532197 |
| &nbsp;&nbsp;&nbsp;&nbsp;Taiwan | &nbsp;&nbsp;&nbsp;34346484 | &nbsp;&nbsp;&nbsp;313467349 | &nbsp;&nbsp;&nbsp;4306 | &nbsp;&nbsp;&nbsp;347818139 |
| &nbsp;&nbsp;&nbsp;&nbsp;Thailand | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;18404436 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;18404436 |
| &nbsp;&nbsp;&nbsp;&nbsp;Turkey | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;9589197 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;9589197 |
| &nbsp;&nbsp;&nbsp;&nbsp;United Arab Emirates | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;28492308 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;28492308 |
| &nbsp;&nbsp;&nbsp;&nbsp;United Kingdom | &nbsp;&nbsp;&nbsp;90164267 | &nbsp;&nbsp;&nbsp;312065446 | &nbsp;&nbsp;&nbsp;1816 | &nbsp;&nbsp;&nbsp;402231529 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States | &nbsp;&nbsp;&nbsp;4346013 | &nbsp;&nbsp;&nbsp;3021600 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;7367613 |
| Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Brazil | &nbsp;&nbsp;&nbsp;10212627 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;10212627 |
| &nbsp;&nbsp;&nbsp;&nbsp;Chile | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;251112 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;251112 |
| &nbsp;&nbsp;&nbsp;&nbsp;Colombia | &nbsp;&nbsp;&nbsp;320881 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;320881 |

---

------

**World ex U.S. Core Equity Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| &nbsp;&nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$11600362 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$11600362 |
| &nbsp;&nbsp;&nbsp;&nbsp;India | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;20721 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;20721 |
| &nbsp;&nbsp;&nbsp;&nbsp;Philippines | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;33097 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;33097 |
| Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;864 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;864 |
| &nbsp;&nbsp;&nbsp;&nbsp;Brazil | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1161 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1161 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;Italy | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;Malaysia | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;5271 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;5271 |
| &nbsp;&nbsp;&nbsp;&nbsp;Spain | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;29719 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;29719 |
| &nbsp;&nbsp;&nbsp;&nbsp;Taiwan | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;47582 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;47582 |
| &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;184904440 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;184904440 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$772411640 | &nbsp;&nbsp;&nbsp;$4537549772 | &nbsp;&nbsp;&nbsp;$491,154˂˃ | &nbsp;&nbsp;&nbsp;$5310452566 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts\*\* | &nbsp;&nbsp;&nbsp;$2188 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2188 |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp;$2188 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$2188 |
| &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>|

---

------

**Selectively Hedged Global Equity Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| DOMESTIC EQUITIES — (56.6%) | DOMESTIC EQUITIES — (56.6%) | DOMESTIC EQUITIES — (56.6%) |
| U.S. Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;4411678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$200466662 |
| INTERNATIONAL EQUITIES — (43.4%) | INTERNATIONAL EQUITIES — (43.4%) | INTERNATIONAL EQUITIES — (43.4%) |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;4045579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86413561 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;2141181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66997558 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153411119 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $143,842,332)^^ | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $143,842,332)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$353877781 |

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br>**Date**<br>| **Unrealized**<br>**Foreign**<br>**Exchange**<br>**Appreciation**<br>**(Depreciation)**<br>|
| USD | 11801746 | HKD | 91883200 | Bank of America Corp. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;$40094 |
| USD | 48717 | SGD | 61800 | Citibank, N.A. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;136 |
| USD | 739118 | HKD | 5761877 | Goldman Sachs Capital Markets L.P. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;1560 |
| ILS | 3118000 | USD | 991981 | HSBC Bank | 02/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;14035 |
| USD | 13105382 | HKD | 102260000 | Bank of America Corp. | 03/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;2763 |
| USD | 924625 | SGD | 1173736 | Citibank, N.A. | 03/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;200 |
| USD | 5959941 | CAD | 8084000 | Societe Generale | 03/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;8673 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$67461** |
| USD | 5502794 | CAD | 7542600 | Bank of America Corp. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;$(36749)<br>|
| HKD | 97645077 | USD | 12502202 | Bank of America Corp. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;(2993)<br>|
| USD | 858493 | SGD | 1101400 | Citibank, N.A. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;(7319)<br>|
| USD | 295331 | CAD | 410212 | Citibank, N.A. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;(5943)<br>|
| SGD | 1163200 | USD | 914609 | Citibank, N.A. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;(216)<br>|
| CAD | 7952812 | USD | 5849356 | Societe Generale | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;(8540)<br>|
| USD | 16164197 | JPY | 2520106000 | Bank of America Corp. | 02/06/26 | &nbsp;&nbsp;&nbsp;&nbsp;(123899)<br>|
| USD | 846191 | JPY | 133829964 | Citibank, N.A. | 02/06/26 | &nbsp;&nbsp;&nbsp;&nbsp;(18786)<br>|
| USD | 4312414 | AUD | 6442000 | Bank of America Corp. | 02/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;(173423)<br>|
| USD | 22035364 | EUR | 18888000 | Bank of New York Mellon | 02/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;(360847)<br>|
| USD | 193604 | NZD | 332000 | Citibank, N.A. | 02/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;(6360)<br>|
| USD | 906315 | ILS | 2953000 | Bank of America Corp. | 02/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;(46464)<br>|
| USD | 51077 | ILS | 165000 | Citibank, N.A. | 02/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;(2159)<br>|
| USD | 1756148 | DKK | 11100000 | HSBC Bank | 02/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;(7823)<br>|
| USD | 2115688 | SEK | 19366000 | Citibank, N.A. | 03/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;(62613)<br>|
| USD | 5610408 | CHF | 4379400 | UBS AG | 03/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;(84522)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(948656)**<br>|
| **Total Appreciation**<br>**(Depreciation)** | **Total Appreciation**<br>**(Depreciation)** | **Total Appreciation**<br>**(Depreciation)** | **Total Appreciation**<br>**(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(881195)**<br>|

---

------

**Selectively Hedged Global Equity Portfolio**

**CONTINUED**

As of January 31, 2026, Selectively Hedged Global 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;10 | 03/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;$3481707 | &nbsp;&nbsp;&nbsp;&nbsp;$3482875 | &nbsp;&nbsp;&nbsp;&nbsp;$1168 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp;**$3481707** | &nbsp;&nbsp;**$3482875** | &nbsp;&nbsp;**$1168** |

---

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;$353877781 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$353877781 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$353877781 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$353877781 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$67461 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;67461 |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts\*\* | &nbsp;&nbsp;&nbsp;1168 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1168 |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(948656) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(948656) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp;$1168 | &nbsp;&nbsp;&nbsp;$(881195) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$(880027) |
| &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. |

---

------

**ORGANIZATION**

DFA Investment Dimensions Group Inc. (the "Fund") is an open-end management investment company registered under the Investment Company Act of 1940 (the "1940 Act"), whose shares are generally offered to institutional investors, retirement plans and clients of registered investment advisors. At January 31, 2026, the Fund consisted of one hundred and three operational portfolios, (the "Portfolios") all of which are included in this document. The Fund's advisor is Dimensional Fund Advisors LP (the "Advisor"). Some of the portfolios of the Fund are feeder funds in a master-feeder structure. The master funds are part of other entities that are also managed by the Advisor. The Schedules of Investments for the master funds have been included in this document.

**SECURITY VALUATION**

The Portfolios use a fair value hierarchy, which prioritizes the inputs-to-valuation techniques used to measure fair value into three broad levels described below:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 - inputs are quoted prices in active markets for identical securities (including equity securities, open-end investment companies and futures contracts)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 - other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 - significant unobservable inputs (including the Portfolios' own assumptions in determining the fair value of investments)

The Funds of Funds (International Small Company Portfolio, Global Small Company Portfolio, World ex U.S. Value Portfolio, Selectively Hedged Global Equity Portfolio, Dimensional Retirement Income Fund, Dimensional 2045 Target Date Retirement Income Fund, Dimensional 2050 Target Date Retirement Income Fund, Dimensional 2055 Target Date Retirement Income Fund, Dimensional 2060 Target Date Retirement Income Fund, Dimensional 2065 Target Date Retirement Income Fund, Dimensional 2070 Target Date Retirement Income Fund, Dimensional 2015 Target Date Retirement Income Fund, Dimensional 2020 Target Date Retirement Income Fund, Dimensional 2025 Target Date Retirement Income Fund, Dimensional 2030 Target Date Retirement Income Fund, Dimensional 2035 Target Date Retirement Income Fund, Dimensional 2040 Target Date Retirement Income Fund, World Core Equity Portfolio, Global Social Core Equity Portfolio, DFA VA Global Moderate Allocation Portfolio and VA Equity Allocation Portfolio) invest in the funds indicated on the Schedule of Investments ("Underlying Funds"). The DFA Global Real Estate Securities Portfolio may pursue its investment objective by investing its assets in its Underlying Funds and/or directly in securities of companies in the real estate industry. Each of the DFA Diversified Fixed Income Portfolio and DFA Global Core Plus Fixed Income Portfolio may pursue its investment objective by investing its assets in its Underlying Funds and/or directly in fixed income securities. Each Feeder Fund (U.S. Large Cap Value Portfolio, Japanese Small Company Portfolio, Asia Pacific Small Company Portfolio, United Kingdom Small Company Portfolio, Continental Small Company Portfolio, Emerging Markets Portfolio, Emerging Markets Small Cap Portfolio and Emerging Markets Value Portfolio) invests primarily in a corresponding master fund(s) ("Master Fund"). Shares held by the Portfolios in other investment companies (such as the Master Funds and the Underlying Funds) are valued at their respective daily net asset values as reported by their administrator. The Portfolios' investments in the series of The DFA Investment Trust Company or in Dimensional Emerging Markets Value Fund reflect their proportionate interest in the net assets of such corresponding Master Fund. These valuations are classified as Level 1 in the hierarchy.

Securities held by the Domestic Equity Portfolios (U.S. Targeted Value Portfolio, U.S. Small Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Core Equity 2 Portfolio, U.S. Vector Equity Portfolio, U.S. Small Cap Portfolio, U.S. Micro Cap Portfolio, DFA Real Estate Securities Portfolio, U.S. Large Cap Equity Portfolio, U.S. Social Core Equity 2 Portfolio, U.S. Sustainability Core 1 Portfolio, U.S. Sustainability Targeted Value Portfolio, VA U.S. Targeted Value Portfolio, VA U.S. Large Value Portfolio, U.S. Large Cap Growth Portfolio, U.S. Small Cap Growth Portfolio, and U.S. High Relative Profitability Portfolio) and the International Equity Portfolios (Large Cap International Portfolio, International Core Equity 2 Portfolio, DFA International Real Estate Securities Portfolio, DFA Global Real Estate Securities Portfolio, DFA International Small Cap Value Portfolio, International Vector Equity Portfolio, World ex U.S. Targeted Value Portfolio, World ex U.S. Core Equity Portfolio, Emerging Markets Core Equity 2 Portfolio, International Sustainability Core 1 Portfolio, International Social Core Equity Portfolio, Emerging Markets Social Core Equity Portfolio, VA International Value Portfolio, VA International Small Portfolio, International Large Cap Growth Portfolio, International Small Cap Growth Portfolio, International High Relative Profitability Portfolio, Emerging Markets Sustainability Core 1 Portfolio, Emerging Markets Targeted Value Portfolio and Dimensional World

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ex U.S. Sustainability Targeted Value Portfolio), including over-the-counter securities, are valued at the last quoted sale price of the day. International equity securities are subject to a fair value factor, as described later in this note. Securities held by the Domestic Equity Portfolios and the International Equity Portfolios that are listed on Nasdaq are valued at the Nasdaq Official Closing Price ("NOCP"). If there is no last reported sale price or NOCP for the day, the Domestic Equity Portfolios and the International Equity Portfolios value the securities within the range of the most recent quoted bid and ask prices. Price information on listed securities is taken from the exchange where the security is primarily traded. Generally, securities issued by open-end management investment companies are valued using their respective net asset values or public offering prices, as appropriate, for purchase orders placed at the close of the New York Stock Exchange ("NYSE"). These securities are generally categorized as Level 1 in the hierarchy. The investment in The DFA Short Term Investment Fund (the "Short Term Series"), which is an open-end management investment company available for purchase only by the Portfolios and affiliated funds, is categorized as Level 2 in the hierarchy.

Securities for which no market quotations are readily available (including restricted securities), or for which market quotations have become unreliable, are valued in good faith at fair value in accordance with Rule 2a-5 under the 1940 Act pursuant to procedures approved by the Board of Directors of the Fund. Fair value pricing may also be used if events that have a significant effect on the value of an investment (as determined in the discretion of the Advisor) occur before the net asset value of the Portfolio is calculated. When fair value pricing is used, the prices of securities used by the Domestic Equity Portfolios and the International Equity Portfolios may differ from the quoted or published prices for the same securities on their primary markets or exchanges. These securities are generally categorized as Level 2 or Level 3 in the hierarchy.

The International Equity Portfolios will also apply a fair value price in the circumstances described below. Generally, trading in foreign securities markets is completed each day at various times prior to the close of the NYSE. For example, trading in the Japanese securities markets is completed each day at the close of the Tokyo Stock Exchange (normally, 2:00 a.m. ET), which is fourteen hours before the close of the NYSE (normally, 4:00 p.m. ET) and the time at which the net asset values of the International Equity Portfolios are computed. Due to the time differences between the closings of the relevant foreign securities exchanges and the pricing of the International Equity Portfolios' shares (at the close of the NYSE), the International Equity Portfolios will fair-value their foreign investments when it is determined that the market quotations for the foreign investments are either unreliable or not readily available. The fair value prices will attempt to reflect the impact of the U.S. financial markets' perceptions and trading activities on the International Equity Portfolios' foreign investments since the last calculated closing prices of the foreign investments on their primary foreign securities markets or exchanges. For these purposes, the Advisor has determined that movements in relevant indices or other appropriate market indicators, after the close of the Tokyo Stock Exchange or the London Stock Exchange, demonstrate that market quotations may be unreliable. Fair valuation of portfolio securities may occur on a daily basis. The fair value pricing by the International Equity Portfolios uses data furnished by an independent pricing service (and that data draws upon, among other information, the market values of foreign investments). When an International Equity Portfolio uses fair value pricing, the values assigned to the International Equity Portfolio's foreign investments may not be the quoted or published prices of the investments on their primary markets or exchanges. These securities are generally categorized as Level 2 in the hierarchy.

Debt securities held by Enhanced U.S. Large Company Portfolio, DFA Commodity Strategy Portfolio, DFA One-Year Fixed Income Portfolio, DFA Two-Year Global Fixed Income Portfolio, DFA Selectively Hedged Global Fixed Income Portfolio, DFA Short-Term Government Portfolio, DFA Five-Year Global Fixed Income Portfolio, DFA International Government Fixed Income Portfolio (formerly, DFA World ex U.S. Government Fixed Income Portfolio), DFA Intermediate Government Fixed Income Portfolio), DFA Short-Term Extended Quality Portfolio, DFA Intermediate-Term Extended Quality Portfolio, DFA Targeted Credit Portfolio, DFA Investment Grade Portfolio, DFA Inflation-Protected Securities Portfolio, DFA Short-Term Municipal Bond Portfolio, DFA Intermediate-Term Municipal Bond Portfolio, DFA Selective State Municipal Bond Portfolio, DFA California Short-Term Municipal Bond Portfolio, DFA California Intermediate-Term Municipal Bond Portfolio, DFA NY Municipal Bond Fund, DFA Short-Duration Real Return Portfolio, DFA Municipal Real Return Portfolio, DFA Municipal Bond Portfolio, DFA LTIP Portfolio, VA Short-Term Fixed Portfolio, VA Global Bond Portfolio, VIT Inflation-Protected Securities Portfolio, DFA Social Fixed Income Portfolio, DFA Diversified Fixed Income Portfolio, DFA MN Municipal Bond Portfolio, DFA California Municipal Real Return Portfolio, DFA Global Sustainability Fixed Income Portfolio, DFA Global Core Plus Fixed Income Portfolio, DFA Oregon Municipal Bond Portfolio, DFA Global Core Plus Real Return Portfolio and DFA Short-Term Selective State Municipal Bond Portfolio are valued on the basis of evaluated prices provided by one or more pricing

------

services or other reasonably reliable sources including broker/dealers that typically handle the purchase and sale of such securities. Securities that are traded over-the-counter and on a stock exchange generally will be valued according to the broadest and most representative market, and it is expected that for bonds and other fixed income securities, this ordinarily will be the over-the-counter market. These securities are generally categorized as Level 2 or Level 3 in the hierarchy.

Listed derivatives, such as futures, that are actively traded are valued based on quoted prices from the exchange and are categorized as Level 1 in the hierarchy. Over-the-counter derivative contracts, which include forward currency contracts, do not require material subjectivity as pricing inputs are observed from quoted markets and are categorized as Level 2 in the hierarchy.

Swap agreements will be valued at the price provided by an independent third-party pricing service or source. If a price is not available from an independent third-party pricing service or source, the swap agreement will be valued in good faith at fair value in accordance with procedures adopted by the Board. These securities are generally categorized as Level 2 in the hierarchy.

A summary of the inputs used to value the Portfolios' investments by each major security type, industry and/or country is disclosed previously in this note. A valuation hierarchy table has been included at the end of the Schedule of Investments for the Portfolios (except for the Feeder Funds). The methodology or inputs used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

**FINANCIAL INSTRUMENTS**

In accordance with the Portfolios' investment objectives and policies, the Portfolios may invest either directly or indirectly (through their investments in a corresponding Master/Underlying Fund), in certain financial instruments that have off-balance sheet risk in excess of the amounts recognized in the financial statements and concentrations of credit and market risk. These instruments and their significant corresponding risks are described below:

1. TREASURY INFLATION-PROTECTED SECURITIES (TIPS): VIT Inflation-Protected Securities Portfolio, DFA Inflation-Protected Securities Portfolio, and DFA Short-Duration Real Return Portfolio may purchase TIPS, which are securities issued by the U.S. Treasury. Because the interest and/or principal payments on an inflation-protected security are adjusted periodically for changes in inflation, the income distributed by the Portfolio may be irregular. In addition, the current market value of inflation-protected securities is not guaranteed and will fluctuate.

2. FOREIGN MARKET RISKS: Investments in foreign markets may involve certain considerations and risks not typically associated with investments in the United States of America, including the possibility of future political and economic developments and the level of foreign governmental supervision and regulation of foreign securities markets. These markets are generally smaller, less liquid and more volatile than the major securities markets in the United States of America. Consequently, acquisition and disposition of international securities held by the Portfolios may be inhibited.

***Derivative Financial Instruments***

Summarized below are the specific types of derivative instruments used by the Portfolios.

3. FORWARD CURRENCY CONTRACTS: The Portfolios listed below may acquire and sell forward currency contracts to hedge against adverse changes in the relationship of the U.S. dollar to foreign currencies (foreign exchange rate risk) or to transfer balances from one currency to another currency. The Selectively Hedged Global Equity Portfolio and Enhanced U.S Large Company Portfolio may hedge some or all of the currency exposure of its foreign securities by entering into forward currency contracts. The decision to hedge the Selectively Hedged Global Equity Portfolio's and Enhanced U.S. Large Company Portfolio's currency exposure with respect to a foreign market will be based primarily on the Portfolio's existing exposure to a given foreign currency. Each contract is valued daily and the change in value is recorded by the Portfolio as an unrealized gain or loss, which is presented in the Statements of Operations as the change in unrealized appreciation or depreciation of forward currency contracts. When the contract is closed or offset with the same counterparty, the Portfolio records a realized gain or loss equal to the change in the value of the contract when it was opened and the value at the time it was closed or offset. This is presented in the Statements of Operations as a net realized gain or loss on forward currency contracts. Risks may arise upon entering into these contracts from the potential inability of counterparties to meet the terms of their contracts and from unanticipated movements in the value of foreign currency relative to the U.S. dollar.

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

4. FUTURES CONTRACTS: Each Portfolio listed below may purchase or sell futures contracts and options on futures contracts for equity securities and indices to increase or decrease market exposure based on actual or expected cash inflows to or outflows from the Portfolio. The Enhanced U.S. Large Company Portfolio may also use futures contracts and options thereon to hedge against securities prices or as part of its overall investment strategy. The Selectively Hedged Global Equity Portfolio may also use futures contracts to hedge some or all of the currency exposure of its foreign securities. Upon entering into a futures contract, the Portfolios deposit cash or pledge U.S. Government securities to a broker in an amount equal to the minimum "initial margin" requirements of the exchange on which the contract is traded . Subsequent payments are received from or paid to the broker each day, based on the daily fluctuation in the market value of the contract. These receipts or payments are known as "variation margin" and are recorded daily by the Portfolios as unrealized gains or losses until the contracts are closed. When the contracts are closed, the Portfolios record a realized gain or loss, which is presented in the Statements of Operations as a net realized gain or loss on futures, equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed.

The DFA Commodity Strategy Portfolio may enter into commodity, foreign currency, interest rate and commodity or securities index futures contracts and purchase and write (sell) related options traded on exchanges designated by the Commodity Futures Trading Commission ("CFTC") or, consistent with CFTC regulations, on foreign exchanges. The DFA Commodity Strategy Portfolio invests in futures contracts on individual commodities or commodity indices and options on them through the Portfolio's investment in the Dimensional Cayman Commodity Fund I, LTD., the "Subsidiary."

A commodity futures contract provides for the future sale by one party and the future purchase by the other party of a specified amount of a commodity, such as an energy, agricultural or metal commodity, at a specified price, date, time and place. A foreign currency futures contract provides for the future sale by one party and the future purchase by the other party of a certain amount of a specified non-U.S. currency at a specified price, date, time and place. An interest rate futures contract provides for the future sale by one party and the purchase by the other party of a certain amount of a specific interest-rate-sensitive financial instrument (debt security) at a specified price, date, time and place. Securities and commodities indexes are typically capitalization-or production-weighted, respectively. A securities index or commodities index futures contract is an agreement to be settled by delivery of an amount of cash equal to a specified multiplier times the difference between the value of the index at the close of the last trading day on the contract and the price at which the agreement is made. The clearing house of the exchange on which a futures contract is entered into becomes the counterparty to each purchaser and seller of the futures contract.

Payments, known as "variation margin", to and from the broker will be made daily as the currency, financial instrument or index underlying the futures contract fluctuates, making the long and short positions in the futures contract more or less valuable, a process known as "marking-to-market". As a result of the small margin deposit that is required, a small change in the market price of a futures contract can produce major losses.

At any time prior to the expiration of a futures contract, a Portfolio may elect to close the position by taking an opposite position, which will operate to terminate the Portfolio's existing position in the contract. Positions in futures contracts and options on futures contracts (described below) may be closed out only on the exchange on which they were entered into (or through a linked exchange). However, there is no assurance that an active market will exist at any particular time. Once the daily fluctuation limit has been reached in a particular contract, most futures exchanges restrict trades at a price beyond that limit or trading may be suspended for specified periods during the day. Such restrictions may prevent prompt liquidation of futures positions at an advantageous price, potentially subjecting the Portfolio to substantial losses. In such event and in the event of adverse price movements, the Portfolio would be required to make daily cash payments of variation margin. Losses incurred in futures transactions and the costs of these transactions will affect the Portfolio's performance.

The price volatility of commodity futures contracts has been historically greater than that for traditional securities, such as stocks and bonds, and there are a variety of factors associated with commodity futures contracts which may subject the Portfolio's investments in the contracts to greater volatility than investments in traditional securities.

Risks may arise upon entrance into futures contracts from potential imperfect price correlations between the futures contracts and the underlying securities, from the possibility of an illiquid secondary market for these instruments and from the possibility that the Portfolios could lose more than the initial margin requirements. A Portfolio entering into stock index futures is subject to equity price risk from those futures contracts. Counterparty credit risk related to exchange-traded futures is minimal because the exchange's clearinghouse, as counterparty to all exchange-traded

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futures, guarantees the futures against default. Risks may also arise upon entering into commodity-linked derivative instruments. The value of commodity-linked derivative instruments may be affected by changes in overall market movements, commodity index volatility, changes in interest rates or factors affecting an industry or commodity.

5. OPTIONS ON FUTURES CONTRACTS: The DFA Commodity Strategy Portfolio may purchase and write put and call options on foreign currency, interest rate and stock and commodity index futures contracts and may enter into closing transactions with respect to such options to terminate existing positions. There is no guarantee that such closing transactions can be effected; the ability to establish and close out positions on such options will be subject to the existence of a liquid market.

An option on a currency, interest rate or commodity or securities index futures contract, as contrasted with the direct investment in such a contract, gives the purchaser the right, in return for the premium paid, to assume a position in a futures contract at a specified exercise price at any time prior to the expiration date of the option. The writer of the option is required upon exercise to assume an offsetting futures position (a short position if the option is a call and a long position if the option is a put). Upon exercise of an option, the delivery of the futures position by the writer of the option to the holder of the option will be accompanied by delivery of the accumulated balance in the writer's futures margin account, which represents the amount by which the market price of the futures contract exceeds, in the case of a call, or is less than, in the case of a put, the exercise price of the option on the futures contract. The potential loss related to the purchase of an option on a futures contract is limited to the premium paid for the option (plus transaction costs). The value of the option changes daily and that change is reflected in the net asset value of the Portfolio.

The DFA Commodity Strategy Portfolio may enter into options and futures transactions for several purposes, including generating current income to offset expenses or increase return and as hedges to reduce investment risk, generally by making an investment expected to move in the opposite direction of a portfolio position. A hedge is designed to offset a loss in a portfolio position with a gain in the hedged position; at the same time, however, a properly correlated hedge will result in a gain in the portfolio position being offset by a loss in the hedged position.

6. COMMODITY-LINKED DERIVATIVES: DFA Commodity Strategy Portfolio may gain exposure to commodity markets by investing up to 25% of the Portfolio's total assets in the Subsidiary. The Subsidiary may invest without limitation in swap agreements, commodity options, futures, options on futures and structured notes. The prices of commodity-linked derivative instruments may move in different directions than investments in traditional equity securities, fixed income securities and commodity spot prices. The accompanying consolidated schedule of investments includes investments of DFA Commodity Strategy Portfolio and its wholly-owned Subsidiary. The accompanying consolidated schedule of investments includes investments of DFA Commodity Strategy Portfolio and its wholly-owned Subsidiary. As of January 31, 2026, the DFA Commodity Strategy Portfolio held $253,475,378 in the Subsidiary, representing 22.77% of DFA Commodity Strategy Portfolio's total assets.

7. SWAP AGREEMENTS: The DFA Short-Duration Real Return Portfolio and DFA Municipal Real Return Portfolio may enter into credit default swap agreements. Swap agreements are two-party contracts entered into primarily by institutional investors for periods ranging from a few weeks to more than one year. Some types of swap agreements are negotiated bilaterally and traded over-the-counter between the two parties (uncleared swaps), while other swaps are transacted through a futures commission merchant ("FCM") and cleared through a clearinghouse that serves as a central counterparty (cleared swaps), and may be traded on swap execution facilities (exchanges). The most common types of credit default swaps and interest rate swaps are subject to mandatory central clearing and exchange trading.

The Portfolios may enter into a credit default swap on a single security or instrument (sometimes referred to as a "CDS" transaction) or on a basket or index of securities (sometimes referred to as a "CDX" transaction). The "buyer" in a credit default contract typically is obligated to pay the "seller" a periodic stream of payments over the term of the contract, provided that no credit event with respect to any underlying reference obligation has occurred. If a credit event occurs, the seller typically must pay the buyer the "par value" (full notional value) of the reference obligation in exchange for the reference obligation. The Portfolios may be either the buyer or the seller in the transaction. If a Portfolio is a buyer and no credit event occurs, the Portfolio may lose its investment and recover nothing. However, if a credit event occurs, the buyer typically receives full notional value for a reference obligation that may have little or no value. As a seller, a Portfolio typically receives a fixed rate of income throughout the term of the contract, which typically is between six months and three years, provided a credit event does not occur. If a credit event occurs, the seller typically must pay the buyer the full notional amount of the reference obligation. The most common types of CDX are subject to mandatory central clearing and exchange-trading.

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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

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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:

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| | |
|:---|:---|
|  | **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 |

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| | |
|:---|:---|
|  | **Federal**<br>**Tax Cost**<br>|
| DFA Commodity Strategy Portfolio | &nbsp;&nbsp;$2804532 |
| DFA One-Year Fixed Income Portfolio | &nbsp;&nbsp;4643552 |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp;4477456 |
| DFA Selectively Hedged Global Fixed Income Portfolio | &nbsp;&nbsp;998092 |
| DFA Short-Term Government Portfolio | &nbsp;&nbsp;1543556 |
| DFA Five-Year Global Fixed Income Portfolio | &nbsp;&nbsp;8971174 |
| &nbsp;&nbsp;&nbsp;&nbsp;DFA International Government Fixed Income Portfolio (formerly, DFA World ex U.S. Government <br>Fixed Income Portfolio)<br>| &nbsp;&nbsp;1043352 |
| DFA Intermediate Government Fixed Income Portfolio | &nbsp;&nbsp;6189335 |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp;5549924 |
| DFA Intermediate-Term Extended Quality Portfolio | &nbsp;&nbsp;1842660 |
| DFA Targeted Credit Portfolio | &nbsp;&nbsp;847922 |
| DFA Investment Grade Portfolio | &nbsp;&nbsp;12933207 |
| DFA Inflation-Protected Securities Portfolio | &nbsp;&nbsp;5397411 |
| DFA Short-Term Municipal Bond Portfolio | &nbsp;&nbsp;1408439 |
| DFA Intermediate-Term Municipal Bond Portfolio | &nbsp;&nbsp;1260395 |
| DFA Selective State Municipal Bond Portfolio | &nbsp;&nbsp;567000 |
| DFA Short-Term Selective State Municipal Bond Portfolio | &nbsp;&nbsp;189426 |
| DFA California Short-Term Municipal Bond Portfolio | &nbsp;&nbsp;871187 |
| DFA California Intermediate-Term Municipal Bond Portfolio | &nbsp;&nbsp;432723 |
| DFA NY Municipal Bond Portfolio | &nbsp;&nbsp;167602 |
| Dimensional Retirement Income Fund | &nbsp;&nbsp;55001 |
| Dimensional 2045 Target Date Retirement Income Fund | &nbsp;&nbsp;150308 |
| Dimensional 2050 Target Date Retirement Income Fund | &nbsp;&nbsp;122572 |
| Dimensional 2055 Target Date Retirement Income Fund | &nbsp;&nbsp;93844 |
| Dimensional 2060 Target Date Retirement Income Fund | &nbsp;&nbsp;78366 |
| Dimensional 2065 Target Date Retirement Income Fund | &nbsp;&nbsp;33565 |
| Dimensional 2070 Target Date Retirement Income Fund | &nbsp;&nbsp;879 |
| Dimensional 2015 Target Date Retirement Income Fund | &nbsp;&nbsp;19525 |
| Dimensional 2020 Target Date Retirement Income Fund | &nbsp;&nbsp;53723 |
| Dimensional 2025 Target Date Retirement Income Fund | &nbsp;&nbsp;113647 |
| Dimensional 2030 Target Date Retirement Income Fund | &nbsp;&nbsp;148843 |
| Dimensional 2035 Target Date Retirement Income Fund | &nbsp;&nbsp;164421 |
| Dimensional 2040 Target Date Retirement Income Fund | &nbsp;&nbsp;142765 |
| DFA Short-Duration Real Return Portfolio | &nbsp;&nbsp;2050867 |
| DFA Municipal Real Return Portfolio | &nbsp;&nbsp;1758563 |
| DFA Municipal Bond Portfolio | &nbsp;&nbsp;469555 |
| World Core Equity Portfolio | &nbsp;&nbsp;567447 |
| DFA LTIP Portfolio | &nbsp;&nbsp;594125 |
| U.S. Social Core Equity 2 Portfolio | &nbsp;&nbsp;981209 |
| U.S. Sustainability Core 1 Portfolio | &nbsp;&nbsp;3664505 |
| U.S. Sustainability Targeted Value Portfolio | &nbsp;&nbsp;459367 |
| International Sustainability Core 1 Portfolio | &nbsp;&nbsp;2791974 |
| International Social Core Equity Portfolio | &nbsp;&nbsp;1278414 |
| Global Social Core Equity Portfolio | &nbsp;&nbsp;57824 |
| Emerging Markets Social Core Equity Portfolio | &nbsp;&nbsp;1134515 |
| Dimensional VA U.S. Targeted Value Portfolio | &nbsp;&nbsp;646198 |
| Dimensional VA U.S. Large Value Portfolio | &nbsp;&nbsp;482303 |
| Dimensional VA International Value Portfolio | &nbsp;&nbsp;533756 |

---

------

---

| | |
|:---|:---|
|  | **Federal**<br>**Tax Cost**<br>|
| Dimensional VA International Small Portfolio | &nbsp;&nbsp;$363658 |
| Dimensional VA Short-Term Fixed Portfolio | &nbsp;&nbsp;416910 |
| Dimensional VA Global Bond Portfolio | &nbsp;&nbsp;353459 |
| Dimensional VIT Inflation-Protected Securities Portfolio | &nbsp;&nbsp;273199 |
| Dimensional VA Global Moderate Allocation Portfolio | &nbsp;&nbsp;180080 |
| U.S. Large Cap Growth Portfolio | &nbsp;&nbsp;2548214 |
| U.S. Small Cap Growth Portfolio | &nbsp;&nbsp;1494186 |
| International Large Cap Growth Portfolio | &nbsp;&nbsp;850341 |
| International Small Cap Growth Portfolio | &nbsp;&nbsp;242180 |
| DFA Social Fixed Income Portfolio | &nbsp;&nbsp;721928 |
| DFA Diversified Fixed Income Portfolio | &nbsp;&nbsp;1774489 |
| U.S. High Relative Profitability Portfolio | &nbsp;&nbsp;3810338 |
| International High Relative Profitability Portfolio | &nbsp;&nbsp;1234253 |
| Dimensional VA Equity Allocation Portfolio | &nbsp;&nbsp;196808 |
| DFA MN Municipal Bond Portfolio | &nbsp;&nbsp;29789 |
| DFA California Municipal Real Return Portfolio | &nbsp;&nbsp;367348 |
| DFA Global Core Plus Fixed Income Portfolio | &nbsp;&nbsp;2891864 |
| Emerging Markets Sustainability Core 1 Portfolio | &nbsp;&nbsp;815390 |
| Emerging Markets Targeted Value Portfolio | &nbsp;&nbsp;218630 |
| DFA Global Sustainability Fixed Income Portfolio | &nbsp;&nbsp;710150 |
| DFA Oregon Municipal Bond Portfolio | &nbsp;&nbsp;100345 |
| DFA Global Core Plus Real Return Portfolio | &nbsp;&nbsp;294428 |
| Emerging Markets ex China Core Equity Portfolio | &nbsp;&nbsp;894009 |
| Dimensional World ex U.S. Sustainability Targeted Value Portfolio | &nbsp;&nbsp;115809 |

---

**OTHER**

The Portfolios are subject to claims and suits that arise from time to time in the ordinary course of business. Although management currently believes that resolving claims, if any, against the Portfolios, individually or in aggregate, will not have a material adverse impact on the Portfolios' financial position or results of operations, these matters are subject to inherent uncertainties and management's view of these matters may change in the future.

**SUBSEQUENT EVENT EVALUATIONS**

Management has evaluated the impact of all subsequent events on the Portfolios through the date on which the financial statements were issued and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** DFA INVESTMENT DIMENSIONS GROUP INC

- **b. Investment Company Act file number:** 811-03258

- **c. CIK number of Registrant:** 0000355437

- **d. LEI of Registrant:** 549300XGRTBJCE41BD26

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

  - **Street Address 1:** 6300 BEE CAVE ROAD

  - **City:** AUSTIN

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78746

  - **Telephone number:** 512-306-7400

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

- **a. Name of Series:** U.S. Targeted Value Portfolio

- **b. EDGAR series identifier (if any):** S000000970

- **c. LEI of Series:** 549300W1VP3NQECABJ14

**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:** $15872834404.23

**Total Liabilities:** $1242391091.75

**Net Assets:** $14630443312.48

**Cash Not Reported:** $8613514.57

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000002721 | 3.65%                | 1.38%                | 6.54%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $15497855.63             | $443156586.02                              |
| Month 2  | $19265256.82             | $149017217.46                              |
| Month 3  | $114096734.03            | $775800574.31                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| AAR Corp                                     | AAR Corp.                                                    | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |    323275 | NS      | $34238055.25  | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| ACCO Brands Corp                             | ACCO Brands Corp.                                            | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |    452313 | NS      | $1768543.83   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ACNB Corp                                    | ACNB Corp.                                                   | CUSIP: 000868109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48405 | NS      | $2445420.60   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ADT Inc                                      | ADT, Inc.                                                    | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   4953232 | NS      | $39625856.00  | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| ABM Industries Inc                           | ABM Industries, Inc.                                         | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |    504515 | NS      | $23227870.60  | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| AGCO Corp                                    | AGCO Corp.                                                   | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |    481008 | NS      | $54551117.28  | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Gold.com Inc                                 | Gold.com, Inc.                                               | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |    156888 | NS      | $8134642.80   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Angi Inc                                     | Angi, Inc.                                                   | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |    239847 | NS      | $3113214.06   | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| ASGN Inc                                     | ASGN, Inc.                                                   | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |    168130 | NS      | $8757891.70   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| ATN International Inc                        | ATN International, Inc.                                      | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |     85983 | NS      | $2079928.77   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AZZ Inc                                      | AZZ, Inc.                                                    | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |    189548 | NS      | $23558920.92  | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Abercrombie & Fitch Co                       | Abercrombie & Fitch Co.                                      | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |     72162 | NS      | $7045176.06   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Acacia Research Corp                         | Acacia Research Corp.                                        | CUSIP: 003881307<br>LEI: 529900BCN7BE6ESPDZ72 | Long             | EC               | CORP              | US        |    365447 | NS      | $1454479.06   | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Academy Sports & Outdoors Inc                | Academy Sports & Outdoors, Inc.                              | CUSIP: 00402L107<br>LEI: 529900HST589BD301M91 | Long             | EC               | CORP              | US        |    525218 | NS      | $28892242.18  | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Acadia Healthcare Co Inc                     | Acadia Healthcare Co., Inc.                                  | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |    431409 | NS      | $5798136.96   | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| ACI Worldwide Inc                            | ACI Worldwide, Inc.                                          | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |     19754 | NS      | $856533.44    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Acme United Corp                             | Acme United Corp.                                            | CUSIP: 004816104<br>LEI: 549300NVT8NN13WP8M83 | Long             | EC               | CORP              | US        |     30908 | NS      | $1291645.32   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TIC Solutions Inc                            | TIC Solutions, Inc.                                          | CUSIP: 00510N102<br>LEI: 213800ZDFRNC8QXEZ481 | Long             | EC               | CORP              | US        |    531587 | NS      | $5369028.70   | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| AdaptHealth Corp                             | AdaptHealth Corp.                                            | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    933859 | NS      | $9385282.95   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Addus HomeCare Corp                          | Addus HomeCare Corp.                                         | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |    124735 | NS      | $12907577.80  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Adtalem Global Education Inc                 | Adtalem Global Education, Inc.                               | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |    206676 | NS      | $21401299.80  | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Arq Inc                                      | Arq, Inc.                                                    | CUSIP: 00770C101<br>LEI: 52990086HRJSW2EZQH40 | Long             | EC               | CORP              | US        |     35049 | NS      | $124774.44    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AdvanSix Inc                                 | AdvanSix, Inc.                                               | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |    137511 | NS      | $2178174.24   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Advantage Solutions Inc                      | Advantage Solutions, Inc.                                    | CUSIP: 00791N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    562554 | NS      | $607558.32    | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| CONTRA ADVERUM BIOTECH                       | Adverum Biotechnologies, Inc.                                | CUSIP: 007CVR038<br>LEI: 529900ZEDOOZL1EWHJ89 | N/A              | DE               |  | US        |     10137 | NS      | $8109.60      | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| AerSale Corp                                 | AerSale Corp.                                                | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    171613 | NS      | $1285381.37   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Affiliated Managers Group Inc                | Affiliated Managers Group, Inc.                              | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |     21223 | NS      | $6644709.07   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Affinity Bancshares Inc                      | Affinity Bancshares, Inc.                                    | CUSIP: 00832E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6529 | NS      | $131689.93    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dominari Holdings Inc                        | Dominari Holdings, Inc.                                      | CUSIP: 008875304<br>LEI: 549300QQLOI22M69XV87 | Long             | EC               | CORP              | US        |      3827 | NS      | $14963.57     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Air Lease Corp                               | Air Lease Corp.                                              | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |     88653 | NS      | $5729643.39   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Akamai Technologies Inc                      | Akamai Technologies, Inc.                                    | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |    863708 | NS      | $83909232.20  | 0.57%             |  |  |  | No            | 1                  | On Loan: No      |
| Alamo Group Inc                              | Alamo Group, Inc.                                            | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |     89621 | NS      | $17503877.51  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Alaska Air Group Inc                         | Alaska Air Group, Inc.                                       | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |    907014 | NS      | $46103521.62  | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Albany International Corp                    | Albany International Corp.                                   | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |    126443 | NS      | $7016322.07   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Albertsons Cos Inc                           | Albertsons Cos., Inc.                                        | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |   2674673 | NS      | $44533305.45  | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Alcoa Corp                                   | Alcoa Corp.                                                  | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |   1960590 | NS      | $111381117.90 | 0.76%             |  |  |  | No            | 1                  | On Loan: No      |
| Alerus Financial Corp                        | Alerus Financial Corp.                                       | CUSIP: 01446U103<br>LEI: 5493008BXLBPPELQ3G57 | Long             | EC               | CORP              | US        |     71551 | NS      | $1761585.62   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Alico Inc                                    | Alico, Inc.                                                  | CUSIP: 016230104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35598 | NS      | $1470553.38   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Align Technology Inc                         | Align Technology, Inc.                                       | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |     59188 | NS      | $9649419.64   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Alight Inc                                   | Alight, Inc.                                                 | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |   3856333 | NS      | $5900189.49   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Alithya Group Inc                            | Alithya Group, Inc.                                          | CUSIP: 01643B106<br>LEI: 549300KFFXPJJY1FDW42 | Long             | EC               | CORP              | CA        |     17314 | NS      | $22508.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Allegiant Travel Co                          | Allegiant Travel Co.                                         | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |    131623 | NS      | $11665746.49  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Bread Financial Holdings Inc                 | Bread Financial Holdings, Inc.                               | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |    378727 | NS      | $27472856.58  | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Allient Inc                                  | Allient, Inc.                                                | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |     88281 | NS      | $5386023.81   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Ally Financial Inc                           | Ally Financial, Inc.                                         | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |   2167576 | NS      | $91645113.28  | 0.63%             |  |  |  | No            | 1                  | On Loan: No      |
| Alpha Metallurgical Resources Inc            | Alpha Metallurgical Resources, Inc.                          | CUSIP: 020764106<br>LEI: 254900VEBGZO2PY8R678 | Long             | EC               | CORP              | US        |    103062 | NS      | $21622407.60  | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Alpha Pro Tech Ltd                           | Alpha Pro Tech Ltd.                                          | CUSIP: 020772109<br>LEI: 529900Z93O5JUM52Q856 | Long             | EC               | CORP              | US        |     21849 | NS      | $110118.96    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Amalgamated Financial Corp                   | Amalgamated Financial Corp.                                  | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    199929 | NS      | $7765242.36   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Octave Specialty Group Inc                   | Octave Specialty Group, Inc.                                 | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |     44428 | NS      | $251906.76    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AMCON Distributing Co                        | AMCON Distributing Co.                                       | CUSIP: 02341Q205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2433 | NS      | $263883.18    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| U-Haul Holding Co                            | U-Haul Holding Co.                                           | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |     44379 | NS      | $2509632.45   | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| U-Haul Holding Co                            | U-Haul Holding Co.                                           | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |    434274 | NS      | $22282598.94  | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Ameresco Inc                                 | Ameresco, Inc.                                               | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |     88915 | NS      | $2786596.10   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Amentum Holdings Inc                         | Amentum Holdings, Inc.                                       | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |    235227 | NS      | $8416422.06   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| American Axle & Manufacturing Holdings Inc   | American Axle & Manufacturing Holdings, Inc.                 | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Long             | EC               | CORP              | US        |    939799 | NS      | $7490198.03   | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| American Eagle Outfitters Inc                | American Eagle Outfitters, Inc.                              | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |   1404778 | NS      | $32745375.18  | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| American Financial Group Inc/OH              | American Financial Group, Inc.                               | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     63629 | NS      | $8288949.83   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| American Outdoor Brands Inc                  | American Outdoor Brands, Inc.                                | CUSIP: 02875D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    114681 | NS      | $1039009.86   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| American Public Education Inc                | American Public Education, Inc.                              | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |    131041 | NS      | $5474892.98   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| American Shared Hospital Services            | American Shared Hospital Services                            | CUSIP: 029595105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38407 | NS      | $81422.84     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| American Vanguard Corp                       | American Vanguard Corp.                                      | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |     37591 | NS      | $190962.28    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| American Woodmark Corp                       | American Woodmark Corp.                                      | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |    129574 | NS      | $7695399.86   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| AmeriServ Financial Inc                      | AmeriServ Financial, Inc.                                    | CUSIP: 03074A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    127994 | NS      | $422380.20    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ameris Bancorp                               | Ameris Bancorp                                               | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |    526081 | NS      | $42412650.22  | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Ames National Corp                           | Ames National Corp.                                          | CUSIP: 031001100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53958 | NS      | $1408303.80   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Amkor Technology Inc                         | Amkor Technology, Inc.                                       | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |   1783995 | NS      | $86220478.35  | 0.59%             |  |  |  | No            | 1                  | On Loan: No      |
| Amneal Pharmaceuticals Inc                   | Amneal Pharmaceuticals, Inc.                                 | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |     25607 | NS      | $350303.76    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ampco-Pittsburgh Corp                        | Ampco-Pittsburgh Corp.                                       | CUSIP: 032037103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55446 | NS      | $308834.22    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Amphastar Pharmaceuticals Inc                | Amphastar Pharmaceuticals, Inc.                              | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |    194897 | NS      | $5162821.53   | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Amplify Energy Corp                          | Amplify Energy Corp.                                         | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Long             | EC               | CORP              | US        |    150135 | NS      | $753677.70    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AMREP Corp                                   | AMREP Corp.                                                  | CUSIP: 032159105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19995 | NS      | $415496.10    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Amtech Systems Inc                           | Amtech Systems, Inc.                                         | CUSIP: 032332504<br>LEI: 5299008VRUUPETM6HZ85 | Long             | EC               | CORP              | US        |     99906 | NS      | $1679419.86   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Andersons Inc/The                            | Andersons, Inc.                                              | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |    283895 | NS      | $17598651.05  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Anika Therapeutics Inc                       | Anika Therapeutics, Inc.                                     | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |     90275 | NS      | $833238.25    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Antero Resources Corp                        | Antero Resources Corp.                                       | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |   1189477 | NS      | $43261278.49  | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Anterix Inc                                  | Anterix, Inc.                                                | CUSIP: 03676C100<br>LEI: 549300QIX2QHFGIEQG40 | Long             | EC               | CORP              | US        |      7632 | NS      | $200454.48    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| APA Corp                                     | APA Corp.                                                    | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |   2380226 | NS      | $62861768.66  | 0.43%             |  |  |  | No            | 1                  | On Loan: —       |
| Apogee Enterprises Inc                       | Apogee Enterprises, Inc.                                     | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |    183439 | NS      | $6811090.07   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Astrana Health Inc                           | Astrana Health, Inc.                                         | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |     96453 | NS      | $2193341.22   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AptarGroup Inc                               | AptarGroup, Inc.                                             | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |    140256 | NS      | $17524987.20  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Aramark                                      | Aramark                                                      | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |    803426 | NS      | $30923866.74  | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| ArcBest Corp                                 | ArcBest Corp.                                                | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |    181543 | NS      | $16378809.46  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Archrock Inc                                 | Archrock, Inc.                                               | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |    985630 | NS      | $29164791.70  | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Arcosa Inc                                   | Arcosa, Inc.                                                 | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |    157364 | NS      | $18013457.08  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Ark Restaurants Corp                         | Ark Restaurants Corp.                                        | CUSIP: 040712101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19507 | NS      | $127965.92    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Arko Corp                                    | Arko Corp.                                                   | CUSIP: 041242108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    374857 | NS      | $1990490.67   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Arrow Electronics Inc                        | Arrow Electronics, Inc.                                      | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |    417523 | NS      | $55317622.27  | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| Arrow Financial Corp                         | Arrow Financial Corp.                                        | CUSIP: 042744102<br>LEI: 2549007Z8GI9ZZIQ1817 | Long             | EC               | CORP              | US        |    115759 | NS      | $3913811.79   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Asbury Automotive Group Inc                  | Asbury Automotive Group, Inc.                                | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |    144517 | NS      | $33890681.67  | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Ashland Inc                                  | Ashland, Inc.                                                | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |    361359 | NS      | $22100716.44  | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Aspen Aerogels Inc                           | Aspen Aerogels, Inc.                                         | CUSIP: 04523Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     91661 | NS      | $308897.57    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Associated Banc-Corp                         | Associated Banc-Corp.                                        | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |   1282516 | NS      | $34961386.16  | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Associated Capital Group Inc                 | Associated Capital Group, Inc.                               | CUSIP: 045528106<br>LEI: 549300FBGXGSSUE01W24 | Long             | EC               | CORP              | US        |     13498 | NS      | $532496.10    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Assurant Inc                                 | Assurant, Inc.                                               | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |     39201 | NS      | $9334934.13   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Astec Industries Inc                         | Astec Industries, Inc.                                       | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |    222271 | NS      | $10829043.12  | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| AstroNova Inc                                | AstroNova, Inc.                                              | CUSIP: 04638F108<br>LEI: 549300D8PFP62QX00223 | Long             | EC               | CORP              | US        |     49447 | NS      | $449473.23    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Astronics Corp                               | Astronics Corp.                                              | CUSIP: 046433207<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |       303 | NS      | $23049.21     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Asure Software Inc                           | Asure Software, Inc.                                         | CUSIP: 04649U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    163428 | NS      | $1572177.36   | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Atkore Inc                                   | Atkore, Inc.                                                 | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |     21236 | NS      | $1474840.20   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Atlantic Union Bankshares Corp               | Atlantic Union Bankshares Corp.                              | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    889750 | NS      | $34557890.00  | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Atlanticus Holdings Corp                     | Atlanticus Holdings Corp.                                    | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     98078 | NS      | $5063767.14   | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Auburn National BanCorp Inc                  | Auburn National BanCorp, Inc.                                | CUSIP: 050473107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1419 | NS      | $35276.34     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Autoliv Inc                                  | Autoliv, Inc.                                                | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |     64241 | NS      | $7788578.84   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| AutoNation Inc                               | AutoNation, Inc.                                             | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    190144 | NS      | $38975717.12  | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Avalon Holdings Corp                         | Avalon Holdings Corp.                                        | CUSIP: 05343P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10736 | NS      | $29201.92     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Avanos Medical Inc                           | Avanos Medical, Inc.                                         | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |     20446 | NS      | $272340.72    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Avantor Inc                                  | Avantor, Inc.                                                | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    916260 | NS      | $10005559.20  | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Aviat Networks Inc                           | Aviat Networks, Inc.                                         | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               | CORP              | US        |     35906 | NS      | $783109.86    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Avient Corp                                  | Avient Corp.                                                 | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |    632756 | NS      | $22874129.40  | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Avnet Inc                                    | Avnet, Inc.                                                  | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |    779014 | NS      | $48602683.46  | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Axcelis Technologies Inc                     | Axcelis Technologies, Inc.                                   | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |     38268 | NS      | $3370262.76   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Axos Financial Inc                           | Axos Financial, Inc.                                         | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |    415424 | NS      | $41122821.76  | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| BCB Bancorp Inc                              | BCB Bancorp, Inc.                                            | CUSIP: 055298103<br>LEI: 54930024V6Z8FYSN4291 | Long             | EC               | CORP              | US        |     96682 | NS      | $762820.98    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BOK Financial Corp                           | BOK Financial Corp.                                          | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |    450624 | NS      | $58554082.56  | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| BGSF Inc                                     | BGSF, Inc.                                                   | CUSIP: 05601C105<br>LEI: 549300AUC6I9ZG3KKQ91 | Long             | EC               | CORP              | US        |      5699 | NS      | $32655.27     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BV Financial Inc                             | BV Financial, Inc.                                           | CUSIP: 05603E208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14589 | NS      | $278941.68    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ball Corp                                    | Ball Corp.                                                   | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |   1710894 | NS      | $97298541.78  | 0.67%             |  |  |  | No            | 1                  | On Loan: No      |
| Bandwidth Inc                                | Bandwidth, Inc.                                              | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |    174909 | NS      | $2443478.73   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Banc of California Inc                       | Banc of California, Inc.                                     | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |    657980 | NS      | $13146440.40  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank First Corp                              | Bank First Corp.                                             | CUSIP: 06211J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7300 | NS      | $1018642.00   | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Bank of Hawaii Corp                          | Bank of Hawaii Corp.                                         | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |     68808 | NS      | $5145462.24   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of Marin Bancorp                        | Bank of Marin Bancorp                                        | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     88988 | NS      | $2389327.80   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank OZK                                     | Bank OZK                                                     | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |    879137 | NS      | $41811755.72  | 0.29%             |  |  |  | No            | 1                  | On Loan: —       |
| BankUnited Inc                               | BankUnited, Inc.                                             | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |    531172 | NS      | $25214734.84  | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank7 Corp                                   | Bank7 Corp.                                                  | CUSIP: 06652N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33674 | NS      | $1496472.56   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Banner Corp                                  | Banner Corp.                                                 | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    227749 | NS      | $14083998.16  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Bankwell Financial Group Inc                 | Bankwell Financial Group, Inc.                               | CUSIP: 06654A103<br>LEI: 5493004NUBQXPY84NX67 | Long             | EC               | CORP              | US        |     44663 | NS      | $2152309.97   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bar Harbor Bankshares                        | Bar Harbor Bankshares                                        | CUSIP: 066849100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    104613 | NS      | $3547426.83   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Barnes & Noble Education Inc                 | Barnes & Noble Education, Inc.                               | CUSIP: 06777U200<br>LEI: 549300JQGDS5THBPED41 | Long             | EC               | CORP              | US        |      7933 | NS      | $71000.35     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Bassett Furniture Industries Inc             | Bassett Furniture Industries, Inc.                           | CUSIP: 070203104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82584 | NS      | $1304827.20   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BayCom Corp                                  | BayCom Corp.                                                 | CUSIP: 07272M107<br>LEI: 549300UOLS54Q5ONIG33 | Long             | EC               | CORP              | US        |     84162 | NS      | $2455847.16   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Beazer Homes USA Inc                         | Beazer Homes USA, Inc.                                       | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               | CORP              | US        |     84321 | NS      | $1818803.97   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bel Fuse Inc                                 | Bel Fuse, Inc.                                               | CUSIP: 077347201<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |        47 | NS      | $8636.25      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Benchmark Electronics Inc                    | Benchmark Electronics, Inc.                                  | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |    288233 | NS      | $15028468.62  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Beacon Financial Corp                        | Beacon Financial Corp.                                       | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |    637553 | NS      | $18074627.55  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Biglari Holdings Inc                         | Biglari Holdings, Inc.                                       | CUSIP: 08986R309<br>LEI: 549300GLWWSODF8TM682 | Long             | EC               | CORP              | US        |     15476 | NS      | $5803964.28   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Biglari Holdings Inc                         | Biglari Holdings, Inc.                                       | CUSIP: 08986R408<br>LEI: 549300GLWWSODF8TM682 | Long             | EC               | CORP              | US        |       943 | NS      | $1856597.26   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bio-Rad Laboratories Inc                     | Bio-Rad Laboratories, Inc.                                   | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |    166797 | NS      | $48988278.90  | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| BioCryst Pharmaceuticals Inc                 | BioCryst Pharmaceuticals, Inc.                               | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |      5357 | NS      | $35249.06     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BioMarin Pharmaceutical Inc                  | BioMarin Pharmaceutical, Inc.                                | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |    139354 | NS      | $7879075.16   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| BJ's Restaurants Inc                         | BJ's Restaurants, Inc.                                       | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |    170951 | NS      | $7149170.82   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Black Diamond Therapeutics Inc               | Black Diamond Therapeutics, Inc.                             | CUSIP: 09203E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70518 | NS      | $175589.82    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bloomin' Brands Inc                          | Bloomin' Brands, Inc.                                        | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |    192589 | NS      | $1155534.00   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BlueLinx Holdings Inc                        | BlueLinx Holdings, Inc.                                      | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |     75717 | NS      | $5266874.52   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Boise Cascade Co                             | Boise Cascade Co.                                            | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |    304936 | NS      | $24641878.16  | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| BorgWarner Inc                               | BorgWarner, Inc.                                             | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |   1684556 | NS      | $79864799.96  | 0.55%             |  |  |  | No            | 1                  | On Loan: No      |
| Boston Beer Co Inc/The                       | Boston Beer Co., Inc.                                        | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |     58188 | NS      | $12430120.56  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Boston Omaha Corp                            | Boston Omaha Corp.                                           | CUSIP: 101044105<br>LEI: 54930002FEWTYF4YFF19 | Long             | EC               | CORP              | US        |    211022 | NS      | $2576578.62   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ESC BOWL AMER INC                            | Bowl America, Inc.                                           | CUSIP: 102ESC019<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14256 | NS      | $0.00         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bowman Consulting Group Ltd                  | Bowman Consulting Group Ltd.                                 | CUSIP: 103002101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40148 | NS      | $1398354.84   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Brady Corp                                   | Brady Corp.                                                  | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |    172587 | NS      | $14923597.89  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Bridgewater Bancshares Inc                   | Bridgewater Bancshares, Inc.                                 | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |    145883 | NS      | $2802412.43   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Brighthouse Financial Inc                    | Brighthouse Financial, Inc.                                  | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |    447913 | NS      | $28693306.78  | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| BrightView Holdings Inc                      | BrightView Holdings, Inc.                                    | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |    690108 | NS      | $9219842.88   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| BrightSpring Health Services Inc             | BrightSpring Health Services, Inc.                           | CUSIP: 10950A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    204072 | NS      | $8013907.44   | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Bristow Group Inc                            | Bristow Group, Inc.                                          | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |    210415 | NS      | $9249843.40   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadway Financial Corp/DE                   | Broadway Financial Corp.                                     | CUSIP: 111444709<br>LEI: 5299001QZYF6Z5PMM934 | Long             | EC               | CORP              | US        |      2794 | NS      | $22854.92     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadwind Inc                                | Broadwind, Inc.                                              | CUSIP: 11161T207<br>LEI: 529900ATI5MMWNW41F84 | Long             | EC               | CORP              | US        |     36608 | NS      | $109824.00    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Azenta Inc                                   | Azenta, Inc.                                                 | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |     33091 | NS      | $1286578.08   | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Brown-Forman Corp                            | Brown-Forman Corp.                                           | CUSIP: 115637100<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |     29273 | NS      | $814667.59    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Brown-Forman Corp                            | Brown-Forman Corp.                                           | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |    523004 | NS      | $14314619.48  | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| Brunswick Corp/DE                            | Brunswick Corp.                                              | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |    420822 | NS      | $33758340.84  | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Builders FirstSource Inc                     | Builders FirstSource, Inc.                                   | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |    560478 | NS      | $64118683.20  | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Bumble Inc                                   | Bumble, Inc.                                                 | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    350501 | NS      | $1174178.35   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Burke & Herbert Financial Services Corp      | Burke & Herbert Financial Services Corp.                     | CUSIP: 12135Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41237 | NS      | $2700198.76   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Business First Bancshares Inc                | Business First Bancshares, Inc.                              | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |    124555 | NS      | $3508714.35   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BuzzFeed Inc                                 | BuzzFeed, Inc.                                               | CUSIP: 12430A300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2116 | NS      | $1862.93      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Byline Bancorp Inc                           | Byline Bancorp, Inc.                                         | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |    279801 | NS      | $8934045.93   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| C&F Financial Corp                           | C&F Financial Corp.                                          | CUSIP: 12466Q104<br>LEI: 549300VFPAZLNS1R0361 | Long             | EC               | CORP              | US        |     22203 | NS      | $1671885.90   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CB Financial Services Inc                    | CB Financial Services, Inc.                                  | CUSIP: 12479G101<br>LEI: 549300JEGYKCDOBSG664 | Long             | EC               | CORP              | US        |      2041 | NS      | $73129.03     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CF Bankshares Inc                            | CF Bankshares, Inc.                                          | CUSIP: 12520L109<br>LEI: 5493005T7GGZJKF4UK64 | Long             | EC               | CORP              | US        |      2987 | NS      | $86951.57     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CF Industries Holdings Inc                   | CF Industries Holdings, Inc.                                 | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |   1058622 | NS      | $98695329.06  | 0.67%             |  |  |  | No            | 1                  | On Loan: No      |
| CNB Financial Corp/PA                        | CNB Financial Corp.                                          | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |    147636 | NS      | $4089517.20   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| CNO Financial Group Inc                      | CNO Financial Group, Inc.                                    | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |    721123 | NS      | $30323222.15  | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| CSP Inc                                      | CSP, Inc.                                                    | CUSIP: 126389105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4970 | NS      | $56757.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CTS Corp                                     | CTS Corp.                                                    | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |    226221 | NS      | $11630021.61  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| CNX Resources Corp                           | CNX Resources Corp.                                          | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |   1172777 | NS      | $45503747.60  | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| CVB Financial Corp                           | CVB Financial Corp.                                          | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    953398 | NS      | $18791474.58  | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| CVR Energy Inc                               | CVR Energy, Inc.                                             | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |     19407 | NS      | $441315.18    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cable One Inc                                | Cable One, Inc.                                              | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |     30730 | NS      | $2488822.70   | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Cabot Corp                                   | Cabot Corp.                                                  | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |    225205 | NS      | $16257548.95  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| CACI International Inc                       | CACI International, Inc.                                     | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |     29159 | NS      | $18095492.22  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Cactus Inc                                   | Cactus, Inc.                                                 | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |    134036 | NS      | $7536844.28   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Cadeler A/S                                  | Cadeler AS                                                   | CUSIP: 12738K109<br>LEI: 9845008439EUED140282 | Long             | EC               | CORP              | DK        |     11228 | NS      | $268349.20    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cadence Bank                                 | Cadence Bank                                                 | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |   1433853 | NS      | $60379549.83  | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Caesars Entertainment Inc                    | Caesars Entertainment, Inc.                                  | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |    152897 | NS      | $3164967.90   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Cal-Maine Foods Inc                          | Cal-Maine Foods, Inc.                                        | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |    354917 | NS      | $29646217.01  | 0.20%             |  |  |  | No            | 1                  | On Loan: —       |
| Calavo Growers Inc                           | Calavo Growers, Inc.                                         | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    130558 | NS      | $3321395.52   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Caleres Inc                                  | Caleres, Inc.                                                | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |    147514 | NS      | $1802621.08   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| California First Leasing Corp                | California First Leasing Corp.                               | CUSIP: 130222102<br>LEI: 894500AUBHBFB3137873 | Long             | EC               | CORP              | US        |       383 | NS      | $10639.74     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| California Resources Corp                    | California Resources Corp.                                   | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |    571434 | NS      | $30571719.00  | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Callaway Golf Co                             | Callaway Golf Co.                                            | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |   1091899 | NS      | $15668750.65  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Camden National Corp                         | Camden National Corp.                                        | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |    115911 | NS      | $5513886.27   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Campbell's Company/The                       | Campbell's Co.                                               | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |   2270370 | NS      | $63524952.60  | 0.43%             |  |  |  | No            | 1                  | On Loan: —       |
| Capital City Bank Group Inc                  | Capital City Bank Group, Inc.                                | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |    134890 | NS      | $5633006.40   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Capital Bancorp Inc                          | Capital Bancorp, Inc.                                        | CUSIP: 139737100<br>LEI: 549300LQKYGWQ7VP0C75 | Long             | EC               | CORP              | US        |     68261 | NS      | $2096977.92   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Capitol Federal Financial Inc                | Capitol Federal Financial, Inc.                              | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    844963 | NS      | $6151330.64   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| CareDx Inc                                   | CareDx, Inc.                                                 | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |     57874 | NS      | $1189310.70   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CareCloud Inc                                | CareCloud, Inc.                                              | CUSIP: 14167R100<br>LEI: 549300GEO5Y45G5I3070 | Long             | EC               | CORP              | US        |      5170 | NS      | $14010.70     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CarMax Inc                                   | CarMax, Inc.                                                 | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    170610 | NS      | $7598969.40   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Carriage Services Inc                        | Carriage Services, Inc.                                      | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44602 | NS      | $1913871.82   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cars.com Inc                                 | Cars.com, Inc.                                               | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |    494537 | NS      | $5617940.32   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Carter Bankshares Inc                        | Carter Bankshares, Inc.                                      | CUSIP: 146103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    140292 | NS      | $3003651.72   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Carter's Inc                                 | Carter's, Inc.                                               | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |     63264 | NS      | $2189567.04   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cass Information Systems Inc                 | Cass Information Systems, Inc.                               | CUSIP: 14808P109<br>LEI: 549300G7XPIPR7SJ2F38 | Long             | EC               | CORP              | US        |      1939 | NS      | $87177.44     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Castle Biosciences Inc                       | Castle Biosciences, Inc.                                     | CUSIP: 14843C105<br>LEI: 2549007M2Q4HLR1XD252 | Long             | EC               | CORP              | US        |    175336 | NS      | $6906485.04   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Catalyst Pharmaceuticals Inc                 | Catalyst Pharmaceuticals, Inc.                               | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |    117538 | NS      | $2856173.40   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Cathay General Bancorp                       | Cathay General Bancorp                                       | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |    509923 | NS      | $26097859.14  | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Cato Corp/The                                | Cato Corp.                                                   | CUSIP: 149205106<br>LEI: 529900R4SJUY7GCUU865 | Long             | EC               | CORP              | US        |    124819 | NS      | $380697.95    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Celanese Corp                                | Celanese Corp.                                               | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |     48658 | NS      | $2162361.52   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Central Garden & Pet Co                      | Central Garden & Pet Co.                                     | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     96135 | NS      | $3252247.05   | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Central Garden & Pet Co                      | Central Garden & Pet Co.                                     | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |    405800 | NS      | $12445886.00  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Central Pacific Financial Corp               | Central Pacific Financial Corp.                              | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |    181467 | NS      | $5910380.19   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Century Aluminum Co                          | Century Aluminum Co.                                         | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |    229004 | NS      | $10380751.32  | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Century Communities Inc                      | Century Communities, Inc.                                    | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |    247539 | NS      | $15590006.22  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Cerence Inc                                  | Cerence, Inc.                                                | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |    142492 | NS      | $1614434.36   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Certara Inc                                  | Certara, Inc.                                                | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1245578 | NS      | $10948630.62  | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Charles River Laboratories International Inc | Charles River Laboratories International, Inc.               | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |    210103 | NS      | $44222479.44  | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Chart Industries Inc                         | Chart Industries, Inc.                                       | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |     87771 | NS      | $18198439.14  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Chegg Inc                                    | Chegg, Inc.                                                  | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |     42369 | NS      | $32581.76     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chemung Financial Corp                       | Chemung Financial Corp.                                      | CUSIP: 164024101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29841 | NS      | $1813437.57   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ChoiceOne Financial Services Inc             | ChoiceOne Financial Services, Inc.                           | CUSIP: 170386106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16454 | NS      | $472065.26    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cirrus Logic Inc                             | Cirrus Logic, Inc.                                           | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     81524 | NS      | $10625838.16  | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Citizens & Northern Corp                     | Citizens & Northern Corp.                                    | CUSIP: 172922106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    107176 | NS      | $2439325.76   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Citi Trends Inc                              | Citi Trends, Inc.                                            | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |     42965 | NS      | $1853939.75   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Citizens Financial Services Inc              | Citizens Financial Services, Inc.                            | CUSIP: 174615104<br>LEI: 5493005JSTWQNVUE0825 | Long             | EC               | CORP              | US        |      1525 | NS      | $96456.25     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Citizens Community Bancorp Inc/WI            | Citizens Community Bancorp, Inc.                             | CUSIP: 174903104<br>LEI: 549300VKLJAF4WABEF16 | Long             | EC               | CORP              | US        |     29356 | NS      | $532517.84    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| City Holding Co                              | City Holding Co.                                             | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15398 | NS      | $1895339.82   | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Civeo Corp                                   | Civeo Corp.                                                  | CUSIP: 17878Y207<br>LEI: 254900H0BM0N0O4MSY43 | Long             | EC               | CORP              | CA        |     97811 | NS      | $2476574.52   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Civista Bancshares Inc                       | Civista Bancshares, Inc.                                     | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |    110777 | NS      | $2673049.01   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Clarus Corp                                  | Clarus Corp.                                                 | CUSIP: 18270P109<br>LEI: 549300PKSLI6PT0ULL72 | Long             | EC               | CORP              | US        |     95563 | NS      | $366006.29    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Clean Energy Fuels Corp                      | Clean Energy Fuels Corp.                                     | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Long             | EC               | CORP              | US        |    359074 | NS      | $789962.80    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cleanspark Inc                               | Cleanspark, Inc.                                             | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Long             | EC               | CORP              | US        |   1161039 | NS      | $13746701.76  | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Clearwater Paper Corp                        | Clearwater Paper Corp.                                       | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |    137724 | NS      | $2316517.68   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Coeur Mining Inc                             | Coeur Mining, Inc.                                           | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |   1100033 | NS      | $22484674.52  | 0.15%             |  |  |  | No            | 1                  | On Loan: —       |
| Coffee Holding Co Inc                        | Coffee Holding Co., Inc.                                     | CUSIP: 192176105<br>LEI: 549300FD5P29KIHQU051 | Long             | EC               | CORP              | US        |     10036 | NS      | $32014.84     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cohen & Co Inc                               | Cohen & Co., Inc.                                            | CUSIP: 19249M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1075 | NS      | $20091.75     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cohu Inc                                     | Cohu, Inc.                                                   | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |     46901 | NS      | $1338554.54   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Enovis Corp                                  | Enovis Corp.                                                 | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |    294481 | NS      | $6490361.24   | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Colony Bankcorp Inc                          | Colony Bankcorp, Inc.                                        | CUSIP: 19623P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    109634 | NS      | $2133477.64   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Columbia Banking System Inc                  | Columbia Banking System, Inc.                                | CUSIP: 197236102<br>LEI: 254900CTRJTQZ3BJ2V17 | Long             | EC               | CORP              | US        |   1710652 | NS      | $50361594.88  | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Columbia Financial Inc                       | Columbia Financial, Inc.                                     | CUSIP: 197641103<br>LEI: 254900B9UDXFOJAZKN61 | Long             | EC               | CORP              | US        |    118811 | NS      | $1933054.97   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Columbia Sportswear Co                       | Columbia Sportswear Co.                                      | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |    231577 | NS      | $12801576.56  | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Columbus McKinnon Corp/NY                    | Columbus McKinnon Corp.                                      | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |    133744 | NS      | $2819323.52   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Comerica Inc                                 | Comerica, Inc.                                               | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |    892098 | NS      | $79102329.66  | 0.54%             |  |  |  | No            | 1                  | On Loan: No      |
| Commerce Bancshares Inc/MO                   | Commerce Bancshares, Inc.                                    | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    228842 | NS      | $12046242.88  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Commercial Metals Co                         | Commercial Metals Co.                                        | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |    909447 | NS      | $69909190.89  | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| Commercial Vehicle Group Inc                 | Commercial Vehicle Group, Inc.                               | CUSIP: 202608105<br>LEI: 5493006OG8I91X0K7Q22 | Long             | EC               | CORP              | US        |     72600 | NS      | $108900.00    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Community Financial System Inc               | Community Financial System, Inc.                             | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |    283076 | NS      | $17692250.00  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Community West Bancshares                    | Community West Bancshares                                    | CUSIP: 203937107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    111656 | NS      | $2676394.32   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Community Trust Bancorp Inc                  | Community Trust Bancorp, Inc.                                | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    161465 | NS      | $9962390.50   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Compass Inc                                  | Compass, Inc.                                                | CUSIP: 20464U100<br>LEI: 254900DMGQSTC3I2IM78 | Long             | EC               | CORP              | US        |   1163471 | NS      | $14566656.92  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| TruBridge Inc                                | TruBridge, Inc.                                              | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |     96130 | NS      | $1860115.50   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CompX International Inc                      | CompX International, Inc.                                    | CUSIP: 20563P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11443 | NS      | $266621.90    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Comstock Resources Inc                       | Comstock Resources, Inc.                                     | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |   2044389 | NS      | $49780872.15  | 0.34%             |  |  |  | No            | 1                  | On Loan: —       |
| Conagra Brands Inc                           | Conagra Brands, Inc.                                         | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |   3289328 | NS      | $60885461.28  | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| Concentrix Corp                              | Concentrix Corp.                                             | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |    329711 | NS      | $12314705.85  | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Concrete Pumping Holdings Inc                | Concrete Pumping Holdings, Inc.                              | CUSIP: 206704108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    316009 | NS      | $1826532.02   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Conduent Inc                                 | Conduent, Inc.                                               | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |    972597 | NS      | $1351909.83   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CONMED Corp                                  | CONMED Corp.                                                 | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |     73282 | NS      | $2813295.98   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ConnectOne Bancorp Inc                       | ConnectOne Bancorp, Inc.                                     | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |    316515 | NS      | $8425629.30   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Consumer Portfolio Services Inc              | Consumer Portfolio Services, Inc.                            | CUSIP: 210502100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    213629 | NS      | $1843618.27   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cooper Cos Inc/The                           | Cooper Cos., Inc.                                            | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |    236984 | NS      | $19285757.92  | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Core Laboratories Inc                        | Core Laboratories, Inc.                                      | CUSIP: 21867A105<br>LEI: 984500040P5J07V43135 | Long             | EC               | CORP              | US        |    213654 | NS      | $4174799.16   | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Core Molding Technologies Inc                | Core Molding Technologies, Inc.                              | CUSIP: 218683100<br>LEI: 549300ZY2MFRXCKVIJ28 | Long             | EC               | CORP              | US        |     37724 | NS      | $736372.48    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Corebridge Financial Inc                     | Corebridge Financial, Inc.                                   | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |    235719 | NS      | $7267216.77   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Core Natural Resources Inc                   | Core Natural Resources, Inc.                                 | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |    162969 | NS      | $15543983.22  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| QuidelOrtho Corp                             | QuidelOrtho Corp.                                            | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |    346017 | NS      | $9401281.89   | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Coty Inc                                     | Coty, Inc.                                                   | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |    520638 | NS      | $1650422.46   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Covenant Logistics Group Inc                 | Covenant Logistics Group, Inc.                               | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    178159 | NS      | $4382711.40   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Cracker Barrel Old Country Store Inc         | Cracker Barrel Old Country Store, Inc.                       | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |     30831 | NS      | $928629.72    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Crane NXT Co                                 | Crane NXT Co.                                                | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |    224297 | NS      | $11331484.44  | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Credit Acceptance Corp                       | Credit Acceptance Corp.                                      | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1979 | NS      | $986016.96    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Crexendo Inc                                 | Crexendo, Inc.                                               | CUSIP: 226552107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56197 | NS      | $393379.00    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Crocs Inc                                    | Crocs, Inc.                                                  | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |    255178 | NS      | $21414537.76  | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Cross Country Healthcare Inc                 | Cross Country Healthcare, Inc.                               | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |    274905 | NS      | $2562114.60   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Cullen/Frost Bankers Inc                     | Cullen/Frost Bankers, Inc.                                   | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |     68984 | NS      | $9507374.88   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Culp Inc                                     | Culp, Inc.                                                   | CUSIP: 230215105<br>LEI: 549300BIJZDD8EVS1U89 | Long             | EC               | CORP              | US        |     51021 | NS      | $179593.92    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cumberland Pharmaceuticals Inc               | Cumberland Pharmaceuticals, Inc.                             | CUSIP: 230770109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64869 | NS      | $243258.75    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Customers Bancorp Inc                        | Customers Bancorp, Inc.                                      | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |    246050 | NS      | $19442871.00  | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Custom Truck One Source Inc                  | Custom Truck One Source, Inc.                                | CUSIP: 23204X103<br>LEI: 2549008QOVAS9KBZ4E50 | Long             | EC               | CORP              | US        |    590652 | NS      | $3732920.64   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| DMC Global Inc                               | DMC Global, Inc.                                             | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |     46408 | NS      | $399108.80    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| The DFA Investment Trust Company             | DFA Investment Trust Co.                                     | CUSIP: 23320U405<br>LEI: 549300FSKWEXKF6YBM56 | Long             | EC               | RF                | US        |  54043089 | NS      | $625116409.92 | 4.27%             |  |  |  | No            | 2                  | On Loan: No      |
| DHI Group Inc                                | DHI Group, Inc.                                              | CUSIP: 23331S100<br>LEI: 529900489RAC0CU0AO81 | Long             | EC               | CORP              | US        |    128778 | NS      | $224073.72    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DLH Holdings Corp                            | DLH Holdings Corp.                                           | CUSIP: 23335Q100<br>LEI: 549300KRYPLQFKWVTE62 | Long             | EC               | CORP              | US        |     54086 | NS      | $308831.06    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DXP Enterprises Inc/TX                       | DXP Enterprises, Inc.                                        | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    142374 | NS      | $18515738.70  | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| DT Midstream Inc                             | DT Midstream, Inc.                                           | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    351383 | NS      | $44281285.66  | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| DXC Technology Co                            | DXC Technology Co.                                           | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |   1100694 | NS      | $15883014.42  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Daktronics Inc                               | Daktronics, Inc.                                             | CUSIP: 234264109<br>LEI: 549300IOLZ3SG5YUJ288 | Long             | EC               | CORP              | US        |    335475 | NS      | $7766246.25   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Dana Inc                                     | Dana, Inc.                                                   | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |   1073669 | NS      | $31029034.10  | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Darling Ingredients Inc                      | Darling Ingredients, Inc.                                    | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |   1163849 | NS      | $53141345.34  | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Data I/O Corp                                | Data I/O Corp.                                               | CUSIP: 237690102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12540 | NS      | $38874.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Definitive Healthcare Corp                   | Definitive Healthcare Corp.                                  | CUSIP: 24477E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22170 | NS      | $51434.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Deluxe Corp                                  | Deluxe Corp.                                                 | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |    326581 | NS      | $8621738.40   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Designer Brands Inc                          | Designer Brands, Inc.                                        | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |    293429 | NS      | $1860339.86   | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Destination XL Group Inc                     | Destination XL Group, Inc.                                   | CUSIP: 25065K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    198512 | NS      | $135583.70    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Diamond Hill Investment Group Inc            | Diamond Hill Investment Group, Inc.                          | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |      2518 | NS      | $431459.30    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Diebold Nixdorf Inc                          | Diebold Nixdorf, Inc.                                        | CUSIP: 253651202<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |     91762 | NS      | $6332495.62   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Digi International Inc                       | Digi International, Inc.                                     | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |    325526 | NS      | $14020404.82  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| DigitalBridge Group Inc                      | DigitalBridge Group, Inc.                                    | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |    285326 | NS      | $4391167.14   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Dillard's Inc                                | Dillard's, Inc.                                              | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |      3840 | NS      | $2333030.40   | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Dime Community Bancshares Inc                | Dime Community Bancshares, Inc.                              | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    272134 | NS      | $9257998.68   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Diodes Inc                                   | Diodes, Inc.                                                 | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |    278796 | NS      | $16501935.24  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| DocGo Inc                                    | DocGo, Inc.                                                  | CUSIP: 256086109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8019 | NS      | $6147.37      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dolby Laboratories Inc                       | Dolby Laboratories, Inc.                                     | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |     36858 | NS      | $2365915.02   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Donegal Group Inc                            | Donegal Group, Inc.                                          | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    269955 | NS      | $5040059.85   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Dorman Products Inc                          | Dorman Products, Inc.                                        | CUSIP: 258278100<br>LEI: 2549000O0BBUX740XR59 | Long             | EC               | CORP              | US        |    145764 | NS      | $18103888.80  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| DoubleVerify Holdings Inc                    | DoubleVerify Holdings, Inc.                                  | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    613473 | NS      | $6637777.86   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Douglas Dynamics Inc                         | Douglas Dynamics, Inc.                                       | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |    150480 | NS      | $5670086.40   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Dream Finders Homes Inc                      | Dream Finders Homes, Inc.                                    | CUSIP: 26154D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53861 | NS      | $990503.79    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Ducommun Inc                                 | Ducommun, Inc.                                               | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |    106208 | NS      | $12038676.80  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Duluth Holdings Inc                          | Duluth Holdings, Inc.                                        | CUSIP: 26443V101<br>LEI: 549300B6G8G3WGHFYU15 | Long             | EC               | CORP              | US        |     31854 | NS      | $76768.14     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| El Pollo Loco Holdings Inc                   | El Pollo Loco Holdings, Inc.                                 | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |    358203 | NS      | $3628596.39   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Eagle Bancorp Inc                            | Eagle Bancorp, Inc.                                          | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |      7362 | NS      | $197007.12    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EVI Industries Inc                           | EVI Industries, Inc.                                         | CUSIP: 26929N102<br>LEI: 549300RU296J63VW0297 | Long             | EC               | CORP              | US        |      3546 | NS      | $91132.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eagle Bancorp Montana Inc                    | Eagle Bancorp Montana, Inc.                                  | CUSIP: 26942G100<br>LEI: 549300P2SVRIY3YU1412 | Long             | EC               | CORP              | US        |     32573 | NS      | $707159.83    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| East West Bancorp Inc                        | East West Bancorp, Inc.                                      | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               | CORP              | US        |    122989 | NS      | $14074861.16  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Eastern Bankshares Inc                       | Eastern Bankshares, Inc.                                     | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |    394652 | NS      | $8084446.22   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Eastern Co/The                               | Eastern Co.                                                  | CUSIP: 276317104<br>LEI: 5493005F8SU7UCM5D285 | Long             | EC               | CORP              | US        |     43130 | NS      | $806531.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Eastman Chemical Co                          | Eastman Chemical Co.                                         | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |    615200 | NS      | $42645664.00  | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Ecovyst Inc                                  | Ecovyst, Inc.                                                | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    852545 | NS      | $9045502.45   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Edgewell Personal Care Co                    | Edgewell Personal Care Co.                                   | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |    361275 | NS      | $7030411.50   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| eGain Corp                                   | eGain Corp.                                                  | CUSIP: 28225C806<br>LEI: 25490048ASFEJOENUI20 | Long             | EC               | CORP              | US        |     71959 | NS      | $739018.93    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| eHealth Inc                                  | eHealth, Inc.                                                | CUSIP: 28238P109<br>LEI: 5299003O8Y5OKXUZQ421 | Long             | EC               | CORP              | US        |     99724 | NS      | $282218.92    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| 8x8 Inc                                      | 8x8, Inc.                                                    | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |    339913 | NS      | $564255.58    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Elanco Animal Health Inc                     | Elanco Animal Health, Inc.                                   | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |   3738631 | NS      | $90026234.48  | 0.62%             |  |  |  | No            | 1                  | On Loan: No      |
| Element Solutions Inc                        | Element Solutions, Inc.                                      | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |    561239 | NS      | $16332054.90  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Emergent BioSolutions Inc                    | Emergent BioSolutions, Inc.                                  | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |    320917 | NS      | $3639198.78   | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Employers Holdings Inc                       | Employers Holdings, Inc.                                     | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    174383 | NS      | $7606586.46   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Enact Holdings Inc                           | Enact Holdings, Inc.                                         | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |    302623 | NS      | $12035316.71  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Encore Capital Group Inc                     | Encore Capital Group, Inc.                                   | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |     47392 | NS      | $2616038.40   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Energy Services of America Corp              | Energy Services of America Corp.                             | CUSIP: 29271Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49783 | NS      | $448544.83    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EnerSys                                      | EnerSys                                                      | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |    254803 | NS      | $45912952.57  | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Ennis Inc                                    | Ennis, Inc.                                                  | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    238930 | NS      | $4656745.70   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Enpro Inc                                    | Enpro, Inc.                                                  | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |    131418 | NS      | $31379990.04  | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Enova International Inc                      | Enova International, Inc.                                    | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |    119613 | NS      | $19756479.21  | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Enterprise Financial Services Corp           | Enterprise Financial Services Corp.                          | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |    260109 | NS      | $14917251.15  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Entravision Communications Corp              | Entravision Communications Corp.                             | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |     97287 | NS      | $292833.87    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EPAM Systems Inc                             | EPAM Systems, Inc.                                           | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |     30075 | NS      | $6273645.00   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Envista Holdings Corp                        | Envista Holdings Corp.                                       | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |   1282770 | NS      | $30106611.90  | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| ePlus Inc                                    | ePlus, Inc.                                                  | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |    193354 | NS      | $16591706.74  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Vestis Corp                                  | Vestis Corp.                                                 | CUSIP: 29430C102<br>LEI: 254900QDW0TA2TMFAP59 | Long             | EC               | CORP              | US        |    680000 | NS      | $4440400.00   | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Epsilon Energy Ltd                           | Epsilon Energy Ltd.                                          | CUSIP: 294375209<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     59502 | NS      | $296914.98    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Equity Bancshares Inc                        | Equity Bancshares, Inc.                                      | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |    108555 | NS      | $5006556.60   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Escalade Inc                                 | Escalade, Inc.                                               | CUSIP: 296056104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37371 | NS      | $543374.34    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Esab Corp                                    | Esab Corp.                                                   | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |      5791 | NS      | $701290.10    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Espey Mfg. & Electronics Corp                | Espey Mfg. & Electronics Corp.                               | CUSIP: 296650104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14746 | NS      | $779621.02    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ethan Allen Interiors Inc                    | Ethan Allen Interiors, Inc.                                  | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    228482 | NS      | $5239092.26   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Euronet Worldwide Inc                        | Euronet Worldwide, Inc.                                      | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |     26491 | NS      | $1919537.86   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| European Wax Center Inc                      | European Wax Center, Inc.                                    | CUSIP: 29882P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28389 | NS      | $111568.77    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EVERTEC Inc                                  | EVERTEC, Inc.                                                | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      8004 | NS      | $240200.04    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Evolution Petroleum Corp                     | Evolution Petroleum Corp.                                    | CUSIP: 30049A107<br>LEI: 549300P9ZXGJZ6SSM116 | Long             | EC               | CORP              | US        |    131962 | NS      | $519930.28    | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Evolent Health Inc                           | Evolent Health, Inc.                                         | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |     37154 | NS      | $119264.34    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| F&G Annuities & Life Inc                     | F&G Annuities & Life, Inc.                                   | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85866 | NS      | $2532188.34   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| EZCORP Inc                                   | EZCORP, Inc.                                                 | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |    400915 | NS      | $8599626.75   | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| FNB Corp/PA                                  | FNB Corp.                                                    | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |   2547855 | NS      | $44714855.25  | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| FB Financial Corp                            | FB Financial Corp.                                           | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |    407758 | NS      | $23458317.74  | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| FS Bancorp Inc                               | FS Bancorp, Inc.                                             | CUSIP: 30263Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67176 | NS      | $2820048.48   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| FRP Holdings Inc                             | FRP Holdings, Inc.                                           | CUSIP: 30292L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    132200 | NS      | $3160902.00   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| FTI Consulting Inc                           | FTI Consulting, Inc.                                         | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |     69368 | NS      | $12116508.56  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Farmer Bros Co                               | Farmer Bros Co.                                              | CUSIP: 307675108<br>LEI: 5493006PMLETBTVJ3262 | Long             | EC               | CORP              | US        |     69829 | NS      | $115217.85    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Farmers & Merchants Bancorp Inc/Archbold OH  | Farmers & Merchants Bancorp, Inc.                            | CUSIP: 30779N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21747 | NS      | $583472.01    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Farmers National Banc Corp                   | Farmers National Banc Corp.                                  | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    232496 | NS      | $3017798.08   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Fate Therapeutics Inc                        | Fate Therapeutics, Inc.                                      | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |    338080 | NS      | $402315.20    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal Agricultural Mortgage Corp           | Federal Agricultural Mortgage Corp.                          | CUSIP: 313148108<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGSE             | US        |       301 | NS      | $39030.67     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal Agricultural Mortgage Corp           | Federal Agricultural Mortgage Corp.                          | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGSE             | US        |     65784 | NS      | $11137231.20  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Fidelity D&D Bancorp Inc                     | Fidelity D&D Bancorp, Inc.                                   | CUSIP: 31609R100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1845 | NS      | $82471.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fidelity National Financial Inc              | Fidelity National Financial, Inc.                            | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |     98999 | NS      | $5384555.61   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Finance Of America Cos Inc                   | Finance of America Cos., Inc.                                | CUSIP: 31738L206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7339 | NS      | $170925.31    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Financial Institutions Inc                   | Financial Institutions, Inc.                                 | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    127381 | NS      | $4195930.14   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Finward Bancorp                              | Finward Bancorp                                              | CUSIP: 31812F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2970 | NS      | $108835.65    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Finwise Bancorp                              | Finwise Bancorp                                              | CUSIP: 31813A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4384 | NS      | $76763.84     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Advantage Corp                         | First Advantage Corp.                                        | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Long             | EC               | CORP              | US        |    100415 | NS      | $1355602.50   | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| First American Financial Corp                | First American Financial Corp.                               | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |    698681 | NS      | $44142665.58  | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| First Bancorp Inc/The                        | First Bancorp, Inc.                                          | CUSIP: 31866P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78661 | NS      | $2151378.35   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| First BanCorp/Puerto Rico                    | First BanCorp                                                | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |   1258317 | NS      | $27833972.04  | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| First Bancorp/Southern Pines NC              | First Bancorp/Southern Pines NC                              | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    252953 | NS      | $14653567.29  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| First Bank/Hamilton NJ                       | First Bank                                                   | CUSIP: 31931U102<br>LEI: 549300YS4CB1171BRJ08 | Long             | EC               | CORP              | US        |    133741 | NS      | $2230799.88   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| First Busey Corp                             | First Busey Corp.                                            | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |    633954 | NS      | $15626966.10  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| First Business Financial Services Inc        | First Business Financial Services, Inc.                      | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               | CORP              | US        |     76778 | NS      | $4400914.96   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| First Capital Inc                            | First Capital, Inc.                                          | CUSIP: 31942S104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       520 | NS      | $30638.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Commonwealth Financial Corp            | First Commonwealth Financial Corp.                           | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |    803569 | NS      | $14488349.07  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| First Community Corp/SC                      | First Community Corp.                                        | CUSIP: 319835104<br>LEI: 549300TC167ECI9SMC70 | Long             | EC               | CORP              | US        |     28897 | NS      | $847260.04    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| First Community Bankshares Inc               | First Community Bankshares, Inc.                             | CUSIP: 31983A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    170490 | NS      | $6141049.80   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| First Financial Bancorp                      | First Financial Bancorp                                      | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |    804297 | NS      | $23115495.78  | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| First Financial Bankshares Inc               | First Financial Bankshares, Inc.                             | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |      1500 | NS      | $47730.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Financial Corp                         | First Financial Corp.                                        | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     83564 | NS      | $5445030.24   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| First Foundation Inc                         | First Foundation, Inc.                                       | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |     65228 | NS      | $409631.84    | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| First Horizon Corp                           | First Horizon Corp.                                          | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |   3817933 | NS      | $93501179.17  | 0.64%             |  |  |  | No            | 1                  | On Loan: No      |
| First Hawaiian Inc                           | First Hawaiian, Inc.                                         | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |    904951 | NS      | $24026449.05  | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| First Internet Bancorp                       | First Internet Bancorp                                       | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |     46672 | NS      | $1016982.88   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| First Interstate BancSystem Inc              | First Interstate BancSystem, Inc.                            | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |    715065 | NS      | $25363355.55  | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| First Merchants Corp                         | First Merchants Corp.                                        | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |    391770 | NS      | $15576775.20  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| First Mid Bancshares Inc                     | First Mid Bancshares, Inc.                                   | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    145693 | NS      | $6133675.30   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| First Northwest Bancorp                      | First Northwest Bancorp                                      | CUSIP: 335834107<br>LEI: 549300YDR3VSTKB9DQ65 | Long             | EC               | CORP              | US        |     30863 | NS      | $321901.09    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| 1st Source Corp                              | 1st Source Corp.                                             | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    200764 | NS      | $13517440.12  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| First United Corp                            | First United Corp.                                           | CUSIP: 33741H107<br>LEI: 549300G54QPXQLB4KN58 | Long             | EC               | CORP              | US        |     44311 | NS      | $1698440.63   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| First Watch Restaurant Group Inc             | First Watch Restaurant Group, Inc.                           | CUSIP: 33748L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    380983 | NS      | $6091918.17   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| First Western Financial Inc                  | First Western Financial, Inc.                                | CUSIP: 33751L105<br>LEI: 549300PPOGX4C7S66B47 | Long             | EC               | CORP              | US        |     45514 | NS      | $1144677.10   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Firstsun Capital Bancorp                     | Firstsun Capital Bancorp                                     | CUSIP: 33767U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12658 | NS      | $499737.84    | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| FirstCash Holdings Inc                       | FirstCash Holdings, Inc.                                     | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       904 | NS      | $154132.00    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Five Star Bancorp                            | Five Star Bancorp                                            | CUSIP: 33830T103<br>LEI: 5493008ZRBIHKWC0JA73 | Long             | EC               | CORP              | US        |     31662 | NS      | $1254448.44   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Five Point Holdings LLC                      | Five Point Holdings LLC                                      | CUSIP: 33833Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       920 | NS      | $4885.20      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Flanigan's Enterprises Inc                   | Flanigan's Enterprises, Inc.                                 | CUSIP: 338517105<br>LEI: 3SQB3XBDRJL87DZJOO94 | Long             | EC               | CORP              | US        |      3498 | NS      | $113772.45    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Flexsteel Industries Inc                     | Flexsteel Industries, Inc.                                   | CUSIP: 339382103<br>LEI: 894500J5Y3ZZOOJXXN24 | Long             | EC               | CORP              | US        |     40142 | NS      | $1606884.26   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Flexible Solutions International Inc         | Flexible Solutions International, Inc.                       | CUSIP: 33938T104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     25410 | NS      | $146615.70    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Floor & Decor Holdings Inc                   | Floor & Decor Holdings, Inc.                                 | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |    247616 | NS      | $16332751.36  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Flowers Foods Inc                            | Flowers Foods, Inc.                                          | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |    864112 | NS      | $9876800.16   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Flowserve Corp                               | Flowserve Corp.                                              | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |    185391 | NS      | $14488306.65  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Flushing Financial Corp                      | Flushing Financial Corp.                                     | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20756 | NS      | $327737.24    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FONAR Corp                                   | FONAR Corp.                                                  | CUSIP: 344437405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48165 | NS      | $897795.60    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Forestar Group Inc                           | Forestar Group, Inc.                                         | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |    342030 | NS      | $8899620.60   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| FormFactor Inc                               | FormFactor, Inc.                                             | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |     44843 | NS      | $3160983.07   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Forrester Research Inc                       | Forrester Research, Inc.                                     | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |     16069 | NS      | $130319.59    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fortitude Gold Corp                          | Fortitude Gold Corp.                                         | CUSIP: 34962K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     93160 | NS      | $513311.60    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fortune Brands Innovations Inc               | Fortune Brands Innovations, Inc.                             | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |    725434 | NS      | $39245979.40  | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Forum Energy Technologies Inc                | Forum Energy Technologies, Inc.                              | CUSIP: 34984V209<br>LEI: 549300SF93HLCR1REE27 | Long             | EC               | CORP              | US        |     65945 | NS      | $2983351.80   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| L B Foster Co                                | L.B. Foster Co.                                              | CUSIP: 350060109<br>LEI: 549300AUUJGJ2T2L2179 | Long             | EC               | CORP              | US        |     97525 | NS      | $2930626.25   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Franklin Electric Co Inc                     | Franklin Electric Co., Inc.                                  | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |       946 | NS      | $94240.52     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Franklin Financial Services Corp             | Franklin Financial Services Corp.                            | CUSIP: 353525108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3364 | NS      | $171597.64    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Franklin Resources Inc                       | Franklin Resources, Inc.                                     | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |   2564077 | NS      | $68255729.74  | 0.47%             |  |  |  | No            | 1                  | On Loan: —       |
| Frequency Electronics Inc                    | Frequency Electronics, Inc.                                  | CUSIP: 358010106<br>LEI: 549300S56SO2JB5JBE31 | Long             | EC               | CORP              | US        |         1 | NS      | $52.58        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Friedman Industries Inc                      | Friedman Industries, Inc.                                    | CUSIP: 358435105<br>LEI: 549300VI5ADYNC8C3G47 | Long             | EC               | CORP              | US        |     65387 | NS      | $1283546.81   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Fulgent Genetics Inc                         | Fulgent Genetics, Inc.                                       | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |     11524 | NS      | $301928.80    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HB Fuller Co                                 | HB Fuller Co.                                                | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |    308694 | NS      | $18552509.40  | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Fulton Financial Corp                        | Fulton Financial Corp.                                       | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |   1423950 | NS      | $29404567.50  | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Funko Inc                                    | Funko, Inc.                                                  | CUSIP: 361008105<br>LEI: 529900NG9F0KL5P6NK67 | Long             | EC               | CORP              | US        |    364907 | NS      | $1481522.42   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| FutureFuel Corp                              | FutureFuel Corp.                                             | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |    185251 | NS      | $609475.79    | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| FVCBankcorp Inc                              | FVCBankcorp, Inc.                                            | CUSIP: 36120Q101<br>LEI: 549300MSW6NY44KG3397 | Long             | EC               | CORP              | US        |     55112 | NS      | $834395.68    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| GATX Corp                                    | GATX Corp.                                                   | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |    179566 | NS      | $32664851.06  | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| GCI Liberty Inc                              | GCI Liberty, Inc.                                            | CUSIP: 36164V602<br>LEI: 5493003JDENERRDYFN86 | Long             | EC               | CORP              | US        |     24967 | NS      | $935513.49    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| GCI Liberty Inc                              | GCI Liberty, Inc.                                            | CUSIP: 36164V800<br>LEI: 5493003JDENERRDYFN86 | Long             | EC               | CORP              | US        |    213978 | NS      | $7915046.22   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| G-III Apparel Group Ltd                      | G-III Apparel Group Ltd.                                     | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |    293900 | NS      | $8625965.00   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| GXO Logistics Inc                            | GXO Logistics, Inc.                                          | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |    388610 | NS      | $21991439.90  | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Gaia Inc                                     | Gaia, Inc.                                                   | CUSIP: 36269P104<br>LEI: 529900QUX8SBA2D93M92 | Long             | EC               | CORP              | US        |    119797 | NS      | $406111.83    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| USA TODAY Co Inc                             | USA TODAY Co., Inc.                                          | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |     56528 | NS      | $334645.76    | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Gap Inc/The                                  | Gap, Inc.                                                    | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |   2858450 | NS      | $79979431.00  | 0.55%             |  |  |  | No            | 1                  | On Loan: No      |
| Gencor Industries Inc                        | Gencor Industries, Inc.                                      | CUSIP: 368678108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87818 | NS      | $1259310.12   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Generac Holdings Inc                         | Generac Holdings, Inc.                                       | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |     27063 | NS      | $4547666.52   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Genesco Inc                                  | Genesco, Inc.                                                | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |     76198 | NS      | $2204408.14   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Gentex Corp                                  | Gentex Corp.                                                 | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |    879283 | NS      | $20232301.83  | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Genie Energy Ltd                             | Genie Energy Ltd.                                            | CUSIP: 372284208<br>LEI: 52990057E36X8869GX58 | Long             | EC               | CORP              | US        |     93281 | NS      | $1284479.37   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Genworth Financial Inc                       | Genworth Financial, Inc.                                     | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |   3371765 | NS      | $28120520.10  | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Gentherm Inc                                 | Gentherm, Inc.                                               | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |    177589 | NS      | $5675744.44   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Geospace Technologies Corp                   | Geospace Technologies Corp.                                  | CUSIP: 37364X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59921 | NS      | $926378.66    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| German American Bancorp Inc                  | German American Bancorp, Inc.                                | CUSIP: 373865104<br>LEI: 5493002JDOI3GTNVUD76 | Long             | EC               | CORP              | US        |    200380 | NS      | $8429986.60   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Gibraltar Industries Inc                     | Gibraltar Industries, Inc.                                   | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    237542 | NS      | $12176402.92  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Glacier Bancorp Inc                          | Glacier Bancorp, Inc.                                        | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     80530 | NS      | $4081260.40   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Global Business Travel Group I               | Global Business Travel Group I                               | CUSIP: 37890B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    132950 | NS      | $910707.50    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Global Industrial Co                         | Global Industrial Co.                                        | CUSIP: 37892E102<br>LEI: 5493000GO8Z3HEWCGE46 | Long             | EC               | CORP              | US        |       444 | NS      | $13568.64     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Globus Medical Inc                           | Globus Medical, Inc.                                         | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |     77699 | NS      | $7045745.32   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Globe Life Inc                               | Globe Life, Inc.                                             | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |    369498 | NS      | $51811009.56  | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Golden Entertainment Inc                     | Golden Entertainment, Inc.                                   | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |      7107 | NS      | $191320.44    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Good Times Restaurants Inc                   | Good Times Restaurants, Inc.                                 | CUSIP: 382140879<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24349 | NS      | $28244.84     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GoodRx Holdings Inc                          | GoodRx Holdings, Inc.                                        | CUSIP: 38246G108<br>LEI: 529900ATKYECI45EHV09 | Long             | EC               | CORP              | US        |    532230 | NS      | $1208162.10   | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Goodyear Tire & Rubber Co/The                | Goodyear Tire & Rubber Co.                                   | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |   2028152 | NS      | $19084910.32  | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Gorman-Rupp Co/The                           | Gorman-Rupp Co.                                              | CUSIP: 383082104<br>LEI: 254900WVLPOIWPGJPA07 | Long             | EC               | CORP              | US        |    272710 | NS      | $14859967.90  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Graham Holdings Co                           | Graham Holdings Co.                                          | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |     10393 | NS      | $12124785.59  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Gran Tierra Energy Inc                       | Gran Tierra Energy, Inc.                                     | CUSIP: 38500T200<br>LEI: 549300IH2S17MAIUCM32 | Long             | EC               | CORP              | US        |      3136 | NS      | $17028.48     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Granite Ridge Resources Inc                  | Granite Ridge Resources, Inc.                                | CUSIP: 387432107<br>LEI: 254900CAHJQKOQ1YZC67 | Long             | EC               | CORP              | US        |    238244 | NS      | $1195984.88   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Graphic Packaging Holding Co                 | Graphic Packaging Holding Co.                                | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1707983 | NS      | $25021950.95  | 0.17%             |  |  |  | No            | 1                  | On Loan: —       |
| Gray Media Inc                               | Gray Media, Inc.                                             | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |    535635 | NS      | $2415713.85   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Great Lakes Dredge & Dock Corp               | Great Lakes Dredge & Dock Corp.                              | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |    546303 | NS      | $8183618.94   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Great Southern Bancorp Inc                   | Great Southern Bancorp, Inc.                                 | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |    107469 | NS      | $6596447.22   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Green Brick Partners Inc                     | Green Brick Partners, Inc.                                   | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |    191755 | NS      | $13305879.45  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Green Dot Corp                               | Green Dot Corp.                                              | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    273976 | NS      | $3337027.68   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Green Plains Inc                             | Green Plains, Inc.                                           | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |    250809 | NS      | $2874271.14   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Greenbrier Cos Inc/The                       | Greenbrier Cos., Inc.                                        | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |    250960 | NS      | $12653403.20  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Greif Inc                                    | Greif, Inc.                                                  | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |    229568 | NS      | $16212092.16  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Greif Inc                                    | Greif, Inc.                                                  | CUSIP: 397624206<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |     56549 | NS      | $4703745.82   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Grid Dynamics Holdings Inc                   | Grid Dynamics Holdings, Inc.                                 | CUSIP: 39813G109<br>LEI: 9845007E77EEC65AZE29 | Long             | EC               | CORP              | US        |     96848 | NS      | $800932.96    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Grocery Outlet Holding Corp                  | Grocery Outlet Holding Corp.                                 | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    332643 | NS      | $3170087.79   | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Group 1 Automotive Inc                       | Group 1 Automotive, Inc.                                     | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |     68333 | NS      | $24207648.58  | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| GrowGeneration Corp                          | GrowGeneration Corp.                                         | CUSIP: 39986L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    123330 | NS      | $161562.30    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gulfport Energy Corp                         | Gulfport Energy Corp.                                        | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |     77653 | NS      | $15854413.01  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| HF Sinclair Corp                             | HF Sinclair Corp.                                            | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |   1317694 | NS      | $68506911.06  | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| HBT Financial Inc                            | HBT Financial, Inc.                                          | CUSIP: 404111106<br>LEI: 549300NTXD4Q6UK5BY66 | Long             | EC               | CORP              | US        |     66032 | NS      | $1781543.36   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| HCI Group Inc                                | HCI Group, Inc.                                              | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |      2449 | NS      | $388582.83    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HNI Corp                                     | HNI Corp.                                                    | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |    417438 | NS      | $19949362.02  | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Hain Celestial Group Inc/The                 | Hain Celestial Group, Inc.                                   | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |    170408 | NS      | $206193.68    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hamilton Beach Brands Holding Co             | Hamilton Beach Brands Holding Co.                            | CUSIP: 40701T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47003 | NS      | $897287.27    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Hancock Whitney Corp                         | Hancock Whitney Corp.                                        | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |    667108 | NS      | $45897030.40  | 0.31%             |  |  |  | No            | 1                  | On Loan: —       |
| Hanmi Financial Corp                         | Hanmi Financial Corp.                                        | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |    190718 | NS      | $5067377.26   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Hanover Bancorp Inc                          | Hanover Bancorp, Inc.                                        | CUSIP: 410709109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3292 | NS      | $76045.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hanover Insurance Group Inc/The              | Hanover Insurance Group, Inc.                                | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |     33711 | NS      | $5870433.54   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Harley-Davidson Inc                          | Harley-Davidson, Inc.                                        | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |    866078 | NS      | $17148344.40  | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| Harmonic Inc                                 | Harmonic, Inc.                                               | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |    384754 | NS      | $3739808.88   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Harmony Biosciences Holdings Inc             | Harmony Biosciences Holdings, Inc.                           | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    231078 | NS      | $8438968.56   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Enviri Corp                                  | Enviri Corp.                                                 | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |    572297 | NS      | $10827859.24  | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Harte Hanks Inc                              | Harte Hanks, Inc.                                            | CUSIP: 416196202<br>LEI: 549300J5W5N8Q3OYMS84 | Long             | EC               | CORP              | US        |      5598 | NS      | $16961.94     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Haverty Furniture Cos Inc                    | Haverty Furniture Cos., Inc.                                 | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |    109002 | NS      | $2759930.64   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Haverty Furniture Cos Inc                    | Haverty Furniture Cos., Inc.                                 | CUSIP: 419596200<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |       844 | NS      | $21441.82     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hawthorn Bancshares Inc                      | Hawthorn Bancshares, Inc.                                    | CUSIP: 420476103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1225 | NS      | $43377.25     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hayward Holdings Inc                         | Hayward Holdings, Inc.                                       | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1100142 | NS      | $17756291.88  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Healthcare Services Group Inc                | Healthcare Services Group, Inc.                              | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |    500878 | NS      | $9426523.96   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| HealthStream Inc                             | HealthStream, Inc.                                           | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |    296976 | NS      | $6619595.04   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Health Catalyst Inc                          | Health Catalyst, Inc.                                        | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |    342642 | NS      | $736680.30    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Heartland Express Inc                        | Heartland Express, Inc.                                      | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |    414526 | NS      | $4182567.34   | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Hecla Mining Co                              | Hecla Mining Co.                                             | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |    586413 | NS      | $13206020.76  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Helios Technologies Inc                      | Helios Technologies, Inc.                                    | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |    230638 | NS      | $14940729.64  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Helix Energy Solutions Group Inc             | Helix Energy Solutions Group, Inc.                           | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |    968769 | NS      | $7692025.86   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Helmerich & Payne Inc                        | Helmerich & Payne, Inc.                                      | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |    725983 | NS      | $24596304.04  | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Hennessy Advisors Inc                        | Hennessy Advisors, Inc.                                      | CUSIP: 425885100<br>LEI: 549300OM5HCSFZO7FR31 | Long             | EC               | CORP              | US        |      3114 | NS      | $31887.36     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Heritage Commerce Corp                       | Heritage Commerce Corp.                                      | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |    371966 | NS      | $4735127.18   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Herc Holdings Inc                            | Herc Holdings, Inc.                                          | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |    100378 | NS      | $14388182.52  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Heritage Financial Corp/WA                   | Heritage Financial Corp.                                     | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    207988 | NS      | $5368170.28   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Heritage Insurance Holdings Inc              | Heritage Insurance Holdings, Inc.                            | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |    195019 | NS      | $5084145.33   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Hexcel Corp                                  | Hexcel Corp.                                                 | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     13154 | NS      | $1089282.74   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Hillenbrand Inc                              | Hillenbrand, Inc.                                            | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |    420067 | NS      | $13404337.97  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Hillman Solutions Corp                       | Hillman Solutions Corp.                                      | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1188838 | NS      | $11139412.06  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Hilltop Holdings Inc                         | Hilltop Holdings, Inc.                                       | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |    474239 | NS      | $17760250.55  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Hilton Grand Vacations Inc                   | Hilton Grand Vacations, Inc.                                 | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |    576653 | NS      | $26012816.83  | 0.18%             |  |  |  | No            | 1                  | On Loan: —       |
| Hingham Institution For Savings The          | Hingham Institution For Savings                              | CUSIP: 433323102<br>LEI: 2549009GDCGUR2T6KU55 | Long             | EC               | CORP              | US        |      4157 | NS      | $1240656.65   | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Hologic Inc                                  | Hologic, Inc.                                                | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     54205 | NS      | $4061580.65   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Home BancShares Inc/AR                       | Home BancShares, Inc.                                        | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    776553 | NS      | $22442381.70  | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Home Bancorp Inc                             | Home Bancorp, Inc.                                           | CUSIP: 43689E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51747 | NS      | $3088778.43   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Mechanics Bancorp                            | Mechanics Bancorp                                            | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90718 | NS      | $1359862.82   | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| HomeTrust Bancshares Inc                     | HomeTrust Bancshares, Inc.                                   | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     91930 | NS      | $3964021.60   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Hooker Furnishings Corp                      | Hooker Furnishings Corp.                                     | CUSIP: 439038100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55569 | NS      | $737400.63    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Hope Bancorp Inc                             | Hope Bancorp, Inc.                                           | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |    834412 | NS      | $9996255.76   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Horace Mann Educators Corp                   | Horace Mann Educators Corp.                                  | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |    290708 | NS      | $13026625.48  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Horizon Bancorp Inc/IN                       | Horizon Bancorp, Inc.                                        | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |    208576 | NS      | $3675109.12   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Hormel Foods Corp                            | Hormel Foods Corp.                                           | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |   1139301 | NS      | $28038197.61  | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Hovnanian Enterprises Inc                    | Hovnanian Enterprises, Inc.                                  | CUSIP: 442487401<br>LEI: 549300805N4EF0ROBT53 | Long             | EC               | CORP              | US        |     20336 | NS      | $2290850.40   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Howard Hughes Holdings Inc                   | Howard Hughes Holdings, Inc.                                 | CUSIP: 44267T102<br>LEI: 254900TY494BHXIU6M60 | Long             | EC               | CORP              | US        |    354444 | NS      | $28943897.04  | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Hub Group Inc                                | Hub Group, Inc.                                              | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    487592 | NS      | $23199627.36  | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Star Equity Holdings Inc                     | Star Equity Holdings, Inc.                                   | CUSIP: 443787205<br>LEI: 54930073WVI9H7ILKL69 | Long             | EC               | CORP              | US        |     12332 | NS      | $126649.64    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hudson Technologies Inc                      | Hudson Technologies, Inc.                                    | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    269753 | NS      | $1934129.01   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Huntington Ingalls Industries Inc            | Huntington Ingalls Industries, Inc.                          | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |     40334 | NS      | $16960850.34  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Hurco Cos Inc                                | Hurco Cos., Inc.                                             | CUSIP: 447324104<br>LEI: XSC5XDOTBYOBQPOG2O82 | Long             | EC               | CORP              | US        |     31120 | NS      | $514724.80    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hyster-Yale Inc                              | Hyster-Yale, Inc.                                            | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69286 | NS      | $2317616.70   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ICF International Inc                        | ICF International, Inc.                                      | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |    139198 | NS      | $12980213.50  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| ICU Medical Inc                              | ICU Medical, Inc.                                            | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |    104416 | NS      | $15651958.40  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Crescent Energy Co                           | Crescent Energy Co.                                          | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1647534 | NS      | $16096407.18  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| IPG Photonics Corp                           | IPG Photonics Corp.                                          | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |    237903 | NS      | $21984616.23  | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| IDEX Corp                                    | IDEX Corp.                                                   | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |     85730 | NS      | $17021691.50  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| ImmuCell Corp                                | ImmuCell Corp.                                               | CUSIP: 452525306<br>LEI: 5493003G4YVJPVDW6U67 | Long             | EC               | CORP              | US        |      4747 | NS      | $28576.94     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Independent Bank Corp                        | Independent Bank Corp.                                       | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |    318749 | NS      | $25748544.22  | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Independent Bank Corp/MI                     | Independent Bank Corp.                                       | CUSIP: 453838609<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |    151509 | NS      | $5325541.35   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| indie Semiconductor Inc                      | indie Semiconductor, Inc.                                    | CUSIP: 45569U101<br>LEI: 254900L1MFXFYGB1PV53 | Long             | EC               | CORP              | US        |     30238 | NS      | $123975.80    | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Information Services Group Inc               | Information Services Group, Inc.                             | CUSIP: 45675Y104<br>LEI: 549300ZUNI6DQ0G8Q273 | Long             | EC               | CORP              | US        |    277136 | NS      | $1543647.52   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| InfuSystem Holdings Inc                      | InfuSystem Holdings, Inc.                                    | CUSIP: 45685K102<br>LEI: 549300F58N8PHJ4QUI59 | Long             | EC               | CORP              | US        |     83181 | NS      | $687075.06    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ingles Markets Inc                           | Ingles Markets, Inc.                                         | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |    121249 | NS      | $9076700.14   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Ingredion Inc                                | Ingredion, Inc.                                              | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |    493108 | NS      | $58236054.80  | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Innovex International Inc                    | Innovex International, Inc.                                  | CUSIP: 457651107<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |    440449 | NS      | $10945157.65  | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Insight Enterprises Inc                      | Insight Enterprises, Inc.                                    | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |     63354 | NS      | $5323003.08   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Innospec Inc                                 | Innospec, Inc.                                               | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |    204346 | NS      | $16699155.12  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Insteel Industries Inc                       | Insteel Industries, Inc.                                     | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |    157304 | NS      | $5213054.56   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Inogen Inc                                   | Inogen, Inc.                                                 | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |     61437 | NS      | $362478.30    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Innoviva Inc                                 | Innoviva, Inc.                                               | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |    551001 | NS      | $11020020.00  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Instil Bio Inc                               | Instil Bio, Inc.                                             | CUSIP: 45783C200<br>LEI: 529900HW1XOEQEVG5T88 | Long             | EC               | CORP              | US        |      6833 | NS      | $48240.98     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Integra LifeSciences Holdings Corp           | Integra LifeSciences Holdings Corp.                          | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |    315322 | NS      | $3512687.08   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Integer Holdings Corp                        | Integer Holdings Corp.                                       | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |    111436 | NS      | $9679330.96   | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Interparfums Inc                             | Interparfums, Inc.                                           | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27949 | NS      | $2726983.93   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Interface Inc                                | Interface, Inc.                                              | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |    402850 | NS      | $12677689.50  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| International Bancshares Corp                | International Bancshares Corp.                               | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |    566808 | NS      | $39472509.12  | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| International Money Express Inc              | International Money Express, Inc.                            | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5672 | NS      | $87689.12     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| inTEST Corp                                  | inTEST Corp.                                                 | CUSIP: 461147100<br>LEI: 549300RJJBPHDOAVDU15 | Long             | EC               | CORP              | US        |     91990 | NS      | $841708.50    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Intrepid Potash Inc                          | Intrepid Potash, Inc.                                        | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |     59026 | NS      | $1938413.84   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Investar Holding Corp                        | Investar Holding Corp.                                       | CUSIP: 46134L105<br>LEI: 54930001EK2YM28LOJ08 | Long             | EC               | CORP              | US        |     57852 | NS      | $1645889.40   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Investors Title Co                           | Investors Title Co.                                          | CUSIP: 461804106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12508 | NS      | $3244825.36   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| I3 Verticals Inc                             | I3 Verticals, Inc.                                           | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Long             | EC               | CORP              | US        |     13276 | NS      | $294859.96    | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Itron Inc                                    | Itron, Inc.                                                  | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |     91587 | NS      | $9074439.96   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| CONTRA ITEOS THERAPEUT                       | iTeos Therapeutics, Inc.                                     | CUSIP: 465CVR017<br>LEI: N/A                  | N/A              | DE               |  | US        |    103568 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| J & J Snack Foods Corp                       | J&J Snack Foods Corp.                                        | CUSIP: 466032109<br>LEI: 894500IGP1Y2ZQFQMJ83 | Long             | EC               | CORP              | US        |     58431 | NS      | $5550945.00   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| J Jill Inc                                   | J Jill, Inc.                                                 | CUSIP: 46620W201<br>LEI: 529900I19PJIF8MIDL12 | Long             | EC               | CORP              | US        |     40380 | NS      | $630331.80    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Jackson Financial Inc                        | Jackson Financial, Inc.                                      | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |    560436 | NS      | $66647049.12  | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| JAKKS Pacific Inc                            | JAKKS Pacific, Inc.                                          | CUSIP: 47012E403<br>LEI: 549300UEF3348JRXQ295 | Long             | EC               | CORP              | US        |     81678 | NS      | $1492257.06   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of the James Financial Group Inc        | Bank of the James Financial Group, Inc.                      | CUSIP: 470299108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3940 | NS      | $74466.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Janus International Group Inc                | Janus International Group, Inc.                              | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    239641 | NS      | $1643937.26   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JELD-WEN Holding Inc                         | JELD-WEN Holding, Inc.                                       | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |    559555 | NS      | $1521989.60   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Jerash Holdings US Inc                       | Jerash Holdings U.S., Inc.                                   | CUSIP: 47632P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25144 | NS      | $76940.64     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Johnson Outdoors Inc                         | Johnson Outdoors, Inc.                                       | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13375 | NS      | $607091.25    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Jones Lang LaSalle Inc                       | Jones Lang LaSalle, Inc.                                     | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |    115571 | NS      | $41364016.61  | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Ziff Davis Inc                               | Ziff Davis, Inc.                                             | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |    241820 | NS      | $9242360.40   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| OPENLANE Inc                                 | OPENLANE, Inc.                                               | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |    855583 | NS      | $25701713.32  | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| KVH Industries Inc                           | KVH Industries, Inc.                                         | CUSIP: 482738101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     98007 | NS      | $654686.76    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kaiser Aluminum Corp                         | Kaiser Aluminum Corp.                                        | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    116958 | NS      | $14341389.96  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| KB Home                                      | KB Home                                                      | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |    221451 | NS      | $12742290.54  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Kearny Financial Corp/MD                     | Kearny Financial Corp.                                       | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    300108 | NS      | $2337841.32   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Kelly Services Inc                           | Kelly Services, Inc.                                         | CUSIP: 488152208<br>LEI: 25490035B2ZPL6RM1974 | Long             | EC               | CORP              | US        |     95098 | NS      | $1026107.42   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Kemper Corp                                  | Kemper Corp.                                                 | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |    354481 | NS      | $13970096.21  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Kennametal Inc                               | Kennametal, Inc.                                             | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |    585267 | NS      | $20127332.13  | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Kennedy-Wilson Holdings Inc                  | Kennedy-Wilson Holdings, Inc.                                | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |    922917 | NS      | $9090732.45   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Kewaunee Scientific Corp                     | Kewaunee Scientific Corp.                                    | CUSIP: 492854104<br>LEI: 549300Z8MHH8NUYXQ229 | Long             | EC               | CORP              | US        |     21404 | NS      | $846314.16    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Key Tronic Corp                              | Key Tronic Corp.                                             | CUSIP: 493144109<br>LEI: 40TF3VPKEM3IMMIU0O47 | Long             | EC               | CORP              | US        |    108829 | NS      | $307986.07    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kimball Electronics Inc                      | Kimball Electronics, Inc.                                    | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |    198793 | NS      | $6005536.53   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Kirby Corp                                   | Kirby Corp.                                                  | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |    145744 | NS      | $17148239.04  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Knife River Corp                             | Knife River Corp.                                            | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50385 | NS      | $3384360.45   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Knight-Swift Transportation Holdings Inc     | Knight-Swift Transportation Holdings, Inc.                   | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1222697 | NS      | $67370604.70  | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Knowles Corp                                 | Knowles Corp.                                                | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |    881164 | NS      | $21359415.36  | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Kodiak Gas Services Inc                      | Kodiak Gas Services, Inc.                                    | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    449575 | NS      | $18886645.75  | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Kohl's Corp                                  | Kohl's Corp.                                                 | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |    739068 | NS      | $12911517.96  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Koppers Holdings Inc                         | Koppers Holdings, Inc.                                       | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    149659 | NS      | $4408954.14   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Korn Ferry                                   | Korn Ferry                                                   | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |    412807 | NS      | $28677702.29  | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Kosmos Energy Ltd                            | Kosmos Energy Ltd.                                           | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |    666417 | NS      | $1052938.86   | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Krispy Kreme Inc                             | Krispy Kreme, Inc.                                           | CUSIP: 50101L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    561114 | NS      | $1767509.10   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Kronos Worldwide Inc                         | Kronos Worldwide, Inc.                                       | CUSIP: 50105F105<br>LEI: 549300OBZ34C65APL277 | Long             | EC               | CORP              | US        |    502590 | NS      | $2638597.50   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Kulicke & Soffa Industries Inc               | Kulicke & Soffa Industries, Inc.                             | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |     91026 | NS      | $5218520.58   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| LCNB Corp                                    | LCNB Corp.                                                   | CUSIP: 50181P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64093 | NS      | $1096631.23   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| LGI Homes Inc                                | LGI Homes, Inc.                                              | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |    152928 | NS      | $7663222.08   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| LKQ Corp                                     | LKQ Corp.                                                    | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |    899661 | NS      | $29553863.85  | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| LCI Industries                               | LCI Industries                                               | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |    186020 | NS      | $27287273.80  | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| LSB Industries Inc                           | LSB Industries, Inc.                                         | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |    323066 | NS      | $3001283.14   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| LSI Industries Inc                           | LSI Industries, Inc.                                         | CUSIP: 50216C108<br>LEI: 529900HY42OANH6BVT33 | Long             | EC               | CORP              | US        |    218956 | NS      | $4841117.16   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| La-Z-Boy Inc                                 | La-Z-Boy, Inc.                                               | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |    330425 | NS      | $12030774.25  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Lake Shore Bancorp Inc/MD                    | Lake Shore Bancorp, Inc.                                     | CUSIP: 510704109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       550 | NS      | $8420.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lakeland Financial Corp                      | Lakeland Financial Corp.                                     | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15804 | NS      | $941918.40    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Lamb Weston Holdings Inc                     | Lamb Weston Holdings, Inc.                                   | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |     46775 | NS      | $2148375.75   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Landmark Bancorp Inc/Manhattan KS            | Landmark Bancorp, Inc.                                       | CUSIP: 51504L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5752 | NS      | $155246.48    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lands' End Inc                               | Lands' End, Inc.                                             | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |    162701 | NS      | $2889569.76   | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Lantheus Holdings Inc                        | Lantheus Holdings, Inc.                                      | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     18116 | NS      | $1212322.72   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Lantronix Inc                                | Lantronix, Inc.                                              | CUSIP: 516548203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74130 | NS      | $492223.20    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Latham Group Inc                             | Latham Group, Inc.                                           | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    430417 | NS      | $2707322.93   | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Laureate Education Inc                       | Laureate Education, Inc.                                     | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |    278192 | NS      | $9541985.60   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Distribution Solutions Group Inc             | Distribution Solutions Group, Inc.                           | CUSIP: 520776105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    119884 | NS      | $3403506.76   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Lear Corp                                    | Lear Corp.                                                   | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |    391357 | NS      | $45823991.13  | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Legacy Housing Corp                          | Legacy Housing Corp.                                         | CUSIP: 52472M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    117318 | NS      | $2434348.50   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| LendingClub Corp                             | LendingClub Corp.                                            | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |    793570 | NS      | $13419268.70  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| LENSAR Inc                                   | LENSAR, Inc.                                                 | CUSIP: 52634L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57837 | NS      | $736265.01    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Live Holdings Inc                    | Liberty Live Holdings, Inc.                                  | CUSIP: 530909100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7325 | NS      | $589223.00    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Live Holdings Inc                    | Liberty Live Holdings, Inc.                                  | CUSIP: 530909308<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8643 | NS      | $713738.94    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Energy Inc                           | Liberty Energy, Inc.                                         | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1267506 | NS      | $31244022.90  | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Life Time Group Holdings Inc                 | Life Time Group Holdings, Inc.                               | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1022038 | NS      | $29812848.46  | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Lifevantage Corp                             | Lifevantage Corp.                                            | CUSIP: 53222K205<br>LEI: 5493001Z5YYT109QZ980 | Long             | EC               | CORP              | US        |       358 | NS      | $1897.40      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lifetime Brands Inc                          | Lifetime Brands, Inc.                                        | CUSIP: 53222Q103<br>LEI: 549300GS38DC0OHLYK32 | Long             | EC               | CORP              | US        |    112641 | NS      | $354819.15    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LifeStance Health Group Inc                  | LifeStance Health Group, Inc.                                | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    295963 | NS      | $2092458.41   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Limoneira Co                                 | Limoneira Co.                                                | CUSIP: 532746104<br>LEI: 549300UCPZVJGYHI7550 | Long             | EC               | CORP              | US        |     37036 | NS      | $533318.40    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lincoln Educational Services Corp            | Lincoln Educational Services Corp.                           | CUSIP: 533535100<br>LEI: 549300BJ55KUY6RG7L98 | Long             | EC               | CORP              | US        |     17698 | NS      | $471828.68    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lincoln National Corp                        | Lincoln National Corp.                                       | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |    469819 | NS      | $19549168.59  | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Lindsay Corp                                 | Lindsay Corp.                                                | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |     33774 | NS      | $4230868.98   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Lionsgate Studios Corp                       | Lionsgate Studios Corp.                                      | CUSIP: 53626N102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     86077 | NS      | $812566.88    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Lithia Motors Inc                            | Lithia Motors, Inc.                                          | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |    197965 | NS      | $64029799.60  | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Littelfuse Inc                               | Littelfuse, Inc.                                             | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      8206 | NS      | $2656774.56   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Live Oak Bancshares Inc                      | Live Oak Bancshares, Inc.                                    | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    214055 | NS      | $8553637.80   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| LiveRamp Holdings Inc                        | LiveRamp Holdings, Inc.                                      | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |    458837 | NS      | $11172680.95  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Louisiana-Pacific Corp                       | Louisiana-Pacific Corp.                                      | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     14223 | NS      | $1191034.02   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Lovesac Co/The                               | Lovesac Co.                                                  | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44362 | NS      | $590901.84    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MDU Resources Group Inc                      | MDU Resources Group, Inc.                                    | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1103292 | NS      | $22628518.92  | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| MGIC Investment Corp                         | MGIC Investment Corp.                                        | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |   1849492 | NS      | $49788324.64  | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| MGM Resorts International                    | MGM Resorts International                                    | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |     53816 | NS      | $1804988.64   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| M/I Homes Inc                                | M/I Homes, Inc.                                              | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |    132543 | NS      | $17720999.10  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| MKS Inc                                      | MKS, Inc.                                                    | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |       813 | NS      | $191388.33    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MSC Industrial Direct Co Inc                 | MSC Industrial Direct Co., Inc.                              | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |    104375 | NS      | $8802987.50   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| MVB Financial Corp                           | MVB Financial Corp.                                          | CUSIP: 553810102<br>LEI: 549300KSUQ2FUU1X2O74 | Long             | EC               | CORP              | US        |     70332 | NS      | $1986175.68   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Macy's Inc                                   | Macy's, Inc.                                                 | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |   2396220 | NS      | $47972324.40  | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Steven Madden Ltd                            | Steven Madden Ltd.                                           | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |    382653 | NS      | $16790813.64  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Sphere Entertainment Co                      | Sphere Entertainment Co.                                     | CUSIP: 55826T102<br>LEI: 254900ZW4JWKYRZZ9A91 | Long             | EC               | CORP              | US        |     39123 | NS      | $3736637.73   | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Magnachip Semiconductor Corp                 | Magnachip Semiconductor Corp.                                | CUSIP: 55933J203<br>LEI: 529900P54J1ATLRBUV29 | Long             | EC               | CORP              | US        |    130444 | NS      | $378287.60    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Magnite Inc                                  | Magnite, Inc.                                                | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |     50557 | NS      | $731559.79    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Magnolia Oil & Gas Corp                      | Magnolia Oil & Gas Corp.                                     | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1180568 | NS      | $30116289.68  | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Magyar Bancorp Inc                           | Magyar Bancorp, Inc.                                         | CUSIP: 55977T208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2641 | NS      | $46534.42     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MainStreet Bancshares Inc                    | MainStreet Bancshares, Inc.                                  | CUSIP: 56064Y100<br>LEI: 549300FHZZP7SP56TS88 | Long             | EC               | CORP              | US        |     14242 | NS      | $304921.22    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Malibu Boats Inc                             | Malibu Boats, Inc.                                           | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68223 | NS      | $2217247.50   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Mammoth Energy Services Inc                  | Mammoth Energy Services, Inc.                                | CUSIP: 56155L108<br>LEI: 549300ODHHN3MGXCQ803 | Long             | EC               | CORP              | US        |     62803 | NS      | $146959.02    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Manitowoc Co Inc/The                         | Manitowoc Co., Inc.                                          | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |    162777 | NS      | $2103078.84   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mannatech Inc                                | Mannatech, Inc.                                              | CUSIP: 563771203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1106 | NS      | $8372.42      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ManpowerGroup Inc                            | ManpowerGroup, Inc.                                          | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     59087 | NS      | $2146630.71   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Maplebear Inc                                | Maplebear, Inc.                                              | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    332767 | NS      | $12365621.72  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Marcus & Millichap Inc                       | Marcus & Millichap, Inc.                                     | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |    144278 | NS      | $3924361.60   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Marcus Corp/The                              | Marcus Corp.                                                 | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |    163826 | NS      | $2472134.34   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| MarineMax Inc                                | MarineMax, Inc.                                              | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |      6852 | NS      | $185209.56    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Marine Products Corp                         | Marine Products Corp.                                        | CUSIP: 568427108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75309 | NS      | $727484.94    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Marriott Vacations Worldwide Corp            | Marriott Vacations Worldwide Corp.                           | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |    130869 | NS      | $7107495.39   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Marten Transport Ltd                         | Marten Transport Ltd.                                        | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    513914 | NS      | $6321142.20   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Mastech Digital Inc                          | Mastech Digital, Inc.                                        | CUSIP: 57633B100<br>LEI: 549300GD5HFB0F451006 | Long             | EC               | CORP              | US        |     15385 | NS      | $106771.90    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MasterCraft Boat Holdings Inc                | MasterCraft Boat Holdings, Inc.                              | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |    102504 | NS      | $2206911.12   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Masterbrand Inc                              | Masterbrand, Inc.                                            | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |    878433 | NS      | $10646607.96  | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Matador Resources Co                         | Matador Resources Co.                                        | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |    936018 | NS      | $42345454.32  | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Materion Corp                                | Materion Corp.                                               | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |    169715 | NS      | $23468190.20  | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Matson Inc                                   | Matson, Inc.                                                 | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |    231030 | NS      | $37034109.00  | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Mattel Inc                                   | Mattel, Inc.                                                 | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |   2076911 | NS      | $43386670.79  | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Matthews International Corp                  | Matthews International Corp.                                 | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |    229777 | NS      | $6040837.33   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| MaxCyte Inc                                  | MaxCyte, Inc.                                                | CUSIP: 57777K106<br>LEI: 54930053YHXULRFCU991 | Long             | EC               | CORP              | US        |     63387 | NS      | $57479.33     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Maximus Inc                                  | Maximus, Inc.                                                | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |    325725 | NS      | $30761469.00  | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Mayville Engineering Co Inc                  | Mayville Engineering Co., Inc.                               | CUSIP: 578605107<br>LEI: 9845008D43E42A7FC362 | Long             | EC               | CORP              | US        |    148464 | NS      | $2909894.40   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| McEwen Inc                                   | McEwen, Inc.                                                 | CUSIP: 58039P305<br>LEI: 5493000FX50GEWAF3U70 | Long             | EC               | CORP              | US        |    100196 | NS      | $2419733.40   | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| McGrath RentCorp                             | McGrath RentCorp                                             | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |    155848 | NS      | $17406663.12  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Medifast Inc                                 | Medifast, Inc.                                               | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |      5876 | NS      | $67221.44     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pediatrix Medical Group Inc                  | Pediatrix Medical Group, Inc.                                | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    458377 | NS      | $9800100.26   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Mercantile Bank Corp                         | Mercantile Bank Corp.                                        | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |    131599 | NS      | $6840516.02   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Mercer International Inc                     | Mercer International, Inc.                                   | CUSIP: 588056101<br>LEI: 549300Z5IAG39VRTY874 | Long             | EC               | CORP              | US        |    390656 | NS      | $793031.68    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Merchants Bancorp/IN                         | Merchants Bancorp                                            | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |    194918 | NS      | $8081300.28   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Mercury Systems Inc                          | Mercury Systems, Inc.                                        | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |    110789 | NS      | $10400871.32  | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Mercury General Corp                         | Mercury General Corp.                                        | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |    397260 | NS      | $34796003.40  | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Meridian Corp                                | Meridian Corp.                                               | CUSIP: 58958P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42364 | NS      | $801950.52    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Meritage Homes Corp                          | Meritage Homes Corp.                                         | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |    504272 | NS      | $35051946.72  | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Mesa Laboratories Inc                        | Mesa Laboratories, Inc.                                      | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |     10573 | NS      | $832729.48    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Pathward Financial Inc                       | Pathward Financial, Inc.                                     | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |    136495 | NS      | $12324133.55  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Methode Electronics Inc                      | Methode Electronics, Inc.                                    | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |    119880 | NS      | $957841.20    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Metrocity Bankshares Inc                     | Metrocity Bankshares, Inc.                                   | CUSIP: 59165J105<br>LEI: 549300TC6QB7YG0P6F52 | Long             | EC               | CORP              | US        |     63105 | NS      | $1777667.85   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Metropolitan Bank Holding Corp               | Metropolitan Bank Holding Corp.                              | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60112 | NS      | $5566371.20   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Mexco Energy Corp                            | Mexco Energy Corp.                                           | CUSIP: 592770101<br>LEI: 5493008QUKSJK9IE4453 | Long             | EC               | CORP              | US        |      1995 | NS      | $20967.45     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mid Penn Bancorp Inc                         | Mid Penn Bancorp, Inc.                                       | CUSIP: 59540G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65503 | NS      | $2160943.97   | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Middleby Corp/The                            | Middleby Corp.                                               | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |    100127 | NS      | $14735690.59  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Middlefield Banc Corp                        | Middlefield Banc Corp.                                       | CUSIP: 596304204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       649 | NS      | $21767.46     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Midland States Bancorp Inc                   | Midland States Bancorp, Inc.                                 | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |     74003 | NS      | $1690968.55   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| MidWestOne Financial Group Inc               | MidWestOne Financial Group, Inc.                             | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100371 | NS      | $4649184.72   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| MillerKnoll Inc                              | MillerKnoll, Inc.                                            | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |    298272 | NS      | $5989301.76   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Miller Industries Inc/TN                     | Miller Industries, Inc.                                      | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |     92931 | NS      | $3807383.07   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| MiMedx Group Inc                             | MiMedx Group, Inc.                                           | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6257 | NS      | $31973.27     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Minerals Technologies Inc                    | Minerals Technologies, Inc.                                  | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |    229041 | NS      | $15061736.16  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Mission Produce Inc                          | Mission Produce, Inc.                                        | CUSIP: 60510V108<br>LEI: 54930016JOKVFT59L825 | Long             | EC               | CORP              | US        |    392088 | NS      | $5277504.48   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Mister Car Wash Inc                          | Mister Car Wash, Inc.                                        | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    762910 | NS      | $4234150.50   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Mistras Group Inc                            | Mistras Group, Inc.                                          | CUSIP: 60649T107<br>LEI: 5493000CMNXVLND3FU73 | Long             | EC               | CORP              | US        |    226702 | NS      | $3205566.28   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitek Systems Inc                            | Mitek Systems, Inc.                                          | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |    289511 | NS      | $2900900.22   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Mohawk Industries Inc                        | Mohawk Industries, Inc.                                      | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |    465585 | NS      | $55115952.30  | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| Molina Healthcare Inc                        | Molina Healthcare, Inc.                                      | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |    174968 | NS      | $31422503.12  | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Molson Coors Beverage Co                     | Molson Coors Beverage Co.                                    | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |   1419380 | NS      | $68187015.20  | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Monarch Casino & Resort Inc                  | Monarch Casino & Resort, Inc.                                | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |     13472 | NS      | $1233092.16   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Monro Inc                                    | Monro, Inc.                                                  | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    138003 | NS      | $2583416.16   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Montauk Renewables Inc                       | Montauk Renewables, Inc.                                     | CUSIP: 61218C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17186 | NS      | $29903.64     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Montrose Environmental Group Inc             | Montrose Environmental Group, Inc.                           | CUSIP: 615111101<br>LEI: 254900ASI8K3LUB8Q958 | Long             | EC               | CORP              | US        |     65233 | NS      | $1453391.24   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mosaic Co/The                                | Mosaic Co.                                                   | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |   2197518 | NS      | $60431745.00  | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Motorcar Parts of America Inc                | Motorcar Parts of America, Inc.                              | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |    144967 | NS      | $1801939.81   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Movado Group Inc                             | Movado Group, Inc.                                           | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |     97831 | NS      | $2230546.80   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Mueller Industries Inc                       | Mueller Industries, Inc.                                     | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     70503 | NS      | $9598278.42   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Murphy Oil Corp                              | Murphy Oil Corp.                                             | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |   1152207 | NS      | $34669908.63  | 0.24%             |  |  |  | No            | 1                  | On Loan: —       |
| Myers Industries Inc                         | Myers Industries, Inc.                                       | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |    153991 | NS      | $3182993.97   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| NBT Bancorp Inc                              | NBT Bancorp, Inc.                                            | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    380903 | NS      | $16923520.29  | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| N-able Inc/US                                | N-able, Inc.                                                 | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    558726 | NS      | $3391466.82   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| NCR Voyix Corp                               | NCR Voyix Corp.                                              | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |    583088 | NS      | $5784232.96   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| NCS Multistage Holdings Inc                  | NCS Multistage Holdings, Inc.                                | CUSIP: 628877201<br>LEI: 5493003WLG5T6MNJ7292 | Long             | EC               | CORP              | US        |      1837 | NS      | $73259.56     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NL Industries Inc                            | NL Industries, Inc.                                          | CUSIP: 629156407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    169630 | NS      | $1031350.40   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NMI Holdings Inc                             | NMI Holdings, Inc.                                           | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |    652789 | NS      | $25275990.08  | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| NN Inc                                       | NN, Inc.                                                     | CUSIP: 629337106<br>LEI: 549300SU3TUM6VH84645 | Long             | EC               | CORP              | US        |     19697 | NS      | $29348.53     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| NOV Inc                                      | NOV, Inc.                                                    | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |   2752838 | NS      | $50514577.30  | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| NACCO Industries Inc                         | NACCO Industries, Inc.                                       | CUSIP: 629579103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48745 | NS      | $2399716.35   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| National Bank Holdings Corp                  | National Bank Holdings Corp.                                 | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    296731 | NS      | $11922651.58  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| National Bankshares Inc                      | National Bankshares, Inc.                                    | CUSIP: 634865109<br>LEI: 549300Q745S62Q6QNW78 | Long             | EC               | CORP              | US        |     25672 | NS      | $934717.52    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| National CineMedia Inc                       | National CineMedia, Inc.                                     | CUSIP: 635309206<br>LEI: 5493000MOLIVSOGKEB48 | Long             | EC               | CORP              | US        |    253542 | NS      | $915286.62    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| National HealthCare Corp                     | National HealthCare Corp.                                    | CUSIP: 635906100<br>LEI: 254900PTS11LS1JS2752 | Long             | EC               | CORP              | US        |    128627 | NS      | $18407809.97  | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| National Presto Industries Inc               | National Presto Industries, Inc.                             | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51455 | NS      | $6555367.00   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| National Vision Holdings Inc                 | National Vision Holdings, Inc.                               | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |    579792 | NS      | $15277519.20  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Natural Alternatives International Inc       | Natural Alternatives International, Inc.                     | CUSIP: 638842302<br>LEI: 549300QOT5V1NZ8WZY48 | Long             | EC               | CORP              | US        |     13382 | NS      | $54866.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Natural Gas Services Group Inc               | Natural Gas Services Group, Inc.                             | CUSIP: 63886Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    101538 | NS      | $3517276.32   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Natural Grocers by Vitamin Cottage Inc       | Natural Grocers by Vitamin Cottage, Inc.                     | CUSIP: 63888U108<br>LEI: 529900P4OTXDGBUS3O87 | Long             | EC               | CORP              | US        |      6901 | NS      | $188535.32    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nature's Sunshine Products Inc               | Nature's Sunshine Products, Inc.                             | CUSIP: 639027101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    123554 | NS      | $3116031.88   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Navient Corp                                 | Navient Corp.                                                | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |    689370 | NS      | $6762719.70   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| NB Bancorp Inc                               | NB Bancorp, Inc.                                             | CUSIP: 63945M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15371 | NS      | $333858.12    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| nCino Inc                                    | nCino, Inc.                                                  | CUSIP: 63947X101<br>LEI: 549300WVRR2WR3L6MZ46 | Long             | EC               | CORP              | US        |     56359 | NS      | $1203264.65   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Nelnet Inc                                   | Nelnet, Inc.                                                 | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |    236090 | NS      | $31140271.00  | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Neogen Corp                                  | Neogen Corp.                                                 | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |   1050883 | NS      | $10740024.26  | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| NerdWallet Inc                               | NerdWallet, Inc.                                             | CUSIP: 64082B102<br>LEI: 254900FJ2Y4SH71DJ379 | Long             | EC               | CORP              | US        |    123513 | NS      | $1489566.78   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NETGEAR Inc                                  | NETGEAR, Inc.                                                | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |     93940 | NS      | $1964285.40   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NetSol Technologies Inc                      | NetSol Technologies, Inc.                                    | CUSIP: 64115A402<br>LEI: 529900EXOTPTUR7O6B54 | Long             | EC               | CORP              | US        |     19650 | NS      | $69954.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NetScout Systems Inc                         | NetScout Systems, Inc.                                       | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |    589042 | NS      | $16381258.02  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Atlas Energy Solutions Inc                   | Atlas Energy Solutions, Inc.                                 | CUSIP: 642045108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    137565 | NS      | $1605383.55   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Viper Energy Inc                             | Viper Energy, Inc.                                           | CUSIP: 64361Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    267398 | NS      | $11321631.32  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| New Jersey Resources Corp                    | New Jersey Resources Corp.                                   | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |    287795 | NS      | $14240096.60  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Newell Brands Inc                            | Newell Brands, Inc.                                          | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |   1506265 | NS      | $6401626.25   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Newmark Group Inc                            | Newmark Group, Inc.                                          | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    859835 | NS      | $15330858.05  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| NPK International Inc                        | NPK International, Inc.                                      | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |    638055 | NS      | $8811539.55   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Nexstar Media Group Inc                      | Nexstar Media Group, Inc.                                    | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |    244158 | NS      | $51854276.04  | 0.35%             |  |  |  | No            | 1                  | On Loan: —       |
| NI Holdings Inc                              | NI Holdings, Inc.                                            | CUSIP: 65342T106<br>LEI: 549300LLJVCO2EGU3180 | Long             | EC               | CORP              | US        |     61386 | NS      | $836077.32    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Old Market Capital Corp                      | Old Market Capital Corp.                                     | CUSIP: 65373A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33122 | NS      | $117997.13    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nicolet Bankshares Inc                       | Nicolet Bankshares, Inc.                                     | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    103993 | NS      | $15180898.14  | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| 908 Devices Inc                              | 908 Devices, Inc.                                            | CUSIP: 65443P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39615 | NS      | $249970.65    | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Northeast Bank                               | Northeast Bank                                               | CUSIP: 66405S100<br>LEI: 549300F0LV9TSW34E306 | Long             | EC               | CORP              | US        |     63970 | NS      | $7371263.10   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Northeast Community Bancorp Inc              | Northeast Community Bancorp, Inc.                            | CUSIP: 664121100<br>LEI: 5493007BRYL8596Q9L26 | Long             | EC               | CORP              | US        |     52432 | NS      | $1237395.20   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Northern Oil & Gas Inc                       | Northern Oil & Gas, Inc.                                     | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |    438027 | NS      | $10950675.00  | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Northern Technologies International Corp     | Northern Technologies International Corp.                    | CUSIP: 665809109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50024 | NS      | $453217.44    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Northfield Bancorp Inc                       | Northfield Bancorp, Inc.                                     | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    315171 | NS      | $3882906.72   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Northrim BanCorp Inc                         | Northrim BanCorp, Inc.                                       | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |    230276 | NS      | $5425302.56   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Northwest Bancshares Inc                     | Northwest Bancshares, Inc.                                   | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    987256 | NS      | $12715857.28  | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| NWPX Infrastructure Inc                      | NWPX Infrastructure, Inc.                                    | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |     81341 | NS      | $5486450.45   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Norwood Financial Corp                       | Norwood Financial Corp.                                      | CUSIP: 669549107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6656 | NS      | $202542.08    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DNOW Inc                                     | DNOW, Inc.                                                   | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |   1367190 | NS      | $20767616.10  | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Nu Skin Enterprises Inc                      | Nu Skin Enterprises, Inc.                                    | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |     88679 | NS      | $940884.19    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| O-I Glass Inc                                | O-I Glass, Inc.                                              | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1167969 | NS      | $17846566.32  | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| OFG Bancorp                                  | OFG Bancorp                                                  | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |    439706 | NS      | $17720151.80  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| OP Bancorp                                   | OP Bancorp                                                   | CUSIP: 67109R109<br>LEI: 549300LTYZMS0Q13U522 | Long             | EC               | CORP              | US        |     82461 | NS      | $1152804.78   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Oak Valley Bancorp                           | Oak Valley Bancorp                                           | CUSIP: 671807105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16529 | NS      | $528101.55    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chord Energy Corp                            | Chord Energy Corp.                                           | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |     99465 | NS      | $9970371.60   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Oceaneering International Inc                | Oceaneering International, Inc.                              | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |    398616 | NS      | $11998341.60  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| OceanFirst Financial Corp                    | OceanFirst Financial Corp.                                   | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    398005 | NS      | $7462593.75   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Onity Group Inc                              | Onity Group, Inc.                                            | CUSIP: 675746606<br>LEI: 549300DDD1YQ8EIAT278 | Long             | EC               | CORP              | US        |     54717 | NS      | $2474302.74   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Ohio Valley Banc Corp                        | Ohio Valley Banc Corp.                                       | CUSIP: 677719106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14189 | NS      | $583877.35    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Oil-Dri Corp of America                      | Oil-Dri Corp. of America                                     | CUSIP: 677864100<br>LEI: 549300RSG5KPUH16WH66 | Long             | EC               | CORP              | US        |     75326 | NS      | $4560989.30   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Oil States International Inc                 | Oil States International, Inc.                               | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |    369660 | NS      | $3131020.20   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Old National Bancorp/IN                      | Old National Bancorp                                         | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |   2321423 | NS      | $56712363.89  | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Old Republic International Corp              | Old Republic International Corp.                             | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |    835670 | NS      | $32733193.90  | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Old Second Bancorp Inc                       | Old Second Bancorp, Inc.                                     | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |    311220 | NS      | $6174604.80   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Olin Corp                                    | Olin Corp.                                                   | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |    785042 | NS      | $16336724.02  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Olympic Steel Inc                            | Olympic Steel, Inc.                                          | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |     91170 | NS      | $4384365.30   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Omnicell Inc                                 | Omnicell, Inc.                                               | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |    253424 | NS      | $12291064.00  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| OmniAb Inc                                   | OmniAb, Inc.                                                 | CUSIP: 68218J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    186393 | NS      | $339235.26    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| OMNIAB INC                                   | OmniAb, Inc.                                                 | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10236 | NS      | $0.00         | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| OMNIAB INC                                   | OmniAb, Inc.                                                 | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10240 | NS      | $0.00         | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| 1-800-Flowers.com Inc                        | 1-800-Flowers.com, Inc.                                      | CUSIP: 68243Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    320930 | NS      | $1386417.60   | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| OneMain Holdings Inc                         | OneMain Holdings, Inc.                                       | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |    803200 | NS      | $52641728.00  | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| OneWater Marine Inc                          | OneWater Marine, Inc.                                        | CUSIP: 68280L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55580 | NS      | $738102.40    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| OneSpan Inc                                  | OneSpan, Inc.                                                | CUSIP: 68287N100<br>LEI: 984500E502E6DC354D26 | Long             | EC               | CORP              | US        |    131853 | NS      | $1553228.34   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ON24 Inc                                     | ON24, Inc.                                                   | CUSIP: 68339B104<br>LEI: 254900S6S9YKYTO9Q964 | Long             | EC               | CORP              | US        |    201399 | NS      | $1605150.03   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Oportun Financial Corp                       | Oportun Financial Corp.                                      | CUSIP: 68376D104<br>LEI: 549300351Y4J4FKIOR78 | Long             | EC               | CORP              | US        |    203402 | NS      | $1102438.84   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Oppenheimer Holdings Inc                     | Oppenheimer Holdings, Inc.                                   | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68981 | NS      | $5796473.43   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Optical Cable Corp                           | Optical Cable Corp.                                          | CUSIP: 683827208<br>LEI: 529900VDFC1HM862HG67 | Long             | EC               | CORP              | US        |     31202 | NS      | $153825.86    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CONTRA OPIANT PHARMACE                       | Opiant Pharmaceuticals, Inc.                                 | CUSIP: 683CVR013<br>LEI: N/A                  | N/A              | DE               |  | US        |     26299 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| OptimumBank Holdings Inc                     | OptimumBank Holdings, Inc.                                   | CUSIP: 68401P403<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28972 | NS      | $136458.12    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| OptimizeRx Corp                              | OptimizeRx Corp.                                             | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60161 | NS      | $647332.36    | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Orange County Bancorp Inc                    | Orange County Bancorp, Inc.                                  | CUSIP: 68417L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6646 | NS      | $204829.72    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| OraSure Technologies Inc                     | OraSure Technologies, Inc.                                   | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |    322651 | NS      | $900196.29    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Organogenesis Holdings Inc                   | Organogenesis Holdings, Inc.                                 | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |    175696 | NS      | $702784.00    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Origin Bancorp Inc                           | Origin Bancorp, Inc.                                         | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |    158484 | NS      | $6787869.72   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Organon & Co                                 | Organon & Co.                                                | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |    105250 | NS      | $898835.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Orion Group Holdings Inc                     | Orion Group Holdings, Inc.                                   | CUSIP: 68628V308<br>LEI: 549300KBVXPV9Q3CT222 | Long             | EC               | CORP              | US        |    243430 | NS      | $2974714.60   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Ormat Technologies Inc                       | Ormat Technologies, Inc.                                     | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |    145859 | NS      | $18223623.46  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Orrstown Financial Services Inc              | Orrstown Financial Services, Inc.                            | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |    104979 | NS      | $3781343.58   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| OrthoPediatrics Corp                         | OrthoPediatrics Corp.                                        | CUSIP: 68752L100<br>LEI: 5493000KUTPFGOPAT717 | Long             | EC               | CORP              | US        |      2630 | NS      | $45919.80     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Orthofix Medical Inc                         | Orthofix Medical, Inc.                                       | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28201 | NS      | $373099.23    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Oshkosh Corp                                 | Oshkosh Corp.                                                | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |    351451 | NS      | $50545682.82  | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Ovintiv Inc                                  | Ovintiv, Inc.                                                | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |   1767871 | NS      | $76849352.37  | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| Accendra Health Inc                          | Accendra Health, Inc.                                        | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |    586725 | NS      | $1296662.25   | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Owens Corning                                | Owens Corning                                                | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |    474060 | NS      | $56811350.40  | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Oxford Industries Inc                        | Oxford Industries, Inc.                                      | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |     74870 | NS      | $2758959.50   | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| PAMT CORP                                    | PAMT Corp.                                                   | CUSIP: 693149106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    138293 | NS      | $1500479.05   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| PC Connection Inc                            | PC Connection, Inc.                                          | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |    189718 | NS      | $11157315.58  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| PCB Bancorp                                  | PCB Bancorp                                                  | CUSIP: 69320M109<br>LEI: 549300E5CI0LZ8Q25890 | Long             | EC               | CORP              | US        |     69853 | NS      | $1567501.32   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| PDL BioPharma Inc                            | PDL BioPharma, Inc.                                          | CUSIP: 69329Y104<br>LEI: FE4K0NQFI4D86DSOL165 | Long             | EC               | CORP              | US        |   1058582 | NS      | $444604.44    | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| PRA Group Inc                                | PRA Group, Inc.                                              | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |    120105 | NS      | $1536142.95   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| PVH Corp                                     | PVH Corp.                                                    | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |    401433 | NS      | $25033361.88  | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Pacira BioSciences Inc                       | Pacira BioSciences, Inc.                                     | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44488 | NS      | $913783.52    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Par Pacific Holdings Inc                     | Par Pacific Holdings, Inc.                                   | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |    308595 | NS      | $11646375.30  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Paramount Skydance Corp                      | Paramount Skydance Corp.                                     | CUSIP: 69932A204<br>LEI: 529900B6VAJG54Y9QF02 | Long             | EC               | CORP              | US        |     11880 | NS      | $133174.80    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Park Aerospace Corp                          | Park Aerospace Corp.                                         | CUSIP: 70014A104<br>LEI: 5299004AG0G7IB636095 | Long             | EC               | CORP              | US        |     45805 | NS      | $1121764.45   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Park National Corp                           | Park National Corp.                                          | CUSIP: 700658107<br>LEI: 984500Q3E941TDF87712 | Long             | EC               | CORP              | US        |     52882 | NS      | $8616593.08   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Park-Ohio Holdings Corp                      | Park-Ohio Holdings Corp.                                     | CUSIP: 700666100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    102443 | NS      | $2311114.08   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Parke Bancorp Inc                            | Parke Bancorp, Inc.                                          | CUSIP: 700885106<br>LEI: 5493000JF1TWXVD0CR78 | Long             | EC               | CORP              | US        |     71204 | NS      | $1944581.24   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Pathfinder Bancorp Inc                       | Pathfinder Bancorp, Inc.                                     | CUSIP: 70319R109<br>LEI: 549300OE0R516BNKW235 | Long             | EC               | CORP              | US        |       806 | NS      | $11026.08     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Patrick Industries Inc                       | Patrick Industries, Inc.                                     | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |    222616 | NS      | $28087460.72  | 0.19%             |  |  |  | No            | 1                  | On Loan: —       |
| Patterson-UTI Energy Inc                     | Patterson-UTI Energy, Inc.                                   | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |   2780086 | NS      | $20934047.58  | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Peabody Energy Corp                          | Peabody Energy Corp.                                         | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |    651246 | NS      | $22962933.96  | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Peapack-Gladstone Financial Corp             | Peapack-Gladstone Financial Corp.                            | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |    109259 | NS      | $3465695.48   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Penguin Solutions Inc                        | Penguin Solutions, Inc.                                      | CUSIP: 706915105<br>LEI: 254900DVWIPOY3GJ8E23 | Long             | EC               | CORP              | US        |    326859 | NS      | $6278961.39   | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Pennant Group Inc/The                        | Pennant Group, Inc.                                          | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |     30846 | NS      | $851966.52    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| PennyMac Financial Services Inc              | PennyMac Financial Services, Inc.                            | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |    274062 | NS      | $27384275.04  | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Penske Automotive Group Inc                  | Penske Automotive Group, Inc.                                | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |    182716 | NS      | $28648041.64  | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Peoples Bancorp Inc/OH                       | Peoples Bancorp, Inc.                                        | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    299601 | NS      | $9743024.52   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Peoples Bancorp of North Carolina Inc        | Peoples Bancorp of North Carolina, Inc.                      | CUSIP: 710577107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20826 | NS      | $762856.38    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Peoples Financial Services Corp              | Peoples Financial Services Corp.                             | CUSIP: 711040105<br>LEI: 254900HXI30XMTDCGJ18 | Long             | EC               | CORP              | US        |     33075 | NS      | $1723207.50   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Perdoceo Education Corp                      | Perdoceo Education Corp.                                     | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |    586437 | NS      | $18783577.11  | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Performance Food Group Co                    | Performance Food Group Co.                                   | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |    165558 | NS      | $15802511.10  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Perimeter Solutions Inc                      | Perimeter Solutions, Inc.                                    | CUSIP: 71385M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    533288 | NS      | $13945481.20  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Revvity Inc                                  | Revvity, Inc.                                                | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |    276685 | NS      | $30103328.00  | 0.21%             |  |  |  | No            | 1                  | On Loan: —       |
| Perma-Pipe International Holdings Inc        | Perma-Pipe International Holdings, Inc.                      | CUSIP: 714167103<br>LEI: 549300QBMR25XXRKXK93 | Long             | EC               | CORP              | US        |     57068 | NS      | $1648123.84   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Permian Resources Corp                       | Permian Resources Corp.                                      | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |   5349811 | NS      | $86292451.43  | 0.59%             |  |  |  | No            | 1                  | On Loan: No      |
| Petco Health & Wellness Co Inc               | Petco Health & Wellness Co., Inc.                            | CUSIP: 71601V105<br>LEI: 2549007TYGV6RVSE9M61 | Long             | EC               | CORP              | US        |    654333 | NS      | $1760155.77   | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| PetMed Express Inc                           | PetMed Express, Inc.                                         | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               | CORP              | US        |     68045 | NS      | $217063.55    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Phinia Inc                                   | Phinia, Inc.                                                 | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               | CORP              | US        |    322561 | NS      | $22956666.37  | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Photronics Inc                               | Photronics, Inc.                                             | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |    515728 | NS      | $17828716.96  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Pilgrim's Pride Corp                         | Pilgrim's Pride Corp.                                        | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |    684324 | NS      | $29679131.88  | 0.20%             |  |  |  | No            | 1                  | On Loan: —       |
| Pinnacle Financial Partners Inc              | Pinnacle Financial Partners, Inc.                            | CUSIP: 72348N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    529236 | NS      | $50325051.24  | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Pioneer Bancorp Inc/NY                       | Pioneer Bancorp, Inc.                                        | CUSIP: 723561106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29845 | NS      | $422306.75    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Plexus Corp                                  | Plexus Corp.                                                 | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |    219527 | NS      | $43758316.91  | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Plumas Bancorp                               | Plumas Bancorp                                               | CUSIP: 729273102<br>LEI: 549300O5TKTXYTYP4G59 | Long             | EC               | CORP              | US        |      7571 | NS      | $379382.81    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Polaris Inc                                  | Polaris, Inc.                                                | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     95148 | NS      | $6074248.32   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Ponce Financial Group Inc                    | Ponce Financial Group, Inc.                                  | CUSIP: 732344106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    145118 | NS      | $2435080.04   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Popular Inc                                  | Popular, Inc.                                                | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |    450528 | NS      | $60159003.84  | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Portillo's Inc                               | Portillo's, Inc.                                             | CUSIP: 73642K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35190 | NS      | $198823.50    | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Post Holdings Inc                            | Post Holdings, Inc.                                          | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |    247726 | NS      | $25344847.06  | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Powerfleet Inc NJ                            | Powerfleet, Inc. NJ                                          | CUSIP: 73931J109<br>LEI: 2549007NKEFPYEH4MF81 | Long             | EC               | CORP              | US        |    322420 | NS      | $1647566.20   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Preferred Bank/Los Angeles CA                | Preferred Bank                                               | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |    105700 | NS      | $9065889.00   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Preformed Line Products Co                   | Preformed Line Products Co.                                  | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |     46079 | NS      | $11563064.26  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Prestige Consumer Healthcare Inc             | Prestige Consumer Healthcare, Inc.                           | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    237566 | NS      | $15315880.02  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| PriceSmart Inc                               | PriceSmart, Inc.                                             | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |    227546 | NS      | $32359316.66  | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| PrimeEnergy Resources Corp                   | PrimeEnergy Resources Corp.                                  | CUSIP: 74158E104<br>LEI: 9QMD37QNHRX1B7685Y44 | Long             | EC               | CORP              | US        |     10259 | NS      | $1878320.31   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Primis Financial Corp                        | Primis Financial Corp.                                       | CUSIP: 74167B109<br>LEI: 549300JNX3M2EENG1F11 | Long             | EC               | CORP              | US        |    102610 | NS      | $1383182.80   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Princeton Bancorp Inc                        | Princeton Bancorp, Inc.                                      | CUSIP: 74179A107<br>LEI: 549300ZWKMVQ4WLNLQ57 | Long             | EC               | CORP              | US        |      9121 | NS      | $330453.83    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ProAssurance Corp                            | ProAssurance Corp.                                           | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |    350766 | NS      | $8495552.52   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| PROG Holdings Inc                            | PROG Holdings, Inc.                                          | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |     52460 | NS      | $1701802.40   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ProPetro Holding Corp                        | ProPetro Holding Corp.                                       | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    775830 | NS      | $8914286.70   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Prosperity Bancshares Inc                    | Prosperity Bancshares, Inc.                                  | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    675112 | NS      | $46589479.12  | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Proto Labs Inc                               | Proto Labs, Inc.                                             | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |    169288 | NS      | $8913013.20   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Provident Financial Holdings Inc             | Provident Financial Holdings, Inc.                           | CUSIP: 743868101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48431 | NS      | $782644.96    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Provident Financial Services Inc             | Provident Financial Services, Inc.                           | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |    904191 | NS      | $20018788.74  | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| PubMatic Inc                                 | PubMatic, Inc.                                               | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    197207 | NS      | $1431722.82   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Puma Biotechnology Inc                       | Puma Biotechnology, Inc.                                     | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    184126 | NS      | $1193136.48   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| QCR Holdings Inc                             | QCR Holdings, Inc.                                           | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |    142828 | NS      | $12891655.28  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Quaker Chemical Corp                         | Quaker Chemical Corp.                                        | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |    101230 | NS      | $15563100.20  | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| Qorvo Inc                                    | Qorvo, Inc.                                                  | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |    100021 | NS      | $7812640.31   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Quanex Building Products Corp                | Quanex Building Products Corp.                               | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |    251405 | NS      | $4706301.60   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Quipt Home Medical Corp                      | Quipt Home Medical Corp.                                     | CUSIP: 74880P104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    112043 | NS      | $399993.51    | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| RBB Bancorp                                  | RBB Bancorp                                                  | CUSIP: 74930B105<br>LEI: 549300A23FBFZNGET525 | Long             | EC               | CORP              | US        |    119621 | NS      | $2480939.54   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| RCI Hospitality Holdings Inc                 | RCI Hospitality Holdings, Inc.                               | CUSIP: 74934Q108<br>LEI: 529900COXP1MLE1UKG69 | Long             | EC               | CORP              | US        |     49078 | NS      | $1179835.12   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| RF Industries Ltd                            | RF Industries Ltd.                                           | CUSIP: 749552105<br>LEI: 529900MVE73NJ5FHP926 | Long             | EC               | CORP              | US        |     25760 | NS      | $251417.60    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RLI Corp                                     | RLI Corp.                                                    | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |     38213 | NS      | $2232785.59   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| RPC Inc                                      | RPC, Inc.                                                    | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1462216 | NS      | $9723736.40   | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| RMR Group Inc/The                            | RMR Group, Inc.                                              | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |     42997 | NS      | $651404.55    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Radian Group Inc                             | Radian Group, Inc.                                           | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |    766440 | NS      | $25215876.00  | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Radiant Logistics Inc                        | Radiant Logistics, Inc.                                      | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |    433980 | NS      | $2920685.40   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Range Resources Corp                         | Range Resources Corp.                                        | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |   1174464 | NS      | $44453462.40  | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Ranger Energy Services Inc                   | Ranger Energy Services, Inc.                                 | CUSIP: 75282U104<br>LEI: 549300J7RIVGVAN0RE23 | Long             | EC               | CORP              | US        |    163267 | NS      | $2517577.14   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Rapid Micro Biosystems Inc                   | Rapid Micro Biosystems, Inc.                                 | CUSIP: 75340L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1425 | NS      | $6312.75      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rayonier Advanced Materials Inc              | Rayonier Advanced Materials, Inc.                            | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |    414580 | NS      | $3217140.80   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| RE/MAX Holdings Inc                          | RE/MAX Holdings, Inc.                                        | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |     79452 | NS      | $618136.56    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Red River Bancshares Inc                     | Red River Bancshares, Inc.                                   | CUSIP: 75686R202<br>LEI: 549300SO63STZV7UHM15 | Long             | EC               | CORP              | US        |     10709 | NS      | $889489.54    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Regal Rexnord Corp                           | Regal Rexnord Corp.                                          | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |    385201 | NS      | $62209961.50  | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| Regional Management Corp                     | Regional Management Corp.                                    | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |     95361 | NS      | $3533125.05   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Reinsurance Group of America Inc             | Reinsurance Group of America, Inc.                           | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |    205760 | NS      | $41717840.00  | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Reliance Inc                                 | Reliance, Inc.                                               | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |     31700 | NS      | $10445150.00  | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Renasant Corp                                | Renasant Corp.                                               | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |    616805 | NS      | $23259716.55  | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Upbound Group Inc                            | Upbound Group, Inc.                                          | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |    182235 | NS      | $3444241.50   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic Bancorp Inc/KY                      | Republic Bancorp, Inc.                                       | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    107892 | NS      | $7834038.12   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Repay Holdings Corp                          | Repay Holdings Corp.                                         | CUSIP: 76029L100<br>LEI: 2549006EJ42T73ZKUI98 | Long             | EC               | CORP              | US        |    393405 | NS      | $1372983.45   | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Resideo Technologies Inc                     | Resideo Technologies, Inc.                                   | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |   1131497 | NS      | $38765087.22  | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Reservoir Media Inc                          | Reservoir Media, Inc.                                        | CUSIP: 76119X105<br>LEI: 549300PHPDQ9M9QSNU18 | Long             | EC               | CORP              | US        |    145478 | NS      | $1098358.90   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Resources Connection Inc                     | Resources Connection, Inc.                                   | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72687 | NS      | $329272.11    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| REX American Resources Corp                  | REX American Resources Corp.                                 | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    330216 | NS      | $11164602.96  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Reynolds Consumer Products Inc               | Reynolds Consumer Products, Inc.                             | CUSIP: 76171L106<br>LEI: 894500ZQLNYY77S80A06 | Long             | EC               | CORP              | US        |    666348 | NS      | $15439283.16  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| CONTRA RESOLUTE FOREST                       | Resolute Forest Products, Inc.                               | CUSIP: 761CVR042<br>LEI: N/A                  | N/A              | DE               |  | US        |    792851 | NS      | $211136.22    | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Ribbon Communications Inc                    | Ribbon Communications, Inc.                                  | CUSIP: 762544104<br>LEI: 549300L1E8Z8RL7CUL52 | Long             | EC               | CORP              | US        |    804828 | NS      | $2108649.36   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Richardson Electronics Ltd/United States     | Richardson Electronics Ltd.                                  | CUSIP: 763165107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33787 | NS      | $408484.83    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Richmond Mutual BanCorp Inc                  | Richmond Mutual BanCorp, Inc.                                | CUSIP: 76525P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6765 | NS      | $94912.95     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Riley Exploration Permian Inc                | Riley Exploration Permian, Inc.                              | CUSIP: 76665T102<br>LEI: 5493008CUBI02XP43Q95 | Long             | EC               | CORP              | US        |     61695 | NS      | $1730544.75   | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Riverview Bancorp Inc                        | Riverview Bancorp, Inc.                                      | CUSIP: 769397100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    236806 | NS      | $1224287.02   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Robert Half Inc                              | Robert Half, Inc.                                            | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      9889 | NS      | $342258.29    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rocky Brands Inc                             | Rocky Brands, Inc.                                           | CUSIP: 774515100<br>LEI: 5299004HQ6GCTW838N96 | Long             | EC               | CORP              | US        |     60462 | NS      | $1946271.78   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Rogers Corp                                  | Rogers Corp.                                                 | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |     11729 | NS      | $1140527.96   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Rush Enterprises Inc                         | Rush Enterprises, Inc.                                       | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |    494431 | NS      | $31737525.89  | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Rush Enterprises Inc                         | Rush Enterprises, Inc.                                       | CUSIP: 781846308<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     87329 | NS      | $5153284.29   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Ryder System Inc                             | Ryder System, Inc.                                           | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |    336796 | NS      | $64422338.88  | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Ryerson Holding Corp                         | Ryerson Holding Corp.                                        | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |    233959 | NS      | $6602322.98   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| S&T Bancorp Inc                              | S&T Bancorp, Inc.                                            | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    285624 | NS      | $12179007.36  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Global Advisors                 | State Street Institutional U.S. Government Money Market Fund | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        | 134355882 | NS      | $134355881.69 | 0.92%             |  |  |  | No            | 1                  | On Loan: No      |
| SB Financial Group Inc                       | SB Financial Group, Inc.                                     | CUSIP: 78408D105<br>LEI: 54930028E6P8OT8CTV58 | Long             | EC               | CORP              | US        |      2698 | NS      | $61595.34     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SEACOR Marine Holdings Inc                   | SEACOR Marine Holdings, Inc.                                 | CUSIP: 78413P101<br>LEI: 5493003LNKFW1W43N030 | Long             | EC               | CORP              | US        |    138678 | NS      | $926369.04    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| SLM Corp                                     | SLM Corp.                                                    | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    355522 | NS      | $9652422.30   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| SM Energy Co                                 | SM Energy Co.                                                | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |   1230526 | NS      | $23958341.22  | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| SWK Holdings Corp                            | SWK Holdings Corp.                                           | CUSIP: 78501P203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8025 | NS      | $140437.50    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Safety Insurance Group Inc                   | Safety Insurance Group, Inc.                                 | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |    116012 | NS      | $9130144.40   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Saga Communications Inc                      | Saga Communications, Inc.                                    | CUSIP: 786598300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47086 | NS      | $535838.68    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CONTRA SAGE THERAPEUTI                       | Sage Therapeutics, Inc.                                      | CUSIP: 786CVR019<br>LEI: 5493000JX4BJS9W6CN35 | N/A              | DE               |  | US        |    128503 | NS      | $23130.54     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Saia Inc                                     | Saia, Inc.                                                   | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |     67916 | NS      | $22743030.92  | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Sally Beauty Holdings Inc                    | Sally Beauty Holdings, Inc.                                  | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |    750586 | NS      | $11423918.92  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| SandRidge Energy Inc                         | SandRidge Energy, Inc.                                       | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |    273818 | NS      | $4340015.30   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| John B Sanfilippo & Son Inc                  | John B Sanfilippo & Son, Inc.                                | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |     41773 | NS      | $3379435.70   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Sanmina Corp                                 | Sanmina Corp.                                                | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |    189031 | NS      | $26781912.08  | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| ScanSource Inc                               | ScanSource, Inc.                                             | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |    214001 | NS      | $9199902.99   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Henry Schein Inc                             | Henry Schein, Inc.                                           | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |    144159 | NS      | $10881121.32  | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Schneider National Inc                       | Schneider National, Inc.                                     | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |    677052 | NS      | $18172075.68  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Scholastic Corp                              | Scholastic Corp.                                             | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    149629 | NS      | $5232526.13   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Mativ Holdings Inc                           | Mativ Holdings, Inc.                                         | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |    233129 | NS      | $2809204.45   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Science Applications International Corp      | Science Applications International Corp.                     | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |    113153 | NS      | $11514449.28  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| EW Scripps Co/The                            | EW Scripps Co.                                               | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |    534434 | NS      | $1790353.90   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Seaboard Corp                                | Seaboard Corp.                                               | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |      6428 | NS      | $32668895.84  | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Seacoast Banking Corp of Florida             | Seacoast Banking Corp. of Florida                            | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |    355354 | NS      | $11883037.76  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Seaport Entertainment Group Inc              | Seaport Entertainment Group, Inc.                            | CUSIP: 812215200<br>LEI: 2549006G3SN205YAST27 | Long             | EC               | CORP              | US        |     58642 | NS      | $1107747.38   | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Security National Financial Corp             | Security National Financial Corp.                            | CUSIP: 814785309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75459 | NS      | $665548.38    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Select Water Solutions Inc                   | Select Water Solutions, Inc.                                 | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |    808305 | NS      | $9772407.45   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Select Medical Holdings Corp                 | Select Medical Holdings Corp.                                | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    616983 | NS      | $9285594.15   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Selectquote Inc                              | Selectquote, Inc.                                            | CUSIP: 816307300<br>LEI: 549300BV28BWDIN9SP24 | Long             | EC               | CORP              | US        |    218450 | NS      | $310199.00    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Seneca Foods Corp                            | Seneca Foods Corp.                                           | CUSIP: 817070105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       289 | NS      | $34159.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Seneca Foods Corp                            | Seneca Foods Corp.                                           | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55353 | NS      | $6605273.49   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Sensient Technologies Corp                   | Sensient Technologies Corp.                                  | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |     12736 | NS      | $1203806.72   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sensus Healthcare Inc                        | Sensus Healthcare, Inc.                                      | CUSIP: 81728J109<br>LEI: 549300F3JF8NCDJJZW04 | Long             | EC               | CORP              | US        |     17579 | NS      | $90180.27     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Shenandoah Telecommunications Co             | Shenandoah Telecommunications Co.                            | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |    193571 | NS      | $2297687.77   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Shoe Carnival Inc                            | Shoe Carnival, Inc.                                          | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    204403 | NS      | $3895921.18   | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Shoals Technologies Group Inc                | Shoals Technologies Group, Inc.                              | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    337133 | NS      | $3182535.52   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Shore Bancshares Inc                         | Shore Bancshares, Inc.                                       | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    216314 | NS      | $4103476.58   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Shutterstock Inc                             | Shutterstock, Inc.                                           | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |     75738 | NS      | $1503399.30   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sierra Bancorp                               | Sierra Bancorp                                               | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     99344 | NS      | $3517771.04   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Sight Sciences Inc                           | Sight Sciences, Inc.                                         | CUSIP: 82657M105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $6.28         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SIGA Technologies Inc                        | SIGA Technologies, Inc.                                      | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    467689 | NS      | $3133516.30   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Silgan Holdings Inc                          | Silgan Holdings, Inc.                                        | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |    653062 | NS      | $28179625.30  | 0.19%             |  |  |  | No            | 1                  | On Loan: —       |
| Silicon Graphics Inc/Old                     | Silicon Graphics, Inc.                                       | CUSIP: 827056102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       494 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Simmons First National Corp                  | Simmons First National Corp.                                 | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |    494377 | NS      | $10050684.41  | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Simply Good Foods Co/The                     | Simply Good Foods Co.                                        | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    375692 | NS      | $7051738.84   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Simulations Plus Inc                         | Simulations Plus, Inc.                                       | CUSIP: 829214105<br>LEI: 529900KYRDJAQ8TJCG93 | Long             | EC               | CORP              | US        |     45947 | NS      | $776044.83    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sinclair Inc                                 | Sinclair, Inc.                                               | CUSIP: 829242106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    175121 | NS      | $2541005.71   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Sirius XM Holdings Inc                       | Sirius XM Holdings, Inc.                                     | CUSIP: 829933100<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |    223663 | NS      | $4551542.05   | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Champion Homes Inc                           | Champion Homes, Inc.                                         | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    193394 | NS      | $15158221.72  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| SkyWest Inc                                  | SkyWest, Inc.                                                | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |    322752 | NS      | $31152023.04  | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Skyworks Solutions Inc                       | Skyworks Solutions, Inc.                                     | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |    156189 | NS      | $8709098.64   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Smith & Wesson Brands Inc                    | Smith & Wesson Brands, Inc.                                  | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |    346218 | NS      | $3780700.56   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| SmartFinancial Inc                           | SmartFinancial, Inc.                                         | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    104570 | NS      | $4174434.40   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Smart Sand Inc                               | Smart Sand, Inc.                                             | CUSIP: 83191H107<br>LEI: 549300JISW1T66DVOK23 | Long             | EC               | CORP              | US        |    199636 | NS      | $928307.40    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| J M Smucker Co/The                           | J.M. Smucker Co.                                             | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |    679307 | NS      | $71232132.02  | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Solstice Advanced Materials Inc              | Solstice Advanced Materials, Inc.                            | CUSIP: 83443Q103<br>LEI: 2138004GZ4H9TW6HK435 | Long             | EC               | CORP              | US        |    158656 | NS      | $9800181.12   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Sonic Automotive Inc                         | Sonic Automotive, Inc.                                       | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |    188118 | NS      | $11279555.28  | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Sonoco Products Co                           | Sonoco Products Co.                                          | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |    437708 | NS      | $21009984.00  | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Sound Financial Bancorp Inc                  | Sound Financial Bancorp, Inc.                                | CUSIP: 83607A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       476 | NS      | $20896.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| South Plains Financial Inc                   | South Plains Financial, Inc.                                 | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |     82663 | NS      | $3443740.58   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| California BanCorp                           | California BanCorp                                           | CUSIP: 84252A106<br>LEI: 549300Z6CP542EI9L684 | Long             | EC               | CORP              | US        |     27431 | NS      | $493483.69    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Southern First Bancshares Inc                | Southern First Bancshares, Inc.                              | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55782 | NS      | $3064663.08   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Southern Missouri Bancorp Inc                | Southern Missouri Bancorp, Inc.                              | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68788 | NS      | $4304065.16   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Southside Bancshares Inc                     | Southside Bancshares, Inc.                                   | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |    209559 | NS      | $6745704.21   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| SOUTHSTATE BANK CORP                         | Southstate Bank Corp.                                        | CUSIP: 84472E102<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |    748234 | NS      | $76566785.22  | 0.52%             |  |  |  | No            | 1                  | On Loan: No      |
| Spectrum Brands Holdings Inc                 | Spectrum Brands Holdings, Inc.                               | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |    213153 | NS      | $13579977.63  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Spok Holdings Inc                            | Spok Holdings, Inc.                                          | CUSIP: 84863T106<br>LEI: 549300HXXANIVN2ICC89 | Long             | EC               | CORP              | US        |    139989 | NS      | $1927648.53   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sportsman's Warehouse Holdings Inc           | Sportsman's Warehouse Holdings, Inc.                         | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |     44123 | NS      | $60448.51     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| STAAR Surgical Co                            | STAAR Surgical Co.                                           | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |      8770 | NS      | $166191.50    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Stabilis Solutions Inc                       | Stabilis Solutions, Inc.                                     | CUSIP: 85236P101<br>LEI: 549300DGSR537OJW7P62 | Long             | EC               | CORP              | US        |       586 | NS      | $3258.16      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Stagwell Inc                                 | Stagwell, Inc.                                               | CUSIP: 85256A109<br>LEI: 549300KIYTU6J3NYJ009 | Long             | EC               | CORP              | US        |    132287 | NS      | $795044.87    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Standard Motor Products Inc                  | Standard Motor Products, Inc.                                | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |    172929 | NS      | $6905054.97   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Standex International Corp                   | Standex International Corp.                                  | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |     15513 | NS      | $3723120.00   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Stanley Black & Decker Inc                   | Stanley Black & Decker, Inc.                                 | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |    713033 | NS      | $56087175.78  | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| Star Holdings                                | Star Holdings                                                | CUSIP: 85512G106<br>LEI: 549300NXTGWF12PTMW64 | Long             | EC               | CORP              | US        |     17149 | NS      | $134105.18    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Starz Entertainment Corp                     | Starz Entertainment Corp.                                    | CUSIP: 855919106<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |      5738 | NS      | $57322.62     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Stepan Co                                    | Stepan Co.                                                   | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |    149142 | NS      | $8592070.62   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Stellar Bancorp Inc                          | Stellar Bancorp, Inc.                                        | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |    282067 | NS      | $10475968.38  | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Sterling Bancorp Inc/MI                      | Sterling Bancorp, Inc.                                       | CUSIP: 85917W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86728 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Stewart Information Services Corp            | Stewart Information Services Corp.                           | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |    217475 | NS      | $14664339.25  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Stifel Financial Corp                        | Stifel Financial Corp.                                       | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     50983 | NS      | $6286203.90   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Stock Yards Bancorp Inc                      | Stock Yards Bancorp, Inc.                                    | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               | CORP              | US        |     49142 | NS      | $3326421.98   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Stoneridge Inc                               | Stoneridge, Inc.                                             | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |    133209 | NS      | $876515.22    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| StoneX Group Inc                             | StoneX Group, Inc.                                           | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |     59415 | NS      | $6669927.90   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Strategic Education Inc                      | Strategic Education, Inc.                                    | CUSIP: 86272C103<br>LEI: 2549002UYIM8Q5EC8H36 | Long             | EC               | CORP              | US        |    180618 | NS      | $15356142.36  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Strattec Security Corp                       | Strattec Security Corp.                                      | CUSIP: 863111100<br>LEI: 549300Z394OP8S8TSR40 | Long             | EC               | CORP              | US        |     25896 | NS      | $2048891.52   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Stratus Properties Inc                       | Stratus Properties, Inc.                                     | CUSIP: 863167201<br>LEI: 5493008I6ZRDZWT8ZZ15 | Long             | EC               | CORP              | US        |     34251 | NS      | $1016227.17   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Stride Inc                                   | Stride, Inc.                                                 | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |    144189 | NS      | $12198389.40  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Sturm Ruger & Co Inc                         | Sturm Ruger & Co., Inc.                                      | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |     54672 | NS      | $2005915.68   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sun Country Airlines Holdings Inc            | Sun Country Airlines Holdings, Inc.                          | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |    383023 | NS      | $6718223.42   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| SunCoke Energy Inc                           | SunCoke Energy, Inc.                                         | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |    675049 | NS      | $5305885.14   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Superior Group of Cos Inc                    | Superior Group of Cos., Inc.                                 | CUSIP: 868358102<br>LEI: UOX145EEO0TB0ZWX2152 | Long             | EC               | CORP              | US        |     99407 | NS      | $990093.72    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Supernus Pharmaceuticals Inc                 | Supernus Pharmaceuticals, Inc.                               | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |    446671 | NS      | $21511675.36  | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Surgery Partners Inc                         | Surgery Partners, Inc.                                       | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |    265367 | NS      | $3943353.62   | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Sylvamo Corp                                 | Sylvamo Corp.                                                | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |    189706 | NS      | $9284211.64   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Ascent Industries Co                         | Ascent Industries Co.                                        | CUSIP: 871565107<br>LEI: 549300U2S5125001TS43 | Long             | EC               | CORP              | US        |     23496 | NS      | $380870.16    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Synaptics Inc                                | Synaptics, Inc.                                              | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |     12854 | NS      | $1060583.54   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TD SYNNEX Corp                               | TD SYNNEX Corp.                                              | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |    630395 | NS      | $100024774.65 | 0.68%             |  |  |  | No            | 1                  | On Loan: No      |
| TFS Financial Corp                           | TFS Financial Corp.                                          | CUSIP: 87240R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    164319 | NS      | $2312789.93   | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Tri Pointe Homes Inc                         | Tri Pointe Homes, Inc.                                       | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    737983 | NS      | $24611733.05  | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| TTM Technologies Inc                         | TTM Technologies, Inc.                                       | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |    885007 | NS      | $86907687.40  | 0.59%             |  |  |  | No            | 1                  | On Loan: No      |
| Tactile Systems Technology Inc               | Tactile Systems Technology, Inc.                             | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |    163645 | NS      | $4722794.70   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Talos Energy Inc                             | Talos Energy, Inc.                                           | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |   1018253 | NS      | $12137575.76  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Target Hospitality Corp                      | Target Hospitality Corp.                                     | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    135009 | NS      | $930212.01    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TaskUS Inc                                   | TaskUS, Inc.                                                 | CUSIP: 87652V109<br>LEI: 549300VFPOK2Y6GLWE32 | Long             | EC               | CORP              | US        |     96790 | NS      | $1045332.00   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Taylor Devices Inc                           | Taylor Devices, Inc.                                         | CUSIP: 877163105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13663 | NS      | $993846.62    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Taylor Morrison Home Corp                    | Taylor Morrison Home Corp.                                   | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |    814183 | NS      | $49624453.85  | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Team Inc                                     | Team, Inc.                                                   | CUSIP: 878155308<br>LEI: 549300DEKHQ3OEQJWU96 | Long             | EC               | CORP              | US        |       504 | NS      | $7272.72      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TEGNA Inc                                    | TEGNA, Inc.                                                  | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |   1284425 | NS      | $24609583.00  | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Tejon Ranch Co                               | Tejon Ranch Co.                                              | CUSIP: 879080109<br>LEI: 549300TMNDO77VJ6J111 | Long             | EC               | CORP              | US        |    143290 | NS      | $2305536.10   | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Teladoc Health Inc                           | Teladoc Health, Inc.                                         | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |    637270 | NS      | $3473121.50   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Telephone and Data Systems Inc               | Telephone & Data Systems, Inc.                               | CUSIP: 879433829<br>LEI: 5299003YZW5BE2NNLO37 | Long             | EC               | CORP              | US        |    783985 | NS      | $35381243.05  | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Tennant Co                                   | Tennant Co.                                                  | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |     65581 | NS      | $4990058.29   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Terex Corp                                   | Terex Corp.                                                  | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |    514866 | NS      | $29347362.00  | 0.20%             |  |  |  | No            | 1                  | On Loan: —       |
| TETRAPHASE PHARMACEUTICALS INC               | Tetraphase Pharmaceuticals, Inc.                             | CUSIP: 881CVR013<br>LEI: N/A                  | N/A              | DE               |  | US        |      1600 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Texas Capital Bancshares Inc                 | Texas Capital Bancshares, Inc.                               | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |    389879 | NS      | $39444058.43  | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Textron Inc                                  | Textron, Inc.                                                | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |    306563 | NS      | $26995937.78  | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Thermon Group Holdings Inc                   | Thermon Group Holdings, Inc.                                 | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |    281158 | NS      | $12722399.50  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Third Coast Bancshares Inc                   | Third Coast Bancshares, Inc.                                 | CUSIP: 88422P109<br>LEI: 254900LW0YOTBYSQCK19 | Long             | EC               | CORP              | US        |     42313 | NS      | $1716215.28   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Third Harmonic Bio Inc                       | Third Harmonic Bio, Inc.                                     | CUSIP: 88427A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3231 | NS      | $96.93        | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Thor Industries Inc                          | Thor Industries, Inc.                                        | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |    395360 | NS      | $44228923.20  | 0.30%             |  |  |  | No            | 1                  | On Loan: —       |
| Tidewater Inc                                | Tidewater, Inc.                                              | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |    212085 | NS      | $13253191.65  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Tilly's Inc                                  | Tilly's, Inc.                                                | CUSIP: 886885102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70170 | NS      | $103149.90    | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Timberland Bancorp Inc/WA                    | Timberland Bancorp, Inc.                                     | CUSIP: 887098101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66770 | NS      | $2600023.80   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Timken Co/The                                | Timken Co.                                                   | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |    211114 | NS      | $19673713.66  | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Metallus Inc                                 | Metallus, Inc.                                               | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |    311026 | NS      | $6204968.70   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Tiptree Inc                                  | Tiptree, Inc.                                                | CUSIP: 88822Q103<br>LEI: 254900EH52HA4YXENT37 | Long             | EC               | CORP              | US        |    382659 | NS      | $6841942.92   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Titan International Inc                      | Titan International, Inc.                                    | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |    317094 | NS      | $3025076.76   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Titan Machinery Inc                          | Titan Machinery, Inc.                                        | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |     52370 | NS      | $852059.90    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Toll Brothers Inc                            | Toll Brothers, Inc.                                          | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |    672572 | NS      | $97179928.28  | 0.66%             |  |  |  | No            | 1                  | On Loan: No      |
| Tompkins Financial Corp                      | Tompkins Financial Corp.                                     | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |     96215 | NS      | $7708745.80   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Tootsie Roll Industries Inc                  | Tootsie Roll Industries, Inc.                                | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |     94842 | NS      | $3592614.96   | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Towne Bank/Portsmouth VA                     | Towne Bank                                                   | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |    536694 | NS      | $18784290.00  | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Transcat Inc                                 | Transcat, Inc.                                               | CUSIP: 893529107<br>LEI: 54930081E40TSSHUOS40 | Long             | EC               | CORP              | US        |     29390 | NS      | $1772510.90   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Tredegar Corp                                | Tredegar Corp.                                               | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |    157691 | NS      | $1348258.05   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TreeHouse Foods Inc                          | TreeHouse Foods, Inc.                                        | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |    385006 | NS      | $9486547.84   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| TriCo Bancshares                             | TriCo Bancshares                                             | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    233558 | NS      | $11635859.56  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| TriMas Corp                                  | TriMas Corp.                                                 | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |    299831 | NS      | $10425123.87  | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Trinity Industries Inc                       | Trinity Industries, Inc.                                     | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |    661360 | NS      | $19007486.40  | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Trio-Tech International                      | Trio-Tech International                                      | CUSIP: 896712205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15770 | NS      | $88785.10     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Triumph Financial Inc                        | Triumph Financial, Inc.                                      | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |    118401 | NS      | $7469919.09   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| TripAdvisor Inc                              | TripAdvisor, Inc.                                            | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |    578704 | NS      | $7690976.16   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| TrueBlue Inc                                 | TrueBlue, Inc.                                               | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    106917 | NS      | $573075.12    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TrustCo Bank Corp NY                         | TrustCo Bank Corp.                                           | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    163612 | NS      | $7100760.80   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Trustmark Corp                               | Trustmark Corp.                                              | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |    559782 | NS      | $23801930.64  | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| TTEC Holdings Inc                            | TTEC Holdings, Inc.                                          | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |     28250 | NS      | $90117.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Turtle Beach Corp                            | Turtle Beach Corp.                                           | CUSIP: 900450206<br>LEI: 549300SZRV8U8PXSYI20 | Long             | EC               | CORP              | US        |     17098 | NS      | $204492.08    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tutor Perini Corp                            | Tutor Perini Corp.                                           | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |    140427 | NS      | $11078286.03  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Twin Disc Inc                                | Twin Disc, Inc.                                              | CUSIP: 901476101<br>LEI: 549300FR8EHCY14BLP32 | Long             | EC               | CORP              | US        |     96821 | NS      | $1664352.99   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| UMB Financial Corp                           | UMB Financial Corp.                                          | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |    339773 | NS      | $43198739.22  | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| UFP Industries Inc                           | UFP Industries, Inc.                                         | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |    165506 | NS      | $17093459.68  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| USANA Health Sciences Inc                    | USANA Health Sciences, Inc.                                  | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |    102608 | NS      | $2226593.60   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| US Physical Therapy Inc                      | U.S. Physical Therapy, Inc.                                  | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |     63186 | NS      | $5299409.82   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| USCB Financial Holdings Inc                  | USCB Financial Holdings, Inc.                                | CUSIP: 90355N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3119 | NS      | $58793.15     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ultralife Corp                               | Ultralife Corp.                                              | CUSIP: 903899102<br>LEI: 529900NVAFLKA00F3U05 | Long             | EC               | CORP              | US        |    128286 | NS      | $818464.68    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Under Armour Inc                             | Under Armour, Inc.                                           | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |    561238 | NS      | $3462838.46   | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Under Armour Inc                             | Under Armour, Inc.                                           | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |   1557218 | NS      | $9452313.26   | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Unifi Inc                                    | Unifi, Inc.                                                  | CUSIP: 904677200<br>LEI: 549300MW5LPO0M2LNO04 | Long             | EC               | CORP              | US        |     79944 | NS      | $308583.84    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| UniFirst Corp/MA                             | UniFirst Corp.                                               | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |    111937 | NS      | $24066455.00  | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| United Bancshares Inc/OH                     | United Bancshares, Inc.                                      | CUSIP: 909458101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1289 | NS      | $51895.14     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| United Community Banks Inc/GA                | United Community Banks, Inc.                                 | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |    935483 | NS      | $32208679.69  | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| United Bankshares Inc/WV                     | United Bankshares, Inc.                                      | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |    994350 | NS      | $42090835.50  | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| United Bancorp Inc/OH                        | United Bancorp, Inc.                                         | CUSIP: 909911109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4772 | NS      | $66330.80     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| United Fire Group Inc                        | United Fire Group, Inc.                                      | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    175139 | NS      | $6294495.66   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| American Coastal Insurance Corp              | American Coastal Insurance Corp.                             | CUSIP: 910710102<br>LEI: 5299002P9105LJQA8G51 | Long             | EC               | CORP              | US        |     45299 | NS      | $500553.95    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| United Natural Foods Inc                     | United Natural Foods, Inc.                                   | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |    364756 | NS      | $13579865.88  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| United Security Bancshares/Fresno CA         | United Security Bancshares                                   | CUSIP: 911460103<br>LEI: 549300J2H2JYVXXP3J32 | Long             | EC               | CORP              | US        |    127841 | NS      | $1373012.34   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Array Digital Infrastructure Inc             | Array Digital Infrastructure, Inc.                           | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |    400863 | NS      | $19317587.97  | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Unity Bancorp Inc                            | Unity Bancorp, Inc.                                          | CUSIP: 913290102<br>LEI: 549300Q90ZRNUR65PL93 | Long             | EC               | CORP              | US        |     74071 | NS      | $3996871.16   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Universal Corp/VA                            | Universal Corp.                                              | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |    209895 | NS      | $11877958.05  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Universal Electronics Inc                    | Universal Electronics, Inc.                                  | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |     77949 | NS      | $307898.55    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Universal Insurance Holdings Inc             | Universal Insurance Holdings, Inc.                           | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |    220152 | NS      | $6703628.40   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Universal Logistics Holdings Inc             | Universal Logistics Holdings, Inc.                           | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    104367 | NS      | $1670915.67   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Universal Health Services Inc                | Universal Health Services, Inc.                              | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |    324374 | NS      | $65283511.24  | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| Univest Financial Corp                       | Univest Financial Corp.                                      | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |    331684 | NS      | $10992007.76  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Unum Group                                   | Unum Group                                                   | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |    703863 | NS      | $53472472.11  | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Urban Outfitters Inc                         | Urban Outfitters, Inc.                                       | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |    551254 | NS      | $39056345.90  | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Urban One Inc                                | Urban One, Inc.                                              | CUSIP: 91705J402<br>LEI: 549300PLGIGPBRQUP240 | Long             | EC               | CORP              | US        |      6853 | NS      | $61677.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Utah Medical Products Inc                    | Utah Medical Products, Inc.                                  | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |     21809 | NS      | $1331657.54   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Utz Brands Inc                               | Utz Brands, Inc.                                             | CUSIP: 918090101<br>LEI: 5299009BHBU2NH5HRN16 | Long             | EC               | CORP              | US        |    270022 | NS      | $2846031.88   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| VSE Corp                                     | VSE Corp.                                                    | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |     11651 | NS      | $2546559.07   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| VAALCO Energy Inc                            | VAALCO Energy, Inc.                                          | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |    482396 | NS      | $2479515.44   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Valley National Bancorp                      | Valley National Bancorp                                      | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |   4322296 | NS      | $53855808.16  | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Varex Imaging Corp                           | Varex Imaging Corp.                                          | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |     91579 | NS      | $1276611.26   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Veeco Instruments Inc                        | Veeco Instruments, Inc.                                      | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |    419263 | NS      | $13093583.49  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| V2X Inc                                      | V2X, Inc.                                                    | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    171629 | NS      | $11813224.07  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Velocity Financial Inc                       | Velocity Financial, Inc.                                     | CUSIP: 92262D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48768 | NS      | $989502.72    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Vera Bradley Inc                             | Vera Bradley, Inc.                                           | CUSIP: 92335C106<br>LEI: 52990005Q6LEJKXO7M51 | Long             | EC               | CORP              | US        |     94080 | NS      | $225792.00    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Veracyte Inc                                 | Veracyte, Inc.                                               | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |    555361 | NS      | $21148146.88  | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Viasat Inc                                   | Viasat, Inc.                                                 | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |    507097 | NS      | $22905571.49  | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Viatris Inc                                  | Viatris, Inc.                                                | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |   7424956 | NS      | $97192674.04  | 0.66%             |  |  |  | No            | 1                  | On Loan: No      |
| CONTRA VERVE THERAPEUT                       | Verve Therapeutics, Inc.                                     | CUSIP: 925CVR011<br>LEI: N/A                  | N/A              | DE               |  | US        |    182864 | NS      | $362070.72    | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Victory Capital Holdings Inc                 | Victory Capital Holdings, Inc.                               | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |     50390 | NS      | $3554006.70   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Village Super Market Inc                     | Village Super Market, Inc.                                   | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               | CORP              | US        |    105957 | NS      | $3778426.62   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Virco Mfg. Corp                              | Virco Mfg. Corp.                                             | CUSIP: 927651109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    105153 | NS      | $735019.47    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Virginia National Bankshares Corp            | Virginia National Bankshares Corp.                           | CUSIP: 928031103<br>LEI: 5493005LXSLNF92BF097 | Long             | EC               | CORP              | US        |      8911 | NS      | $364638.12    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| VirnetX Holding Corp                         | VirnetX Holding Corp.                                        | CUSIP: 92823T207<br>LEI: 529900GEQQ3ACACKKD25 | Long             | EC               | CORP              | US        |      3850 | NS      | $78232.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| VirTra Inc                                   | VirTra, Inc.                                                 | CUSIP: 92827K301<br>LEI: 549300BGHL1PW2M7IZ13 | Long             | EC               | CORP              | US        |     38880 | NS      | $182347.20    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Virtus Investment Partners Inc               | Virtus Investment Partners, Inc.                             | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |     44607 | NS      | $7282092.75   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Vishay Intertechnology Inc                   | Vishay Intertechnology, Inc.                                 | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |    974806 | NS      | $19642340.90  | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Vishay Precision Group Inc                   | Vishay Precision Group, Inc.                                 | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69013 | NS      | $3456171.04   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Visteon Corp                                 | Visteon Corp.                                                | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |    150396 | NS      | $13664980.56  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Vitesse Energy Inc                           | Vitesse Energy, Inc.                                         | CUSIP: 92852X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    208733 | NS      | $4375043.68   | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Vivid Seats Inc                              | Vivid Seats, Inc.                                            | CUSIP: 92854T209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6503 | NS      | $47406.87     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Voya Financial Inc                           | Voya Financial, Inc.                                         | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |    222235 | NS      | $17036535.10  | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| Voyager Therapeutics Inc                     | Voyager Therapeutics, Inc.                                   | CUSIP: 92915B106<br>LEI: 54930082S4XVR0ZWCC74 | Long             | EC               | CORP              | US        |     52764 | NS      | $205779.60    | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| WSFS Financial Corp                          | WSFS Financial Corp.                                         | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |    461271 | NS      | $29858071.83  | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| WVS Financial Corp                           | WVS Financial Corp.                                          | CUSIP: 929358109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       111 | NS      | $1497.39      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Wabash National Corp                         | Wabash National Corp.                                        | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |     47718 | NS      | $483383.34    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Walker & Dunlop Inc                          | Walker & Dunlop, Inc.                                        | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    203989 | NS      | $12828868.21  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Warrior Met Coal Inc                         | Warrior Met Coal, Inc.                                       | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     95138 | NS      | $8495823.40   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| WaFd Inc                                     | WaFd, Inc.                                                   | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    624384 | NS      | $20367406.08  | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Washington Trust Bancorp Inc                 | Washington Trust Bancorp, Inc.                               | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |     49497 | NS      | $1701211.89   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Waterstone Financial Inc                     | Waterstone Financial, Inc.                                   | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |    193859 | NS      | $3545681.11   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Waystar Holding Corp                         | Waystar Holding Corp.                                        | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86657 | NS      | $2301609.92   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Webster Financial Corp                       | Webster Financial Corp.                                      | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |   1152226 | NS      | $75781904.02  | 0.52%             |  |  |  | No            | 1                  | On Loan: No      |
| Weis Markets Inc                             | Weis Markets, Inc.                                           | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    224531 | NS      | $15975380.65  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Werner Enterprises Inc                       | Werner Enterprises, Inc.                                     | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |    468183 | NS      | $16035267.75  | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| WesBanco Inc                                 | WesBanco, Inc.                                               | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    580183 | NS      | $20474658.07  | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| WESCO International Inc                      | WESCO International, Inc.                                    | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |    370748 | NS      | $107305593.64 | 0.73%             |  |  |  | No            | 1                  | On Loan: No      |
| West BanCorp Inc                             | West BanCorp, Inc.                                           | CUSIP: 95123P106<br>LEI: 549300GKFOINCHIYU666 | Long             | EC               | CORP              | US        |    110824 | NS      | $2629853.52   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Westamerica BanCorp                          | Westamerica BanCorp                                          | CUSIP: 957090103<br>LEI: 984500CF4F8115C11D96 | Long             | EC               | CORP              | US        |     85858 | NS      | $4342697.64   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Western Alliance Bancorp                     | Western Alliance Bancorp                                     | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |    366001 | NS      | $32628989.15  | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Western New England Bancorp Inc              | Western New England Bancorp, Inc.                            | CUSIP: 958892101<br>LEI: 549300Y8QE4EI2LP6B42 | Long             | EC               | CORP              | US        |    163145 | NS      | $2191037.35   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Western Union Co/The                         | Western Union Co.                                            | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     63016 | NS      | $590459.92    | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Westlake Corp                                | Westlake Corp.                                               | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |    124528 | NS      | $9877560.96   | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Westwood Holdings Group Inc                  | Westwood Holdings Group, Inc.                                | CUSIP: 961765104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38264 | NS      | $700613.84    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Weyco Group Inc                              | Weyco Group, Inc.                                            | CUSIP: 962149100<br>LEI: 549300I10J38MHJELM87 | Long             | EC               | CORP              | US        |     79509 | NS      | $2514074.58   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Whirlpool Corp                               | Whirlpool Corp.                                              | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |    218097 | NS      | $17445579.03  | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| John Wiley & Sons Inc                        | John Wiley & Sons, Inc.                                      | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |    184394 | NS      | $5758624.62   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Wilhelmina International Inc                 | Wilhelmina International, Inc.                               | CUSIP: 968235309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2000 | NS      | $7200.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Willis Lease Finance Corp                    | Willis Lease Finance Corp.                                   | CUSIP: 970646105<br>LEI: 54930023EP1OE5MKWF89 | Long             | EC               | CORP              | US        |     43519 | NS      | $7932643.32   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| WillScot Holdings Corp                       | WillScot Holdings Corp.                                      | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |      4396 | NS      | $88051.88     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Winnebago Industries Inc                     | Winnebago Industries, Inc.                                   | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |    201138 | NS      | $9234245.58   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Wintrust Financial Corp                      | Wintrust Financial Corp.                                     | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |    285148 | NS      | $42056478.52  | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| World Acceptance Corp                        | World Acceptance Corp.                                       | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29048 | NS      | $3522070.00   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| World Kinect Corp                            | World Kinect Corp.                                           | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |    280557 | NS      | $7549788.87   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Worthington Enterprises Inc                  | Worthington Enterprises, Inc.                                | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |    267383 | NS      | $14858473.31  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Worthington Steel Inc                        | Worthington Steel, Inc.                                      | CUSIP: 982104101<br>LEI: 2549009ZUUWL3QLK6G24 | Long             | EC               | CORP              | US        |    327307 | NS      | $13167560.61  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Xerox Holdings Corp                          | Xerox Holdings Corp.                                         | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |   1220753 | NS      | $2673449.07   | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Xperi Inc                                    | Xperi, Inc.                                                  | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2500 | NS      | $14150.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Yelp Inc                                     | Yelp, Inc.                                                   | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |    341639 | NS      | $9354075.82   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Zebra Technologies Corp                      | Zebra Technologies Corp.                                     | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |     13074 | NS      | $3072128.52   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Zions Bancorp NA                             | Zions Bancorp NA                                             | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |   1140924 | NS      | $68352756.84  | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| ZoomInfo Technologies Inc                    | ZoomInfo Technologies, Inc.                                  | CUSIP: 98980F104<br>LEI: 2549008GSAHW4UWFEM58 | Long             | EC               | CORP              | US        |   1571783 | NS      | $12652853.15  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Zumiez Inc                                   | Zumiez, Inc.                                                 | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |    111950 | NS      | $2755089.50   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Dimensional Holdings Inc.                    | DFA Short Term Investment Fund                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 613401491 | NS      | $613401490.87 | 4.19%             |  |  |  | No            | N/A                | On Loan: No      |
| Chicago Mercantile Exchange                  | Future                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       373 | NC      | $-641982.21   | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Dimensional Holdings Inc.                    | DFA Short Term Investment Fund                               | CUSIP: 233203405<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     18198 | NS      | $18198.00     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Adient PLC                                   | Adient PLC                                                   | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |    543213 | NS      | $11298830.40  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Alkermes PLC                                 | Alkermes PLC                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |    492148 | NS      | $16678895.72  | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| Amdocs Ltd                                   | Amdocs Ltd.                                                  | CUSIP: 000000000<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | GG        |    385917 | NS      | $31622038.98  | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Assured Guaranty Ltd                         | Assured Guaranty Ltd.                                        | CUSIP: 000000000<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |    322310 | NS      | $27348003.50  | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Axis Capital Holdings Ltd                    | Axis Capital Holdings Ltd.                                   | CUSIP: 000000000<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |    379430 | NS      | $39149587.40  | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Axalta Coating Systems Ltd                   | Axalta Coating Systems Ltd.                                  | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | BM        |   1382614 | NS      | $46428178.12  | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of NT Butterfield & Son Ltd/The         | Bank of NT Butterfield & Son Ltd.                            | CUSIP: 000000000<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |    227802 | NS      | $11800143.60  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Caledonia Mining Corp PLC                    | Caledonia Mining Corp. PLC                                   | CUSIP: 000000000<br>LEI: 21380093ZBI4BFM75Y51 | Long             | EC               | CORP              | JE        |     62086 | NS      | $1703639.84   | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Capri Holdings Ltd                           | Capri Holdings Ltd.                                          | CUSIP: 000000000<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | VG        |      6400 | NS      | $144448.00    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Clarivate PLC                                | Clarivate PLC                                                | CUSIP: 000000000<br>LEI: 549300WDHIIODXFO0R55 | Long             | EC               | CORP              | JE        |   2814528 | NS      | $7458499.20   | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Cushman & Wakefield Ltd                      | Cushman & Wakefield Ltd.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |   1692191 | NS      | $27819620.04  | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Dole PLC                                     | Dole PLC                                                     | CUSIP: 000000000<br>LEI: 635400JUG5XJXOPPJJ47 | Long             | EC               | CORP              | IE        |    563896 | NS      | $8982863.28   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Essent Group Ltd                             | Essent Group Ltd.                                            | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |    737908 | NS      | $46429171.36  | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Everest Group Ltd                            | Everest Group Ltd.                                           | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |     23914 | NS      | $7922229.92   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Ferroglobe PLC                               | Ferroglobe PLC                                               | CUSIP: 000000000<br>LEI: 2138005GCFJACFTZUD90 | Long             | EC               | CORP              | GB        |    320734 | NS      | $1523486.50   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Fresh Del Monte Produce Inc                  | Fresh Del Monte Produce, Inc.                                | CUSIP: 000000000<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |    404864 | NS      | $16056906.24  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| GigaCloud Technology Inc                     | GigaCloud Technology, Inc.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2084 | NS      | $83214.12     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gates Industrial Corp PLC                    | Gates Industrial Corp. PLC                                   | CUSIP: 000000000<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | GB        |    886882 | NS      | $20416023.64  | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Genpact Ltd                                  | Genpact Ltd.                                                 | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |    816451 | NS      | $36005489.10  | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Gambling.com Group Ltd                       | Gambling.com Group Ltd.                                      | CUSIP: 000000000<br>LEI: 254900PUNXQ3N26IMU63 | Long             | EC               | CORP              | JE        |      5268 | NS      | $25128.36     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Greenlight Capital Re Ltd                    | Greenlight Capital Re Ltd.                                   | CUSIP: 000000000<br>LEI: 549300Q9HRIFA2BGHJ51 | Long             | EC               | CORP              | KY        |    196247 | NS      | $2721945.89   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Hamilton Insurance Group Ltd                 | Hamilton Insurance Group Ltd.                                | CUSIP: 000000000<br>LEI: 549300W92BN1FIEXG871 | Long             | EC               | CORP              | BM        |     49854 | NS      | $1383448.50   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Helen of Troy Ltd                            | Helen of Troy Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     13115 | NS      | $217184.40    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Janus Henderson Group PLC                    | Janus Henderson Group PLC                                    | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |    862251 | NS      | $41500140.63  | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| IBEX Holdings Ltd                            | IBEX Holdings Ltd.                                           | CUSIP: 000000000<br>LEI: 5493000GRFLPVYU2CX17 | Long             | EC               | CORP              | BM        |     28231 | NS      | $1050193.20   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ICON PLC                                     | ICON PLC                                                     | CUSIP: 000000000<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |     70540 | NS      | $12714835.00  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Ichor Holdings Ltd                           | Ichor Holdings Ltd.                                          | CUSIP: 000000000<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | KY        |    116927 | NS      | $3547565.18   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Brightstar Lottery PLC                       | Brightstar Lottery PLC                                       | CUSIP: 000000000<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | GB        |     11003 | NS      | $159323.44    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Weatherford International PLC                | Weatherford International PLC                                | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | IE        |     76326 | NS      | $7180750.08   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Invesco Ltd                                  | Invesco Ltd.                                                 | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |   3072948 | NS      | $83860750.92  | 0.57%             |  |  |  | No            | 1                  | On Loan: No      |
| Jazz Pharmaceuticals PLC                     | Jazz Pharmaceuticals PLC                                     | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |    257327 | NS      | $42327718.23  | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| LivaNova PLC                                 | LivaNova PLC                                                 | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |    238170 | NS      | $15650150.70  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Luxfer Holdings PLC                          | Luxfer Holdings PLC                                          | CUSIP: 000000000<br>LEI: 21380045UF5SJYZOXE41 | Long             | EC               | CORP              | GB        |    155002 | NS      | $2346730.28   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Global Ltd                           | Liberty Global Ltd.                                          | CUSIP: 000000000<br>LEI: 213800HRMKKTYH7SKA24 | Long             | EC               | CORP              | BM        |   1152403 | NS      | $12780149.27  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Global Ltd                           | Liberty Global Ltd.                                          | CUSIP: 000000000<br>LEI: 213800HRMKKTYH7SKA24 | Long             | EC               | CORP              | BM        |   1057607 | NS      | $11718285.56  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Alpha & Omega Semiconductor Ltd              | Alpha & Omega Semiconductor Ltd.                             | CUSIP: 000000000<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | BM        |    146500 | NS      | $3237650.00   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Nabors Industries Ltd                        | Nabors Industries Ltd.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     51012 | NS      | $3409642.08   | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| National Energy Services Reunited Corp       | National Energy Services Reunited Corp.                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |     18660 | NS      | $367228.80    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Noble Corp PLC                               | Noble Corp. PLC                                              | CUSIP: 000000000<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | GB        |    622086 | NS      | $22158703.32  | 0.15%             |  |  |  | No            | 1                  | On Loan: —       |
| Nordic American Tankers Ltd                  | Nordic American Tankers Ltd.                                 | CUSIP: 000000000<br>LEI: 213800W4T8AMPKIPIU94 | Long             | EC               | CORP              | BM        |   1552309 | NS      | $6457605.44   | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Pangaea Logistics Solutions Ltd              | Pangaea Logistics Solutions Ltd.                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |    372058 | NS      | $3155051.84   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Paysafe Ltd                                  | Paysafe Ltd.                                                 | CUSIP: 000000000<br>LEI: 2138003K6PVDCI5TBN11 | Long             | EC               | CORP              | BM        |    278963 | NS      | $1913686.18   | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| RenaissanceRe Holdings Ltd                   | RenaissanceRe Holdings Ltd.                                  | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |    169417 | NS      | $47724768.90  | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| SFL Corp Ltd                                 | SFL Corp. Ltd.                                               | CUSIP: 000000000<br>LEI: 549300RLYYPSB0C7RH77 | Long             | EC               | CORP              | BM        |   1080871 | NS      | $9576517.06   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Seadrill Ltd                                 | Seadrill Ltd.                                                | CUSIP: 000000000<br>LEI: 213800EQ6L456U2JCO89 | Long             | EC               | CORP              | BM        |    459400 | NS      | $17677712.00  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Sensata Technologies Holding PLC             | Sensata Technologies Holding PLC                             | CUSIP: 000000000<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | GB        |   1079892 | NS      | $37353464.28  | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Signet Jewelers Ltd                          | Signet Jewelers Ltd.                                         | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |    342699 | NS      | $31620836.73  | 0.22%             |  |  |  | No            | 1                  | On Loan: —       |
| SiriusPoint Ltd                              | SiriusPoint Ltd.                                             | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |    804663 | NS      | $16423171.83  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Tecnoglass Inc                               | Tecnoglass, Inc.                                             | CUSIP: 000000000<br>LEI: 529900YRWTPOC2E6IO67 | Long             | EC               | CORP              | KY        |     48789 | NS      | $2386269.99   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Teekay Corp Ltd                              | Teekay Corp. Ltd.                                            | CUSIP: 000000000<br>LEI: YHKQM2RIPKZYOZ6RVZ46 | Long             | EC               | CORP              | BM        |    672713 | NS      | $6881853.99   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Teekay Tankers Ltd                           | Teekay Tankers Ltd.                                          | CUSIP: 000000000<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | BM        |    237682 | NS      | $15335242.64  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Latin America Ltd                    | Liberty Latin America Ltd.                                   | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | BM        |    283838 | NS      | $2191229.36   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Latin America Ltd                    | Liberty Latin America Ltd.                                   | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | BM        |   1147754 | NS      | $8929526.12   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Tronox Holdings PLC                          | Tronox Holdings PLC                                          | CUSIP: 000000000<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | GB        |    551441 | NS      | $3341732.46   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Valaris Ltd                                  | Valaris Ltd.                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |    441180 | NS      | $25469321.40  | 0.17%             |  |  |  | No            | 1                  | On Loan: —       |
| White Mountains Insurance Group Ltd          | White Mountains Insurance Group Ltd.                         | CUSIP: 000000000<br>LEI: 549300N3FL068JERBG02 | Long             | EC               | CORP              | BM        |     19855 | NS      | $40602085.15  | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Perrigo Co PLC                               | Perrigo Co. PLC                                              | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |   1039347 | NS      | $14769120.87  | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| Aebi Schmidt Holding AG                      | Aebi Schmidt Holding AG                                      | CUSIP: 000000000<br>LEI: 506700TN58RT735OV464 | Long             | EC               | CORP              | CH        |    216027 | NS      | $3162635.28   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Transocean Ltd                               | Transocean Ltd.                                              | CUSIP: 000000000<br>LEI: 529900QO4W5DQGBGEF32 | Long             | EC               | CORP              | CH        |   5763569 | NS      | $28644937.93  | 0.20%             |  |  |  | No            | 1                  | On Loan: —       |
| Globant SA                                   | Globant SA                                                   | CUSIP: 000000000<br>LEI: 2221008DCMSPYS42DS88 | Long             | EC               | CORP              | LU        |      8723 | NS      | $583394.24    | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Nexa Resources SA                            | Nexa Resources SA                                            | CUSIP: 000000000<br>LEI: 549300QRMRHM7GAU7L47 | Long             | EC               | CORP              | LU        |     94253 | NS      | $1188530.33   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Orion SA                                     | Orion SA                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |    403971 | NS      | $2496540.78   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Birkenstock Holding Plc                      | Birkenstock Holding PLC                                      | CUSIP: 000000000<br>LEI: 529900CQ8LQKQ7LIT631 | Long             | EC               | CORP              | JE        |    628119 | NS      | $23717773.44  | 0.16%             |  |  |  | No            | 1                  | On Loan: —       |
| CNH Industrial NV                            | CNH Industrial NV                                            | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |   5992265 | NS      | $64476771.40  | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| EXPRO GROUP HOLDINGS NV                      | Expro Group Holdings NV                                      | CUSIP: 000000000<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               | CORP              | NL        |    685154 | NS      | $10969315.54  | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Copa Holdings SA                             | Copa Holdings SA                                             | CUSIP: 000000000<br>LEI: 529900BB9UQJV6QQHA59 | Long             | EC               | CORP              | PA        |    190126 | NS      | $25933186.40  | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Ardmore Shipping Corp                        | Ardmore Shipping Corp.                                       | CUSIP: 000000000<br>LEI: 549300J8HD7K6BHD8O28 | Long             | EC               | CORP              | MH        |    319165 | NS      | $4123611.80   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Rubico Inc                                   | Rubico, Inc.                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MH        |        27 | NS      | $20.22        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Costamare Inc                                | Costamare, Inc.                                              | CUSIP: 000000000<br>LEI: 5299003L6NPTZ25LN818 | Long             | EC               | CORP              | MH        |    878703 | NS      | $14744636.34  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Costamare Bulkers Holdings Ltd               | Costamare Bulkers Holdings Ltd.                              | CUSIP: 000000000<br>LEI: 529900XOR3ESNE5WKB78 | Long             | EC               | CORP              | MH        |    123372 | NS      | $2039339.16   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| DHT Holdings Inc                             | DHT Holdings, Inc.                                           | CUSIP: 000000000<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | MH        |   1291082 | NS      | $18501205.06  | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Dorian LPG Ltd                               | Dorian LPG Ltd.                                              | CUSIP: 000000000<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | MH        |    335989 | NS      | $9921755.17   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Genco Shipping & Trading Ltd                 | Genco Shipping & Trading Ltd.                                | CUSIP: 000000000<br>LEI: 5493003MBZ5GU8QHXZ58 | Long             | EC               | CORP              | MH        |    262570 | NS      | $5487713.00   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| International Seaways Inc                    | International Seaways, Inc.                                  | CUSIP: 000000000<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | MH        |    393692 | NS      | $23483727.80  | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Scorpio Tankers Inc                          | Scorpio Tankers, Inc.                                        | CUSIP: 000000000<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MH        |    404504 | NS      | $25734544.48  | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| TOP Ships Inc                                | TOP Ships, Inc.                                              | CUSIP: 000000000<br>LEI: 549300MWKDPUU7NJX050 | Long             | EC               | CORP              | MH        |      1650 | NS      | $8431.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |

### Signature

**Date Signed:** 2026-06-15

**Name of Applicant:** DFA INVESTMENT DIMENSIONS GROUP INC

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Vice President